Share your thoughts, 1 month free Claude Pro on usSee more
WorkDL logo mark

NeuralQP: A General Hypergraph-based Optimization Framework for Large-scale QCQPs

About

Machine Learning (ML) optimization frameworks have gained attention for their ability to accelerate the optimization of large-scale Quadratically Constrained Quadratic Programs (QCQPs) by learning shared problem structures. However, existing ML frameworks often rely heavily on strong problem assumptions and large-scale solvers. This paper introduces NeuralQP, a general hypergraph-based framework for large-scale QCQPs. NeuralQP features two main components: Hypergraph-based Neural Prediction, which generates embeddings and predicted solutions for QCQPs without problem assumptions, and Parallel Neighborhood Optimization, which employs a McCormick relaxation-based repair strategy to identify and correct illegal variables, iteratively improving the solution with a small-scale solver. We further prove that our framework UniEGNN with our hypergraph representation is equivalent to the Interior-Point Method (IPM) for quadratic programming. Experiments on two benchmark problems and large-scale real-world instances from QPLIB demonstrate that NeuralQP outperforms state-of-the-art solvers (e.g., Gurobi and SCIP) in both solution quality and time efficiency, further validating the efficiency of ML optimization frameworks for QCQPs.

Zhixiao Xiong, Fangyu Zong, Huigen Ye, Hua Xu• 2024

Related benchmarks

TaskDatasetResultRank
Quadratic Multiple Knapsack ProblemQMKP 5k
Gap %0.03
26
Quadratic Multiple Knapsack ProblemQMKP 10k
Optimality Gap (%)0.03
26
Polynomial-Objective Integer ProgrammingRandQCP 5k
Gap (%)0.22
26
Quadratic Multiple Knapsack ProblemQMKP 2k
Gap (%)0.09
26
Polynomial-Objective Integer ProgrammingRandQCP 2k
Gap (%)0.39
26
Polynomial-Objective Integer ProgrammingRandQCP 10k
Gap (%)0.19
26
Polynomial-Objective Integer ProgrammingRandQCP 1k
Gap (%)0.47
18
Quadratic Multiple Knapsack ProblemQMKP 1k
Optimality Gap (%)0.35
18
Polynomial-Objective Integer ProgrammingRandQCP Overall
Gap (%)0.33
10
Quadratic Multiple Knapsack ProblemQMKP
SGM (shift=1) Gap Percentage0.1
10
Showing 10 of 16 rows

Other info

Follow for update