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Ryo Kuroiwa

Publications and source records attributed to Ryo Kuroiwa.

7 recordsLinked to original sources

Column Generation with Domain-Independent Dynamic Programming

Column generation and branch-and-price (B&P) are leading mathematical optimization methods for large-scale exact optimization, iterating between solving a master problem and a pricing problem. Due to the difficulty of discrete optimization, high-performance column generation often relies on a custom pricing algorithm built specifically to exploit the problem's structure. This bespoke nature of the pricing solver makes column generation a problem-specific method and hinders the use of generic implementations across a wide range of problems. We show that domain-independent dynamic programming (DIDP), a model-based paradigm for dynamic programming, can be used as a generic pricing solver. We develop new modeling features and a solving algorithm for DIDP to achieve better performance in typical pricing problems. We demonstrate that in four problem classes, our implementations of B&P, with pricing by DIDP, empirically outperform an existing automated B&P solver and B&P with pricing by mixed-integer programming or constraint programming.

math.OC

Domain-Independent Dynamic Programming with Constraint Propagation

There are two prevalent model-based paradigms for combinatorial problems: 1) state-based representations, such as heuristic search, dynamic programming (DP), and decision diagrams, and 2) constraint and domain-based representations, such as constraint programming (CP), (mixed-)integer programming, and Boolean satisfiability. In this paper, we bridge the gap between the DP and CP paradigms by integrating constraint propagation into DP, enabling a DP solver to prune states and transitions using constraint propagation. To this end, we implement constraint propagation using a general-purpose CP solver in the Domain-Independent Dynamic Programming framework and evaluate using heuristic search on three combinatorial optimisation problems: Single Machine Scheduling with Time Windows, the Resource Constrained Project Scheduling Problem (RCPSP), and the Travelling Salesperson Problem with Time Windows (TSPTW). Our evaluation shows that constraint propagation significantly reduces the number of state expansions, causing our approach to solve more instances than a DP solver for Single Machine Scheduling and RCPSP, and showing similar improvements for tightly constrained TSPTW instances. The runtime performance indicates that the benefits of propagation outweigh the overhead for constrained instances, but that further work into reducing propagation overhead could improve performance further. Our work is a key step in understanding the value of constraint propagation in DP solvers, providing a model-based approach to integrating DP and CP.

cs.AI

Domain-Independent Dynamic Programming

For combinatorial optimization problems, model-based paradigms such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the `holy grail' of declarative problem solving. We propose domain-independent dynamic programming (DIDP), a novel model-based paradigm based on dynamic programming (DP). While DP is not new, it has typically been implemented as a problem-specific method. We introduce Dynamic Programming Description Language (DyPDL), a formalism to define DP models based on a state transition system, inspired by artificial intelligence (AI) planning. we show that heuristic search algorithms can be used to solve DyPDL models and propose seven DIDP solvers. We experimentally compare our DIDP solvers with commercial MIP and CP solvers (solving MIP and CP models, respectively) on common benchmark instances of eleven combinatorial optimization problem classes. We show that DIDP outperforms MIP in nine problem classes, CP also in nine problem classes, and both MIP and CP in seven. DIDP also achieves superior performance to existing state-based solvers including domain-independent AI planners.

cs.AI

Reinforcement Learning-based Heuristics to Guide Domain-Independent Dynamic Programming

Domain-Independent Dynamic Programming (DIDP) is a state-space search paradigm based on dynamic programming for combinatorial optimization. In its current implementation, DIDP guides the search using user-defined dual bounds. Reinforcement learning (RL) is increasingly being applied to combinatorial optimization problems and shares several key structures with DP, being represented by the Bellman equation and state-based transition systems. We propose using reinforcement learning to obtain a heuristic function to guide the search in DIDP. We develop two RL-based guidance approaches: value-based guidance using Deep Q-Networks and policy-based guidance using Proximal Policy Optimization. Our experiments indicate that RL-based guidance significantly outperforms standard DIDP and problem-specific greedy heuristics with the same number of node expansions. Further, despite longer node evaluation times, RL guidance achieves better run-time performance than standard DIDP on three of four benchmark domains.

cs.AI

Optimization Models for the Quadratic Traveling Salesperson Problem

The quadratic traveling salesperson problem (QTSP) is a generalization of the traveling salesperson problem, in which all triples of consecutive customers in a tour determine the travel cost. We propose compact optimization models for QTSP in mixed-integer quadratic programming (MIQP), mixed-integer linear programming (MILP), constraint programming (CP), and domain-independent dynamic programming (DIDP). Our experimental results demonstrate that the DIDP model performs better than other approaches in optimality gap and solution quality when the problem size is large enough.

math.OC

Learning Search-Space Specific Heuristics Using Neural Networks

We propose and evaluate a system which learns a neuralnetwork heuristic function for forward search-based, satisficing classical planning. Our system learns distance-to-goal estimators from scratch, given a single PDDL training instance. Training data is generated by backward regression search or by backward search from given or guessed goal states. In domains such as the 24-puzzle where all instances share the same search space, such heuristics can also be reused across all instances in the domain. We show that this relatively simple system can perform surprisingly well, sometimes competitive with well-known domain-independent heuristics.

cs.AI

Domain-Independent Dynamic Programming: Generic State Space Search for Combinatorial Optimization

For combinatorial optimization problems, model-based approaches such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the 'holy grail' of declarative problem solving. We propose domain-independent dynamic programming (DIDP), a new model-based paradigm based on dynamic programming (DP). While DP is not new, it has typically been implemented as a problem-specific method. We propose Dynamic Programming Description Language (DyPDL), a formalism to define DP models, and develop Cost-Algebraic A* Solver for DyPDL (CAASDy), a generic solver for DyPDL using state space search. We formalize existing problem-specific DP and state space search methods for combinatorial optimization problems as DP models in DyPDL. Using CAASDy and commercial MIP and CP solvers, we experimentally compare the DP models with existing MIP and CP models, showing that, despite its nascent nature, CAASDy outperforms MIP and CP on a number of common problem classes.

cs.AI