Research map / Reinforcement learning / Policy gradient and actor-critic
A Reinforcement-Learning-Based Multiple-Column Selection Strategy for Column Generation
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Proposes an RL-based (PPO-trained actor-critic GNN) strategy for selecting multiple columns per iteration in column generation, evaluated on cutting stock and graph coloring problems.
Problem
Choosing which k columns to add per iteration in column generation so that the number of iterations and runtime are minimized, since greedy and diversity heuristics are not provably best.
Approach
Treat multi-column selection as an MDP over the RMP-candidate bipartite graph plus global features, and learn a k-combination policy with an actor-critic GNN that models candidate-column interrelations via a complete graph with GAT, trained with PPO to minimize iterations.
Key results
- On CSP (Hard), the RL strategy averages 43.95 iterations and 87.95 s versus 47.24 and 93.60 s for Diverse-M, the best baseline.
- Runtime reductions versus Diverse-M on GCP are 16.54%, 9.18%, and 6.96% across the three instance categories.
- On larger generalization instances (trained on hard CSP/GCP), the strategy still beats most baselines, e.g., CSP L=500 runtime 118.89 s vs 130.84 s for Diverse-M.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use RL-based multiple-column selection instead of Diverse-M | Column generation on CSP Easy, Normal, and Hard · CSP | total runtime: 9.05%, 7.20%, and 6.04% | Helped |
| Use RL-based multiple-column selection instead of Diverse-M | Column generation on GCP Easy, Normal, and Hard · GCP | total runtime: 16.54%, 9.18%, and 6.96% | Helped |
| remove complete-graph embeddings (ablation) | Complete Model · CSP Easy | # Itr: 10.91 -> 10.33 | Hurt |
| remove complete-graph embeddings (ablation) | Complete Model · CSP Normal | # Itr: 24.38 -> 22.85 | Hurt |
| remove complete-graph embeddings (ablation) | Complete Model · CSP Hard | # Itr: 45.75 -> 43.95 | Hurt |
| remove complete-graph embeddings (ablation) | Complete Model · CSP Easy | Time (seconds): 71.48 -> 67.84 | Hurt |
| remove global-feature embeddings (ablation) | Complete Model · CSP Easy | # Itr: 10.40 -> 10.33 | Hurt |
| remove global-feature embeddings (ablation) | Complete Model · CSP Normal | # Itr: 23.03 -> 22.85 | Hurt |
| remove global-feature embeddings (ablation) | Complete Model · CSP Hard | # Itr: 44.92 -> 43.95 | Hurt |
Surprising findings
- The RL strategy requires fewer iterations than the MILP expert (MILP-M) on CSP, despite MILP-M being a one-step lookahead oracle.
- The naive DQN-based top-k multiple-column variant (DQN-M) underperforms the diversification heuristic Diverse-M.
Limitations
- MILP-M and learned selection incur higher decision cost; runtime depends on GPU inference.
- Number of columns selected k is fixed (5 of 10 candidates) rather than adaptive.
- Evaluated only on two synthetic problem families (CSP and GCP).
Experimental setup
Datasets: BPPLIB-style random CSP instances random GCP graphs
Benchmarks: CSP easy/normal/hard instances GCP easy/normal/hard instances larger CSP (L=500, 1000) and GCP (N=75, 100) generalization sets
Metrics: average number of CG iterations total runtime (seconds)
Baselines: Greedy-S Random-S DQN-S Greedy-M Random-M MILP-M Diverse-M DQN-M
Builds on: PPO graph isomorphism network graph attention network DQN-based column selection (Chen et al.) CGDS diversification
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