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大规模学习优化:用于随机组合优化的Benders分解-Transformer框架

Learning to Optimize at Scale: A Benders Decomposition-TransfORmers Framework for Stochastic Combinatorial Optimization

Seung Jin Choi, Kimiya Jozani, Josh Cooper, Esra Buyuktahtakin Toy

arXiv 2607.22550首次发表:更新:

发表机构

Virginia Tech(弗吉尼亚理工大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

针对大规模两阶段随机混合整数规划,提出学习增强的Benders分解框架,利用预训练Transformer模型加速收敛,含可扩展生成机制,能求解到T = 270的实例,证明了Transformer在经典分解算法中的潜力。

AI 中文摘要

我们提出了一个学习增强的Benders分解框架来解决大规模两阶段随机混合整数规划。聚焦于需求不确定下的两阶段随机容量批量问题(TSSCLSP)。我们的方法通过使用预训练的Transformer模型为场景子问题快速生成高质量近似解来加速分解收敛。这种混合策略利用Transformer预测生成强最优性和可行性割,有效指导Benders主问题。我们的框架包含新颖的可扩展生成机制,能让固定时域训练的模型求解任意长度实例。对于所考虑的测试集,我们的方法能求解到T = 270的实例,此前该方法对此规模难以处理,且子问题解保持零不可行性。这证明了Transformer作为嵌入经典分解算法的强大替代求解器的潜力。

英文摘要

We propose a learning-augmented Benders decomposition framework to solve large-scale two-stage stochastic mixed-integer programs. We focus on the two-stage stochastic capacitated lot-sizing problem (TSSCLSP) under demand uncertainty. Our method accelerates the convergence of the decomposition by using a pre-trained TransfORmer model to rapidly generate high-quality approximate solutions for the scenario subproblems. This hybrid strategy uses the TransfORmer predictions to generate strong optimality and feasibility cuts, effectively guiding the Benders master problem. Our framework includes a novel expandable generation mechanism, allowing a model trained on a fixed horizon to solve instances of arbitrary length. For the test set considered, our method solves instances up to T = 270, a scale previously intractable for this approach, while maintaining zero infeasibility in the generated subproblem solutions. This demonstrates the potential of TransfORmers as powerful surrogate solvers embedded within classical decomposition algorithms.

论文原文

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