Solving Integer Linear Programming with Parallel Tempering
- URL: http://arxiv.org/abs/2605.29366v1
- Date: Thu, 28 May 2026 05:09:21 GMT
- Title: Solving Integer Linear Programming with Parallel Tempering
- Abstract summary: Linear Programming (ILP) serves as a versatile framework for modeling a wide range of optimization problems.<n>We propose a solver-free, sampling-based optimization framework for ILP that directly explores discrete feasible regions without training or external solvers.<n>Our method consistently outperforms SCIP across all four benchmarks, matches or exceeds Gurobi on two of four tasks within a 200-second budget, and is substantially more robust to distribution shift than learning-based methods.
- Score: 25.230514748331274
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Integer Linear Programming (ILP) serves as a versatile framework for modeling a wide range of combinatorial optimization problems, typically addressed by sophisticated exact solvers or heuristics. While learning-based approaches have recently shown their effectiveness, they suffer from poor generalization to out-of-distribution instances and inherent dependence on external solvers. In this work, we propose a solver-free, sampling-based optimization framework for ILP that directly explores discrete feasible regions without training or external solvers. Exploiting the linear structure of ILP, we employ a Locally-Balanced Proposal to construct a transition kernel, thereby avoiding the gradient approximation. To overcome the highly multimodal nature of ILP energy landscapes, we integrate Parallel Tempering. In addition to standard temperature tempering, we introduce penalty tempering, which modulates constraint barriers while preserving the objective landscape over feasible solutions. Empirically, our method consistently outperforms SCIP across all four benchmarks, matches or exceeds Gurobi on two of four tasks within a 200-second budget, and is substantially more robust to distribution shift than learning-based methods. Furthermore, on MIPLIB 2017 instances, our framework remains competitive with classical solvers without any problem-specific tuning.
Related papers
- Learning to Solve Orienteering Problem with Time Windows and Variable Profits [5.973834170744548]
The orienteering problem with time windows and variable profits (OPTWVP) is common in many real-world applications.<n>We propose a learning-based two-stage DEcoupled discrete-Continuous optimization with Service-time-guided Trajectory (DeCoST)<n> Experiments on OPTWVP instances demonstrate that DeCoST outperforms both state-of-the-art constructive solvers and the latest meta-heuristic algorithms.
arXiv Detail & Related papers (2026-03-06T13:24:10Z) - Parallel Diffusion Solver via Residual Dirichlet Policy Optimization [88.7827307535107]
Diffusion models (DMs) have achieved state-of-the-art generative performance but suffer from high sampling latency due to their sequential denoising nature.<n>Existing solver-based acceleration methods often face significant image quality degradation under a low-dimensional budget.<n>We propose the Ensemble Parallel Direction solver (dubbed as EPD-EPr), a novel ODE solver that mitigates these errors by incorporating multiple gradient parallel evaluations in each step.
arXiv Detail & Related papers (2025-12-28T05:48:55Z) - GaussianPSL: A novel framework based on Gaussian Splatting for exploring the Pareto frontier in multi-criteria optimization [1.325953054381901]
We present a novel approach to learning non-objective diversity using multi-objective optimization.<n>Our method integrates localized features within each region, which are then integrated by a novel aggregator framework.<n> Experimental results demonstrate that our approach outperforms standard PSL models in learning non-objective diversity.<n>This work offers a new direction for effective and scalable under challenging real-world benchmarks.
arXiv Detail & Related papers (2025-09-22T15:21:22Z) - Large Language Models as End-to-end Combinatorial Optimization Solvers [45.32050615257007]
Combinatorial optimization (CO) problems, central to decision-making scenarios like logistics and manufacturing, are traditionally solved using problem-specific algorithms.<n>Existing approaches rely on intermediate steps such as code generation or solver invocation, limiting their generality and accessibility.<n>This paper introduces a novel framework that empowers large language models (LLMs) to serve as end-to-end CO solvers by directly mapping natural language problem descriptions to solutions.
arXiv Detail & Related papers (2025-09-21T01:30:30Z) - FMIP: Joint Continuous-Integer Flow For Mixed-Integer Linear Programming [52.52020895303244]
Mixed-Integer Linear Programming (MILP) is a foundational tool for complex decision-making problems.<n>We propose Joint Continuous-Integer Flow for Mixed-Integer Linear Programming (FMIP), which is the first generative framework that models joint distribution of both integer and continuous variables for MILP solutions.<n>FMIP is fully compatible with arbitrary backbone networks and various downstream solvers, making it well-suited for a broad range of real-world MILP applications.
arXiv Detail & Related papers (2025-07-31T10:03:30Z) - Optimization by Parallel Quasi-Quantum Annealing with Gradient-Based Sampling [0.0]
This study proposes a different approach that integrates gradient-based update through continuous relaxation, combined with Quasi-Quantum Annealing (QQA)
Numerical experiments demonstrate that our method is a competitive general-purpose solver, achieving performance comparable to iSCO and learning-based solvers.
arXiv Detail & Related papers (2024-09-02T12:55:27Z) - Generalization Bounds of Surrogate Policies for Combinatorial Optimization Problems [53.03951222945921]
We analyze smoothed (perturbed) policies, adding controlled random perturbations to the direction used by the linear oracle.<n>Our main contribution is a generalization bound that decomposes the excess risk into perturbation bias, statistical estimation error, and optimization error.<n>We illustrate the scope of the results on applications such as vehicle scheduling, highlighting how smoothing enables both tractable training and controlled generalization.
arXiv Detail & Related papers (2024-07-24T12:00:30Z) - Learning Constrained Optimization with Deep Augmented Lagrangian Methods [54.22290715244502]
A machine learning (ML) model is trained to emulate a constrained optimization solver.
This paper proposes an alternative approach, in which the ML model is trained to predict dual solution estimates directly.
It enables an end-to-end training scheme is which the dual objective is as a loss function, and solution estimates toward primal feasibility, emulating a Dual Ascent method.
arXiv Detail & Related papers (2024-03-06T04:43:22Z) - Convergence Rates of Average-Reward Multi-agent Reinforcement Learning
via Randomized Linear Programming [41.30044824711509]
We focus on the case that the global reward is a sum of local rewards, the joint policy factorizes into agents' marginals, and full state observability.
We develop multi-agent extensions, whereby agents solve their local saddle point problems and then perform local weighted averaging.
We establish that the sample complexity to obtain near-globally optimal solutions matches tight dependencies on the cardinality of the state and action spaces.
arXiv Detail & Related papers (2021-10-22T03:48:41Z) - Optimization on manifolds: A symplectic approach [127.54402681305629]
We propose a dissipative extension of Dirac's theory of constrained Hamiltonian systems as a general framework for solving optimization problems.
Our class of (accelerated) algorithms are not only simple and efficient but also applicable to a broad range of contexts.
arXiv Detail & Related papers (2021-07-23T13:43:34Z) - Combining Deep Learning and Optimization for Security-Constrained
Optimal Power Flow [94.24763814458686]
Security-constrained optimal power flow (SCOPF) is fundamental in power systems.
Modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs.
This paper proposes a novel approach that combines deep learning and robust optimization techniques.
arXiv Detail & Related papers (2020-07-14T12:38:21Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.