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.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Quadratic Multiple Knapsack Problem | QMKP 5k | Gap %0.03 | 26 | |
| Quadratic Multiple Knapsack Problem | QMKP 10k | Optimality Gap (%)0.03 | 26 | |
| Polynomial-Objective Integer Programming | RandQCP 5k | Gap (%)0.22 | 26 | |
| Quadratic Multiple Knapsack Problem | QMKP 2k | Gap (%)0.09 | 26 | |
| Polynomial-Objective Integer Programming | RandQCP 2k | Gap (%)0.39 | 26 | |
| Polynomial-Objective Integer Programming | RandQCP 10k | Gap (%)0.19 | 26 | |
| Polynomial-Objective Integer Programming | RandQCP 1k | Gap (%)0.47 | 18 | |
| Quadratic Multiple Knapsack Problem | QMKP 1k | Optimality Gap (%)0.35 | 18 | |
| Polynomial-Objective Integer Programming | RandQCP Overall | Gap (%)0.33 | 10 | |
| Quadratic Multiple Knapsack Problem | QMKP | SGM (shift=1) Gap Percentage0.1 | 10 |