Logical Definability of NP Optimization Problems

Contributors

By examining the patterns of solutions obtained for various instances, one can gain insights into the structure and behavior of combinatorial optimization (CO) problems and develop efficient algorithms for solving them. Machine learning techniques, especially Graph Neural Networks (GNNs), have shown promise in parametrizing and automating this laborious design process. The inductive bias of GNNs allows for learning solutions to mixed-integer programming (MIP) formulations of constrained CO problems with a relational representation of decision variables and constraints. The trained GNNs can be leveraged with primal heuristics to construct high-quality feasible solutions to CO problems quickly. However, current GNN-based end-to-end learning approaches have limitations for scalable training and generalization on larger-scale instances; therefore, they have been mostly evaluated over small-scale instances. Addressing this issue, our study builds on supervised learning of optimal solutions to the downscaled instances of given large-scale CO problems. We introduce several improvements on a recent GNN model for CO to generalize on instances of a larger scale than those used in training. We also propose a two-stage primal heuristic strategy based on uncertainty-quantification to automatically configure how solution search relies on the predicted decision values. Our models can generalize on 16x upscaled instances of commonly benchmarked five CO problems. Unlike the regressive performance of existing GNN-based CO approaches as the scale of problems increases, the CO pipelines using our models offer an incremental performance improvement relative to CPLEX. The proposed uncertainty-based primal heuristics provide 6-75% better optimality gap values and 45-99% better primal gap values for the 16x upscaled instances and brings immense speedup to obtain high-quality solutions. All these gains are achieved through a computationally efficient modeling approach without sacrificing solution quality.

By examining the patterns of solutions obtained for various instances, one can gain insights into the structure and behavior of combinatorial optimization (CO) problems and develop efficient algorithms for solving them. Machine learning techniques, especially Graph Neural Networks (GNNs), have shown promise in parametrizing and automating this laborious design process. The inductive bias of GNNs allows for learning solutions to mixed-integer programming (MIP) formulations of constrained CO problems with a relational representation of decision variables and constraints. The trained GNNs can be leveraged with primal heuristics to construct high-quality feasible solutions to CO problems quickly. However, current GNN-based end-to-end learning approaches have limitations for scalable training and generalization on larger-scale instances; therefore, they have been mostly evaluated over small-scale instances. Addressing this issue, our study builds on supervised learning of optimal solutions to the downscaled instances of given large-scale CO problems. We introduce several improvements on a recent GNN model for CO to generalize on instances of a larger scale than those used in training. We also propose a two-stage primal heuristic strategy based on uncertainty-quantification to automatically configure how solution search relies on the predicted decision values. Our models can generalize on 16x upscaled instances of commonly benchmarked five CO problems. Unlike the regressive performance of existing GNN-based CO approaches as the scale of problems increases, the CO pipelines using our models offer an incremental performance improvement relative to CPLEX. The proposed uncertainty-based primal heuristics provide 6-75% better optimality gap values and 45-99% better primal gap values for the 16x upscaled instances and brings immense speedup to obtain high-quality solutions. All these gains are achieved through a computationally efficient modeling approach without sacrificing solution quality.

Deep reinforcement learning for transportation network combinatorial optimization: A survey

Scatter search is a population-based method that has recently been shown to yield promising outcomes for solving combinatorial and nonlinear optimization problems. Based on formulations originally proposed in 1960s for combining decision rules and problem constraints such as the surrogate constraint method, scatter search uses strategies for combining solution vectors that have proved effective in a variety of problem settings. In this paper, we develop a general purpose heuristic for a class of nonlinear optimization problems. The procedure is based on the scatter search methodology and treats the objective function evaluation as a black box, making the search algorithm context-independent. Most optimization problems in the chemical and bio-chemical industries are highly nonlinear in either the objective function or the constraints. Moreover, they usually present differential-algebraic systems of constraints. In this type of problem, the evaluation of a solution or even the feasibility test of a set of values for the decision variables is a time-consuming operation. In this context, the solution method is limited to a reduced number of solution examinations. We have implemented a scatter search procedure in Matlab (Mathworks, 2004) for this special class of difficult optimization problems. Our development goes beyond a simple exercise of applying scatter search to this class of problems, but presents innovative mechanisms to obtain a good balance between intensification and diversification in a short-term search horizon. Computational comparisons with other recent methods over a set of benchmark problems favor the proposed procedure.

Combinatorial Optimization (CO) problems have been intensively studied for decades with a wide range of applications. For some classic CO problems, e.g., the Traveling Salesman Problem (TSP), both traditional planning algorithms and the emerging reinforcement learning have made solid progress in recent years. However, for CO problems with nested sub-tasks, neither end-to-end reinforcement learning algorithms nor traditional evolutionary methods can obtain satisfactory strategies within a limited time and computational resources. In this paper, we propose an algorithmic framework for solving CO problems with nested sub-tasks, in which learning and planning algorithms can be combined in a modular way. We validate our framework in the Job-Shop Scheduling Problem (JSSP), and the experimental results show that our algorithm has good performance in both solution qualities and model generalizations.

Contributors

In various applications of multi-robotics in disaster response, warehouse management, and manufacturing, tasks that are known a priori and tasks added during run time need to be assigned efficiently and without conflicts to robots in the team. This multi-robot task allocation (MRTA) process presents itself as a combinatorial optimization (CO) problem that is usually challenging to be solved in meaningful timescales using typical (mixed)integer (non)linear programming tools. Building on a growing body of work in using graph reinforcement learning to learn search heuristics for such complex CO problems, this paper presents a new graph neural network architecture called the covariant attention mechanism (CAM). CAM can not only generalize but also scale to larger problems than that encountered in training, and handle dynamic tasks. This architecture combines the concept of covariant compositional networks used here to embed the local structures in task graphs, with a context module that encodes the robots’ states. The encoded information is passed onto a decoder designed using multi-head attention mechanism. When applied to a class of MRTA problems with time deadlines, robot ferry range constraints, and multi-trip settings, CAM surpasses a state-of-the-art graph learning approach based on the attention mechanism, as well as a feasible random-walk baseline across various generalizability and scalability tests. Performance of CAM is also found to be at par with a high-performing non-learning baseline called BiG-MRTA, while noting up to a 70-fold improvement in decision-making efficiency over this baseline.

Megiddo (Megiddo, N. 1979. Combinatorial optimization with rational objective functions. Math. Oper. Res. 4 414–424.) has proposed an algorithm to solve a class of combinatorial optimization problems with rational objective functions in polynomial time. The minimum ratio path problem is claimed to be one such problem. This claim is not correct as indicated below.

A military decision maker is typically confronted by the task of determining optimal course of action under some constraints in complex uncertain situation. Thus, a new class of Combinational Constraint Optimization Problem (CCOP) is formalized, that is utilized to solve this complex Operation Optimization Problem. The object function of CCOP is modeled by Influence net, and the constraints of CCOP relate to resource and collaboration. These constraints are expressed by Pseudo-Boolean and Boolean constraints. Thus CCOP holds a complex mathematical configuration, which is expressed as a 0 1 integer optimization problem with compositional constraints and unobvious optimal object function. A novel method of Genetic Algorithm (GA) combination of Boolean Constraint Programming (BCP) is proposed to solve CCOP. The constraints of CCOP can be easily reduced and transformed into Disjunctive Normal Form (DNF) by BCP. The DNF representation then can be used to drive GA so as to solve CCOP. Finally, a numerical experiment is given to demonstrate the effectiveness of above method.

Knowledge representation of mathematical optimization problems and constructs for modeling

4 - Evolution Strategies-Based Metaheuristics in Structural Design Optimization

Preface. 1 Introduction. 1.1 Two examples of combinatorial optimization. 1.2 Why study combinatorial optimization using statistical physics? 1.3 Textbooks. Bibliography. 2 Algorithms. 2.1 Pidgin Algol. 2.2 Iteration and recursion. 2.3 Divide-and-conquer. 2.4 Dynamic programming. 2.5 Backtracking. Bibliography. 3 Introduction to graphs. 3.1 Basic concepts and graph problems. 3.2 Basic graph algorithms. 3.3 Random graphs. Bibliography. 4 Introduction to complexity theory. 4.1 Turing machines. 4.2 Church's thesis. 4.3 Languages. 4.4 The halting problem. 4.5 Class P. 4.6 Class NP. 4.7 Definition of NP-completeness. 4.8 NP-complete problems. 4.9 Worst-case vs. typical-case complexity. Bibliography. 5 Statistical mechanics of the Ising model. 5.1 Phase transitions. 5.2 Some general notes on statistical mechanics. 5.3 The Curie-Weiss model of a ferromagnet. 5.4 The Ising model on a random graph. Bibliography. 6 Algorithms and numerical results for vertex covers. 6.1 Definitions. 6.2 Heuristic algorithms. 6.3 Branch-and-bound algorithm. 6.4 Results: Covering random graphs. 6.5 The leaf-removal algorithm. 6.6 Monte Carlo simulations. 6.7 Backbone. 6.8 Clustering of minimum vertex covers. Bibliography. 7 Statistical mechanics of vertex covers on a random graph. 7.1 Introduction. 7.2 The first-moment bound. 7.3 The hard-core lattice gas. 7.4 Replica approach. Bibliography. 8 The dynamics of vertex-cover algorithms. 8.1 The typical-case solution time of a complete algorithm. 8.2 The dynamics of generalized leaf-removal algorithms. 8.3 Random restart algorithms. Bibliography. 9 Towards new, statistical-mechanics motivated algorithms. 9.1 The cavity graph. 9.2 Warning propagation. 9.3 Belief propagation. 9.4 Survey propagation. 9.5 Numerical experiments on random graphs. Bibliography. 10 The satisfiability problem. 10.1 SAT algorithms. 10.2 Phase transitions in random K-SAT. 10.3 Typical-case dynamics of RandomWalkSAT. 10.4 Message-passing algorithms for SAT. Bibliography. 11 Optimization problems in physics. 11.1 Monte Carlo optimization. 11.2 Hysteric optimization. 11.3 Genetic algorithms. 11.4 Shortest paths and polymers in random media. 11.5 Maximum flows and random-field systems. 11.6 Submodular functions and free energy of Potts model. 11.7 Matchings and spin glasses. Bibliography. Index.

The scale and complexity of search space are important factors deciding the solving difficulty of an optimization problem. The information of solution space may lead searching to optimal solutions. Based on this, an algorithm for combinatorial optimization is proposed. This algorithm makes use of the good solutions found by intelligent algorithms, contracts the search space and partitions it into one or several optimal regions by backbones of combinatorial optimization solutions. And optimization of small-scale problems is carried out in optimal regions. Statistical analysis is not necessary before or through the solving process in this algorithm, and solution information is used to estimate the landscape of search space, which enhances the speed of solving and solution quality. The algorithm breaks a new path for solving combinatorial optimization problems, and the results of experiments also testify its efficiency.

Combinatorial optimization problems have very important applications in information technology, transportation, economics, management, network communication, and other fields. Since the problem size in real-scenario application is in large-scale, the demand for real-time and efficient solving approaches increases rapidly. The traditional exact methods guarantee the optimality of the final solution, but these methods can hardly solve the problem in acceptable time due to extremely high computational costs. Heuristic approaches can find feasible solutions in a limited time, while these approaches cannot meet the demand of solution quality. In recent years, hybrid algorithms based on exact methods and heuristic algorithms show outstanding performance in solving large-scale combinatorial optimization problems. The hybridization not only overcomes the shortcomings from single algorithm but also fully utilizes the search ability for population-based approaches as well as the interpretability in exact methods, which promotes the application of combinatorial optimization in real-world problems. This paper reviews existing studies on hybrid algorithms combining exact method and evolutionary computation, summarizes the characteristics of the existing algorithms, and directs the future research.