No abstract

Combinatorial optimization (CO) problems are at the heart of both practical and theoretical research. Due to their complexity, many problems cannot be solved via exact methods in reasonable time; hence, we resort to heuristic solution methods. In recent years, machine learning (ML) has brought immense benefits in many research areas, including heuristic solution methods for CO problems. Among ML methods, reinforcement learning (RL) seems to be the most promising method to find good solutions for CO problems. In this work, we investigate an RL framework, whose agent is based on self-attention, to achieve solutions for the knapsack problem, which is a CO problem. Our algorithm finds close to optimal solutions for instances up to one hundred items, which leads to conjecture that RL and self-attention may be major building blocks for future state-of-the-art heuristics for other CO problems.

Metaheuristics have been widely used to solve NP-hard problems, with excellent results. Among all NP-hard problems, the Travelling Salesman Problem (TSP) is potentially the most studied one. In this work, a variation of the TSP is considered; the main differences being, edges may have positive or negative costs and the objective is to return a Hamiltonian cycle with cost as close as possible to zero. This variation is called the balanced TSP (BTSP). To tackle this new problem, we present an adaptive variant of the iterated local search metaheuristic featuring also random restart. This algorithm was tested on the MESS2018 metaheuristic competition and achieved notable results, scoring the 5th position overall. In this paper, we detail all the components of the algorithm itself and present the best solutions identified. Even though this metaheuristic was tailored for the BTSP, with small modifications its structure can be applied to virtually any NP-hard problem. In particular, we introduce the uneven reward-and-punishment rule which is a powerful tool, applicable in many contexts where fast responses to dynamic changes are crucial.