SymILO: A Symmetry-Aware Learning Framework for Integer Linear Optimization
About
Integer linear programs (ILPs) are commonly employed to model diverse practical problems such as scheduling and planning. Recently, machine learning techniques have been utilized to solve ILPs. A straightforward idea is to train a model via supervised learning, with an ILP as the input and an optimal solution as the label. An ILP is symmetric if its variables can be permuted without changing the problem structure, resulting in numerous equivalent and optimal solutions. Randomly selecting an optimal solution as the label can introduce variability in the training data, which may hinder the model from learning stable patterns. In this work, we incorporate the intrinsic symmetry of ILPs and propose a novel training framework called SymILO. Specifically, we modify the learning task by introducing solution permutation along with neural network weights as learnable parameters and then design an alternating algorithm to jointly optimize the loss function. We conduct extensive experiments on ILPs involving different symmetries and the computational results demonstrate that our symmetry-aware approach significantly outperforms three existing methods -- achieving $50.3\%$, $66.5\%$, and $45.4\%$ average improvements, respectively.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Fix-and-optimize | IP (test) | Average Relative Primal Gap0.124 | 3 | |
| Fix-and-optimize | SMSP (test) | Average Relative Primal Gap0.18 | 3 | |
| Fix-and-optimize | PESP (test) | Average Relative Primal Gap0.05 | 3 | |
| Fix-and-optimize | PESPD (test) | Average Relative Primal Gap0.404 | 3 | |
| Local branching | IP (test) | Average Relative Primal Gap0.102 | 3 | |
| Local branching | SMSP (test) | Average Relative Primal Gap0.16 | 3 | |
| Local branching | PESP (test) | Average Relative Primal Gap0.00e+0 | 3 | |
| Local branching | PESPD (test) | Average Relative Primal Gap0.127 | 3 | |
| Node Selection | PESPD (test) | Avg Relative Primal Gap3.006 | 3 | |
| Node Selection | IP (test) | Average Relative Primal Gap0.19 | 3 |