27,910 research outputs found
A General Large Neighborhood Search Framework for Solving Integer Programs
This paper studies how to design abstractions of large-scale combinatorial optimization problems that can leverage existing state-of-the-art solvers in general purpose ways, and that are amenable to data-driven design. The goal is to arrive at new approaches that can reliably outperform existing solvers in wall-clock time. We focus on solving integer 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 approaches and their software implementations. We also show that one can learn a good neighborhood selector from training data. Through an extensive empirical validation, we demonstrate that our LNS framework can significantly outperform, in wall-clock time, compared to state-of-the-art commercial solvers such as Gurobi
Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates
The optimization of algorithm (hyper-)parameters is crucial for achieving
peak performance across a wide range of domains, ranging from deep neural
networks to solvers for hard combinatorial problems. The resulting algorithm
configuration (AC) problem has attracted much attention from the machine
learning community. However, the proper evaluation of new AC procedures is
hindered by two key hurdles. First, AC benchmarks are hard to set up. Second
and even more significantly, they are computationally expensive: a single run
of an AC procedure involves many costly runs of the target algorithm whose
performance is to be optimized in a given AC benchmark scenario. One common
workaround is to optimize cheap-to-evaluate artificial benchmark functions
(e.g., Branin) instead of actual algorithms; however, these have different
properties than realistic AC problems. Here, we propose an alternative
benchmarking approach that is similarly cheap to evaluate but much closer to
the original AC problem: replacing expensive benchmarks by surrogate benchmarks
constructed from AC benchmarks. These surrogate benchmarks approximate the
response surface corresponding to true target algorithm performance using a
regression model, and the original and surrogate benchmark share the same
(hyper-)parameter space. In our experiments, we construct and evaluate
surrogate benchmarks for hyperparameter optimization as well as for AC problems
that involve performance optimization of solvers for hard combinatorial
problems, drawing training data from the runs of existing AC procedures. We
show that our surrogate benchmarks capture overall important characteristics of
the AC scenarios, such as high- and low-performing regions, from which they
were derived, while being much easier to use and orders of magnitude cheaper to
evaluate
GraphCombEx: A Software Tool for Exploration of Combinatorial Optimisation Properties of Large Graphs
We present a prototype of a software tool for exploration of multiple
combinatorial optimisation problems in large real-world and synthetic complex
networks. Our tool, called GraphCombEx (an acronym of Graph Combinatorial
Explorer), provides a unified framework for scalable computation and
presentation of high-quality suboptimal solutions and bounds for a number of
widely studied combinatorial optimisation problems. Efficient representation
and applicability to large-scale graphs and complex networks are particularly
considered in its design. The problems currently supported include maximum
clique, graph colouring, maximum independent set, minimum vertex clique
covering, minimum dominating set, as well as the longest simple cycle problem.
Suboptimal solutions and intervals for optimal objective values are estimated
using scalable heuristics. The tool is designed with extensibility in mind,
with the view of further problems and both new fast and high-performance
heuristics to be added in the future. GraphCombEx has already been successfully
used as a support tool in a number of recent research studies using
combinatorial optimisation to analyse complex networks, indicating its promise
as a research software tool
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