Learning to Design Convex Relaxations for Nonconvex Optimization

Jinrun Liu, Bai Yan, Tengfei Liu, Qunfeng Liu, Jian Yang +3

Convex relaxations make nonconvex optimization tractable by replacing hard nonconvex problems with convex surrogates that give valid bounds. Yet their design is still largely manual: a human expert must decide where to relax, which relaxation to use, and how much formulation growth is worth paying. We show that this design process can be learned. The method proposed in this paper, AutoConvexRelax, represents the symbolic formulation of a nonconvex problem as a tripartite graph linking variables, symbolic terms, and their objective or constraint positions. It then learns a policy that composes symbolic rewrites into problem-specific relaxation trajectories as the formulation evolves. We prove that finite action sequences generated by the learned policy preserve relaxation validity under explicit domain, occurrence-context, and representation-consistency conditions. We further establish computable error bounds for mixed relaxations and sufficient conditions for feasible recovery and global-optimality certification. As a first instantiation, we apply the method to nonconvex quadratic problems and fractional problems. On 241 benchmark quadratic instances, the learned policy…