A Graph-based Approach for Relating Integer Programs
Zachary Steever, Kyle Hunt, Mark Karwan, Junsong Yuan, Chase C. Murray (2024) A Graph-Based Approach for Relating Integer Programs. INFORMS Journal on Computing 0(0). https://doi.org/10.1287/ijoc.2023.0255
37 Pages Posted: 8 Mar 2021 Last revised: 2 Apr 2024
Date Written: March 25, 2024
Abstract
This paper presents a framework for classifying and comparing instances of integer linear programs (ILPs) based on their mathematical structure. It has long been observed that the structure of ILPs can play an important role in determining the effectiveness of certain solution techniques; those that work well for one class of ILPs are often found to be effective in solving similarly structured problems. In this work, the structure of a given ILP instance is captured via a graph-based representation, where decision variables and constraints are described by nodes, and edges denote the presence of decision variables in certain constraints. Using machine learning techniques for graph-structured data, we introduce two approaches for leveraging the graph representations for relating ILPs. In the first approach, a graph convolutional network (GCN) is employed to classify ILP graphs as having come from one of a known number of problem classes. The second approach makes use of latent features learned by the GCN to compare ILP graphs to one another directly. As part of the latter approach, we introduce a formal measure of graph-based structural similarity. A series of empirical studies indicate strong performance for both the classification and comparison procedures. Additional properties of ILP graphs – namely, losslessness and permutation invariance – are also explored via computational experiments.
Keywords: model structure; combinatorial optimization; mixed integer programming; neural network
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