Towards Solving Polynomial-Objective Integer Programming with Hypergraph Neural Networks
Authors: Minshuo Li, Yaoxin Wu, Pavel Troubil, Yingqian Zhang, Wim P. M. Nuijten
Organizations: Department of Mathematics and Computer Science, Eindhoven University of Technology, Eindhoven, the Netherlands · Eindhoven Artificial Intelligence Systems Institute, Eindhoven University of Technology, Eindhoven, the Netherlands · Department of Industrial Engineering and Innovation Sciences, Eindhoven University of Technology, Eindhoven, the Netherlands · Delmia R&D, Dassault Systèmes, ’s-Hertogenbosch, the Netherlands
Complex real-world optimization problems often involve both discrete decisions and nonlinear relationships between variables. Many such problems can be modeled as polynomial-objective integer programs, encompassing cases with quadratic and higher-degree variable interactions. Nonlinearity makes them more challenging than their linear counterparts. In this paper, we propose a hypergraph neural network (HNN) based method to solve polynomial-objective integer programming (POIP). Besides presenting a high-degree-term-aware hypergraph representation to capture both high-degree information and variable-constraint interdependencies, we also propose a hypergraph neural network, which integrates convolution between variables and high-degree terms alongside convolution between variables and constraints, to predict solution values. Finally, a search process initialized from the predicted solutions is performed to further refine the results. Comprehensive experiments across a range of benchmarks demonstrate that our method consistently outperforms both existing learning-based approaches and state-of-the-art solvers, delivering superior solution quality with favorable efficiency. Note that our experiments involve both polynomial objectives and constraints, demonstrating our HNN's versatility for general POIP problems and highlighting its advancement over the existing literature.
Figures & tables
Figure 1: The framework of the proposed method. For a POIP instance shown in a), our method first transforms it into a hypergraph shown in b), where orange dashed circles denote hyperedges representing high-degree terms. Their raw features (term coefficients and variable degrees) are illustrated in the orange dashed boxes. This hypergraph is then processed by a hypergraph neural network shown in c) for representation learning and solution prediction, where hϵ , hv(i) , and hc(i) represent hyperedge embeddings, variable embeddings after the i -th update, and constraint embeddings after the i -th update, respectively. Finally, a neighborhood-search based repair-and-refinement process, shown in d), turns the predicted results into a high-quality feasible solution.
Method
Train
Base solver: Gurobi
Base solver: SCIP
1k
2k
5k
10k
Overall
1k
2k
5k
10k
Overall
Exact solver
–
0.38
0.23
29.08
26.69
14.10 ±13.89∗
5.15
6.10
35.73
27.61
18.65 ±13.38∗
Neural QP
Mini
0.35
0.09
0.03
0.03
0.11 ±0.13
0.54
0.11
29.38
17.90
12.99 ±13.21
1k
0.35
0.09
0.04
0.04
0.38
0.11
28.68
19.44
2k
–
0.09
0.05
0.04
–
0.10
29.54
17.41
GNNQP
Mini
0.45
0.09
0.05
0.03
7.22 ±15.00∗
0.54
0.11
29.38
17.90
16.08 ±15.52
Table 1: Comparison on QMKP datasets in terms of mean and standard deviation of gap% . The best results are highlighted in bold and ∗ indicates the overall results are statistically different from the best one. “–” denotes that the corresponding test was omitted, as models were only evaluated on instances with identical or larger scales than the training instances, following the setting in [ 47 ] .
Method
Train
Base solver: Gurobi
Base solver: SCIP
150 × 30
200 × 30
500 × 100
Overall
150 × 30
200 × 30
500 × 100
Overall
Exact Solver
–
51.42
58.20
38.66
48.89 ±11.11∗
66.17
73.11
72.31
69.14 ±4.68∗
Neural QP
50 × 10& 50 × 20
28.03
42.92
23.82
37.04 ±13.95∗
54.63
62.65
71.52
62.09 ±8.09∗
150 × 30& 200 × 30
42.20
62.18
26.47
58.08
67.11
69.90
Ours
50 × 10& 50 × 20
9.95
8.96
2.78
6.59 ±6.39
31.52
21.05
62.62
42.01 ±16.67
150 × 30& 200 × 30
5.23
7.08
2.65
29.97
46.31
62.36
Table 2: Comparison on CFLPTC datasets in terms of mean and standard deviation of gap% . The best results are highlighted in bold and ∗ indicates the overall results are statistically different from the best one.
Instance ID
Gurobi
NeuralQP
GNNQP
TriGNN
Ours
2315
59.75
15.92
13.10
12.54
13.49
2733
1.38
0.28
0.18
0.10
0.38
2957
2.11
2.07
1.88
1.13
0.71
3347
0.52
0.20
9.28
5.93
0.34
3402
2.80
7.10
4.95
4.12
6.64
3584
66.75
15.04
7.75
15.59
15.03
Table 3: Comparison on QPLIB instances by mean value and standard deviation of gap% . The best and second best results are highlighted in bold and italics, respectively. ∗ indicates statistically significant difference to the best result.
Method
Train
Base solver: Gurobi
Base solver: SCIP
1k
2k
5k
10k
Overall
1k
2k
5k
10k
Overall
Exact solver
–
3.21
6.45
5.83
9.88
6.34 ±9.84∗
38.82
42.08
53.12
53.07
46.77 ±6.60∗
Neural QP
Mini
0.47
0.43
0.25
0.22
0.33 ±0.22∗
0.60
0.51
0.37
0.31
0.43 ±0.23∗
1000
0.54
0.42
0.22
0.22
0.62
0.50
0.36
0.32
2000
–
0.39
0.25
0.19
–
0.47
0.34
0.29
GNNQP
Mini
3.53
2.29
3.23
3.36
3.07 ±0.68∗
3.60
2.40
3.29
3.42
3.14 ±0.66∗
Table 4: Results on RandQCP datasets by mean and standard deviation of gap% . The best results are highlighted in bold and ∗ indicates the overall results have statistically significant difference to the best one.
NeuralQP-HD
GNNQP-HD
w/o-VCConv
w/o-HyConv
Ours
1k
0.33
0.36
0.42
0.30
0.31
2k
0.90
2.16
1.92
0.81
0.10
Average
0.61
1.26
1.17
0.56
0.20
Table 5: Comparison of our model and ablation baselines on QMKP instances in terms of gap% . The best result of each testing dataset is highlighted in bold.
Appendix figures & tables6 assets
Supplementary material from the paper’s appendix.
Appendix
Tensor
Feature
Description
V
type
(continuous, binary, integer) as a one-hot encoding
lb
Lower bound value of the variable
up
Upper bound value of the variable
inf_lb
Binary indicator (1 if the lower bound is negative infinity, 0 otherwise)
inf_ub
Binary indicator (1 if the upper bound is positive infinity, 0 otherwise)
avg_obj_coe
Average value of coefficients associated with this variable in the objective function
Appendix
Table 6: Raw Features of High-Degree Term-Aware Hypergraph Representation
Dataset
Number
m
n
Coordinate
Dj
oi
Ci
1
1605
50
10
U(10,200)
U(10,50)
U(300,700)
U(100,500)
2
1119
50
20
U(10,200)
U(30,80)
U(300,700)
U(100,500)
3
984
150
30
U(10,300)
U(10,50)
U(300,700)
U(200,600)
4
200
200
30
U(10,200)
U(10,50)
U(500,1500)
U(500,800)
Appendix
Table 7: Setting for CFLPTC Training Dataset Generation
Method
NeuralQP
Ours
gap%
99.10
71.92
Appendix
Table 8: Comparison on QMKP-1k datasets in terms of prediction performance.
Method
Train
Base solver: Gurobi
150 × 30
200 × 30
500 × 100
Overall
Exact Solver
–
51.42
58.20
38.66
48.89 ±11.11∗
Neural QP
50 × 10& 50 × 20
28.03
42.92
23.82
37.04 ±13.95∗
150 × 30& 200 × 30
42.20
62.18
26.47
Ours –Quad
50 × 10& 50 × 20
32.49
38.40
11.25
29.77 ±25.23∗
150 × 30& 200 × 30
31.45
39.77
11.46
Appendix
Table 9: Comparison on CFLPTC datasets in terms of mean and standard deviation of gap% . The best results are highlighted in bold and ∗ indicates the overall results are statistically different from the best one.
Methods
Base solver
Gurobi
SCIP
Exact solver
5.12
13.61
NeuralQP
0.10
4.95
GNNQP
1.18
5.94
TriGNN
0.12
5.03
Ours
0.08
4.75
Appendix
Table 10: Comparison on QMKP datasets in terms of SGM (shift=1) of gap% . The best results are highlighted in bold.
Method
Train
1k
2k
5k
10k
Overall
Gurobi
–
0.45
0.22
28.82
24.89
13.59
Neural QP
Mini
0.35
0.08
0.04
0.03
0.11
1k
0.36
0.09
0.03
0.04
2k
–
0.09
0.05
0.03
Ours
Mini
0.17
0.10
0.03
0.04
0.09
1k
0.31
0.10
0.05
0.04
Appendix
Table 11: Comparison of our method, NeuralQP and Gurobi under multiple solver random seeds on QMKP datasets in terms of mean gap% . The best results are highlighted in bold.
Combinatorial optimization finds the best feasible choices among discrete alternatives in routing, scheduling, graph problems, and resource allocation.