Principled data augmentation for learning to solve quadratic programming problems
Chendi Qian, Christopher Morris
Linear and quadratic optimization are crucial in numerous real-world applications, from training machine learning models to integer-linear optimization. Recently, learning-to-optimize methods (L2O) for linear (LP) or quadratic programming (QPs) using message-passing graph neural networks (MPNNs) have gained traction, promising lightweight, data-driven proxies for solving such optimization problems. For example, they replace the costly computation of strong branching scores in branch-and-bound solvers, requiring solving many such optimization problems. However, robust L2O MPNNs remain challenging in data-scarce settings, especially when addressing complex optimization problems such as QPs. This work introduces a principled approach to data augmentation tailored for QPs via MPNNs. Our method leverages theoretically justified data augmentation techniques to generate diverse yet optimality-preserving instances. Furthermore, we integrate these augmentations into a self-supervised learning framework based on contrastive learning, thereby pretraining MPNNs for enhanced performance on L2O tasks. Extensive experiments demonstrate that our approach improves generalization in supervised scenarios and facilitates effective transfer learning to related optimization problems.