Decision diagrams (DDs) have emerged as a state-of-the-art method for exact multiobjective integer linear programming. When the DD is too large to fit into memory or the decision-maker prefers a fast approximation to the Pareto frontier, the complete DD must be restricted to a subset of its states (or nodes). We introduce new node-selection heuristics for constructing restricted DDs that produce a high-quality approximation of the Pareto frontier. Depending on the structure of the problem, our heuristics are based on either simple rules, machine learning with feature engineering, or end-to-end deep learning. Experiments on multiobjective knapsack, set packing, and traveling salesperson problems show that our approach is highly effective, recovering over \(85\%\) of the Pareto frontier while achieving \(2.5\times \) speedups compared to exact DD on average, with very few non-Pareto solutions. The code is available at https://github.com/rahulptel/HMORDD .

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Heuristic Multiobjective Discrete Optimization Using Restricted Decision Diagrams

  • Rahul Patel,
  • Elias B. Khalil,
  • David Bergman

摘要

Decision diagrams (DDs) have emerged as a state-of-the-art method for exact multiobjective integer linear programming. When the DD is too large to fit into memory or the decision-maker prefers a fast approximation to the Pareto frontier, the complete DD must be restricted to a subset of its states (or nodes). We introduce new node-selection heuristics for constructing restricted DDs that produce a high-quality approximation of the Pareto frontier. Depending on the structure of the problem, our heuristics are based on either simple rules, machine learning with feature engineering, or end-to-end deep learning. Experiments on multiobjective knapsack, set packing, and traveling salesperson problems show that our approach is highly effective, recovering over \(85\%\) of the Pareto frontier while achieving \(2.5\times \) speedups compared to exact DD on average, with very few non-Pareto solutions. The code is available at https://github.com/rahulptel/HMORDD .