Online Control of Adaptive Large Neighborhood Search using Deep Reinforcement Learning

The Adaptive Large Neighborhood Search (ALNS) algorithm has shown considerable success in solving complex combinatorial optimization problems (COPs). ALNS selects various heuristics adaptively during the search process, leveraging their strengths to find good solutions for optimization problems. However, the effectiveness of ALNS depends on the proper configuration of its selection and acceptance parameters. To address this limitation, we propose a Deep Reinforcement Learning (DRL) approach that selects heuristics, adjusts parameters, and controls the acceptance criteria during the search process. The proposed method aims to learn, based on the state of the search, how to configure the next iteration of the ALNS to obtain good solutions to the underlying optimization problem. We evaluate the proposed method on a time-dependent orienteering problem with stochastic weights and time windows, used in an IJCAI competition. The results show that our approach outperforms vanilla ALNS and ALNS tuned with Bayesian Optimization. In addition, it obtained better solutions than two state-of-the-art DRL approaches, which are the winning methods of the competition, with much fewer observations required for training. The implementation of our approach will be made publicly available.