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On the Power of Small-size Graph Neural Networks for Linear Programming

NeurIPS 2024 · Graph learning › GNN architectures · approach: Simple and scalable GNNs · 0 citations (OpenAlex)

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Proves that polylogarithmic-depth, constant-width GNNs can solve packing and covering LPs by unrolling a variant of Awerbuch-Khandekar gradient descent, and proposes GD-Net, which outperforms a GCN with far fewer parameters on synthetic LP benchmarks.

Problem

Theory predicts GNNs need large sizes to approximate LP solution mappings, yet small GNNs work well in practice; the paper asks when and why small GNNs can solve LPs.

Approach

A variant of the Awerbuch-Khandekar gradient descent for packing/covering LPs is simulated layer by layer by a GNN with learnable sigmoid-based step-function replacements, giving GD-Net with constant width and polylogarithmic depth.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use GD-Net instead of GCNIS · IS S/M/Lrelative gap: 15.46% -> 4.41%; 16.18% -> 3.55%; 15.35% -> 6.84%Helped
use GD-Net instead of GCNPacking · Packing S/M/Lrelative gap: 19.50% -> 16.53%; 10.69% -> 10.68%; 7.37% -> 7.35%Helped
use GD-Net instead of GCNECP · ECP S/M/Lrelative gap: 36.83% -> 7.84%; 38.73% -> 21.51%; 39.22% -> 18.28%Helped
use GD-Net instead of GCNSC · SC S/M/Lrelative gap: 21.91% -> 26.68%; 10.91% -> 13.09%; 8.90% -> 8.42%Mixed
use GD-Net instead of GurobiSC · SC 1,000 variablesinference time: 0.244s -> 0.105sHelped
use GD-Net instead of PDLPSC · SC 1,000 variablesinference time: 0.919s -> 0.105sHelped
use GD-Net instead of GurobiPacking · Packing 5,000 variablesinference time: 3.980s -> 0.216sHelped

Surprising findings

Limitations

Experimental setup

Datasets: Maximum Independent Set instances generated with Ecole Packing LP instances (random, 60% density) Edge Covering instances derived from IS Set Covering instances (random, 60% density) Bipartite Maxflow instances

Benchmarks: IS Packing ECP SC Bipartite Maxflow

Metrics: relative gap absolute gap validation MSE test MSE inference time

Baselines: GCN (Qian et al. 2023) Gurobi primal simplex PDLP Ford-Fulkerson

Builds on: Awerbuch and Khandekar packing/covering algorithm GCN Gasse et al. bipartite GNN formulation (Ecole)

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