Abstract:Mixed-Integer Linear Programming (MILP) is widely used in fields such as scheduling, logistics, and planning. Enhancing the performance of MILP solvers, particularly learning-based solvers, requires substantial amounts of high-quality data. However, existing methods for MILP instance generation typically necessitate training a separate model for each problem class and are computationally intensive when generating new instances. To address these limitations, we reformulate the MILP Instance Generation task as MILP Code Generation task, enabling efficient, flexible, and interpretable instance generation through code. Since MILP instances generated from code can vary significantly in scale, we introduce MILP-EmbedSim, a new similarity metric that accurately measures the similarity between instances of varying sizes within the same problem class. Leveraging this metric, we propose MILP-Retrieval, a pipeline that retrieves generation code from library to produce MILP instances highly similar to target instance. MILP-Retrieval outperforms baselines in both MILP Code Generation and Instance Generation tasks, provides a novel perspective on MILP instance generation and opens new possibilities for learning-based solvers.
Abstract:Integer programming problems (IPs) are challenging to be solved efficiently due to the NP-hardness, especially for large-scale IPs. To solve this type of IPs, Large neighborhood search (LNS) uses an initial feasible solution and iteratively improves it by searching a large neighborhood around the current solution. However, LNS easily steps into local optima and ignores the correlation between variables to be optimized, leading to compromised performance. This paper presents a general adaptive constraint partition-based optimization framework (ACP) for large-scale IPs that can efficiently use any existing optimization solver as a subroutine. Specifically, ACP first randomly partitions the constraints into blocks, where the number of blocks is adaptively adjusted to avoid local optima. Then, ACP uses a subroutine solver to optimize the decision variables in a randomly selected block of constraints to enhance the variable correlation. ACP is compared with LNS framework with different subroutine solvers on four IPs and a real-world IP. The experimental results demonstrate that in specified wall-clock time ACP shows better performance than SCIP and Gurobi.