303 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
LEO: Learning Efficient Orderings for Multiobjective Binary Decision Diagrams
Approaches based on Binary decision diagrams (BDDs) have recently achieved
state-of-the-art results for multiobjective integer programming problems. The
variable ordering used in constructing BDDs can have a significant impact on
their size and on the quality of bounds derived from relaxed or restricted BDDs
for single-objective optimization problems. We first showcase a similar impact
of variable ordering on the Pareto frontier (PF) enumeration time for the
multiobjective knapsack problem, suggesting the need for deriving variable
ordering methods that improve the scalability of the multiobjective BDD
approach. To that end, we derive a novel parameter configuration space based on
variable scoring functions which are linear in a small set of interpretable and
easy-to-compute variable features. We show how the configuration space can be
efficiently explored using black-box optimization, circumventing the curse of
dimensionality (in the number of variables and objectives), and finding good
orderings that reduce the PF enumeration time. However, black-box optimization
approaches incur a computational overhead that outweighs the reduction in time
due to good variable ordering. To alleviate this issue, we propose LEO, a
supervised learning approach for finding efficient variable orderings that
reduce the enumeration time. Experiments on benchmark sets from the knapsack
problem with 3-7 objectives and up to 80 variables show that LEO is ~30-300%
and ~10-200% faster at PF enumeration than common ordering strategies and
algorithm configuration. Our code and instances are available at
https://github.com/khalil-research/leo
Improved Peel-and-Bound: Methods for Generating Dual Bounds with Multivalued Decision Diagrams
Decision diagrams are an increasingly important tool in cutting-edge solvers
for discrete optimization. However, the field of decision diagrams is
relatively new, and is still incorporating the library of techniques that
conventional solvers have had decades to build. We drew inspiration from the
warm-start technique used in conventional solvers to address one of the major
challenges faced by decision diagram based methods. Decision diagrams become
more useful the wider they are allowed to be, but also become more costly to
generate, especially with large numbers of variables. In the original version
of this paper, we presented a method of peeling off a sub-graph of previously
constructed diagrams and using it as the initial diagram for subsequent
iterations that we call peel-and-bound. We tested the method on the sequence
ordering problem, and our results indicate that our peel-and-bound scheme
generates stronger bounds than a branch-and-bound scheme using the same
propagators, and at significantly less computational cost. In this extended
version of the paper, we also propose new methods for using relaxed decision
diagrams to improve the solutions found using restricted decision diagrams,
discuss the heuristic decisions involved with the parallelization of
peel-and-bound, and discuss how peel-and-bound can be hyper-optimized for
sequencing problems. Furthermore, we test the new methods on the sequence
ordering problem and the traveling salesman problem with time-windows (TSPTW),
and include an updated and generalized implementation of the algorithm capable
of handling any discrete optimization problem. The new results show that
peel-and-bound outperforms ddo (a decision diagram based branch-and-bound
solver) on the TSPTW. We also close 15 open benchmark instances of the TSPTW.Comment: 50 pages, 31 figures, published by JAIR, supplementary materials at
https://github.com/IsaacRudich/ImprovedPnB. arXiv admin note: substantial
text overlap with arXiv:2205.0521
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