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arXiv 2201.06213cs.LGcs.AImath.OC
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An Improved Reinforcement Learning Algorithm for Learning to Branch

Beihang University(北京航空航天大学);MIRA Lab, USTC(中国科学技术大学 MIRA 实验室);Huawei Cloud Co.(华为云计算有限公司)

Qingyu Qu, Xijun Li, Yunfan Zhou, Jia Zeng, Mingxuan Yuan, Jie Wang, Jinhu Lv, Kexin Liu, Kun Mao

英文摘要:

Most combinatorial optimization problems can be formulated as mixed integer linear programming (MILP), in which branch-and-bound (B\&B) is a general and widely used method. Recently, learning to branch has become a hot research topic in the intersection of machine learning and combinatorial optimization. In this paper, we propose a novel reinforcement learning-based B\&B algorithm. Similar to offline reinforcement learning, we initially train on the demonstration data to accelerate learning massively. With the improvement of the training effect, the agent starts to interact with the environment with its learned policy gradually. It is critical to improve the performance of the algorithm by determining the mixing ratio between demonstration and self-generated data. Thus, we propose a prioritized storage mechanism to control this ratio automatically. In order to improve the robustness of the training process, a superior network is additionally introduced based on Double DQN, which always serves as a Q-network with competitive performance. We evaluate the performance of the proposed algorithm over three public research benchmarks and compare it against strong baselines, including three classical heuristics and one state-of-the-art imitation learning-based branching algorithm. The results show that the proposed algorithm achieves the best performance among compared algorithms and possesses the potential to improve B\&B algorithm performance continuously.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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