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SymILO: A Symmetry-Aware Learning Framework for Integer Linear Optimization

NeurIPS 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Learning branch-and-cut for MILP · 0 citations (OpenAlex)

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Proposes SymILO, a symmetry-aware training framework that jointly optimizes GNN weights and solution permutations (alternating minimization) to predict optimal ILP solutions, improving downstream primal gaps on four symmetric benchmarks.

Problem

Supervised learning for predicting optimal solutions of integer linear programs is hurt when instances are symmetric, because the label (one of many equivalent optimal solutions) is chosen arbitrarily, producing noisy training targets.

Approach

Treat the permutation mapping each training label to an equivalent optimal solution as a learnable variable, and alternate between optimizing these permutations (exact via enumeration for small cyclic/dihedral groups, or LP relaxation for symmetric groups) and gradient steps on the GNN weights.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
train with symmetry-aware risk instead of classic empirical riskGNN solution prediction · IPTop-10% error: 0.8 ±0.8 -> 0.4 ±0.6Helped
train with symmetry-aware risk instead of classic empirical riskGNN solution prediction · SMSPTop-30% error: 5.3± 2.6 -> 0.1 ± 0.1Helped
train with symmetry-aware risk instead of classic empirical riskGNN solution prediction · PESPTop-90% error: 1.6k±30 -> 212±23Helped
train with symmetry-aware risk instead of classic empirical riskGNN solution prediction · PESPDTop-10% error: 87.4±41 -> 12.7±4.8Helped
use symmetry-aware training rather than the classic baselinefix and optimize · IPrelative primal gap: 0.201 -> 0.124Helped
use symmetry-aware training rather than the classic baselinelocal branching · IPrelative primal gap: 0.168 -> 0.102Helped
use symmetry-aware training rather than the classic baselinenode selection · IPrelative primal gap: 0.312 -> 0.190Helped
use symmetry-aware training rather than the classic baselinefix and optimize · SMSPrelative primal gap: 0.300 -> 0.180Helped
use symmetry-aware training rather than the classic baselinelocal branching · PESPrelative primal gap: 0.306 -> 0.000Helped
use symmetry-aware training rather than the classic baselinenode selection · PESPDrelative primal gap: 3.755 -> 3.006Helped
use symmetry-aware training rather than the classic baselinefix and optimize · PESPDrelative primal gap: 2.389 -> 0.404Helped
use symmetry-aware training rather than the classic baselinelocal branching · PESPDrelative primal gap: 3.442 -> 0.127Helped

Surprising findings

Limitations

Experimental setup

Datasets: IP (NeurIPS ML4CO 2021 generator) SMSP (steel mill slab) PESPlib (perturbed for PESP and PESPD)

Benchmarks: IP SMSP PESP PESPD

Metrics: Top-m% error relative primal gap gain over baseline paired t-test p-value

Baselines: Neural Diving (ND) predict-and-search (PS) MIP-GNN Tuned CPLEX

Builds on: Neural Diving predict-and-search MIP-GNN bipartite graph representation of MILP

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