Learning to Optimize for Mixed-Integer Non-linear Programming with Feasibility Guarantees
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Abstract (arXiv)
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear constraints. In many practical settings, these problems appear in parametric form, where objectives and constraints depend on instance-specific parameters, creating the need for fast and reliable solutions across related instances. While learning-to-optimize (L2O) methods have shown strong performance in continuous optimization, extending them to MINLPs requires enforcing both feasibility and integrality within a data-driven framework. We propose an L2O approach tailored to parametric MINLPs that generates instance-specific solutions using integer correction layers to enforce integrality and a gradient-based projection to ensure feasibility of the inequality constraints. Theoretically, we provide asymptotic and non-asymptotic convergence guarantees of the projection step. Empirically, the framework scales to MINLPs with tens of thousands of variables and produces feasible high-quality solutions within milliseconds, often outperforming traditional solvers and heuristic baselines in repeated-solve settings.
Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). Builds on 68 of its 124 references that are in the map. First posted on arXiv 14 Oct 2024.
Builds on
68 of 124 references.
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Citing papers per year: 2025: 2; 2026: 6.
8 papers.
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- 2026Solving Max-Cut to Global Optimality via Feasibility-Preserving Graph Neural Networks8 May 2026
- 2026AutoOR: Scalably Post-training LLMs to Autoformulate Operations Research Problems18 Apr 2026
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