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Preference Optimization for Combinatorial Optimization Problems

Mingjun Pan, Guanquan Lin, You-Wei Luo, Bin Zhu, Zhien Dai, Lijun Sun, Chun Yuan

TL;DR

The paper tackles the difficulty of applying reinforcement learning to combinatorial optimization problems (COPs) due to diminishing reward differences and enormous action spaces. It introduces Preference Optimization (PO), a framework that converts quantitative rewards into qualitative preferences using an entropy-regularized objective and a reparameterized latent reward, with trajectory preferences modeled via Bradley-Terry, Thurstone, or Plackett-Luce constructions. A core contribution is deriving an update mechanism that aligns policy learning with relative preferences while avoiding full enumeration of actions, plus integrating local search into fine-tuning to escape local optima without adding inference time. Empirically, PO yields faster convergence and higher-quality solutions across TSP, CVRP, and FFSP, and demonstrates strong zero-shot generalization and compatibility with LS-based refinements. This approach offers a scalable, reward-scale-invariant path to robust neural solvers for COPs and suggests avenues for extending PO to multi-objective optimization problems.

Abstract

Reinforcement Learning (RL) has emerged as a powerful tool for neural combinatorial optimization, enabling models to learn heuristics that solve complex problems without requiring expert knowledge. Despite significant progress, existing RL approaches face challenges such as diminishing reward signals and inefficient exploration in vast combinatorial action spaces, leading to inefficiency. In this paper, we propose Preference Optimization, a novel method that transforms quantitative reward signals into qualitative preference signals via statistical comparison modeling, emphasizing the superiority among sampled solutions. Methodologically, by reparameterizing the reward function in terms of policy and utilizing preference models, we formulate an entropy-regularized RL objective that aligns the policy directly with preferences while avoiding intractable computations. Furthermore, we integrate local search techniques into the fine-tuning rather than post-processing to generate high-quality preference pairs, helping the policy escape local optima. Empirical results on various benchmarks, such as the Traveling Salesman Problem (TSP), the Capacitated Vehicle Routing Problem (CVRP) and the Flexible Flow Shop Problem (FFSP), demonstrate that our method significantly outperforms existing RL algorithms, achieving superior convergence efficiency and solution quality.

Preference Optimization for Combinatorial Optimization Problems

TL;DR

The paper tackles the difficulty of applying reinforcement learning to combinatorial optimization problems (COPs) due to diminishing reward differences and enormous action spaces. It introduces Preference Optimization (PO), a framework that converts quantitative rewards into qualitative preferences using an entropy-regularized objective and a reparameterized latent reward, with trajectory preferences modeled via Bradley-Terry, Thurstone, or Plackett-Luce constructions. A core contribution is deriving an update mechanism that aligns policy learning with relative preferences while avoiding full enumeration of actions, plus integrating local search into fine-tuning to escape local optima without adding inference time. Empirically, PO yields faster convergence and higher-quality solutions across TSP, CVRP, and FFSP, and demonstrates strong zero-shot generalization and compatibility with LS-based refinements. This approach offers a scalable, reward-scale-invariant path to robust neural solvers for COPs and suggests avenues for extending PO to multi-objective optimization problems.

Abstract

Reinforcement Learning (RL) has emerged as a powerful tool for neural combinatorial optimization, enabling models to learn heuristics that solve complex problems without requiring expert knowledge. Despite significant progress, existing RL approaches face challenges such as diminishing reward signals and inefficient exploration in vast combinatorial action spaces, leading to inefficiency. In this paper, we propose Preference Optimization, a novel method that transforms quantitative reward signals into qualitative preference signals via statistical comparison modeling, emphasizing the superiority among sampled solutions. Methodologically, by reparameterizing the reward function in terms of policy and utilizing preference models, we formulate an entropy-regularized RL objective that aligns the policy directly with preferences while avoiding intractable computations. Furthermore, we integrate local search techniques into the fine-tuning rather than post-processing to generate high-quality preference pairs, helping the policy escape local optima. Empirical results on various benchmarks, such as the Traveling Salesman Problem (TSP), the Capacitated Vehicle Routing Problem (CVRP) and the Flexible Flow Shop Problem (FFSP), demonstrate that our method significantly outperforms existing RL algorithms, achieving superior convergence efficiency and solution quality.
Paper Structure (37 sections, 2 theorems, 53 equations, 6 figures, 11 tables, 1 algorithm)

This paper contains 37 sections, 2 theorems, 53 equations, 6 figures, 11 tables, 1 algorithm.

Key Result

Proposition 3.1

Let $\hat{r}(x, \tau)$ be a reward function consistent with the Bradley-Terry, Thurstone, or Plackett-Luce models. For a given reward function $\hat{r}'(x, \tau)$, if $\hat{r}(x, \tau) - \hat{r}'(x, \tau) = h(x)$ for some function $h(x)$, it holds that both $\hat{r}(x, \tau)$ and $\hat{r}'(x, \tau)$

Figures (6)

  • Figure 1: Algorithmic framework of PO for COPs. In the Preference Comparison module, pairwise comparisons are conducted between solutions based on their grounding quality (e.g., trajectory length). The Local Search slightly refines solution $\tau$ to produce improved solution $LS(\tau)$ which contribute additional preference signals $L_{\text{finetune}}$ during fine-tuning.
  • Figure 2: (a)-(c): Comparison of PO and RFs on TSP-100 on different neural solvers; PO achieves RFs-level performance in only 40% - 60% training epochs, and surpasses RFs' solution quality consistently. (d): Comparison of different preference models: Bradley-Terry (BT), Plackett-Luce (PL), Thurstone (Th), and unbounded Exponential (Exp) azar2024general.
  • Figure 3: (a): Advantage values for solutions sorted by their length, sampled from the trained model, PO significantly assigns separable advantage values than RF. (b): Distribution of advantage scales among different algorithms, comparing REINFORCE-based method, PO with the Thurstone model (PO-Th), and PO with the Bradley-Terry model (PO-BT). (c): Consistency measured as $p(\pi (\tau_1) > \pi(\tau_2) \mid r(\tau_1) > r(\tau_2))$. PO shows higher consistency than RF, with further improvement after fine-tuning. (d): Trajectory entropy, which is calculated as the sum of entropy at each step.
  • Figure 4: (a) Training curve for TSP (N=100) over 2000 epochs. (b) Training curve for CVRP (N=100) over 4000 epochs.
  • Figure 5: Training curves of PO and REINFORCE on Poppy and COMPASS.
  • ...and 1 more figures

Theorems & Definitions (2)

  • Proposition 3.1
  • Proposition