How to improve “construct, merge, solve and adapt

IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Jaume Reixach, Christian Blum
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引用次数: 0

Abstract

In this work, we propose a new variant of construct, merge, solve, and adapt (CMSA), which is a recently introduced hybrid metaheuristic for combinatorial optimization. Our newly proposed variant, named reinforcement learning CMSA (RL-CMSA), makes use of a reinforcement learning (RL) mechanism trained online with data gathered during the search process. In addition to generally outperforming standard CMSA, this new variant proves to be more flexible as it does not require a greedy function for the evaluation of solution components at each solution construction step. We present RL-CMSA as a general framework for enhancing CMSA by leveraging a simple RL learning process. Moreover, we study a range of specific designs for the employed learning mechanism. The advantages of the introduced CMSA variant are demonstrated in the context of the far from most string and minimum dominating set problems, showing the improvement in performance and simplicity with respect to standard CMSA. In particular, the best performing RL-CMSA variant proposed is statistically significantly better than the standard algorithm for both problems, obtaining 1.28% and 0.69% better results on average respectively.

Abstract Image

如何改进 "构建、合并、解决和调整
在这项工作中,我们提出了构造、合并、求解和适应(CMSA)的一种新变体,这是最近推出的一种用于组合优化的混合元启发式。我们新提出的变体被命名为强化学习 CMSA(RL-CMSA),它利用在搜索过程中收集的数据在线训练强化学习(RL)机制。除了性能普遍优于标准 CMSA 外,这种新变体还被证明更加灵活,因为它不需要在每个解决方案构建步骤中使用贪婪函数来评估解决方案组件。我们将 RL-CMSA 作为一个通用框架,通过利用简单的 RL 学习过程来增强 CMSA。此外,我们还研究了所采用的学习机制的一系列具体设计。在远离最串问题和最小支配集问题中,我们展示了引入的 CMSA 变体的优势,显示了与标准 CMSA 相比在性能和简单性方面的改进。特别是在这两个问题上,所提出的性能最佳的 RL-CMSA 变体在统计上明显优于标准算法,平均分别提高了 1.28% 和 0.69%。
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来源期刊
Annals of Operations Research
Annals of Operations Research 管理科学-运筹学与管理科学
CiteScore
7.90
自引率
16.70%
发文量
596
审稿时长
8.4 months
期刊介绍: The Annals of Operations Research publishes peer-reviewed original articles dealing with key aspects of operations research, including theory, practice, and computation. The journal publishes full-length research articles, short notes, expositions and surveys, reports on computational studies, and case studies that present new and innovative practical applications. In addition to regular issues, the journal publishes periodic special volumes that focus on defined fields of operations research, ranging from the highly theoretical to the algorithmic and the applied. These volumes have one or more Guest Editors who are responsible for collecting the papers and overseeing the refereeing process.
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