正则化大邻域搜索
Regularized Large Neighborhood Search
Germain Vivier-Ardisson, Laurent Demonet, Axel Parmentier, Mathieu Blondel
AI 速读 基于摘要
作者提出正则化大邻域搜索(RLNS),将大邻域搜索启发式转化为组合可行解集上的高效 MCMC 采样器,并配套 Fenchel-Young 损失,用于无需全局求解器的端到端学习。
cs.LG
查看原文摘要
Operations research practitioners typically tackle NP-hard combinatorial problems using large neighborhood search (LNS), a scalable heuristic that iteratively refines a current solution by locally re-optimizing subsets of its variables. In contrast, most existing approaches for integrating combinatorial optimization layers into neural networks still assume access to an exact global solution, which is computationally intractable. We bridge this gap by introducing regularized LNS (RLNS). By regularizing or perturbing local subproblems, we turn the LNS heuristic into an efficient MCMC sampler over the combinatorial set of feasible solutions, with associated Fenchel-Young losses. Under entropic regularization, we prove that RLNS performs exact block Gibbs sampling. Furthermore, adjusting the number of RLNS iterations allows us to interpolate between pseudolikelihood and exact maximum likelihood estimation, for end-to-end learning without global solvers. We demonstrate our approach on $k$-subset selection, generalized assignment, and stochastic vehicle scheduling problems.