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POMO: Policy Optimization with Multiple Optima for Reinforcement Learning

Yeong-Dae Kwon, Jinho Choo, Byoungjip Kim, Iljoo Yoon, Youngjune Gwon, Seungjai Min

2020Year
731Citations
132Top-tier citations

Abstract

In neural combinatorial optimization (CO), reinforcement learning (RL) can turn a deep neural net into a fast, powerful heuristic solver of NP-hard problems. This approach has a great potential in practical applications because it allows nearoptimal solutions to be found without expert guides armed with substantial domain knowledge. We introduce Policy Optimization with Multiple Optima (POMO), an end-to-end approach for building such a heuristic solver. POMO is applicable to a wide range of CO problems. It is designed to exploit the symmetries in the representation of a CO solution. POMO uses a modified REINFORCE algorithm that forces diverse rollouts towards all optimal solutions. Empirically, the lowvariance baseline of POMO makes RL training fast and stable, and it is more resistant to local minima compared to previous approaches. We also introduce a new augmentation-based inference method, which accompanies POMO nicely. We demonstrate the effectiveness of POMO by solving three popular NP-hard problems, namely, traveling salesman (TSP), capacitated vehicle routing (CVRP), and 0-1 knapsack (KP). For all three, our solver based on POMO shows a significant improvement in performance over all recent learned heuristics. In particular, we achieve the optimality gap of 0.14% with TSP100 while reducing inference time by more than an order of magnitude. Recent approaches in deep reinforcement learning (RL) have been promising [6] , finding close-tooptimal solutions to the abstracted NP-hard CO problems such as traveling salesman (TSP) [7,

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