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Deep Reinforcement Learning for Multiobjective Optimization

delete2021-06-01
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OA
AI
K
Kaiwen Li
张涛 封面图
张涛 (Tao Zhang)
王锐 封面图
王锐 (Rui Wang) *
DOI:10.1109/TCYB.2020.2977661delete
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摘要

摘要

En 中文
This article proposes an end-to-end framework for solving multiobjective optimization problems (MOPs) using deep reinforcement learning (DRL), that we call DRL-based multiobjective optimization algorithm (DRL-MOA). The idea of decomposition is adopted to decompose the MOP into a set of scalar optimization subproblems. Then, each subproblem is modeled as a neural network. Model parameters of all the subproblems are optimized collaboratively according to a neighborhood-based parameter-transfer strategy and the DRL training algorithm. Pareto-optimal solutions can be directly obtained through the trained neural-network models. Specifically, the multiobjective traveling salesman problem (MOTSP) is solved in this article using the DRL-MOA method by modeling the subproblem as a Pointer Network. Extensive experiments have been conducted to study the DRL-MOA and various benchmark methods are compared with it. It is found that once the trained model is available, it can scale to newly encountered problems with no need for retraining the model. The solutions can be directly obtained by a simple forward calculation of the neural network; thereby, no iteration is required and the MOP can be always solved in a reasonable time. The proposed method provides a new way of solving the MOP by means of DRL. It has shown a set of new characteristics, for example, strong generalization ability and fast solving speed in comparison with the existing methods for multiobjective optimizations. The experimental results show the effectiveness and competitiveness of the proposed method in terms of model performance and running time.
Keyword:
Optimization
Training
Urban areas
Neural networks
Reinforcement learning
Traveling salesman problems
Modeling
Deep reinforcement learning (DRL)
multiobjective optimization
Pointer Network
traveling salesman problem
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期刊

IEEE Transactions on Cybernetics 封面图
IEEE Transactions on Cybernetics
IF:
10.5
论文数:
1.1W
被引数:
5.0W

机构

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national university of defense technology - china
学者数:
1.8W
论文数: 1.4W
被引数: 9
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