用神经网络代理优化求解,实现秒级订单分配决策。
Learning Optimization Proxies for Sequential Contextual Stochastic Programs: An Order Fulfillment Application

- 构建嵌入场景的神经网络代理,替代每步求解优化问题。
- 决策延迟降低2800倍,履约成本降低3.3%以上。
- 适合高并发、低时延的电商订单调度场景。
序贯上下文随机规划模型用于建模实时决策系统中,在不确定性下每期做出行动并影响未来决策。许多实际场景要求快速响应新信息,但现有基于求解器的方案每实例需数秒至数分钟,难以满足高峰期亚秒级响应需求。本文提出一种学习型优化代理:在离线阶段用求解器生成标签训练嵌入场景的神经网络,线上通过解码器保证可行性,将每期求解替换为一次前向传播。该框架应用于全渠道订单履约场景,每个订单需在随机配送时间和未来需求下于亚秒内完成商品与物流服务商分配。引入两阶段上下文样本平均近似(C-SAA)建模问题,其输出作为离线标签;复合训练损失包含标签模仿、约束违反惩罚与自监督成本对齐。基于京东交易数据构建校准模拟器,计算实验表明,该代理相较在线有限样本C-SAA,决策延迟降低约2800倍,履约成本降低3.3%;相比现有履约策略,总成本至少下降10.7%,延误率约减半。
原文摘要 · Abstract (English)
Sequential contextual stochastic programs model real-time decision systems in which each time epoch commits to an action under uncertainty whose consequences propagate into future decisions. In many practical contexts, these programs require obtaining solutions rapidly as new information becomes available. These problems can be represented through scenario approximations to be solved by off-the-shelf optimization solvers, which achieve high decision quality offline but typically run in seconds to minutes per instance, falling short of the sub-second responses that peak periods of planning require. This paper develops a learning-based optimization proxy: a scenario-embedded neural network trained offline on solver-generated labels, paired online with a decoder that enforces feasibility, replacing the per-epoch solve with a single forward pass. The framework is specialized to omnichannel order fulfillment, where each arriving order requires a sub-second assignment of products to distribution centers and carrier services under stochastic delivery times and future demand. A two-stage contextual stochastic program is introduced to formulate this problem, and its contextual sample average approximation (C-SAA) supplies the offline labels, while a composite training loss combines label imitation, a constraint-violation penalty, and self-supervised cost alignment. In a calibrated simulator built from JD.com transactional records, a detailed computational study is provided. The proxy reduces decision latency by roughly 2800x relative to the online finite-sample C-SAA reference and improves over it by 3.3% in realized fulfillment cost. Relative to established fulfillment policies, the proxy lowers total realized cost by at least 10.7% and roughly halves the late-delivery rate.
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