Keywords: Combinatorial Optimization, Diffusion Model, RL finetuning
TL;DR: This study presents a cost-aware diffusion model for combinatorial optimization. It considers actual costs in the optimization process, enhanced by RL fine-tuning.
Abstract: Recent advancements in Machine Learning (ML) have demonstrated significant potential in addressing Combinatorial Optimization (CO) problems through data-driven approaches. Heatmap-based methods, which generate solution heatmaps in a single step and employ an additional decoder to derive solutions for CO tasks, have shown promise due to their scalability for large-scale problems. Traditionally, these complex models are trained using imitation learning with optimal solutions, often leveraging diffusion models. However, our research has identified several limitations inherent in these imitation learning approaches within the context of CO tasks. To overcome these challenges, we propose a 2-phase training framework for diffusion models in CO, incorporating Reinforcement Learning (RL) fine-tuning. Our methodology integrates cost information and the post-process decoder into the training process, thereby enhancing the solver's capacity to generate effective solutions. We conducted extensive experiments on well-studied combinatorial optimization problems, specifically the Traveling Salesman Problem (TSP) and Maximal Independent Set (MIS), ranging from small-scale instances to large-scale scenarios. The results demonstrate the significant efficacy of our RL fine-tuning framework, surpassing previous state-of-the-art methods in performance.
Supplementary Material: zip
Primary Area: optimization
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Submission Number: 5874
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