arXiv:2507.11063cs.LGmath.OC2025-07中稿 · ECAI 2025

为混合整数规划实例设计首个数学距离度量,无需标签数据即可精准区分问题类型。

A Distance Metric for Mixed Integer Programming Instances

  • 基于约束中变量与权重的分布差异,用地球移动距离思想量化实例相似性。
  • 贪心版本速度比精确版快近200倍,分类准确率几乎相当。
  • 无需标注数据,性能超越传统方法,媲美有监督学习模型。

混合整数线性规划(MILP)是解决众多现实问题的强大工具,但缺乏明确的实例比较结构。可靠的相似性度量可建立实例间的有意义关联,提升实例集异质性评估效果,并为求解器(尤其结合机器学习时)提供更好指导。现有度量常在识别实例类别上精度不足,或高度依赖标注数据,限制了其适用性和泛化能力。为此,本文提出首个直接从数学公式推导的MILP实例距离度量。通过将右端项、权重和变量离散化为类别,该度量借鉴地球移动距离思想,量化约束间权重-变量分布的不匹配程度,并自然扩展至实例级比较。我们在StrIPLIB数据集上评估了该度量的精确与贪心变体,在多种参数设置下,所有组件均有助于类别识别;贪心版本准确率接近精确版,速度提升近200倍。相较于最先进基线(包括基于特征、图像及神经网络的模型),该无监督方法在分类与子类分组任务中持续优于所有非学习型方法,且媲美有监督分类器表现。

原文摘要 · Abstract (English)

Mixed-integer linear programming (MILP) is a powerful tool for addressing a wide range of real-world problems, but it lacks a clear structure for comparing instances. A reliable similarity metric could establish meaningful relationships between instances, enabling more effective evaluation of instance set heterogeneity and providing better guidance to solvers, particularly when machine learning is involved. Existing similarity metrics often lack precision in identifying instance classes or rely heavily on labeled data, which limits their applicability and generalization. To bridge this gap, this paper introduces the first mathematical distance metric for MILP instances, derived directly from their mathematical formulations. By discretizing right-hand sides, weights, and variables into classes, the proposed metric draws inspiration from the Earth mover's distance to quantify mismatches in weight-variable distributions for constraint comparisons. This approach naturally extends to enable instance-level comparisons. We evaluate both an exact and a greedy variant of our metric under various parameter settings, using the StrIPLIB dataset. Results show that all components of the metric contribute to class identification, and that the greedy version achieves accuracy nearly identical to the exact formulation while being nearly 200 times faster. Compared to state-of-the-art baselines, including feature-based, image-based, and neural network models, our unsupervised method consistently outperforms all non-learned approaches and rivals the performance of a supervised classifier on class and subclass grouping tasks.

MILP距离度量无监督学习实例分析

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