用几何方法让神经网络高效求解带约束的组合优化问题
Geometric Algorithms for Neural Combinatorial Optimization with Constraints
- 将网络输出分解为多面体顶点的凸组合,满足离散约束
- 在基数约束问题上显著优于现有神经基线模型
- 适用于独立集、拟阵约束等多样组合任务
自监督学习(SSL)在组合优化(CO)中正成为新兴范式,利用神经网络求解组合问题。本文针对SSL中离散约束求解的核心挑战,提出端到端可微框架,实现神经网络对离散约束优化问题的有效求解。具体地,我们借鉴凸几何与Carathéodory定理中的算法技术,将神经网络输出分解为对应可行集的多面体顶点的凸组合。该分解方法支持自监督训练,并保证输出结果能高效且保质转化为可行解。大量实验表明,在基数约束优化任务中,本方法始终优于现有神经基线。此外,我们还展示了该方法在图论独立集问题和拟阵约束问题等多样化组合优化任务中的应用实例。
原文摘要 · Abstract (English)
Self-Supervised Learning (SSL) for Combinatorial Optimization (CO) is an emerging paradigm for solving combinatorial problems using neural networks. In this paper, we address a central challenge of SSL for CO: solving problems with discrete constraints. We design an end-to-end differentiable framework that enables us to solve discrete constrained optimization problems with neural networks. Concretely, we leverage algorithmic techniques from the literature on convex geometry and Carathéodory's theorem to decompose neural network outputs into convex combinations of polytope corners that correspond to feasible sets. This decomposition-based approach enables self-supervised training but also ensures efficient quality-preserving rounding of the neural net output into feasible solutions. Extensive experiments in cardinality-constrained optimization show that our approach can consistently outperform neural baselines. We further provide worked-out examples of how our method can be applied beyond cardinality-constrained problems to a diverse set of combinatorial optimization tasks, including finding independent sets in graphs, and solving matroid-constrained problems.
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