BalMCTS: Balancing Objective Function and Search Nodes in MCTS for
Constraint Optimization Problems
- URL: http://arxiv.org/abs/2312.15864v1
- Date: Tue, 26 Dec 2023 03:09:08 GMT
- Title: BalMCTS: Balancing Objective Function and Search Nodes in MCTS for
Constraint Optimization Problems
- Authors: Yingkai Xiao, Jingjin Liu, Hankz Hankui Zhuo
- Abstract summary: Constraint Problems Optimization (COP) pose intricate challenges in problems usually addressed through Branch and Bound (B&B) methods.
We propose a novel neural network algorithm based on a depth-first search algorithm for solving COP.
Our method identifies feasible solutions with a gap of less than 17.63% within the initial 5 feasible solutions.
- Score: 7.196057722218442
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Constraint Optimization Problems (COP) pose intricate challenges in
combinatorial problems usually addressed through Branch and Bound (B\&B)
methods, which involve maintaining priority queues and iteratively selecting
branches to search for solutions. However, conventional approaches take a
considerable amount of time to find optimal solutions, and it is also crucial
to quickly identify a near-optimal feasible solution in a shorter time. In this
paper, we aim to investigate the effectiveness of employing a depth-first
search algorithm for solving COP, specifically focusing on identifying optimal
or near-optimal solutions within top $n$ solutions. Hence, we propose a novel
heuristic neural network algorithm based on MCTS, which, by simultaneously
conducting search and training, enables the neural network to effectively serve
as a heuristic during Backtracking. Furthermore, our approach incorporates
encoding COP problems and utilizing graph neural networks to aggregate
information about variables and constraints, offering more appropriate
variables for assignments. Experimental results on stochastic COP instances
demonstrate that our method identifies feasible solutions with a gap of less
than 17.63% within the initial 5 feasible solutions. Moreover, when applied to
attendant Constraint Satisfaction Problem (CSP) instances, our method exhibits
a remarkable reduction of less than 5% in searching nodes compared to
state-of-the-art approaches.
Related papers
- Self-Supervised Learning of Iterative Solvers for Constrained Optimization [0.0]
We propose a learning-based iterative solver for constrained optimization.
It can obtain very fast and accurate solutions by customizing the solver to a specific parametric optimization problem.
A novel loss function based on the Karush-Kuhn-Tucker conditions of optimality is introduced, enabling fully self-supervised training of both neural networks.
arXiv Detail & Related papers (2024-09-12T14:17:23Z) - Decision-focused Graph Neural Networks for Combinatorial Optimization [62.34623670845006]
An emerging strategy to tackle optimization problems involves the adoption of graph neural networks (GNNs) as an alternative to traditional algorithms.
Despite the growing popularity of GNNs and traditional algorithm solvers in the realm of CO, there is limited research on their integrated use and the correlation between them within an end-to-end framework.
We introduce a decision-focused framework that utilizes GNNs to address CO problems with auxiliary support.
arXiv Detail & Related papers (2024-06-05T22:52:27Z) - Lower Bounds and Optimal Algorithms for Non-Smooth Convex Decentralized Optimization over Time-Varying Networks [57.24087627267086]
We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network.
Lower bounds on the number of decentralized communications and (sub)gradient computations required to solve the problem have been established.
We develop the first optimal algorithm that matches these lower bounds and offers substantially improved theoretical performance compared to the existing state of the art.
arXiv Detail & Related papers (2024-05-28T10:28:45Z) - An Efficient Approach for Solving Expensive Constrained Multiobjective Optimization Problems [0.0]
An efficient probabilistic selection based constrained multi-objective EA is proposed, referred to as PSCMOEA.
It comprises novel elements such as (a) an adaptive search bound identification scheme based on the feasibility and convergence status of evaluated solutions.
Numerical experiments are conducted on an extensive range of challenging constrained problems using low evaluation budgets to simulate ECMOPs.
arXiv Detail & Related papers (2024-05-22T02:32:58Z) - Optimizing Solution-Samplers for Combinatorial Problems: The Landscape
of Policy-Gradient Methods [52.0617030129699]
We introduce a novel theoretical framework for analyzing the effectiveness of DeepMatching Networks and Reinforcement Learning methods.
Our main contribution holds for a broad class of problems including Max-and Min-Cut, Max-$k$-Bipartite-Bi, Maximum-Weight-Bipartite-Bi, and Traveling Salesman Problem.
As a byproduct of our analysis we introduce a novel regularization process over vanilla descent and provide theoretical and experimental evidence that it helps address vanishing-gradient issues and escape bad stationary points.
arXiv Detail & Related papers (2023-10-08T23:39:38Z) - Threshold-aware Learning to Generate Feasible Solutions for Mixed
Integer Programs [5.28005598366543]
Neural diving (ND) is one of the learning-based approaches to generating partial discrete variable assignments in Mixed Programs (MIP)
We introduce a post-hoc method and a learning-based approach for optimizing the coverage.
Experimental results demonstrate that learning a deep neural network to estimate the coverage for finding high-quality feasible solutions achieves state-of-the-art performance in NeurIPS ML4CO datasets.
arXiv Detail & Related papers (2023-08-01T07:03:16Z) - Simulation-guided Beam Search for Neural Combinatorial Optimization [13.072343634530883]
We propose simulation-guided beam search (SGBS) for neural optimization problems.
We hybridize SGBS with efficient active search (EAS), where SGBS enhances the quality of solutions backpropagated in EAS.
We evaluate our methods on well-known CO benchmarks and show that SGBS significantly improves the quality of the solutions found under reasonable assumptions.
arXiv Detail & Related papers (2022-07-13T13:34:35Z) - Learning Proximal Operators to Discover Multiple Optima [66.98045013486794]
We present an end-to-end method to learn the proximal operator across non-family problems.
We show that for weakly-ized objectives and under mild conditions, the method converges globally.
arXiv Detail & Related papers (2022-01-28T05:53:28Z) - Combining Deep Learning and Optimization for Security-Constrained
Optimal Power Flow [94.24763814458686]
Security-constrained optimal power flow (SCOPF) is fundamental in power systems.
Modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs.
This paper proposes a novel approach that combines deep learning and robust optimization techniques.
arXiv Detail & Related papers (2020-07-14T12:38:21Z) - Second-Order Guarantees in Centralized, Federated and Decentralized
Nonconvex Optimization [64.26238893241322]
Simple algorithms have been shown to lead to good empirical results in many contexts.
Several works have pursued rigorous analytical justification for studying non optimization problems.
A key insight in these analyses is that perturbations play a critical role in allowing local descent algorithms.
arXiv Detail & Related papers (2020-03-31T16:54:22Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.