SRG: Score-based Relaxation-guided Generation for Mixed Integer Linear Programming

Fuente: arXiv
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Main Authors: Wang, Ruobing, Li, Xin, Fang, Yujie, Wang, Mingzhong
Format: Preprint
Published: 2026
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author Wang, Ruobing
Li, Xin
Fang, Yujie
Wang, Mingzhong
author_facet Wang, Ruobing
Li, Xin
Fang, Yujie
Wang, Mingzhong
contents We propose Score-based Relaxation-guided Generation (SRG), a generative framework based on an approximate formulation of relaxation-guided stochastic differential equations (SDEs) for mixed-integer linear programming. SRG employs a Transformer-based score network that incorporates feasibility and optimality signals into score modeling, encouraging the learned generative model to place more probability mass on feasible, high-quality regions of the solution space. At inference time, SRG directly samples diverse candidate solutions from the learned score model without requiring any additional guidance module. These candidates are then used to construct compact trust-region subproblems for standard MILP solvers. Across multiple public benchmarks, SRG matches or improves upon the solution quality of the strongest learning-based baselines, with particularly strong gains in challenging candidate-generation settings. Moreover, SRG shows promising zero-shot transferability to unseen cross-scale and cross-problem instances, improving solver objectives and reducing search time in several cases through higher-quality initial candidates and compact trust-region search.
format Preprint
id arxiv_https___arxiv_org_abs_2603_24033
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle SRG: Score-based Relaxation-guided Generation for Mixed Integer Linear Programming
Wang, Ruobing
Li, Xin
Fang, Yujie
Wang, Mingzhong
Machine Learning
We propose Score-based Relaxation-guided Generation (SRG), a generative framework based on an approximate formulation of relaxation-guided stochastic differential equations (SDEs) for mixed-integer linear programming. SRG employs a Transformer-based score network that incorporates feasibility and optimality signals into score modeling, encouraging the learned generative model to place more probability mass on feasible, high-quality regions of the solution space. At inference time, SRG directly samples diverse candidate solutions from the learned score model without requiring any additional guidance module. These candidates are then used to construct compact trust-region subproblems for standard MILP solvers. Across multiple public benchmarks, SRG matches or improves upon the solution quality of the strongest learning-based baselines, with particularly strong gains in challenging candidate-generation settings. Moreover, SRG shows promising zero-shot transferability to unseen cross-scale and cross-problem instances, improving solver objectives and reducing search time in several cases through higher-quality initial candidates and compact trust-region search.
title SRG: Score-based Relaxation-guided Generation for Mixed Integer Linear Programming
topic Machine Learning
url https://arxiv.org/abs/2603.24033