Unsupervised neural combinatorial optimization (NCO) offers an appealing alternative to supervised approaches by training learning-based solvers without ground-truth solutions, directly minimizing instance objectives and constraint violations. Yet for graph node subset-selection problems (e.g., Maximum Clique and Maximum Independent Set), existing unsupervised methods are typically specialized to a single problem class and rely on problem-specific surrogate losses, which hinders learning across classes within a unified framework. In this work, we propose UniHetCO, a unified heterogeneous graph representation for constrained quadratic programming-based combinatorial optimization that encodes problem structure, objective terms, and linear constraints in a single input. This formulation enables training a single model across multiple problem classes with a unified label-free objective. To improve stability under multi-problem learning, we employ a gradient-norm-based dynamic weighting scheme that alleviates gradient imbalance among classes. Experiments on multiple datasets and four constrained problem classes demonstrate competitive performance with state-of-the-art unsupervised NCO baselines, strong cross-problem adaptation potential, and effective warm starts for a commercial classical solver under tight time limits.
Figures & tables
Figure 1: High-level comparison between existing single-problem (top) and our multi-problem (bottom) neural combinatorial optimization framework. By encoding objectives and constraints into the input graph, our approach enables joint training across multiple problem classes.
Figure 2: Examples of MIS, MC, MVC and MDS instances encoded in our unified heterogeneous graph. The objectives and constraints are listed for each problem class, along with a simple example for Q,c,A, and b and the corresponding heterogeneous graph defined in Sec. 4.1 . Red nodes are decision variables; black edges are original-graph relations; green edges are objective-graph relations. Blue squares are constraint nodes, connected to variables by blue dashed edges.
IMDB
COLLAB
Twitter
RB200
SparseSuit
Number of Gprob layers
4
4
6
6
6
Number of Gobj layers
1
1
1
1
1
Number of Gconstr layers
4
4
6
6
6
Epochs (single-problem)
50
50
50
50
50
Epochs (multi-problem)
100
100
100
100
100
Batch size (single-problem)
64
64
64
64
64
Table 1: Main hyper-parameter settings for the datasets we use in our experiments.
Dataset
IMDB
COLLAB
Problem Class
MC
MVC
MC
MVC
EGN [ 15 ]
1.0000 (0.02)
1.0000 (0.02)
0.9820 (0.09)
1.0130 (0.04)
Meta-EGN [ 32 ]
1.0000 (0.02)
1.0000 (0.02)
0.9880 (0.09)
1.0003 (0.04)
UniHetCO (Ours)
1.0000 (0.01)
1.0000 (0.02)
0.9764 (0.07)
1.0019 (0.10)
Greedy
0.9888 (0.01)
1.0000 (0.01)
0.9916 (0.27)
1.2090 (0.33)
Gurobi v12.03 ( ≤ 0.2s)
1.0000 (0.02)
1.0000 (0.01)
0.9916 (0.07)
1.0000 (0.08)
Table 2: Results on the single-problem setting with state-of-the-art baselines and Gurobi, evaluated on MC and MVC.
Dataset
Twitter
Problem Class
MIS
MC
MVC
MDS
UniHetCO-Single
0.9725 (0.07)
0.9449 (0.07)
1.0338 (0.08)
1.0535 (0.12)
UniHetCO-ERM
0.9690 (0.07)
0.9072 (0.07)
1.1037 (0.08)
1.0585 (0.12)
UniHetCO-SW
0.9573 (0.07)
0.8996 (0.07)
1.0485 (0.08)
1.0456 (0.12)
UniHetCO-DW
0.9629 (0.07)
0.9080 (0.07)
1.0464 (0.08)
1.0452 (0.12)
Gurobi v12.03 ( ≤ 0.2s)
0.9964 (0.05)
0.9094 (0.19)
1.0007 (0.05)
1.0000 (0.01)
Table 3: Results on the multi-problem setting among UniHetCO variants on Twitter and RB200, evaluated on MIS, MC, MVC, and MDS.
Problem Class
MIS
MC
MVC
MDS
UniHetCO-Single
0.8845 (0.10)
0.9647 (0.08)
1.0746 (0.10)
1.0781 (0.20)
UniHetCO-ERM
0.7829 (0.10)
0.9786 (0.08)
1.1603 (0.10)
1.0732 (0.20)
UniHetCO-SW
0.8294 (0.10)
0.9567 (0.08)
1.0840 (0.10)
1.0802 (0.20)
UniHetCO-DW
0.8718 (0.10)
0.8736 (0.08)
1.0886 (0.10)
1.1236 (0.20)
Gurobi ( ≤ 0.2s)
0.9991 (0.02)
0.9476 (0.20)
1.0000 (0.02)
1.0279 (0.07)
Gurobi ( ≤ 1.0s)
1.0000 (0.03)
1.0000 (0.40)
1.0000 (0.03)
1.0098 (0.24)
Table 4: Results on multi-problem setting among three variants of UniHetCO on SparseSuit, evaluated on MIS, MC, MVC and MDS.
Figure 3: Results on cross-problem generalization and adaptation on the Twitter dataset across all four problem classes. In each subfigure, the target class is held out during training (e.g., MIS is evaluated after training on MC, MVC, and MDS), and performance is reported under zero-shot transfer and fine-tuning. The dashed horizontal line denotes the UniHetCO-Single baseline approximation ratio. Note that it is higher better for MIS and MC, and lower better for MVC and MDS.
Figure 4: Results on warm-start for Gurobi ( ≤ 0.2s) for the MC problem. We use three datasets Twitter, RB200 and SparseSuit. UniHetCO-Single yields the strongest warm-start, with UniHetCO-DW offering smaller but still positive gains.
Appendix figures & tables2 assets
Supplementary material from the paper’s appendix.
Appendix
Dataset
IMDB
COLLAB
Twitter
RB200
SparseSuit
Training
800
4100
773
2000
800
Validation
100
450
100
200
100
Testing
100
450
100
100
90
Appendix
Table 5: Training, validation and testing splits for the datasets in our experiments.
Dataset
IMDB
Problem Class
MIS
MC
MVC
MDS
UniHetCO-Single
1.0000 (0.01)
1.0000 (0.02)
1.0000 (0.02)
1.0000 (0.01)
UniHetCO-ERM
1.0000 (0.01)
0.9698 (0.02)
1.0432 (0.02)
1.0100 (0.01)
UniHetCO-SW
0.9933 (0.01)
0.9518 (0.02)
1.0000 (0.02)
1.0000 (0.01)
UniHetCO-DW
0.9950 (0.01)
0.9500 (0.02)
1.0350 (0.02)
1.0000 (0.01)
Gurobi v12.03 ( ≤ 0.2s)
0.9964 (0.01)
1.0000 (0.02)
1.0007 (0.01)
1.0000 (0.01)
Appendix
Table 6: Results on the multi-problem setting among UniHetCO variants on IMDB and COLLAB, evaluated on MIS, MC, MVC, and MDS.
Combinatorial optimization finds the best feasible choices among discrete alternatives in routing, scheduling, graph problems, and resource allocation.
A key challenge in developing unified neural solvers for combinatorial optimization (CO) is the efficient generalization of models from a given set of tasks to new tasks unseen during initial training. To address this, we first establish a new GNN encoder, which uses a GCON module as a form of expressive message passing together with energy-based unsupervised loss functions. This model achieves highly competitive performance across multiple CO tasks when trained individually on each task. We then leverage knowledge from the computational reducibility literature to propose pretraining and fine-tuning strategies that transfer effectively (a) between MVC, MIS and MaxClique, and (b) in a multi-task learning setting that additionally incorporates MaxCut, MDS and graph coloring. Additionally, in a leave-one-out, multi-task learning setting, we observe that pretraining on all but one task almost always leads to faster convergence on the remaining task when fine-tuning, while avoiding negative transfer. Our findings indicate that learning common representations across multiple graph CO problems is viable through the use of expressive message passing coupled with pretraining strategies that are informed by the polynomial reducibility literature, thereby taking an important step towards enabling the development of foundational models for neural CO. We provide an open source implementation of our work at https://github.com/semihcanturk/COPT-MT.
Semih Cantürk, Thomas Sabourin, Frederik Wenkel +2
Dept. of Computer Science and Operations Research, Université de Montréal · Mila – Quebec AI Institute · Dept. of Mathematics & Statistics, Université de Montréal +2
Self-supervised learning for combinatorial optimization has emerged as a promising paradigm for solving discrete optimization problems with neural networks, but a central challenge remains: handling hard combinatorial constraints within continuous, gradient-based training. Continuously extending combinatorial objectives to convex domains is a powerful technique, yet existing approaches often require projection steps that constrain neural network outputs to lie inside the feasible polytope and rely on ad-hoc and problem-specific constructions. We propose a general framework in which the neural network is allowed to predict arbitrary continuous vectors that could potentially lie outside of the feasible polytope. These predictions are then approximated by sparse convex combinations of feasible solutions using a geometric decomposition algorithm based on Frank--Wolfe methods and approximate Caratheodory results. This decomposition induces an a.e.-differentiable, self-supervised loss defined as the expected value of the discrete objective. The same procedure provides an automatic rounding guarantee at inference time. We demonstrate strong empirical performance across multiple combinatorial problems, including the Quadratic Assignment Problem, Maximum Coverage, and the Traveling Salesperson Problem.
Neural Combinatorial Optimization (NCO) has mostly focused on learning policies, typically neural networks, that operate on a single candidate solution at a time, either by constructing one from scratch or iteratively improving it. In contrast, decades of work in metaheuristics have shown that maintaining and evolving populations of solutions improves robustness and exploration, and often leads to stronger performance. To close this gap, we study how to make NCO explicitly population-based by learning policies that act on sets of candidate solutions. We first propose a simple taxonomy of population awareness levels and use it to highlight two key design challenges: (i) how to represent a whole population inside a neural network, and (ii) how to learn population dynamics that balance intensification (generating good solutions) and diversification (maintaining variety). We make these ideas concrete with two complementary tools: one that improves existing solutions using information shared across the whole population, and the other generates new candidate solutions that explicitly balance being high-quality with diversity. Experimental results on Maximum Cut and Maximum Independent Set indicate that incorporating population structure is advantageous for learned optimization methods and opens new connections between NCO and classical population-based search.
Andoni Irazusta Garmendia, Josu Ceberio, Alexander Mendiburu
University of the Basque Country (EHU), Department of Computer Science and Artificial Intelligence, San Sebastian, Spain.