arXiv:2504.07383cs.LGcs.AI2025-04被引 5

用监督与强化学习缩小供应链规划搜索空间,提速降耗。

PROPEL: Supervised and Reinforcement Learning for Large-Scale Supply Chain Planning

  • 用监督学习识别最优解中为零的变量,压缩搜索范围。
  • 强化学习动态放松变量,提升解的质量,使主积分减少60%。
  • 适合大规模工业供应链优化,尤其在变量超百万时效果显著。

本文研究如何融合机器学习(ML)与优化方法,求解大规模供应链规划(SCP)优化问题。这类问题可建模为包含整数(非二值)和连续变量,以及流量平衡与容量约束的混合整数规划(MIP)。现有方法多聚焦于二值MIP和图问题,难以应对此类复杂结构。为此,本文提出PROPEL框架,结合优化与监督学习、深度强化学习(DRL),显著缩小搜索空间。其监督学习部分不预测所有整数变量取值,而是识别最优解中被固定为零的变量,利用了供应链场景的结构特征。框架中的DRL组件在监督学习未达期望最优性容差时,选择性地松弛部分固定为零的变量以提升解质量。PROPEL已应用于含数百万变量的工业级供应链规划问题。计算结果表明,解决方案时间与质量显著提升:主积分降低60%,原生间隙减少88%,改进因子最高分别达13.57与15.92。

原文摘要 · Abstract (English)

This paper considers how to fuse Machine Learning (ML) and optimization to solve large-scale Supply Chain Planning (SCP) optimization problems. These problems can be formulated as MIP models which feature both integer (non-binary) and continuous variables, as well as flow balance and capacity constraints. This raises fundamental challenges for existing integrations of ML and optimization that have focused on binary MIPs and graph problems. To address these, the paper proposes PROPEL, a new framework that combines optimization with both supervised and Deep Reinforcement Learning (DRL) to reduce the size of search space significantly. PROPEL uses supervised learning, not to predict the values of all integer variables, but to identify the variables that are fixed to zero in the optimal solution, leveraging the structure of SCP applications. PROPEL includes a DRL component that selects which fixed-at-zero variables must be relaxed to improve solution quality when the supervised learning step does not produce a solution with the desired optimality tolerance. PROPEL has been applied to industrial supply chain planning optimizations with millions of variables. The computational results show dramatic improvements in solution times and quality, including a 60% reduction in primal integral and an 88% primal gap reduction, and improvement factors of up to 13.57 and 15.92, respectively.

供应链优化强化学习混合整数规划机器学习

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