Jieyi Bi
Publications
Learning Scenario Reduction for Two-Stage Robust Optimization with Discrete Uncertainty
Two-Stage Robust Optimization (2RO) with discrete uncertainty is challenging, often rendering exact solutions prohibitive. Scenario reduction alleviates this issue by selecting a small, representative subset of scenarios to enable tractable computation. However, existing methods are largely problem-agnostic, operating solely on the uncertainty set without consulting the feasible region or recourse structure. In this paper, we introduce PRISE, a problem-driven sequential lookahead heuristic that constructs reduced scenario sets by evaluating the marginal impact of each scenario. While PRISE yields high-quality scenario subsets, each selection step requires solving multiple subproblems, making it computationally expensive at scale. To address this, we propose NeurPRISE, a neural surrogate model built on a GNN-Transformer backbone that encodes the per-scenario structure via graph convolution and captures cross-scenario interactions through attention. NeurPRISE is trained via imitation learning with a gain-aware ranking objective, which distills marginal gain information from PRISE into a learned scoring function for scenario ranking and selection. Extensive results on three 2RO problems show that NeurPRISE consistently achieves competitive regret relative to comprehensive methods, maintains strong calability with varying numbers of scenarios, and delivers 7-200x speedup over PRISE. NeurPRISE also exhibits strong zero-shot generalization, effectively handling instances with larger problem scales (up to 5x), more scenarios (up to 4x), and distribution shifts.
Towards Efficient Constraint Handling in Neural Solvers for Routing Problems
Neural solvers have achieved impressive progress in addressing simple routing problems, particularly excelling in computational efficiency. However, their advantages under complex constraints remain nascent, for which current constraint-handling schemes via feasibility masking or implicit feasibility awareness can be inefficient or inapplicable for hard constraints. In this paper, we present Construct-and-Refine (CaR), the first general and efficient constraint-handling framework for neural routing solvers based on explicit learning-based feasibility refinement. Unlike prior construction-search hybrids that target reducing optimality gaps through heavy improvements yet still struggle with hard constraints, CaR achieves efficient constraint handling by designing a joint training framework that guides the construction module to generate diverse and high-quality solutions well-suited for a lightweight improvement process, e.g., 10 steps versus 5k steps in prior work. Moreover, CaR presents the first use of construction-improvement-shared representation, enabling potential knowledge sharing across paradigms by unifying the encoder, especially in more complex constrained scenarios. We evaluate CaR on typical hard routing constraints to showcase its broader applicability. Results demonstrate that CaR achieves superior feasibility, solution quality, and efficiency compared to both classical and neural state-of-the-art solvers.