arXiv:2409.04495cs.LGcs.AI2024-09被引 3

用非自回归神经网络高效求解带正线性约束的组合优化问题

Learning to Solve Combinatorial Optimization under Positive Linear Constraints via Non-Autoregressive Neural Networks

  • 设计非自回归神经网络,直接处理正线性约束下的组合优化
  • 在设施选址、旅行商等任务上性能媲美甚至超越SCIP/Gurobi
  • 无需最优标签,支持离线无监督训练和在线可微搜索

组合优化(CO)是计算机科学与应用数学交叉的核心问题。由于其固有的计算难度,精确求解面临挑战,使得基于深度神经网络的求解器成为研究前沿。本文提出一类非自回归神经网络,用于求解带有正线性约束的组合优化问题。该约束覆盖广泛典型的组合优化场景,突破了现有非自回归方法的通用性瓶颈。相比自回归网络,本方法兼具更高效率和排列不变性优势。通过离线无监督学习降低对高质量标签的需求,摆脱了对最优解标签的依赖。结合在线可微搜索策略,显著提升模型对未见问题的泛化能力。在设施选址、最大集合覆盖和旅行商问题等代表性任务上验证有效。所提非自回归神经求解器在效率与效果兼顾时表现优异,可媲美甚至优于SCIP和Gurobi等先进求解器。代码已开源。

原文摘要 · Abstract (English)

Combinatorial optimization (CO) is the fundamental problem at the intersection of computer science, applied mathematics, etc. The inherent hardness in CO problems brings up challenge for solving CO exactly, making deep-neural-network-based solvers a research frontier. In this paper, we design a family of non-autoregressive neural networks to solve CO problems under positive linear constraints with the following merits. First, the positive linear constraint covers a wide range of CO problems, indicating that our approach breaks the generality bottleneck of existing non-autoregressive networks. Second, compared to existing autoregressive neural network solvers, our non-autoregressive networks have the advantages of higher efficiency and preserving permutation invariance. Third, our offline unsupervised learning has lower demand on high-quality labels, getting rid of the demand of optimal labels in supervised learning. Fourth, our online differentiable search method significantly improves the generalizability of our neural network solver to unseen problems. We validate the effectiveness of this framework in solving representative CO problems including facility location, max-set covering, and traveling salesman problem. Our non-autoregressive neural solvers are competitive to and can be even superior to state-of-the-art solvers such as SCIP and Gurobi, especially when both efficiency and efficacy are considered. Code is available at https://github.com/Thinklab-SJTU/NAR-CO-Solver

组合优化神经求解器非自回归约束优化

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