improvement heuristic
0cddb777d3441326544e21b67f41bdc8-Supplemental-Conference.pdf
In this section, we prove the Theorem 2.1, which states a problem P and its' orthogonal transformed problem Q(P) = {{Qxi}Ni=1,f}have identical optimal solutions if Qis orthogonal matrix: QQT = QTQ = I. As we mentioned in Section 2.2, reward R is a function of a1:T (solution sequences), ||xi xj||i,j {1,...N} (relative distances) and f (nodes features). And Let R (P)is optimal value of problem P: i.e. Then, the remaining proof is to show Q(P)has an identical solution set with P. Let optimal solution set Π (P) = {πi(P)}Mi=1, where πi(P)indicates optimal solution of P and M is the number of heterogeneous optimal solution. Conversely, For any πi(P) Π (P), they have sample optimal value with Q(P): R(πi(P);P) = R (P) = R (Q(P)) Thus, πi(P) Π (Q(P)).
Scaling Combinatorial Optimization Neural Improvement Heuristics with Online Search and Adaptation
Verdù, Federico Julian Camerota, Castelli, Lorenzo, Bortolussi, Luca
This approach (Singh and Rizwanullah 2022) to circuit board design eliminates the necessity for manually crafted components, (Barahona et al. 1988) and phylogenetics (Catanzaro thereby providing an ideal means to address problems without et al. 2012). Although general-purpose solvers exist and requiring specific domain knowledge (Lombardi and Milano most CO problems are easy to formulate, in many applications 2018). However, improvement heuristics can be easier of interest getting to the exact optimal solution is NPhard to apply when complex constraints need to be satisfied and and said solvers are extremely inefficient or even impractical may yield better performance than constructive alternatives due to the computational time required to reach optimality when the problem structure is difficult to represent (Zhang (Toth 2000; Colorni et al. 1996). Specialized solvers et al. 2020) or when known improvement operators with and heuristics have been developed over the years for different good properties exist (Bordewich et al. 2008).
Heuristics for Vehicle Routing Problem: A Survey and Recent Advances
Liu, Fei, Lu, Chengyu, Gui, Lin, Zhang, Qingfu, Tong, Xialiang, Yuan, Mingxuan
Vehicle routing is a well-known optimization research topic with significant practical importance. Among different approaches to solving vehicle routing, heuristics can produce a satisfactory solution at a reasonable computational cost. Consequently, much effort has been made in the past decades to develop vehicle routing heuristics. In this article, we systematically survey the existing vehicle routing heuristics, particularly on works carried out in recent years. A classification of vehicle routing heuristics is presented, followed by a review of their methodologies, recent developments, and applications. Moreover, we present a general framework of state-of-the-art methods and provide insights into their success. Finally, three emerging research topics with notable works and future directions are discussed.
Neural Simulated Annealing
Correia, Alvaro H. C., Worrall, Daniel E., Bondesan, Roberto
Simulated annealing (SA) is a stochastic global optimisation technique applicable to a wide range of discrete and continuous variable problems. Despite its simplicity, the development of an effective SA optimiser for a given problem hinges on a handful of carefully handpicked components; namely, neighbour proposal distribution and temperature annealing schedule. In this work, we view SA from a reinforcement learning perspective and frame the proposal distribution as a policy, which can be optimised for higher solution quality given a fixed computational budget. We demonstrate that this Neural SA with such a learnt proposal distribution, parametrised by small equivariant neural networks, outperforms SA baselines on a number of problems: Rosenbrock's function, the Knapsack problem, the Bin Packing problem, and the Travelling Salesperson problem. We also show that Neural SA scales well to large problems - generalising to significantly larger problems than the ones seen during training - while achieving comparable performance to popular off-the-shelf solvers and other machine learning methods in terms of solution quality and wall-clock time.
Learning Collaborative Policies to Solve NP-hard Routing Problems
Kim, Minsu, Park, Jinkyoo, Kim, Joungho
Recently, deep reinforcement learning (DRL) frameworks have shown potential for solving NP-hard routing problems such as the traveling salesman problem (TSP) without problem-specific expert knowledge. Although DRL can be used to solve complex problems, DRL frameworks still struggle to compete with state-of-the-art heuristics showing a substantial performance gap. This paper proposes a novel hierarchical problem-solving strategy, termed learning collaborative policies (LCP), which can effectively find the near-optimum solution using two iterative DRL policies: the seeder and reviser. The seeder generates as diversified candidate solutions as possible (seeds) while being dedicated to exploring over the full combinatorial action space (i.e., sequence of assignment action). To this end, we train the seeder's policy using a simple yet effective entropy regularization reward to encourage the seeder to find diverse solutions. On the other hand, the reviser modifies each candidate solution generated by the seeder; it partitions the full trajectory into sub-tours and simultaneously revises each sub-tour to minimize its traveling distance. Thus, the reviser is trained to improve the candidate solution's quality, focusing on the reduced solution space (which is beneficial for exploitation). Extensive experiments demonstrate that the proposed two-policies collaboration scheme improves over single-policy DRL framework on various NP-hard routing problems, including TSP, prize collecting TSP (PCTSP), and capacitated vehicle routing problem (CVRP).
Learning 2-opt Heuristics for the Traveling Salesman Problem via Deep Reinforcement Learning
da Costa, Paulo R. de O., Rhuggenaath, Jason, Zhang, Yingqian, Akcay, Alp
Recent works using deep learning to solve the Traveling Salesman Problem (TSP) have focused on learning construction heuristics. Such approaches find TSP solutions of good quality but require additional procedures such as beam search and sampling to improve solutions and achieve state-of-the-art performance. However, few studies have focused on improvement heuristics, where a given solution is improved until reaching a near-optimal one. In this work, we propose to learn a local search heuristic based on 2-opt operators via deep reinforcement learning. We propose a policy gradient algorithm to learn a stochastic policy that selects 2-opt operations given a current solution. Moreover, we introduce a policy neural network that leverages a pointing attention mechanism, which unlike previous works, can be easily extended to more general k-opt moves. Our results show that the learned policies can improve even over random initial solutions and approach near-optimal solutions at a faster rate than previous state-of-the-art deep learning methods.
Learning Improvement Heuristics for Solving the Travelling Salesman Problem
Wu, Yaoxin, Song, Wen, Cao, Zhiguang, Zhang, Jie, Lim, Andrew
Recent studies in using deep learning to solve the Travelling Salesman Problem (TSP) focus on construction heuristics, the solution of which may still be far from optimal-ity. To improve solution quality, additional procedures such as sampling or beam search are required. However, they are still based on the same construction policy, which is less effective in refining a solution. In this paper, we propose to directly learn the improvement heuristics for solving TSP based on deep reinforcement learning. We first present a reinforcement learning formulation for the improvement heuristic, where the policy guides selection of the next solution. Then, we propose a deep architecture as the policy network based on self-attention. Extensive experiments show that, improvement policies learned by our approach yield better results than state-of-the-art methods, even from random initial solutions. Moreover, the learned policies are more effective than the traditional handcrafted ones, and robust to different initial solutions with either high or poor quality. 1 Introduction The Travelling Salesman Problem (TSP) is a typical combinatorial optimization problem that has extensive applications in the real world. The problem statement is straightforward: given a set of locations, find the salesman a shortest tour that traverses each location exactly once and returns to the original one. Although having been widely studied for decades, achieving satisfactory performance is still challenging due to its NPhard complexity.