English

NeuralQP: A General Hypergraph-based Optimization Framework for Large-scale QCQPs

Optimization and Control 2024-10-08 v1 Machine Learning

Abstract

Machine Learning (ML) optimization frameworks have gained attention for their ability to accelerate the optimization of large-scale Quadratically Constrained Quadratic Programs (QCQPs) by learning shared problem structures. However, existing ML frameworks often rely heavily on strong problem assumptions and large-scale solvers. This paper introduces NeuralQP, a general hypergraph-based framework for large-scale QCQPs. NeuralQP features two main components: Hypergraph-based Neural Prediction, which generates embeddings and predicted solutions for QCQPs without problem assumptions, and Parallel Neighborhood Optimization, which employs a McCormick relaxation-based repair strategy to identify and correct illegal variables, iteratively improving the solution with a small-scale solver. We further prove that our framework UniEGNN with our hypergraph representation is equivalent to the Interior-Point Method (IPM) for quadratic programming. Experiments on two benchmark problems and large-scale real-world instances from QPLIB demonstrate that NeuralQP outperforms state-of-the-art solvers (e.g., Gurobi and SCIP) in both solution quality and time efficiency, further validating the efficiency of ML optimization frameworks for QCQPs.

Keywords

Cite

@article{arxiv.2410.03720,
  title  = {NeuralQP: A General Hypergraph-based Optimization Framework for Large-scale QCQPs},
  author = {Zhixiao Xiong and Fangyu Zong and Huigen Ye and Hua Xu},
  journal= {arXiv preprint arXiv:2410.03720},
  year   = {2024}
}
R2 v1 2026-06-28T19:09:04.778Z