By examining the patterns of solutions obtained for various instances, one can gain insights into the structure and behavior of combinatorial optimization (CO) problems and develop efficient algorithms for solving them. Machine learning techniques, especially Graph Neural Networks (GNNs), have shown promise in parametrizing and automating this laborious design process. The inductive bias of GNNs allows for learning solutions to mixed-integer programming (MIP) formulations of constrained CO problems with a relational representation of decision variables and constraints. The trained GNNs can be leveraged with primal heuristics to construct high-quality feasible solutions to CO problems quickly. However, current GNN-based end-to-end learning approaches have limitations for scalable training and generalization on larger-scale instances; therefore, they have been mostly evaluated over small-scale instances. Addressing this issue, our study builds on supervised learning of optimal solutions to the downscaled instances of given large-scale CO problems. We introduce several improvements on a recent GNN model for CO to generalize on instances of a larger scale than those used in training. We also propose a two-stage primal heuristic strategy based on uncertainty-quantification to automatically configure how solution search relies on the predicted decision values. Our models can generalize on 16x upscaled instances of commonly benchmarked five CO problems. Unlike the regressive performance of existing GNN-based CO approaches as the scale of problems increases, the CO pipelines using our models offer an incremental performance improvement relative to CPLEX. The proposed uncertainty-based primal heuristics provide 6-75% better optimality gap values and 45-99% better primal gap values for the 16x upscaled instances and brings immense speedup to obtain high-quality solutions. All these gains are achieved through a computationally efficient modeling approach without sacrificing solution quality.

By examining the patterns of solutions obtained for various instances, one can gain insights into the structure and behavior of combinatorial optimization (CO) problems and develop efficient algorithms for solving them. Machine learning techniques, especially Graph Neural Networks (GNNs), have shown promise in parametrizing and automating this laborious design process. The inductive bias of GNNs allows for learning solutions to mixed-integer programming (MIP) formulations of constrained CO problems with a relational representation of decision variables and constraints. The trained GNNs can be leveraged with primal heuristics to construct high-quality feasible solutions to CO problems quickly. However, current GNN-based end-to-end learning approaches have limitations for scalable training and generalization on larger-scale instances; therefore, they have been mostly evaluated over small-scale instances. Addressing this issue, our study builds on supervised learning of optimal solutions to the downscaled instances of given large-scale CO problems. We introduce several improvements on a recent GNN model for CO to generalize on instances of a larger scale than those used in training. We also propose a two-stage primal heuristic strategy based on uncertainty-quantification to automatically configure how solution search relies on the predicted decision values. Our models can generalize on 16x upscaled instances of commonly benchmarked five CO problems. Unlike the regressive performance of existing GNN-based CO approaches as the scale of problems increases, the CO pipelines using our models offer an incremental performance improvement relative to CPLEX. The proposed uncertainty-based primal heuristics provide 6-75% better optimality gap values and 45-99% better primal gap values for the 16x upscaled instances and brings immense speedup to obtain high-quality solutions. All these gains are achieved through a computationally efficient modeling approach without sacrificing solution quality.

This is an extended abstract of the article: Okan Orsan Ozener and Hasan Sozer, “An Effective Formulation of the Multi-Criteria Test Suite Minimization Problem”, published in the Journal of Systems and Software, Vol. 168, pp. 110632, 2020. https://doi.org/10.1016/j.jss.2020.110632.

This study analyzes a cooperative game between a service provider and a set of users. We consider a P2P network where the service provider broadcasts the content across the network and the users collaborate to seed the content to a subset of users in the network. The objective of the service provider is to determine the minimum cost network solution and to allocate this joint‐cost fairly among the users. The minimum cost network solution can be determined by solving a minimum cost Steiner tree problem. We propose four cost allocation mechanisms: a dual linear programming based mechanism, an approximation mechanism to the Shapley value, a partition‐based mechanism, and an approximation mechanism to the nucleolus. We conduct an extensive computational study to assess the performance of the proposed mechanisms on randomly generated instances. We conclude that our partition‐based mechanism and the nucleolus‐approximation outperform the other allocation mechanisms, including the benchmark mechanism.