arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2604.09031math.OC
收藏

基于Benders分解的适应性子问题选择用于容错网络设计问题

Adaptive Subproblem Selection in Benders Decomposition for Survivable Network Design Problems

Chair of Operations Research, RWTH Aachen University(运筹学教席,亚琛工业大学)

Tim Donkiewicz

AI总结:

本文提出了一种适应性子问题选择方法,通过多标准评分策略和在线训练的逻辑回归模型,减少Benders分解中不必要的子问题求解,提升求解效率和稳定性。

摘要:

基于场景的优化问题可通过Benders分解解决,该方法将第一阶段(主问题)决策与第二阶段(子问题)补救行动分离,并通过Benders切线迭代优化主问题。在传统Benders分解中,每个迭代都需求解所有子问题。对于具有大量场景的问题,仅求解部分子问题可减少计算量。本文量化了仅选择产生切线的子问题的潜力,并开发了子问题评分和选择策略。所提出的多标准评分方法结合历史子问题性能指标与问题特定特征,通过逻辑回归在线训练以适应子问题有用性的变化。多个停止准则平衡探索与利用:切线限制、比例求解限制和分数阈值。我们在生存网络设计问题的变体上评估了该方法,该问题因其自然分解为许多重要性各异的子问题而作为测试平台。135个测试实例的计算实验展示了子问题选择的潜力和实用性。分析表明,所有求解的子问题中有52.1%是不必要的(它们不产生切线且出现在无切线轮次外)。一个具有完美预知能力的oracle可将总求解时间减少34.4%。随机选择的表现显著劣于完全枚举,表明朴素策略会降低性能。我们的最佳评分和选择方法在运行时间和对偶- primal积分方面均实现了统计显著的改进。这些结果提供了实证证据,表明有信息的子问题选择可以改善此设置中的Benders分解,同时突显了开发可靠预测模型的挑战。

英文摘要:

Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders cuts. In conventional Benders decomposition, all subproblems are solved at each iteration. For problems with many scenarios, solving only a selected subset can reduce computation. We quantify the potential in selecting only those subproblems that yield cuts, and develop subproblem scoring and selection strategies. The proposed multi-criteria scoring methods combine historical subproblem performance metrics with problem-specific features, trained online via logistic regression to adapt to the changing likelihood of subproblem usefulness. Multiple stopping criteria balance exploration and exploitation: cut limits, proportional solve limits, and score thresholds. We evaluate our approach on a variant of the survivable network design problem, which serves as a testbed due to its natural decomposition into many subproblems of varying importance. Computational experiments on 135 test instances demonstrate the potential and practical performance of subproblem selection. Analysis reveals that 52.1% of all subproblems solved are unnecessary (they contribute no cuts and occur outside cut-free rounds). An oracle with perfect foresight reduces total solve times by 34.4%. Random selection performs significantly worse than full enumeration, showing that naive strategies can degrade performance. Our best-scoring and selection method achieves statistically significant improvements in both runtime and primal-dual integrals. These results provide empirical evidence that informed subproblem selection can improve Benders decomposition in this setting, while highlighting challenges in developing reliable prediction models.

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。

↑