arXiv · 2010.12001
Reinforcement Learning with Combinatorial Actions: An Application to Vehicle Routing
Abstract
Value-function-based methods have long played an important role in reinforcement learning. However, finding the best next action given a value function of arbitrary complexity is nontrivial when the action space is too large for enumeration. We develop a framework for value-function-based deep reinforcement learning with a combinatorial action space, in which the action selection problem is explicitly formulated as a mixed-integer optimization problem. As a motivating example, we present an application of this framework to the capacitated vehicle routing problem (CVRP), a combinatorial optimization problem in which a set of locations must be covered by a single vehicle with limited capacity. On each instance, we model an action as the construction of a single route, and consider a deterministic policy which is improved through a simple policy iteration algorithm. Our approach is competitive with other reinforcement learning methods and achieves an average gap of 1.7% with state-of-the-art OR methods on standard library instances of medium size.
Explore related subjects
Keep this discovery
Arthur Delarue, Ross Anderson, Christian Tjandraatmadja. 2020-10-22. Reinforcement Learning with Combinatorial Actions: An Application to Vehicle Routing. https://arxiv.org/abs/2010.12001
Cite the original work for its findings. Save a collection to share your selection of sources.