solution quality
Reinforcement Learning for Solving the Vehicle Routing Problem
We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single policy model that finds near-optimal solutions for a broad range of problem instances of similar size, only by observing the reward signals and following feasibility rules. We consider a parameterized stochastic policy, and by applying a policy gradient algorithm to optimize its parameters, the trained model produces the solution as a sequence of consecutive actions in real time, without the need to re-train for every new problem instance. On capacitated VRP, our approach outperforms classical heuristics and Google's OR-Tools on medium-sized instances in solution quality with comparable computation time (after training). We demonstrate how our approach can handle problems with split delivery and explore the effect of such deliveries on the solution quality.
- Europe > Belgium > Flanders > Flemish Brabant > Leuven (0.04)
- Europe > Belgium > Flanders > Antwerp Province > Antwerp (0.04)
- North America > United States > New York > Tompkins County > Ithaca (0.04)
- North America > Canada (0.04)
Appendix APerformanceonreal-worldbasedinstances
We further evaluate SGBS+EAS on nine real-world based instance sets from [15]. Each instance set consists of 20 instances that have similar characteristics (i.e., they have been sampled from the same underlying distribution). To account for this new evaluation setting, we always perform 10 runs in parallel for EAS and SGBS+EAS. This improves the solution quality, while leading only to a slight increase of the requiredruntime. For SGBS+EAS we set (β, γ) = (35,5), the learning rate α = 0.005 and λ = 0.05.
Efficient Meta Neural Heuristic for Multi-Objective Combinatorial Optimization
Recently, neural heuristics based on deep reinforcement learning have exhibited promise in solving multi-objective combinatorial optimization problems (MOCOPs). However, they are still struggling to achieve high learning efficiency and solution quality. To tackle this issue, we propose an efficient meta neural heuristic (EMNH), in which a meta-model is first trained and then fine-tuned with a few steps to solve corresponding single-objective subproblems. Specifically, for the training process, a (partial) architecture-shared multi-task model is leveraged to achieve parallel learning for the meta-model, so as to speed up the training; meanwhile, a scaled symmetric sampling method with respect to the weight vectors is designed to stabilize the training. For the fine-tuning process, an efficient hierarchical method is proposed to systematically tackle all the subproblems. Experimental results on the multi-objective traveling salesman problem (MOTSP), multi-objective capacitated vehicle routing problem (MOCVRP), and multi-objective knapsack problem (MOKP) show that, EMNH is able to outperform the state-of-the-art neural heuristics in terms of solution quality and learning efficiency, and yield competitive solutions to the strong traditional heuristics while consuming much shorter time.
Generalization Bound and Learning Methods for Data-Driven Projections in Linear Programming
How to solve high-dimensional linear programs (LPs) efficiently is a fundamental question.Recently, there has been a surge of interest in reducing LP sizes using *random projections*, which can accelerate solving LPs independently of improving LP solvers. This paper explores a new direction of *data-driven projections*, which use projection matrices learned from data instead of random projection matrices.Given training data of $n$-dimensional LPs, we learn an $n\times k$ projection matrix with $n > k$. When addressing a future LP instance, we reduce its dimensionality from $n$ to $k$ via the learned projection matrix, solve the resulting LP to obtain a $k$-dimensional solution, and apply the learned matrix to it to recover an $n$-dimensional solution.On the theoretical side, a natural question is: how much data is sufficient to ensure the quality of recovered solutions? We address this question based on the framework of *data-driven algorithm design*, which connects the amount of data sufficient for establishing generalization bounds to the *pseudo-dimension* of performance metrics. We obtain an $\tilde{\mathrm{O}}(nk^2)$ upper bound on the pseudo-dimension, where $\tilde{\mathrm{O}}$ compresses logarithmic factors. We also provide an $\Omega(nk)$ lower bound, implying our result is tight up to an $\tilde{\mathrm{O}}(k)$ factor. On the practical side, we explore two simple methods for learning projection matrices: PCA-and gradient-based methods. While the former is relatively efficient, the latter can sometimes achieve better solution quality. Experiments demonstrate that learning projection matrices from data is indeed beneficial: it leads to significantly higher solution quality than the existing random projection while greatly reducing the time for solving LPs.
Batch Acquisition Function Evaluations and Decouple Optimizer Updates for Faster Bayesian Optimization
Irie, Kaichi, Watanabe, Shuhei, Onishi, Masaki
Bayesian optimization (BO) efficiently finds high-performing parameters by maximizing an acquisition function, which models the promise of parameters. A major computational bottleneck arises in acquisition function optimization, where multi-start optimization (MSO) with quasi-Newton (QN) methods is required due to the non-convexity of the acquisition function. BoTorch, a widely used BO library, currently optimizes the summed acquisition function over multiple points, leading to the speedup of MSO owing to Py-Torch batching. Nevertheless, this paper empirically demonstrates the suboptimality of this approach in terms of off-diagonal approximation errors in the inverse Hessian of a QN method, slowing down its convergence. To address this problem, we propose to decouple QN updates using a coroutine while batching the acquisition function calls. Our approach not only yields the theoretically identical convergence to the sequential MSO but also drastically reduces the wall-clock time compared to the previous approaches. Our approach is available in GPSampler in Optuna, effectively reducing its computational overhead.
GAMA: A Neural Neighborhood Search Method with Graph-aware Multi-modal Attention for Vehicle Routing Problem
Chen, Xiangling, Mei, Yi, Zhang, Mengjie
Recent advances in neural neighborhood search methods have shown potential in tackling Vehicle Routing Problems (VRPs). However, most existing approaches rely on simplistic state representations and fuse heterogeneous information via naive concatenation, limiting their ability to capture rich structural and semantic context. To address these limitations, we propose GAMA, a neural neighborhood search method with Graph-aware Multi-modal Attention model in VRP. GAMA encodes the problem instance and its evolving solution as distinct modalities using graph neural networks, and models their intra- and inter-modal interactions through stacked self- and cross-attention layers. A gated fusion mechanism further integrates the multi-modal representations into a structured state, enabling the policy to make informed and generalizable operator selection decisions. Extensive experiments conducted across various synthetic and benchmark instances demonstrate that the proposed algorithm GAMA significantly outperforms the recent neural baselines. Further ablation studies confirm that both the multi-modal attention mechanism and the gated fusion design play a key role in achieving the observed performance gains.
- Transportation > Freight & Logistics Services (0.71)
- Transportation > Ground > Road (0.46)