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A General Large Neighborhood Search Framework for Solving Integer Linear Programs Jialin Song
This paper studies a strategy for data-driven algorithm design for large-scale combinatorial optimization problems that can leverage existing state-of-the-art solvers in general purpose ways. The goal is to arrive at new approaches that can reliably outperform existing solvers in wall-clock time. We focus on solving integer linear programs, and ground our approach in the large neighborhood search (LNS) paradigm, which iteratively chooses a subset of variables to optimize while leaving the remainder fixed. The appeal of LNS is that it can easily use any existing solver as a subroutine, and thus can inherit the benefits of carefully engineered heuristic or complete approaches and their software implementations. We show that one can learn a good neighborhood selector using imitation and reinforcement learning techniques. Through an extensive empirical validation in bounded-time optimization, we demonstrate that our LNS framework can significantly outperform compared to state-of-the-art commercial solvers such as Gurobi.
Globally Convergent Policy Search for Output Estimation
We introduce the first direct policy search algorithm which provably converges to the globally optimal dynamic filter for the classical problem of predicting the outputs of a linear dynamical system, given noisy, partial observations. Despite the ubiquity of partial observability in practice, theoretical guarantees for direct policy search algorithms, one of the backbones of modern reinforcement learning, have proven difficult to achieve. This is primarily due to the degeneracies which arise when optimizing over filters that maintain an internal state. In this paper, we provide a new perspective on this challenging problem based on the notion of informativity, which intuitively requires that all components of a filter's internal state are representative of the true state of the underlying dynamical system. We show that informativity overcomes the aforementioned degeneracy. Specifically, we propose a regularizer which explicitly enforces informativity, and establish that gradient descent on this regularized objective - combined with a "reconditioning step" - converges to the globally optimal cost at a O (1 /T) rate.
A Comparison with Other General MLCO Frameworks
We would also like to discuss the limitations of the approaches including ours. As shown in Tab. 4, the PPO-Single that serves as a baseline in our paper is designed following As shown in Tab. 4, NerRewritter is most general because it can be viewed as a learning-based local It is also worth noting that there are some problems that are beyond our knowledge to tackle, e.g. the expression simplify problem, and it may requires experts with specific domain We have discussed the model details of PPO-BiHyb in Sec. 4, and in this section, we discuss the DAG. Considering the structure of DAG, we design two GCNs: the first GCN processes the original DAG, and the second GCN processes the DAG with all edges reversed. The predicted doubly-stochastic matrix by SK is processed by considering the partial matching matrix. Graph-level features are obtained via attention pooling, which are fed to the critic net.