Machine Learning-Enhanced Ant Colony Optimization for Column Generation

Fuente: arXiv
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Main Authors: Xu, Hongjie, Shen, Yunzhuang, Sun, Yuan, Li, Xiaodong
Format: Preprint
Published: 2024
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author Xu, Hongjie
Shen, Yunzhuang
Sun, Yuan
Li, Xiaodong
author_facet Xu, Hongjie
Shen, Yunzhuang
Sun, Yuan
Li, Xiaodong
contents Column generation (CG) is a powerful technique for solving optimization problems that involve a large number of variables or columns. This technique begins by solving a smaller problem with a subset of columns and gradually generates additional columns as needed. However, the generation of columns often requires solving difficult subproblems repeatedly, which can be a bottleneck for CG. To address this challenge, we propose a novel method called machine learning enhanced ant colony optimization (MLACO), to efficiently generate multiple high-quality columns from a subproblem. Specifically, we train a ML model to predict the optimal solution of a subproblem, and then integrate this ML prediction into the probabilistic model of ACO to sample multiple high-quality columns. Our experimental results on the bin packing problem with conflicts show that the MLACO method significantly improves the performance of CG compared to several state-of-the-art methods. Furthermore, when our method is incorporated into a Branch-and-Price method, it leads to a significant reduction in solution time.
format Preprint
id arxiv_https___arxiv_org_abs_2407_01546
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Machine Learning-Enhanced Ant Colony Optimization for Column Generation
Xu, Hongjie
Shen, Yunzhuang
Sun, Yuan
Li, Xiaodong
Neural and Evolutionary Computing
Machine Learning
Optimization and Control
Column generation (CG) is a powerful technique for solving optimization problems that involve a large number of variables or columns. This technique begins by solving a smaller problem with a subset of columns and gradually generates additional columns as needed. However, the generation of columns often requires solving difficult subproblems repeatedly, which can be a bottleneck for CG. To address this challenge, we propose a novel method called machine learning enhanced ant colony optimization (MLACO), to efficiently generate multiple high-quality columns from a subproblem. Specifically, we train a ML model to predict the optimal solution of a subproblem, and then integrate this ML prediction into the probabilistic model of ACO to sample multiple high-quality columns. Our experimental results on the bin packing problem with conflicts show that the MLACO method significantly improves the performance of CG compared to several state-of-the-art methods. Furthermore, when our method is incorporated into a Branch-and-Price method, it leads to a significant reduction in solution time.
title Machine Learning-Enhanced Ant Colony Optimization for Column Generation
topic Neural and Evolutionary Computing
Machine Learning
Optimization and Control
url https://arxiv.org/abs/2407.01546