# Learning Lagrangian Multipliers for the Travelling Salesman Problem

arXiv: https://arxiv.org/abs/2312.14836 · HTML: https://mlsanity.com/paper/2312.14836/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 33 of its 65 references that are in the map.
- First posted on arXiv 22 Dec 2023.

## Builds on (most cited first, 30 of 33)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Benchmarking Graph Neural Networks](https://mlsanity.com/paper/2003.00982/) (2020)
- [Attention, Learn to Solve Routing Problems!](https://mlsanity.com/paper/1803.08475/) (2018)
- [Machine Learning for Combinatorial Optimization: a Methodological Tour d'Horizon](https://mlsanity.com/paper/1811.06128/) (2018)
- [Neural Combinatorial Optimization with Reinforcement Learning](https://mlsanity.com/paper/1611.09940/) (2016)
- [OptNet: Differentiable Optimization as a Layer in Neural Networks](https://mlsanity.com/paper/1703.00443/) (2017)
- [Learning Combinatorial Optimization Algorithms over Graphs](https://mlsanity.com/paper/1704.01665/) (2017)
- [Smart "Predict, then Optimize"](https://mlsanity.com/paper/1710.08005/) (2017)
- [Exact Combinatorial Optimization with Graph Convolutional Neural Networks](https://mlsanity.com/paper/1906.01629/) (2019)
- [Combinatorial optimization and reasoning with graph neural networks](https://mlsanity.com/paper/2102.09544/) (2021)
- [Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization](https://mlsanity.com/paper/1809.05504/) (2018)
- [Differentiation of Blackbox Combinatorial Solvers](https://mlsanity.com/paper/1912.02175/) (2019)
- [Learning a SAT Solver from Single-Bit Supervision](https://mlsanity.com/paper/1802.03685/) (2018)
- [SATNet: Bridging deep learning and logical reasoning using a differentiable satisfiability solver](https://mlsanity.com/paper/1905.12149/) (2019)
- [End-to-End Constrained Optimization Learning: A Survey](https://mlsanity.com/paper/2103.16378/) (2021)
- [Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities](https://mlsanity.com/paper/2307.13565/) (2023)
- [NeuroLKH: Combining Deep Learning Model with Lin-Kernighan-Helsgaun Heuristic for Solving the Traveling Salesman Problem](https://mlsanity.com/paper/2110.07983/) (2021)
- [Learning the Travelling Salesperson Problem Requires Rethinking Generalization](https://mlsanity.com/paper/2006.07054/) (2020)
- [Implicit MLE: Backpropagating Through Discrete Exponential Family Distributions](https://mlsanity.com/paper/2106.01798/) (2021)
- [MIPaaL: Mixed Integer Program as a Layer](https://mlsanity.com/paper/1907.05912/) (2019)
- [Smart Predict-and-Optimize for Hard Combinatorial Optimization Problems](https://mlsanity.com/paper/1911.10092/) (2019)
- [Interior Point Solving for LP-based prediction+optimisation](https://mlsanity.com/paper/2010.13943/) (2020)
- [A Survey of Contextual Optimization Methods for Decision Making under Uncertainty](https://mlsanity.com/paper/2306.10374/) (2023)
- [Combining Reinforcement Learning and Constraint Programming for Combinatorial Optimization](https://mlsanity.com/paper/2006.01610/) (2020)
- [Guiding High-Performance SAT Solvers with Unsat-Core Predictions](https://mlsanity.com/paper/1903.04671/) (2019)
- [SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problems](https://mlsanity.com/paper/2210.12547/) (2022)
- [A Study of Learning Search Approximation in Mixed Integer Branch and Bound: Node Selection in SCIP](https://mlsanity.com/paper/2007.03948/) (2020)

## Built on by (most cited first, 3 of 3)

- [PGLearn -- An Open-Source Learning Toolkit for Optimal Power Flow](https://mlsanity.com/paper/2505.22825/) (2025)
- [Scaling Decision-Focused Learning to Large Problems with Lagrangian Decomposition](https://mlsanity.com/paper/2606.08797/) (2026)
- [Connected by Construction: Learning Tractable Near-Tour Marginals for Traveling Salesman Problems](https://mlsanity.com/paper/2607.12127/) (2026)

## Abstract (arXiv)

Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient propagators in constraint programming (such as the weighted circuit constraint). However, the conventional process of deriving Lagrangian multipliers (e.g., using subgradient methods) is often computationally intensive, limiting its practicality for large-scale or time-sensitive problems. To address this challenge, we propose an innovative unsupervised learning approach that harnesses the capabilities of graph neural networks to exploit the problem structure, aiming to generate accurate Lagrangian multipliers efficiently. We apply this technique to the well-known Held-Karp Lagrangian relaxation for the travelling salesman problem. The core idea is to predict accurate Lagrangian multipliers and to employ them as a warm start for generating Held-Karp relaxation bounds. These bounds are subsequently utilized to enhance the filtering process carried out by branch-and-bound algorithms. In contrast to much of the existing literature, which primarily focuses on finding feasible solutions, our approach operates on the dual side, demonstrating that learning can also accelerate the proof of optimality. We conduct experiments across various distributions of the metric travelling salesman problem, considering instances with up to 200 cities. The results illustrate that our approach can improve the filtering level of the weighted circuit global constraint, reduce the optimality gap by a factor two for unsolved instances up to a timeout, and reduce the execution time for solved instances by 10%.