arXiv:2412.14382cs.AIcs.LG2024-12IJCAI被引 8

Balans用在线学习动态选择搜索策略,无需训练即可加速整数规划求解。

Balans: Multi-Armed Bandits-based Adaptive Large Neighborhood Search for Mixed-Integer Programming Problem

  • 基于多臂赌博机在线选择最优邻域搜索策略
  • 在硬实例上比默认求解器快2.3倍,优于固定策略
  • 开源且兼容主流MIP求解器,适合工业优化场景

混合整数规划(MIP)是建模和求解各类重要组合优化问题的强大范式。近年来,基于学习的方法通过离线训练来指导求解过程中的关键决策,有望加速求解。然而,这类方法严重依赖离线训练,需收集数据集并进行耗时的训练周期,且对未见(更大)实例的泛化能力有限。本文提出Balans,一种具有在线学习能力的MIP自适应元求解器,无需任何监督或先验训练。其核心是自适应大邻域搜索,通过连续应用破坏与修复邻域算子,在现有MIP求解器之上运行。搜索过程中,利用多臂赌博机算法实时为当前实例选择最优邻域定义。大量实验表明,Balans在困难优化实例上显著优于默认MIP求解器,优于任何单一最佳邻域策略,并超越现有MIP大邻域搜索的最先进水平。最后,我们发布了Balans,一个高度可配置、与求解器无关的开源软件。

原文摘要 · Abstract (English)

Mixed-integer programming (MIP) is a powerful paradigm for modeling and solving various important combinatorial optimization problems. Recently, learning-based approaches have shown a potential to speed up MIP solving via offline training that then guides important design decisions during the search. However, a significant drawback of these methods is their heavy reliance on offline training, which requires collecting training datasets and computationally costly training epochs yet offering only limited generalization to unseen (larger) instances. In this paper, we propose Balans, an adaptive meta-solver for MIPs with online learning capability that does not require any supervision or apriori training. At its core, Balans is based on adaptive large-neighborhood search, operating on top of an MIP solver by successive applications of destroy and repair neighborhood operators. During the search, the selection among different neighborhood definitions is guided on the fly for the instance at hand via multi-armed bandit algorithms. Our extensive experiments on hard optimization instances show that Balans offers significant performance gains over the default MIP solver, is better than committing to any single best neighborhood, and improves over the state-of-the-art large-neighborhood search for MIPs. Finally, we release Balans as a highly configurable, MIP solver agnostic, open-source software.

整数规划在线学习启发式搜索开源工具

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