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Balancing exploration and exploitation in incomplete Min/Max-sum inference for distributed constraint optimization

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Abstract

Distributed Constraint Optimization Problems (DCOPs) are NP-hard and therefore the number of studies that consider incomplete algorithms for solving them is growing. Specifically, the Max-sum algorithm has drawn attention in recent years and has been applied to a number of realistic applications. Unfortunately, in many cases Max-sum does not produce high-quality solutions. More specifically, Max-sum does not converge and explores solutions of low quality when run on problems whose constraint graph representation contains multiple cycles of different sizes. In this paper we advance the state-of-the-art in incomplete algorithms for DCOPs by: (1) proposing a version of the Max-sum algorithm that operates on an alternating directed acyclic graph (Max-sum_AD), which guarantees convergence in linear time; (2) solving a major weakness of Max-sum and Max-sum_AD that causes inconsistent costs/utilities to be propagated and affect the assignment selection, by introducing value propagation to Max-sum_AD (Max-sum_ADVP); and (3) proposing exploration heuristic methods that evidently improve the algorithms performance further. We prove that Max-sum_ADVP converges to monotonically improving states after each change of direction, and that it is guaranteed to converge in pseudo-polynomial time to a stable solution that does not change with further changes of direction. Our empirical study reveals a large improvement in the quality of the solutions produced by Max-sum_ADVP on various benchmarks, compared to the solutions produced by the standard Max-sum algorithm, Bounded Max-sum and Max-sum_AD with no value propagation. It is found to be the best guaranteed convergence inference algorithm for DCOPs. The exploration methods we propose for Max-sum_ADVP improve its performance further. However, anytime results demonstrate that their exploration level is not as efficient as a version of Max-sum, which uses Damping.

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Notes

  1. Following [7] we use the terms “variable-node” and “function-node” to refer to nodes in the factor graph corresponding to variables and constraints, respectively.

  2. In contrast to previous papers on Max-sum, we present it using pseudo-code. This is following standard DCOP literature, e.g., [22, 26, 41]. Nevertheless, only the presentation is different; the algorithm itself is identical to the algorithm presented in [7, 30].

  3. We demonstrate the phenomenon for Max-sum_AD since it is easier to follow. In standard Max-sum, such inconsistent information concerning the conflicting assignment of some node is propagated in all directions and fed back to the node itself through cycles.

  4. We note that in standard Max-sum, the use of VP does not guarantee monotonicity since neighboring agents can replace assignments concurrently (as in DSA).

  5. We are aware that in the literature there exist different versions of simulated annealing. We have implemented a variety of them and present the most successful.

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Correspondence to Roie Zivan.

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This paper is an extension of our AAMAS paper [43]. Besides an extended description and examples, it includes a proof of the monotonic improvement of Max-sum_ADVP and its cross-phase convergence, proposes two new classes of exploration heuristics, one inspired by simulated annealing and the other interleaving converging and non-converging versions of the algorithm. Furthermore, we present an extended empirical study that reveals the advantages in using the proposed exploration heuristics.

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Zivan, R., Parash, T., Cohen, L. et al. Balancing exploration and exploitation in incomplete Min/Max-sum inference for distributed constraint optimization. Auton Agent Multi-Agent Syst 31, 1165–1207 (2017). https://doi.org/10.1007/s10458-017-9360-1

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