Operator Selection in Adaptive Large Neighborhood Search using Deep Reinforcement Learning
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Large Neighborhood Search (LNS) is a popular heuristic for solving combinatorial optimization problems. LNS iteratively explores the neighborhoods in solution spaces using destroy and repair operators. Determining the best operators for LNS to solve a problem at hand is a labor-intensive process. Hence, Adaptive Large Neighborhood Search (ALNS) has been proposed to adaptively select operators during the search process based on operator performances of the previous search iterations. Such an operator selection procedure is a heuristic, based on domain knowledge, which is ineffective with complex, large solution spaces. In this paper, we address the problem of selecting operators for each search iteration of ALNS as a sequential decision problem and propose a Deep Reinforcement Learning based method called Deep Reinforced Adaptive Large Neighborhood Search. As such, the proposed method aims to learn based on the state of the search which operation to select to obtain a high long-term reward, i.e., a good solution to the underlying optimization problem. The proposed method is evaluated on a time-dependent orienteering problem with stochastic weights and time windows. Results show that our approach effectively learns a strategy that adaptively selects operators for large neighborhood search, obtaining competitive results compared to a state-of-the-art machine learning approach while trained with much fewer observations on small-sized problem instances.
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