论文标题
多样性:一种有效计算混合优化问题的近乎最佳解决方案的新方法
DiversiTree: A New Method to Efficiently Compute Diverse Sets of Near-Optimal Solutions to Mixed-Integer Optimization Problems
论文作者
论文摘要
虽然大多数解决混合企业优化问题的方法都计算出一种最佳解决方案,但多样化的近乎最佳解决方案通常可以改善结果。我们提出了一种新方法,可以通过在寻找近乎最佳解决方案的方式中强调多样性来找到一系列不同的解决方案。具体而言,在分支机构和结合的框架内,我们研究了明确考虑多样性的参数化节点选择规则。我们的结果表明,我们的方法显着增加了最终解决方案集的多样性。与两种现有方法相比,我们的方法的运行时间与常规节点选择方法相似,并且可在12%至190%之间提高多样性。相比之下,在某些情况下,流行的节点选择规则(例如最佳优先搜索)的表现要比最先进的方法差35%以上,并且不超过130%。此外,我们发现,当在树上最小的深度以及溶液集变得足够大之后,不断强调节点选择的多样性时,我们的方法最有效。我们的方法可以轻松地纳入整数编程求解器中,并有可能显着增加解决方案集的多样性。
While most methods for solving mixed-integer optimization problems compute a single optimal solution, a diverse set of near-optimal solutions can often lead to improved outcomes. We present a new method for finding a set of diverse solutions by emphasizing diversity within the search for near-optimal solutions. Specifically, within a branch-and-bound framework, we investigated parameterized node selection rules that explicitly consider diversity. Our results indicate that our approach significantly increases the diversity of the final solution set. When compared with two existing methods, our method runs with similar runtime as regular node selection methods and gives a diversity improvement between 12% and 190%. In contrast, popular node selection rules, such as best-first search, in some instances performed worse than state-of-the-art methods by more than 35% and gave an improvement of no more than 130%. Further, we find that our method is most effective when diversity in node selection is continuously emphasized after reaching a minimal depth in the tree and when the solution set has grown sufficiently large. Our method can be easily incorporated into integer programming solvers and has the potential to significantly increase the diversity of solution sets.