column node
FFCG: Effective and Fast Family Column Generation for Solving Large-Scale Linear Program
Hu, Yi-Xiang, Wu, Feng, Li, Shaoang, Zhao, Yifang, Li, Xiang-Yang
Column Generation (CG) is an effective and iterative algorithm to solve large-scale linear programs (LP). During each CG iteration, new columns are added to improve the solution of the LP. Typically, CG greedily selects one column with the most negative reduced cost, which can be improved by adding more columns at once. However, selecting all columns with negative reduced costs would lead to the addition of redundant columns that do not improve the objective value. Therefore, selecting the appropriate columns to add is still an open problem and previous machine-learning-based approaches for CG only add a constant quantity of columns per iteration due to the state-space explosion problem. To address this, we propose Fast Family Column Generation (FFCG) -- a novel reinforcement-learning-based CG that selects a variable number of columns as needed in an iteration. Specifically, we formulate the column selection problem in CG as an MDP and design a reward metric that balances both the convergence speed and the number of redundant columns. In our experiments, FFCG converges faster on the common benchmarks and reduces the number of CG iterations by 77.1% for Cutting Stock Problem (CSP) and 84.8% for Vehicle Routing Problem with Time Windows (VRPTW), and a 71.4% reduction in computing time for CSP and 84.0% for VRPTW on average compared to several state-of-the-art baselines.
A Reinforcement-Learning-Based Multiple-Column Selection Strategy for Column Generation
Yuan, Haofeng, Fang, Lichang, Song, Shiji
Column generation (CG) is one of the most successful approaches for solving large-scale linear programming (LP) problems. Given an LP with a prohibitively large number of variables (i.e., columns), the idea of CG is to explicitly consider only a subset of columns and iteratively add potential columns to improve the objective value. While adding the column with the most negative reduced cost can guarantee the convergence of CG, it has been shown that adding multiple columns per iteration rather than a single column can lead to faster convergence. However, it remains a challenge to design a multiple-column selection strategy to select the most promising columns from a large number of candidate columns. In this paper, we propose a novel reinforcement-learning-based (RL) multiple-column selection strategy. To the best of our knowledge, it is the first RL-based multiple-column selection strategy for CG. The effectiveness of our approach is evaluated on two sets of problems: the cutting stock problem and the graph coloring problem. Compared to several widely used single-column and multiple-column selection strategies, our RL-based multiple-column selection strategy leads to faster convergence and achieves remarkable reductions in the number of CG iterations and runtime.
Consistency of spectral clustering for directed network community detection
Directed networks appear in various areas, such as biology, sociology, physiology and computer science. However, at present, most network analysis ignores the direction. In this paper, we construct a spectral clustering method based on the singular decomposition of the adjacency matrix to detect community in directed stochastic block model (DiSBM). By considering a sparsity parameter, under some mild conditions, we show the proposed approach can consistently recover hidden row and column communities for different scaling of degrees. By considering the degree heterogeneity of both row and column nodes, we further establish a theoretical framework for directed degree corrected stochastic block model (DiDCSBM). We show that the spectral clustering method stably yields consistent community detection for row clusters and column clusters under mild constraints on the degree heterogeneity. Our theoretical results under DiSBM and DiDCSBM provide some innovations on some special directed networks, such as directed network with balanced clusters, directed network with nodes enjoying similar degrees, and the directed Erd\"os-R\'enyi graph. Furthermore, our theoretical results under DiDCSBM are consistent with those under DiSBM when DiDCSBM degenerates to DiSBM.
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Directed degree corrected mixed membership model and estimating community memberships in directed networks
This paper considers the problem of modeling and estimating community memberships of nodes in a directed network where every row (column) node is associated with a vector determining its membership in each row (column) community. To model such directed network, we propose directed degree corrected mixed membership (DiDCMM) model by considering degree heterogeneity. DiDCMM is identifiable under popular conditions for mixed membership network when considering degree heterogeneity. Based on the cone structure inherent in the normalized version of the left singular vectors and the simplex structure inherent in the right singular vectors of the population adjacency matrix, we build an efficient algorithm called DiMSC to infer the community membership vectors for both row nodes and column nodes. By taking the advantage of DiMSC's equivalence algorithm which returns same estimations as DiMSC and the recent development on row-wise singular vector deviation, we show that the proposed algorithm is asymptotically consistent under mild conditions by providing error bounds for the inferred membership vectors of each row node and each column node under DiDCMM. The theory is supplemented by a simulation study.
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- Asia > China (0.04)
Bipartite mixed membership stochastic blockmodel
Mixed membership problem for undirected network has been well studied in network analysis recent years. However, the more general case of mixed membership for directed network remains a challenge. Here, we propose an interpretable model: bipartite mixed membership stochastic blockmodel (BiMMSB for short) for directed mixed membership networks. BiMMSB allows that row nodes and column nodes of the adjacency matrix can be different and these nodes may have distinct community structure in a directed network. We also develop an efficient spectral algorithm called BiMPCA to estimate the mixed memberships for both row nodes and column nodes in a directed network. We show that the approach is asymptotically consistent under BiMMSB. We demonstrate the advantages of BiMMSB with applications to a small-scale simulation study, the directed Political blogs network and the Papers Citations network.
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- Asia > China > Jiangsu Province > Xuzhou (0.04)