A Learning-Augmented Dynamic Programming Approach for Orienteering Problem with Time Windows

Guansheng Peng, Lining Xing, Fuyan Ma, Aldy Gunawan, Guopeng Song, Pieter Vansteenwegen

Keywords: combinatorial optimization, graph convolutional network, dynamic programming, state-space relaxation

TL;DR: Machine learning accelerates dynamic programming in combinatorial optimization via state-space relaxation imitation

Abstract: Recent years have witnessed a surge of interest in solving combinatorial optimization problems (COPs) using machine learning techniques. Motivated by this trend, we propose a learning-augmented exact approach for tackling an NP-hard COP, the Orienteering Problem with Time Windows, which aims to maximize the total score collected by visiting a subset of vertices in a graph within their time windows. Traditional exact algorithms rely heavily on domain expertise and meticulous design, making it hard to achieve further improvements. By leveraging deep learning models to learn effective relaxations of problem restrictions from data, our approach enables significant performance gains in an exact dynamic programming algorithm. We propose a novel graph convolutional network that predicts the directed edges defining the relaxation. The network is trained in a supervised manner, using optimal solutions as high-quality labels. Experimental results demonstrate that the proposed learning-augmented algorithm outperforms the state-of-the-art exact algorithm, achieving a 38% speedup on Solomon’s benchmark and more than a sevenfold improvement on the more challenging Cordeau’s benchmark.

Primary Area: Optimization (e.g., convex and non-convex, stochastic, robust)

Submission Number: 21654