Solving Max-Cut to Global Optimality via Feasibility-Preserving Graph Neural Networks

The multicut problem is an NP-hard combinatorial optimization problem with diverse applications in fields such as bioinformatics, data mining and computer vision. Graph neural networks have been defined for the multicut problem but can be adapted further to its specific objective function and constraints. In this article, we introduce such an adapted graph neural network architecture in which features are assigned only to edges, and the computation of messages is based on triangles in the underlying graph. Experiments with synthetic and real-world instances with up to 200 nodes show that our method outperforms state-of-the-art heuristic solvers in terms of solution quality while maintaining feasible runtimes. For some instances, our method finds optimal solutions in seconds whereas exact solvers need hours to find and certify optimal solutions.

Semidefinite programs (SDPs) are a powerful framework for convex optimization and for constructing strong relaxations of hard combinatorial problems. However, solving large SDPs can be computationally expensive, motivating the use of machine learning models as fast computational surrogates. Graph neural networks (GNNs) are a natural candidate in this setting due to their sparsity-awareness and ability to model variable-constraint interactions. In this work, we study what expressive power is sufficient to recover optimal SDP solutions. We first prove negative results showing that standard GNN architectures fail on recovering linear SDP solutions. We then identify a more expressive architecture that captures the key structure of SDPs and can, in particular, emulate the updates of a standard first-order solver. Empirically, on both synthetic and \textsc{SdpLib} benchmarks of various classes of SDPs, this more expressive architecture achieves consistently lower prediction error and objective gap than theoretically weaker baselines. Finally, using the learned high-quality predictions to warm-start the first-order solver yields practical speedups of up to 80%.

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.