4 ms·

> I'm definitely awaiting for traveling salesman solver or similar, guided by NN, solving things faster and reaching optimality more frequently that optimized h

> I'm definitely awaiting for traveling salesman solver or similar, guided by NN, solving things faster and reaching optimality more frequently that optimized heuristic algos. Just in case we are not being clear, let's be clear. Bluntly in nearly every practical sense, the traveling salesman problem (TSP) is NOT very difficult. Instead we have had good approaches for decades. I got into the TSP writing software to schedule the fleet for FedEx. A famous, highly accomplished mathematician asked me what I was doing at FedEx, and as soon as I mentioned scheduling the fleet he waved his hand and concluded I was only wasting time, that the TSP was too hard. He was wrong, badly wrong. Once I was talking with some people in a startup to design the backbone of the Internet. They were convinced that the TSP was really difficult. In one word, WRONG. Big mistake. Expensive mistake. Hype over reality. I mentioned that my most recent encounter with combinatorial optimization was solving a problem with 600,000 0-1 variables and 40,000 constraints. They immediately, about 15 of them, concluded I was lying. I was telling the full, exact truth. So, what is difficult about the TSP? Okay, we would like an algorithm for some software that would solve TSP problems (1) to exact optimality, (2) in worst cases, (3) in time that grows no faster than some polynomial in the size of the input data to the problem. So, for (1) being provably within 0.025% of exact optimality is not enough. And for (2) exact optimality in polynomial time for 99 44/100% of real problems is not enough. In the problem I attacked with 600,000 0-1 variables and 40,000 constraints, a real world case of allocation of marketing resources, I came within the 0.025% of optimality. I know I was this close due to some bounding from some nonlinear duality -- easy math. So, in your > reaching optimality more frequently that optimized heuristic algos. heuristics may not be, in nearly all of reality probably are not, reaching "optimality" in the sense of (2). The hype around the TSP has been to claim that the TSP is really difficult. Soooo, given some project that is to cost $100 million, an optimal solution might save $15 million, and some software based on what has long been known (e.g., from G. Nemhauser) can save all but $1500 is not of interest. Bummer. Wasted nearly all of $15 million. For this, see the cartoon early in Garey and Johnson where they confess they can't solve the problem (optimal network design at Bell Labs) but neither can a long line of other people. WRONG. SCAM. The stockholders of AT&T didn't care about the last $1500 and would be thoroughly pleased by the $15 million without the $1500. Still that book wanted to say the network design problem could not yet be solved -- that statement was true only in the sense of exact optimality in polynomial time on worst case problems, a goal of essentially no interest to the stockholders of AT&T. For neural networks (NN), I don't expect (A) much progress in any sense over what has been known (e.g., Nemhauser et al.) for decades. And, (B) the progress NNs might make promise to be in performance aspects other than getting to exact optimality. Yes, there are some reasons for taking the TSP and the issue of P versus NP seriously, but optimality on real world optimization problems is not one of the main reasons. Here my goal is to get us back to reality and set aside some of the hype about how difficult the real world TSP is.

enchiridion 5y ago
Where is a good place to look for algorithms/math for solving problems similar to the ones you mentioned?
- lacker 5y ago
  Python-MIP is a great library that provides an interface to many different algorithms like this. It's practical for using in scientific programming where appropriate, and if you read through the docs you can find the names of specific algorithms that it uses with pointers to where to learn more. https://docs.python-mip.com/en/latest/intro.html https://docs.python-mip.com/en/latest/intro.html
- graycat 5y ago
  Can look at the now old work of G. Nemhauser. His work was for combinatorial optimization and not just for exactly the traveling salesman problem (TSP). E.g., there is George L. Nemhauser and Laurence A. Wolsey, Integer and Combinatorial Optimization, ISBN 0-471-35943-2, John Wiley & Sons, Inc., New York, 1999. Some approaches involve set covering and set partitioning. Soooo, for the FedEx fleet, first just generate all single airplane feasible tours from the Memphis hub and back. Here can honor some really goofy constraints and complicated costing; can even handle some stochastic issues, i.e., the costs depend on the flight planning and that depends on the loads which are random, but it would be okay to work with just expectations -- we're talking complicated costing! Then with all those tours generated, pick ones that cover all the cities to be served, i.e., partition the cities. Have a good shot at using linear programming, tweaked a little to handle 0-1 constraints, to pick the tours. Then more generally for a lot of practical problems can write linear programming problems with some of the variables integer. Then can tweak the simplex algorithm of linear programming to handle some of such constraints fairly naturally in the algorithm. E.g., of course, can proceed with now classic branch and bound. The TSP taken narrowly can be regarded as more specialized. So, net, there is a big bag of essentially tricks, some with some math and some just heuristics. Part of the interest in the issue of P versus NP was to do away with the bag of tricks and have just some one grand, fantastic algorithm and computer program with guaranteed performance. Nice if doable. Alas, after all these years, so far not really "doable", not as just one grand, fantastic .... And the question of P versus NP has resisted so much for so long that it has even a philosophical flavor. And there are serious claims that a technically good algorithm would have some really astounding consequences. Sure, I have some half baked ideas sitting around that I hope will show that P = NP -- doesn't everyone? But my point here was just simple: For several decades we have been able to do quite well on real problems. Oh, for the problem with 600,000 0-1 variables and 40,000 contraints, otherwise linear, I used nonlinear duality theory (which is simple) or, if you wish, Lagrangian relaxation -- it's one of the tricks. Another old trick: For the actual TSP in any Euclidean space (sure, the plane but also 3 dimensions or 50 if you want), that is, with Euclidean distance, just find a minimum spanning tree (there are at least two good, that is, polynomial algorithms, for that) and then in a simple and fairly obvious way make a TSP tour out of that tree. That approach actually has some probabilistic bounds on how close it is to optimality, and it does better with more cities -- it's another tool in the kit. My main conclusion about the TSP, combinatorial optimization, and optimization more generally is that there are way, Way, WAY too few good customers. Whether there is 15% of project cost to be saved or not, the people responsible for the projects just do NOT want to be bothered. In simple terms, in practice, it is essentially a dead field. My view is that suggesting that a young person devote some significant part of their career to optimization is, bluntly, in a word, irresponsible.

enchiridion 5y ago

Where is a good place to look for algorithms/math for solving problems similar to the ones you mentioned?

lacker 5y ago
Python-MIP is a great library that provides an interface to many different algorithms like this. It's practical for using in scientific programming where appropriate, and if you read through the docs you can find the names of specific algorithms that it uses with pointers to where to learn more. https://docs.python-mip.com/en/latest/intro.html https://docs.python-mip.com/en/latest/intro.html
graycat 5y ago
Can look at the now old work of G. Nemhauser. His work was for combinatorial optimization and not just for exactly the traveling salesman problem (TSP). E.g., there is George L. Nemhauser and Laurence A. Wolsey, Integer and Combinatorial Optimization, ISBN 0-471-35943-2, John Wiley & Sons, Inc., New York, 1999. Some approaches involve set covering and set partitioning. Soooo, for the FedEx fleet, first just generate all single airplane feasible tours from the Memphis hub and back. Here can honor some really goofy constraints and complicated costing; can even handle some stochastic issues, i.e., the costs depend on the flight planning and that depends on the loads which are random, but it would be okay to work with just expectations -- we're talking complicated costing! Then with all those tours generated, pick ones that cover all the cities to be served, i.e., partition the cities. Have a good shot at using linear programming, tweaked a little to handle 0-1 constraints, to pick the tours. Then more generally for a lot of practical problems can write linear programming problems with some of the variables integer. Then can tweak the simplex algorithm of linear programming to handle some of such constraints fairly naturally in the algorithm. E.g., of course, can proceed with now classic branch and bound. The TSP taken narrowly can be regarded as more specialized. So, net, there is a big bag of essentially tricks, some with some math and some just heuristics. Part of the interest in the issue of P versus NP was to do away with the bag of tricks and have just some one grand, fantastic algorithm and computer program with guaranteed performance. Nice if doable. Alas, after all these years, so far not really "doable", not as just one grand, fantastic .... And the question of P versus NP has resisted so much for so long that it has even a philosophical flavor. And there are serious claims that a technically good algorithm would have some really astounding consequences. Sure, I have some half baked ideas sitting around that I hope will show that P = NP -- doesn't everyone? But my point here was just simple: For several decades we have been able to do quite well on real problems. Oh, for the problem with 600,000 0-1 variables and 40,000 contraints, otherwise linear, I used nonlinear duality theory (which is simple) or, if you wish, Lagrangian relaxation -- it's one of the tricks. Another old trick: For the actual TSP in any Euclidean space (sure, the plane but also 3 dimensions or 50 if you want), that is, with Euclidean distance, just find a minimum spanning tree (there are at least two good, that is, polynomial algorithms, for that) and then in a simple and fairly obvious way make a TSP tour out of that tree. That approach actually has some probabilistic bounds on how close it is to optimality, and it does better with more cities -- it's another tool in the kit. My main conclusion about the TSP, combinatorial optimization, and optimization more generally is that there are way, Way, WAY too few good customers. Whether there is 15% of project cost to be saved or not, the people responsible for the projects just do NOT want to be bothered. In simple terms, in practice, it is essentially a dead field. My view is that suggesting that a young person devote some significant part of their career to optimization is, bluntly, in a word, irresponsible.