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Reinforcement Learning for Multi-Neighborhood Local Search in Combinatorial Optimization

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Machine Learning, Optimization, and Data Science (LOD 2023)

Abstract

This study investigates the application of reinforcement learning for the adaptive tuning of neighborhood probabilities in stochastic multi-neighborhood search. The aim is to provide a more flexible and robust tuning method for heterogeneous scenarios than traditional offline tuning. We propose a novel mix of learning components for multi-neighborhood Simulated Annealing, which considers both cost- and time-effectiveness of moves. To assess the performance of our approach we employ two real-world case studies in timetabling, namely examination timetabling and sports timetabling, for which multi-neighborhood Simulated Annealing has already obtained remarkable results using offline tuning techniques. Experimental data show that our approach obtains better results than the analogous algorithm that uses state-of-the-art offline tuning on benchmarking datasets while requiring less tuning effort.

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Notes

  1. 1.

    The running time was scaled based on the ratio of performance on the different machines.

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Acknowledgments

This research has been funded by the Italian Ministry of University and Research under the action PRIN 2020, project “Models and algorithms for the optimization of integrated healthcare management”.

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Correspondence to Roberto Maria Rosati .

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Ceschia, S., Di Gaspero, L., Rosati, R.M., Schaerf, A. (2024). Reinforcement Learning for Multi-Neighborhood Local Search in Combinatorial Optimization. In: Nicosia, G., Ojha, V., La Malfa, E., La Malfa, G., Pardalos, P.M., Umeton, R. (eds) Machine Learning, Optimization, and Data Science. LOD 2023. Lecture Notes in Computer Science, vol 14506. Springer, Cham. https://doi.org/10.1007/978-3-031-53966-4_16

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  • DOI: https://doi.org/10.1007/978-3-031-53966-4_16

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