4.7 Article

A general deep reinforcement learning hyperheuristic framework for solving combinatorial optimization problems

Journal

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 309, Issue 1, Pages 446-468

Publisher

ELSEVIER
DOI: 10.1016/j.ejor.2023.01.017

Keywords

Heuristics; Hyperheuristic; Adaptive metaheuristic; Deep reinforcement learning; Combinatorial optimization

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In this paper, a selection hyperheuristic framework based on Deep Reinforcement Learning (DRLH) is proposed for solving combinatorial optimization problems. Compared to traditional heuristics, this framework has better generalization capability and performs better in selecting low-level heuristics during the search process. By integrating a Deep RL agent into the ALNS framework, the DRLH framework is shown to outperform ALNS and a Uniform Random Selection (URS) in selecting low-level heuristics.
Many problem-specific heuristic frameworks have been developed to solve combinatorial optimization problems, but these frameworks do not generalize well to other problem domains. Metaheuristic frameworks aim to be more generalizable compared to traditional heuristics, however their performances suffer from poor selection of low-level heuristics (operators) during the search process. An example of heuristic selection in a metaheuristic framework is the adaptive layer of the popular framework of Adaptive Large Neighborhood Search (ALNS). Here, we propose a selection hyperheuristic framework that uses Deep Reinforcement Learning (Deep RL) as an alternative to the adaptive layer of ALNS. Unlike the adaptive layer which only considers heuristics' past performance for future selection, a Deep RL agent is able to take into account additional information from the search process, e.g., the difference in objective value between iterations, to make better decisions. This is due to the representation power of Deep Learning methods and the decision making capability of the Deep RL agent which can learn to adapt to different problems and instance characteristics. In this paper, by integrating the Deep RL agent into the ALNS framework, we introduce Deep Reinforcement Learning Hyperheuristic (DRLH), a general framework for solving a wide variety of combinatorial optimization problems and show that our framework is better at selecting low-level heuristics at each step of the search process compared to ALNS and a Uniform Random Selection (URS). Our experiments also show that while ALNS can not properly handle a large pool of heuristics, DRLH is not negatively affected by increasing the number of heuristics. (c) 2023 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license ( http://creativecommons.org/licenses/by/4.0/ )

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