Paper: Solving Mixed-Integer Optimization with Constraint-Aware Diffusion

nandofioretto · x · 2026-08-30

This paper proposes Constrained Graph Diffusion (CGD), a framework using graph-based diffusion models to generate discrete decisions in Mixed-Integer Programming (MIP). It integrates a training-free feasibility projection operator into the reverse diffusion process to maintain validity. Once discrete decisions are set, the remaining continuous subproblem is solved numerically. Evaluations on optimal transmission switching and portfolio optimization show substantial improvements in feasibility and quality, achieving speedups of up to 425x over state-of-the-art solvers.

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