16,617 research outputs found
Improving Optimization Bounds using Machine Learning: Decision Diagrams meet Deep Reinforcement Learning
Finding tight bounds on the optimal solution is a critical element of
practical solution methods for discrete optimization problems. In the last
decade, decision diagrams (DDs) have brought a new perspective on obtaining
upper and lower bounds that can be significantly better than classical bounding
mechanisms, such as linear relaxations. It is well known that the quality of
the bounds achieved through this flexible bounding method is highly reliant on
the ordering of variables chosen for building the diagram, and finding an
ordering that optimizes standard metrics is an NP-hard problem. In this paper,
we propose an innovative and generic approach based on deep reinforcement
learning for obtaining an ordering for tightening the bounds obtained with
relaxed and restricted DDs. We apply the approach to both the Maximum
Independent Set Problem and the Maximum Cut Problem. Experimental results on
synthetic instances show that the deep reinforcement learning approach, by
achieving tighter objective function bounds, generally outperforms ordering
methods commonly used in the literature when the distribution of instances is
known. To the best knowledge of the authors, this is the first paper to apply
machine learning to directly improve relaxation bounds obtained by
general-purpose bounding mechanisms for combinatorial optimization problems.Comment: Accepted and presented at AAAI'1
Reinforcement learning based local search for grouping problems: A case study on graph coloring
Grouping problems aim to partition a set of items into multiple mutually
disjoint subsets according to some specific criterion and constraints. Grouping
problems cover a large class of important combinatorial optimization problems
that are generally computationally difficult. In this paper, we propose a
general solution approach for grouping problems, i.e., reinforcement learning
based local search (RLS), which combines reinforcement learning techniques with
descent-based local search. The viability of the proposed approach is verified
on a well-known representative grouping problem (graph coloring) where a very
simple descent-based coloring algorithm is applied. Experimental studies on
popular DIMACS and COLOR02 benchmark graphs indicate that RLS achieves
competitive performances compared to a number of well-known coloring
algorithms
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