Efficient Combinatorial Optimization via Heat Diffusion

Combinatorial optimization problems are widespread but inherently challenging due to their discrete nature. The primary limitation of existing methods is that they can only access a small fraction of the solution space at each iteration, resulting in limited efficiency for searching the global optimal. To overcome this challenge, diverging from conventional efforts of expanding the solver's search scope, we focus on enabling information to actively propagate to the solver through heat diffusion. By transforming the target function while preserving its optima, heat diffusion facilitates information flow from distant regions to the solver, providing more efficient navigation. Utilizing heat diffusion, we propose a framework for solving general combinatorial optimization problems. The proposed methodology demonstrates superior performance across a range of the most challenging and widely encountered combinatorial optimizations. Echoing recent advancements in harnessing thermodynamics for generative artificial intelligence, our study further reveals its significant potential in advancing combinatorial optimization.

Paper

Similar papers

Peer review

Reviewer VgKr6/10 · confidence 3/52024-07-13

Summary

This work solves combinatorial optimization problems using the gradient method by transforming the discrete problem into a continuous problem. Under the invariant of the optimal solution, the authors transformed the hard continuous problem into an easier problem by changing the objective function using a heating equation and improved the calculation process of the gradient which makes the problem more tractable.

Strengths

1. The authors established the basic theory for the method proposed in the paper. 2. Extensive experients have been conducted and clearly figures have been presented.

Weaknesses

1. The motivation of this paper seems to improve the scope of the search-based combinatorial optimization solver, but the proposed method is to change the objective function to improve the efficiency of the gradient method. The method seems a little bit irrelevant to the original motivation of the paper. 2. The paper does not fully discuss the combinatorial optimization problem with constraints ( only do some experiments on the minimum vertex cover problem ), and the description of the violation of constraints is not sufficient.

Questions

1. The discussion of equations (8) to (9) is a little confusing. Could you please explain how to calculate the projection map in equation(9)?

Rating

6

Confidence

3

Soundness

3

Presentation

3

Contribution

2

Limitations

1. The method does not fully discuss the combinatorial problem with constraints which is the main part of the combinatorial problem.

Reviewer uVQ45/10 · confidence 3/52024-07-13

Summary

This paper proposes the Heat Diffusion Optimization (HeO) method, which leverages thermodynamic principles to enhance combinatorial optimization (CO) problems. Specifically, it integrates heat diffusion equations into gradient-based optimization to improve efficiency and help escape local minima.

Strengths

1. The paper is generally well-written, with a good balance of examples, explanations, and discussions. 2. The idea of using heat diffusion to propagate information across the solution space is novel and interesting for solving CO problems. 3. The proposed method is validated on different types of CO problems with varying scales.

Weaknesses

1. While the work introduces a new approach for gradient-based combinatorial optimization, it inherits the limitations of gradient-based methods. It may struggle with complex CO problems, such as routing problems, as discussed by the authors. 2. The paper could benefit from a deeper theoretical and empirical analysis of the HeO algorithm. For example, a detailed analysis of the convergence properties and computational complexity of the algorithm is needed. Also, summarizing and providing recommendations on parameter sensitivity and selection would be valuable. 3. The paper demonstrates improved performance over several classic solvers like MDGE, SA, and LQA. However, it does not provide enough evidence or discuss the potential of HeO to achieve state-of-the-art performance on the studied CO problems. 4. The submission seems to be not incomplete as there lack of appendices or supplementary materials that verify the soundness of the theorems presented in Section 3. Overall, I feel like this paper is proposing a very interesting new method for CO with potential. It would benefit greatly from a major revision that includes more details, proofs, and broader experiments.

Questions

None.

Rating

5

Confidence

3

Soundness

2

Presentation

3

Contribution

3

Limitations

No concerns.

Authorsrebuttal2024-08-10

Thank you for your constructive comments. There is considerable flexibility and feasibility in customizing HeO for specific problems. First, as HeO is a gradient-based optimizer, it can be tailored to specific problems by designing more refined step schedules, such as adaptive step rules. Additionally, leveraging second-order optimization techniques like momentum (which we utilized in our paper) or Adam, as well as ensemble methods, can improve the overall performance of HeO on particular problem instances. Second, as discussed in Line 265, Section 5, we can customize HeO by designing a preconditioned matrix $A$ to reshape the heat equation. Prior knowledge about the problem can be embedded within the structure of $A$, such as by accounting for the relative importance between different dimensions of the discrete configuration $\mathbf{s}$ or by setting $A$ based on the Fisher information matrix of the parameter $\theta$. This approach can lead to a natural gradient descent method, enhancing the efficiency of the optimization process. Third, HeO allows for further customization by integrating problem-specific prior knowledge directly into the target function. By adding extra terms, we can improve the loss landscape or guide the search direction to meet particular purposes, thereby improving the quality of the solutions found. Fourth, HeO can be hybridized with other metaheuristic algorithms to explore the configuration space more effectively. Specifically, we can iteratively refine the solution by alternating between HeO and other metaheuristic update rules. We will incorporate these discussions into Section 5 in the revised version of the paper.

Reviewer uVQ42024-08-13

Thank you for providing the additional discussion. I am pleased to maintain my positive review.

Reviewer c1oa8/10 · confidence 4/52024-07-17

Summary

This paper aims to improve the efficiency of existing combinatorial optimization methods via heat diffusion. The author have made a thorough analysis over the existing problems and propose the heat diffusion method HOE for general combinatorial optimization problems. The empirical evaluation verifies its advantage over various combinatorial optimization problems.

Strengths

1. The authors make a comprehensive analysis of the problems of existing methods, the proposed method is quite novel, with enough insights to the future research on the combinatorial optimization. 2. The proposed method is both theoretically supported and empirically justified. 3. The empirical evaluation spans a various of combinatorial optimization problems, and thorough analyses are presented. 4. The whole paper is well-written

Weaknesses

1. In section 2, the analyses are only focused on the methods doing the gradient descent over the relaxed variables. It is unclear to me how the conclusions are generalized to the method like large neighborhood search, variable neighborhood search and path auxiliary sampling (as mentioned in the introduction part).

Questions

See the weaknesses part

Rating

8

Confidence

4

Soundness

3

Presentation

4

Contribution

3

Limitations

Yes

Reviewer NRJw6/10 · confidence 5/52024-07-23

Summary

The paper presents a novel framework for solving combinatorial optimization problems using a concept termed "Heat diffusion optimization (HeO)." The approach diverges from traditional methods by utilizing heat diffusion to enhance information propagation within the solution space, allowing for more efficient problem-solving.

Strengths

1. The introduction of heat diffusion as a mechanism to aid in combinatorial optimization is novel and thoughtfully developed. 2. Comprehensive experiments across different optimization problems illustrate the method's effectiveness and superiority over traditional approaches. 3. The methodology is tested on a wide range of problems, showing its versatility and potential for broader application in real-world scenarios.

Weaknesses

1. The paper lacks a detailed discussion on the scalability of the method, especially in very large-dimensional spaces, which are common in real-world applications. 2. More baselines are needed.

Questions

1. On Page 4, Line 129, the method for determining the value of K in the multilinear polynomial is not clear. Could you elaborate on how K is selected in different scenarios? 2. Figure 2 shows that the energy does not monotonically decrease during optimization. Why the energy in Fig. 2 is not monotonically decreased? 3. What are the algorithmic complexity and computational time of the proposed heat diffusion optimization method? 4. Is it possible to apply your heat diffusion framework to other types of combinatorial optimization problems, such as those found in operational research?

Rating

6

Confidence

5

Soundness

3

Presentation

2

Contribution

3

Limitations

1. On Page 3, line 105, the definitions of \Delta_\theta and the function u are not given. 2. The ability of global search is not theoretically analyzed.

Reviewer uVQ42024-08-09

Thank you for the rebuttal, which addresses most of my concerns. I agree that metaheuristics can be tailored to achieve state-of-the-art results for specific problems. Regarding this, could you please elaborate more on how the proposed HeO can be customized for a particular problem to enhance performance? This discussion could provide valuable insights for future work on extending the proposed solver framework.

Reviewer c1oa2024-08-12

I want to thank the authors for the response and will maintain my score.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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