论文标题

学会通过早期修复来加速求解整数编程的近似方法

Learning to Accelerate Approximate Methods for Solving Integer Programming via Early Fixing

论文作者

Li, Longkang, Wu, Baoyuan

论文摘要

整数编程(IP)是一个重要且具有挑战性的问题。近似方法在解决IP问题的有效性和效率方面表现出了有希望的表现。但是,我们观察到,在很长的迭代中,通过某些迭代近似方法求解的大量变量在其最终融合的离散状态下波动。受到这一观察的启发,我们的目标是通过将这些波动变量固定到其融合状态,同时并没有显着损害溶液的准确性,以加速这些近似方法。为此,我们提出了一个早期的修复框架以及近似方法。我们将整个早期修复过程作为马尔可夫决策过程,并使用模仿学习进行训练。策略网络将评估每个自由变量在每个迭代块中的离散候选状态的后验概率。具体来说,我们在政策网络中采用强大的多头注意机制。对我们提出的早期修复框架进行了广泛的实验,进行了三种不同的IP应用:约束线性编程,MRF能量最小化和稀疏的对抗性攻击。前者是线性IP问题,而后两个是二次IP问题。我们将问题量表从常规尺寸扩展到显着尺寸。广泛的实验揭示了我们早期修复框架的竞争力:运行时的速度大大提高,而解决方案质量并没有太大降解,即使在某些情况下,也可以获得更好的解决方案。我们提出的早期修复框架可以被视为求解整数编程的ADMM方法的加速扩展。源代码可在\ url {https://github.com/sclbd/accelerated-lpbox-admm}中获得。

Integer programming (IP) is an important and challenging problem. Approximate methods have shown promising performance on both effectiveness and efficiency for solving the IP problem. However, we observed that a large fraction of variables solved by some iterative approximate methods fluctuate around their final converged discrete states in very long iterations. Inspired by this observation, we aim to accelerate these approximate methods by early fixing these fluctuated variables to their converged states while not significantly harming the solution accuracy. To this end, we propose an early fixing framework along with the approximate method. We formulate the whole early fixing process as a Markov decision process, and train it using imitation learning. A policy network will evaluate the posterior probability of each free variable concerning its discrete candidate states in each block of iterations. Specifically, we adopt the powerful multi-headed attention mechanism in the policy network. Extensive experiments on our proposed early fixing framework are conducted to three different IP applications: constrained linear programming, MRF energy minimization and sparse adversarial attack. The former one is linear IP problem, while the latter two are quadratic IP problems. We extend the problem scale from regular size to significantly large size. The extensive experiments reveal the competitiveness of our early fixing framework: the runtime speeds up significantly, while the solution quality does not degrade much, even in some cases it is available to obtain better solutions. Our proposed early fixing framework can be regarded as an acceleration extension of ADMM methods for solving integer programming. The source codes are available at \url{https://github.com/SCLBD/Accelerated-Lpbox-ADMM}.

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