Ricardo Gama

Ricardo Gama, Daniel Fuertes, Carlos R. del-Blanco et al.

Research on Reinforcement Learning (RL) approaches for discrete optimization problems has increased considerably, extending RL to an area classically dominated by Operations Research (OR). Vehicle routing problems are a good example of discrete optimization problems with high practical relevance where RL techniques have had considerable success. Despite these advances, open-source development frameworks remain scarce, hampering both the testing of algorithms and the ability to objectively compare results. This ultimately slows down progress in the field and limits the exchange of ideas between the RL and OR communities. Here we propose a library composed of multi-agent environments that simulates classic vehicle routing problems. The library, built on PyTorch, provides a flexible modular architecture design that allows easy customization and incorporation of new routing problems. It follows the Agent Environment Cycle ("AEC") games model and has an intuitive API, enabling rapid adoption and easy integration into existing reinforcement learning frameworks. The library allows for a straightforward use of classical OR benchmark instances in order to narrow the gap between the test beds for algorithm benchmarking used by the RL and OR communities. Additionally, we provide benchmark instance sets for each environment, as well as baseline RL models and training code.

Laurens Bliek, Paulo da Costa, Reza Refaei Afshar et al.

This paper reports on the first international competition on AI for the traveling salesman problem (TSP) at the International Joint Conference on Artificial Intelligence 2021 (IJCAI-21). The TSP is one of the classical combinatorial optimization problems, with many variants inspired by real-world applications. This first competition asked the participants to develop algorithms to solve a time-dependent orienteering problem with stochastic weights and time windows (TD-OPSWTW). It focused on two types of learning approaches: surrogate-based optimization and deep reinforcement learning. In this paper, we describe the problem, the setup of the competition, the winning methods, and give an overview of the results. The winning methods described in this work have advanced the state-of-the-art in using AI for stochastic routing problems. Overall, by organizing this competition we have introduced routing problems as an interesting problem setting for AI researchers. The simulator of the problem has been made open-source and can be used by other researchers as a benchmark for new AI methods.

Ricardo Gama, Hugo L. Fernandes

The Orienteering Problem with Time Windows (OPTW) is a combinatorial optimization problem where the goal is to maximize the total score collected from different visited locations. The application of neural network models to combinatorial optimization has recently shown promising results in dealing with similar problems, like the Travelling Salesman Problem. A neural network allows learning solutions using reinforcement learning or supervised learning, depending on the available data. After the learning stage, it can be generalized and quickly fine-tuned to further improve performance and personalization. The advantages are evident since, for real-world applications, solution quality, personalization, and execution times are all important factors that should be taken into account. This study explores the use of Pointer Network models trained using reinforcement learning to solve the OPTW problem. We propose a modified architecture that leverages Pointer Networks to better address problems related with dynamic time-dependent constraints. Among its various applications, the OPTW can be used to model the Tourist Trip Design Problem (TTDP). We train the Pointer Network with the TTDP problem in mind, by sampling variables that can change across tourists visiting a particular instance-region: starting position, starting time, available time, and the scores given to each point of interest. Once a model-region is trained, it can infer a solution for a particular tourist using beam search. We based the assessment of our approach on several existing benchmark OPTW instances. We show that it generalizes across different tourists that visit each region and that it generally outperforms the most commonly used heuristic, while computing the solution in realistic times.