用图嵌入预训练优化问题表示,提升求解效率与泛化能力
FORGE: Foundational Optimization Representations from Graph Embeddings
- 基于向量化量化图自编码器,在无监督下学习混合整数规划实例的通用表示
- 单个预训练模型可提升商业求解器性能,且在割平面生成与变量提示任务中超越现有方法
- 适用于需跨问题域、跨规模泛化的优化研究者,支持快速微调与部署
组合优化问题广泛存在于科学与工程领域。然而,现有学习方法需大量困难实例训练,计算成本高;且每类问题分布和下游任务均需独立建模,难以扩展。本文提出 Forge:基于图嵌入的优化基础表征框架,通过无监督方式在大规模多样化的混合整数规划(MIP)实例上预训练向量化量化图自编码器,不依赖优化求解器或最优解。向量化量化生成离散代码,构成优化实例的词汇表。在无监督设置中,Forge 嵌入能有效聚类跨问题域与规模的未见实例;在有监督设置中,微调后可同时预测割平面生成的整数间隙与搜索引导的变量提示,在多个问题与规模分布上优于商业求解器及当前最优学习方法。项目开源训练代码、预训练权重及多组 MIP 分布嵌入,以推动优化表示学习研究。
原文摘要 · Abstract (English)
Combinatorial optimization problems are ubiquitous in science and engineering. Still, learning-based approaches to accelerate combinatorial optimization often require solving a large number of difficult instances to collect training data, incurring significant computational cost. Existing learning-based methods require training dedicated models for each problem distribution, for each downstream task, severely limiting their scalability and generalization. We introduce Forge: Foundational Optimization Representations from Graph Embeddings, a framework that pre-trains a vector-quantized graph autoencoder on a large, diverse collection of mixed-integer programming (MIP) instances in an unsupervised manner, without relying on optimization solvers or optimal solutions. Vector quantization produces discrete code assignments that serve as a vocabulary for representing optimization instances. We evaluate Forge in both unsupervised and supervised settings. In the unsupervised setting, Forge embeddings effectively cluster unseen instances across problem domains and sizes. In the supervised setting, we fine-tune Forge embeddings and show that a single pre-trained model helps predicting both the integrality gap for cut-generation and variable hints for search guidance across multiple problem and size distributions. In both tasks, we improve the performance of a commercial optimization solver and outperform state-of-the-art learning-based methods. Finally, we open-source our training code, pre-trained Forge weights, and embeddings for multiple MIP distributions to foster further research in representation learning for optimization problems https://skadio.github.io/forge/
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