Abstract:Recently, deep reinforcement learning has emerged as a promising approach for solving complex combinatorial optimization problems. Broadly, deep reinforcement learning methods fall into two categories: policy-based and value-based. While value-based approaches have achieved notable success in domains such as the Arcade Learning Environment, the combinatorial optimization community has predominantly favored policy-based methods, often overlooking the potential of value-based algorithms. In this work, we conduct a comprehensive empirical evaluation of value-based algorithms, including the deep q-network and several of its advanced extensions, within the context of two complex combinatorial problems: the job-shop and the flexible job-shop scheduling problems, two fundamental challenges with multiple industrial applications. Our results challenge the assumption that policy-based methods are inherently superior for combinatorial optimization. We show that several value-based approaches can match or even outperform the widely adopted proximal policy optimization algorithm, suggesting that value-based strategies deserve greater attention from the combinatorial optimization community. Our code is openly available at: https://github.com/AJ-Correa/Unraveling-the-Rainbow.
Abstract:This paper introduces TuneNSearch, a hybrid transfer learning and local search approach for addressing different variants of vehicle routing problems (VRP). Recently, multi-task learning has gained much attention for solving VRP variants. However, this adaptability often compromises the performance of the models. To address this challenge, we first pre-train a reinforcement learning model on the multi-depot VRP, followed by a short fine-tuning phase to adapt it to different variants. By leveraging the complexity of the multi-depot VRP, the pre-trained model learns richer node representations and gains more transferable knowledge compared to models trained on simpler routing problems, such as the traveling salesman problem. TuneNSearch employs, in the first stage, a Transformer-based architecture, augmented with a residual edge-graph attention network to capture the impact of edge distances and residual connections between layers. This architecture allows for a more precise capture of graph-structured data, improving the encoding of VRP's features. After inference, our model is also coupled with a second stage composed of a local search algorithm, which yields substantial performance gains with minimal computational overhead added. Results show that TuneNSearch outperforms many existing state-of-the-art models trained for each VRP variant, requiring only one-fifth of the training epochs. Our approach demonstrates strong generalization, achieving high performance across different tasks, distributions and problem sizes, thus addressing a long-standing gap in the literature.