Multi-task Representation Learning for Mixed Integer Linear Programming

Abstract: Mixed Integer Linear Programs (MILPs) are highly flexible and powerful tools for modeling and solving complex real-world combinatorial optimization problems. Recently, ML-guided approaches have demonstrated significant potential in improving MILP-solving efficiency. However, these methods typically rely on separate offline data collection and training processes, which limits their scalability and adaptability. This paper introduces the first multi-task learning framework for ML-guided MILP solving. The proposed framework provides MILP embeddings helpful in guiding MILP solving across solvers (e.g., Gurobi and SCIP) and across tasks (e.g., Branching and Solver configuration). Through extensive experiments on three widely used MILP benchmarks, we demonstrate that our multi-task learning model performs similarly to specialized models within the same distribution. Moreover, it significantly outperforms them in generalization across problem sizes and tasks.