A Neural Separation Algorithm for the Rounded Capacity Inequalities

Abstract

The cutting plane method is a key technique for successful branch-and-cut and branch-price-and-cut algorithms that find the exact optimal solutions for various vehicle routing problems (VRPs). Among various cuts, the rounded capacity inequalities (RCIs) are the most fundamental. To generate RCIs, we need to solve the separation problem, whose exact solution takes a long time to obtain; therefore, heuristic methods are widely used. We design a learning-based separation heuristic algorithm with graph coarsening that learns the solutions of the exact separation problem with a graph neural network (GNN), which is trained with small instances of 50 to 100 customers. We embed our separation algorithm within the cutting plane method to find a lower bound for the capacitated VRP (CVRP) with up to 1,000 customers. We compare the performance of our approach with CVRPSEP, a popular separation software package for various cuts used in solving VRPs. Our computational results show that our approach finds better lower bounds than CVRPSEP for large-scale problems with 400 or more customers, whereas CVRPSEP shows strong competency for problems with less than 400 customers. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms–Discrete. Funding: This work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korean government (MSIT) [RS-2023-00259550] and the Institute of Information & Communications Technology Planning & Evaluation (IITP) grant funded by the Korean government (MSIT) [2022-0-01032, Development of Collective Collaboration Intelligence Framework for Internet of Autonomous Things]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijoc.2022.0310 .