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Researcher profile

Wen Song

Wen Song contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Artificial IntelligenceMachine Learningeess.SPmath.OC

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Published work

6 published item(s)

preprint2026arXiv

A General Neural Backbone for Mixed-Integer Linear Optimization via Dual Attention

Mixed-integer linear programming (MILP), a widely used modeling framework for combinatorial optimization, are central to many scientific and engineering applications, yet remains computationally challenging at scale. Recent advances in deep learning address this challenge by representing MILP instances as variable-constraint bipartite graphs and applying graph neural networks (GNNs) to extract latent structural patterns and enhance solver efficiency. However, this architecture is inherently limited by the local-oriented mechanism, leading to restricted representation power and hindering neural approaches for MILP. Here we present an attention-driven neural architecture that learns expressive representations beyond the pure graph view. A dual-attention mechanism is designed to perform parallel self- and cross-attention over variables and constraints, enabling global information exchange and deeper representation learning. We apply this general backbone to various downstream tasks at the instance level, element level, and solving state level. Extensive experiments across widely used benchmarks show consistent improvements of our approach over state-of-the-art baselines, highlighting attention-based neural architectures as a powerful foundation for learning-enhanced mixed-integer linear optimization.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

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.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Deep Reinforcement Learning for Solving the Heterogeneous Capacitated Vehicle Routing Problem

Existing deep reinforcement learning (DRL) based methods for solving the capacitated vehicle routing problem (CVRP) intrinsically cope with homogeneous vehicle fleet, in which the fleet is assumed as repetitions of a single vehicle. Hence, their key to construct a solution solely lies in the selection of the next node (customer) to visit excluding the selection of vehicle. However, vehicles in real-world scenarios are likely to be heterogeneous with different characteristics that affect their capacity (or travel speed), rendering existing DRL methods less effective. In this paper, we tackle heterogeneous CVRP (HCVRP), where vehicles are mainly characterized by different capacities. We consider both min-max and min-sum objectives for HCVRP, which aim to minimize the longest or total travel time of the vehicle(s) in the fleet. To solve those problems, we propose a DRL method based on the attention mechanism with a vehicle selection decoder accounting for the heterogeneous fleet constraint and a node selection decoder accounting for the route construction, which learns to construct a solution by automatically selecting both a vehicle and a node for this vehicle at each step. Experimental results based on randomly generated instances show that, with desirable generalization to various problem sizes, our method outperforms the state-of-the-art DRL method and most of the conventional heuristics, and also delivers competitive performance against the state-of-the-art heuristic method, i.e., SISR. Additionally, the results of extended experiments demonstrate that our method is also able to solve CVRPLib instances with satisfactory performance.

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preprint2022arXiv

Dual Aspect Self-Attention based on Transformer for Remaining Useful Life Prediction

Remaining useful life prediction (RUL) is one of the key technologies of condition-based maintenance, which is important to maintain the reliability and safety of industrial equipments. Massive industrial measurement data has effectively improved the performance of the data-driven based RUL prediction method. While deep learning has achieved great success in RUL prediction, existing methods have difficulties in processing long sequences and extracting information from the sensor and time step aspects. In this paper, we propose Dual Aspect Self-attention based on Transformer (DAST), a novel deep RUL prediction method, which is an encoder-decoder structure purely based on self-attention without any RNN/CNN module. DAST consists of two encoders, which work in parallel to simultaneously extract features of different sensors and time steps. Solely based on self-attention, the DAST encoders are more effective in processing long data sequences, and are capable of adaptively learning to focus on more important parts of input. Moreover, the parallel feature extraction design avoids mutual influence of information from two aspects. Experiments on two widely used turbofan engines datasets show that our method significantly outperforms the state-of-the-art RUL prediction methods.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Learning to Solve Multiple-TSP with Time Window and Rejections via Deep Reinforcement Learning

We propose a manager-worker framework based on deep reinforcement learning to tackle a hard yet nontrivial variant of Travelling Salesman Problem (TSP), \ie~multiple-vehicle TSP with time window and rejections (mTSPTWR), where customers who cannot be served before the deadline are subject to rejections. Particularly, in the proposed framework, a manager agent learns to divide mTSPTWR into sub-routing tasks by assigning customers to each vehicle via a Graph Isomorphism Network (GIN) based policy network. A worker agent learns to solve sub-routing tasks by minimizing the cost in terms of both tour length and rejection rate for each vehicle, the maximum of which is then fed back to the manager agent to learn better assignments. Experimental results demonstrate that the proposed framework outperforms strong baselines in terms of higher solution quality and shorter computation time. More importantly, the trained agents also achieve competitive performance for solving unseen larger instances.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Learning Improvement Heuristics for Solving Routing Problems

Recent studies in using deep learning to solve routing problems focus on construction heuristics, the solutions of which are still far from optimality. Improvement heuristics have great potential to narrow this gap by iteratively refining a solution. However, classic improvement heuristics are all guided by hand-crafted rules which may limit their performance. In this paper, we propose a deep reinforcement learning framework to learn the improvement heuristics for routing problems. We design a self-attention based deep architecture as the policy network to guide the selection of next solution. We apply our method to two important routing problems, i.e. travelling salesman problem (TSP) and capacitated vehicle routing problem (CVRP). Experiments show that our method outperforms state-of-the-art deep learning based approaches. The learned policies are more effective than the traditional hand-crafted ones, and can be further enhanced by simple diversifying strategies. Moreover, the policies generalize well to different problem sizes, initial solutions and even real-world dataset.

0 citations0 reviewsNo code linkedOpen access