Controlling Continuous Relaxation for Combinatorial Optimization

Fuente: arXiv
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Main Author: Ichikawa, Yuma
Format: Preprint
Published: 2023
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author Ichikawa, Yuma
author_facet Ichikawa, Yuma
contents Unsupervised learning (UL)-based solvers for combinatorial optimization (CO) train a neural network that generates a soft solution by directly optimizing the CO objective using a continuous relaxation strategy. These solvers offer several advantages over traditional methods and other learning-based methods, particularly for large-scale CO problems. However, UL-based solvers face two practical issues: (I) an optimization issue, where UL-based solvers are easily trapped at local optima, and (II) a rounding issue, where UL-based solvers require artificial post-learning rounding from the continuous space back to the original discrete space, undermining the robustness of the results. This study proposes a Continuous Relaxation Annealing (CRA) strategy, an effective rounding-free learning method for UL-based solvers. CRA introduces a penalty term that dynamically shifts from prioritizing continuous solutions, effectively smoothing the non-convexity of the objective function, to enforcing discreteness, eliminating artificial rounding. Experimental results demonstrate that CRA significantly enhances the performance of UL-based solvers, outperforming existing UL-based solvers and greedy algorithms in complex CO problems. Additionally, CRA effectively eliminates artificial rounding and accelerates the learning process.
format Preprint
id arxiv_https___arxiv_org_abs_2309_16965
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Controlling Continuous Relaxation for Combinatorial Optimization
Ichikawa, Yuma
Machine Learning
Computation
Methodology
Unsupervised learning (UL)-based solvers for combinatorial optimization (CO) train a neural network that generates a soft solution by directly optimizing the CO objective using a continuous relaxation strategy. These solvers offer several advantages over traditional methods and other learning-based methods, particularly for large-scale CO problems. However, UL-based solvers face two practical issues: (I) an optimization issue, where UL-based solvers are easily trapped at local optima, and (II) a rounding issue, where UL-based solvers require artificial post-learning rounding from the continuous space back to the original discrete space, undermining the robustness of the results. This study proposes a Continuous Relaxation Annealing (CRA) strategy, an effective rounding-free learning method for UL-based solvers. CRA introduces a penalty term that dynamically shifts from prioritizing continuous solutions, effectively smoothing the non-convexity of the objective function, to enforcing discreteness, eliminating artificial rounding. Experimental results demonstrate that CRA significantly enhances the performance of UL-based solvers, outperforming existing UL-based solvers and greedy algorithms in complex CO problems. Additionally, CRA effectively eliminates artificial rounding and accelerates the learning process.
title Controlling Continuous Relaxation for Combinatorial Optimization
topic Machine Learning
Computation
Methodology
url https://arxiv.org/abs/2309.16965