arXiv Machine Learning

Learning Optimization Proxies for Sequential Contextual Stochastic Programs: An Order Fulfillment Application

arXiv:2606. 25362v1 Announce Type: cross Abstract: Sequential contextual stochastic programs model real-time decision systems in which each time epoch commits to an action under uncertainty whose consequences propagate into future decisions.

arXiv AI
Jul 21

A Deep Reinforcement Learning Algorithm for the Vehicle Routing Problem with Stochastic Demands and Outsourcing

arXiv:2607. 16875v1 Announce Type: cross Abstract: We introduce the vehicle routing problem with stochastic demands and outsourcing options (VRP-SDO), in which a logistics service provider partitions customer requests into customers outsourced to a common carrier and customers committed to its fixed fleet.

By Mohsen Dastpak, Fausto Errico, Ola Jabali
arXiv AI
5d ago

PORL: Pretrained Offline Reinforcement Learning for the Job Shop Scheduling Problem

The paper introduces PORL, a hybrid method that first trains a general scheduling policy through online reinforcement learning in simulation, then fine‑tunes it offline on production data using a KL‑divergence constraint to limit policy drift. PORL is evaluated on Job Shop Scheduling Problem instances with distribution shifts and various data sources, consistently outperforming standalone offline RL and other baselines, especially when offline data quality is low. The results suggest that offline adaptation of pretrained policies can improve industrial scheduling when direct online exploration is impractical.

By Mateo Toro Diz, Jonathan Hoss, Noah Klarmann
arXiv Machine Learning
Sep 3

Reinforcement learning to choose optimizers

The paper introduces a reinforcement learning framework that selects among a portfolio of gradient‑based and derivative‑free optimizers during a run. At each decision point a recurrent policy reads the current run state and chooses both the next optimizer and its usage duration, passing the best solution and step size forward. The method is trained with a decoupled actor‑critic using the same runtime distribution metric as evaluation, and on unseen problems it outperforms all individual portfolio optimizers except at the smallest budgets, remaining robust to distribution shift.

By Martin van der Schelling, Deepesh Toshniwal, Miguel A. Bessa