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Re:Linear Programming in Python (2023) by bwestergard on Tuesday July 18, 2023 @03:19PM (#36777843)
"reinforcement learning offers objectively better optimization"

I don't follow. Linear programming (with the simplex method) finds the optimal solution set for any linear program eventually. How can reinforcement learning be "better" apart from efficiency?

Re:Linear Programming in Python (2023) by choeger on Tuesday July 18, 2023 @03:49PM (#36778215)
It can't. They're talking out of their backend.
Re:Linear Programming in Python (2023) by mathisfun123 on Tuesday July 18, 2023 @07:03PM (#36780197)
>Founder of Pathmind/Skymind (W16) - Pathmind: Deep reinforcement learning to optimize supply chain and scheduling

actually i guess they're shilling - not that there's that much of a differnce.

Re:Linear Programming in Python (2023) by vonnik on Tuesday July 18, 2023 @09:20PM (#36781088)
Speaking from years of experience comparing RL results to those of LP done with tools like Gurobi on industrial operations and supply chain optimization problems while at my former startup, which was acquired two years ago, so I am not shilling anything.

There are many problems that are hard to represent such that LP can compute them. That process alone is long, and hard to adjust even though clients need to make those adjustments.

These problems include multi-echelon inventory optimizations, and load-balancing across multiple assembly lines in factories when using hundreds of delivery vehicles, among others. These are properly multi-agent problems that RL solves well if given a valid simulation of the environment. LP often cannot solve it at all.

In cases where we went head to head with well known LP software vendors, we were able to move the Pareto frontier by double digit percentages.

We open sourced our software here after the acquihire. Depends on Gym among other repositories. Does something similar to Microsoft’s Bonsai. All are welcome to use.

https://github.com/PathmindAI

Re:Linear Programming in Python (2023) by whatever1 on Wednesday July 19, 2023 @12:28AM (#36782124)
In operations and supply chains it is not hard to find *A* solution. Operators literally make these decisions manually every day without the need for any computer.

The main challenge is to optimize these decisions. With optimality guarantees. Consistently. Day in, day out, with various uncertainties.

That is what math optimization has been doing for decades.

And no, RL is nowhere to be seen in production, except from some consulting projects that are abandoned.

Re:Linear Programming in Python (2023) by vonnik on Wednesday July 19, 2023 @02:31PM (#36791084)
Our work was precisely in optimization over massive numbers of possible scenarios amid multi-dimensional uncertainties. Again, significantly outperforms LP. Not surprised that you are an advocate of math optimization. Most people working on optimization in industrial operations and supply chains have an OR background, and this sort of conservatism is common. But there are lots of situations that LP can't optimize while RL can.
Re:Linear Programming in Python (2023) by whatever1 on Wednesday July 19, 2023 @03:23PM (#36791814)
"Again, significantly outperforms LP."

No, this is mathematically impossible. You cannot out-optimize a mathematical global optimization solver. Whether that is LP, MILP, or NLP. Exactly because they provide a certificate of optimality.

"But there are lots of situations that LP can't optimize while RL can"

I will be satisfied if you just show us 1.

Stay in your lane, and state that you built a fast heuristic that works in the problems you tried. Nobody can dispute this. But don't make claims you cannot support.