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arXiv 2402.07099cs.LGmath.OC

重新思考图神经网络用于分支策略的能力

Rethinking the Capacity of Graph Neural Networks for Branching Strategy

Massachusetts Institute of Technology(麻省理工学院);University of Central Florida(中佛罗里达大学);Damo Academy, Alibaba US(达摩院美国分部)

Ziang Chen, Jialin Liu, Xiaohan Chen, Xinshang Wang, Wotao Yin

AI总结:

本文刻画MP-GNN逼近MILP强分支的表达能力边界,提出MP可处理类及通用逼近定理,并证明2-FGNN可将该保证扩展到全部MILP。

摘要:

图神经网络(GNN)已被广泛用于预测混合整数线性规划(MILP)的性质和启发式规则,从而加速MILP求解器。本文研究GNN表示强分支(SB)的能力,SB是分支定界算法中采用的最有效但计算代价高昂的启发式方法。在已有文献中,消息传递GNN(MP-GNN)作为最简单的GNN结构,经常被用作SB的快速近似;而我们发现,并非所有MILP的SB都能由MP-GNN表示。我们精确定义了一类“MP可处理”的MILP,MP-GNN能够为其准确近似SB分数。特别地,我们建立了一个通用逼近定理:对于MP可处理类别上的任意数据分布,总存在一个MP-GNN能够以任意高的精度和任意高的概率逼近SB分数,这为现有使用MP-GNN模仿SB的工作奠定了理论基础。遗憾的是,对于不具备MP可处理性的MILP,类似结果是不可能的;这可由两个具有不同SB分数、但无论参数数量多少都无法被任何MP-GNN区分的MILP实例说明。认识到这一点后,我们探索了另一种称为二阶folklore GNN(2-FGNN)的GNN结构,它克服了这一限制,并且上述通用逼近定理可通过2-FGNN扩展到整个MILP空间,而无需考虑MP可处理性。我们开展了一项小规模数值实验,以直接验证我们的理论发现。

英文摘要:

Graph neural networks (GNNs) have been widely used to predict properties and heuristics of mixed-integer linear programs (MILPs) and hence accelerate MILP solvers. This paper investigates the capacity of GNNs to represent strong branching (SB), the most effective yet computationally expensive heuristic employed in the branch-and-bound algorithm. In the literature, message-passing GNN (MP-GNN), as the simplest GNN structure, is frequently used as a fast approximation of SB and we find that not all MILPs's SB can be represented with MP-GNN. We precisely define a class of "MP-tractable" MILPs for which MP-GNNs can accurately approximate SB scores. Particularly, we establish a universal approximation theorem: for any data distribution over the MP-tractable class, there always exists an MP-GNN that can approximate the SB score with arbitrarily high accuracy and arbitrarily high probability, which lays a theoretical foundation of the existing works on imitating SB with MP-GNN. For MILPs without the MP-tractability, unfortunately, a similar result is impossible, which can be illustrated by two MILP instances with different SB scores that cannot be distinguished by any MP-GNN, regardless of the number of parameters. Recognizing this, we explore another GNN structure called the second-order folklore GNN (2-FGNN) that overcomes this limitation, and the aforementioned universal approximation theorem can be extended to the entire MILP space using 2-FGNN, regardless of the MP-tractability. A small-scale numerical experiment is conducted to directly validate our theoretical findings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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