A case study of controlling crossover in a selection hyper-heuristic framework using the multidimensional knapsack problem

Hyper-heuristics are high-level methodologies for solving complex problems that operate on a search space of heuristics. In a selection hyper-heuristic framework, a heuristic is chosen from an existing set of low-level heuristics and applied to the current solution to produce a new solution at each point in the search. The use of crossover low-level heuristics is possible in an increasing number of general-purpose hyper-heuristic tools such as HyFlex and Hyperion. However, little work has been undertaken to assess how best to utilise it. Since a single-point search hyper-heuristic operates on a single candidate solution, and two candidate solutions are required for crossover, a mechanism is required to control the choice of the other solution. The frameworks we propose maintain a list of potential solutions for use in crossover. We investigate the use of such lists at two conceptual levels. First, crossover is controlled at the hyper-heuristic level where no problem-specific information is required. Second, it is controlled at the problem domain level where problem-specific information is used to produce good-quality solutions to use in crossover. A number of selection hyper-heuristics are compared using these frameworks over three benchmark libraries with varying properties for an NP-hard optimisation problem: the multidimensional 0-1 knapsack problem. It is shown that allowing crossover to be managed at the domain level outperforms managing crossover at the hyper-heuristic level in this problem domain. © 2016 Massachusetts Institute of Technolog

Design of vehicle routing problem domains for a hyper-heuristic framework

The branch of algorithms that uses adaptive methods to select or tune heuristics, known as hyper-heuristics, is one that has seen a large amount of interest and development in recent years. With an aim to develop techniques that can deliver results on multiple problem domains and multiple instances, this work is getting ever closer to mirroring the complex situations that arise in the corporate world. However, the capability of a hyper-heuristic is closely tied to the representation of the problem it is trying to solve and the tools that are available to do so. This thesis considers the design of such problem domains for hyper-heuristics. In particular, this work proposes that through the provision of high-quality data and tools to a hyper-heuristic, improved results can be achieved. A definition is given which describes the components of a problem domain for hyper-heuristics. Building on this definition, a domain for the Vehicle Routing Problem with Time Windows is presented. Through this domain, examples are given of how a hyper- heuristic can be provided extra information with which to make intelligent search decisions. One of these pieces of information is a measure of distance between solution which, when used to aid selection of mutation heuristics, is shown to improve results of an Iterative Local Search hyper-heuristic. A further example of the advantages of providing extra information is given in the form of the provision of a set of tools for the Vehicle Routing Problem domain to promote and measure ’fairness’ between routes. By offering these extra features at a domain level, it is shown how a hyper-heuristic can drive toward a fairer solution while maintaining a high level of performance

Multi-stage hyper-heuristics for optimisation problems

There is a growing interest towards self configuring/tuning automated general-purpose reusable heuristic approaches for combinatorial optimisation, such as, hyper-heuristics. Hyper-heuristics are search methodologies which explore the space of heuristics rather than the solutions to solve a broad range of hard computational problems without requiring any expert intervention. There are two common types of hyper-heuristics in the literature: selection and generation methodologies. This work focuses on the former type of hyper-heuristics. Almost all selection hyper-heuristics perform a single point based iterative search over the space of heuristics by selecting and applying a suitable heuristic to the solution in hand at each decision point. Then the newly generated solution is either accepted or rejected using an acceptance method. This improvement process is repeated starting from an initial solution until a set of termination criteria is satisfied. The number of studies on the design of hyper-heuristic methodologies has been rapidly increasing and currently, we already have a variety of approaches, each with their own strengths and weaknesses. It has been observed that different hyper-heuristics perform differently on a given subset of problem instances and more importantly, a hyper-heuristic performs differently as the set of low level heuristics vary. This thesis introduces a general "multi-stage" hyper-heuristic framework enabling the use and exploitation of multiple selection hyper-heuristics at different stages during the search process. The goal is designing an approach utilising multiple hyper-heuristics for a more effective and efficient overall performance when compared to the performance of each constituent selection hyper-heuristic. The level of generality that a hyper-heuristic can achieve has always been of interest to the hyper-heuristic researchers. Hence, a variety of multi-stage hyper-heuristics based on the framework are not only applied to the real-world combinatorial optimisation problems of high school timetabling, multi-mode resource-constrained multi-project scheduling and construction of magic squares, but also tested on the well known hyper-heuristic benchmark of CHeSC 2011. The empirical results show that the multi-stage hyper-heuristics designed based on the proposed framework are still inherently general, easy-to-implement, adaptive and reusable. They can be extremely effective solvers considering their success in the competitions of ITC 2011 and MISTA 2013. Moreover, a particular multi-stage hyper-heuristic outperformed the state-of-the-art selection hyper-heuristic from CHeSC 2011

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance

Move Acceptance in Local Search Metaheuristics for Cross-domain Heuristic Search

Many real-world combinatorial optimisation problems (COPs) are computationally hard problems and search methods are frequently preferred as solution techniques. Traditionally, an expert with domain knowledge designs, and tailors the search method for solving a particular COP. This process is usually expensive, requiring a lot of effort and time and often results in problem specific algorithms that can not be applied to another COP. Then, the domain expert either needs to design a new search method, or reconfigure an existing search method to solve that COP. This prompted interest into developing more general, problem-domain-independent high-level search methods that can be re-used, capable of solving not just a single problem but multiple COPs. The cross-domain search problem is a relatively new concept and represents a high-level issue that involves designing a single solution method for solving a multitude of COPs preferably with the least or no expert intervention. Cross-domain search methods are algorithms designed to tackle the cross-domain search problem. Such methods are of interest to researchers and practitioners worldwide as they offer a single off-the-shelf go-to approach to problem solving. Furthermore, if a cross-domain search method has a good performance, then it can be expected to solve `any' given COP well and in a reasonable time frame. When a practitioner is tasked with solving a new or unknown COP, they are tasked with a decision-making dilemma. This entails the decision of what algorithm they should use, what parameters should be used for that algorithm, and whether any other algorithm can outperform it. A well designed cross-domain search method that performs well and does not require re-tuning can fulfil this dilemma allowing practitioners to find good-enough solutions to such problems. Researchers on the other hand strive to find high-quality solutions to these problems; however, such a cross-domain search method provides them with a good benchmark to which they can compare their solution methods to, and should ultimately aim to outperform. In this work, move acceptance methods, which are a component of traditional search methods, such as metaheuristics and hyper-heuristics, are explored under a cross-domain search framework. A survey of the existing move acceptance methods as a part of local search metaheuristics is conducted based on the hyper-heuristic literature as solution methods to the cross-domain search problem. Furthermore, a taxonomy is provided for classifying them based on their design characteristics. The cross-domain performance of existing move acceptance methods, covering the taxonomy, is compared across a total of 45 problem instances spanning 9 problem domains, and the effects of parameter tuning versus choice of the move acceptance method are explored. A novel move acceptance method (HAMSTA) is proposed to overcome the shortcomings of the existing methods to improve the cross-domain performance of a local search metaheuristic. HAMSTA is capable of outperforming the cross-domain performances of existing methods that are re-tuned for each domain, despite itself using only a single cross-domain parameter configuration derived from tuning experiments that considers 2 instances each from 4 domains; hence, HAMSTA requires no expert intervention to re-configure it to perform well for solving multiple COPs with 37 problem instances unseen by HAMSTA, 25 of which are from unseen domains. HAMSTA is therefore shown to have the potential to fulfil the aforementioned decision-making dilemma

An experimental study of hyper-heuristic selection and acceptance mechanism for combinatorial t-way test suite generation

Recently, many meta-heuristic algorithms have been proposed to serve as the basis of a t -way test generation strategy (where t indicates the interaction strength) including Genetic Algorithms (GA), Ant Colony Optimization (ACO), Simulated Annealing (SA), Cuckoo Search (CS), Particle Swarm Optimization (PSO), and Harmony Search (HS). Although useful, metaheuristic algorithms that make up these strategies often require specific domain knowledge in order to allow effective tuning before good quality solutions can be obtained. Hyperheuristics provide an alternative methodology to meta-heuristics which permit adaptive selection and/or generation of meta-heuristics automatically during the search process. This paper describes our experience with four hyper-heuristic selection and acceptance mechanisms namely Exponential Monte Carlo with counter (EMCQ), Choice Function (CF), Improvement Selection Rules (ISR), and newly developed Fuzzy Inference Selection (FIS),using the t -way test generation problem as a case study. Based on the experimental results, we offer insights on why each strategy differs in terms of its performance

From Parameter Tuning to Dynamic Heuristic Selection

The importance of balance between exploration and exploitation plays a crucial role while solving combinatorial optimization problems. This balance is reached by two general techniques: by using an appropriate problem solver and by setting its proper parameters. Both problems were widely studied in the past and the research process continues up until now. The latest studies in the field of automated machine learning propose merging both problems, solving them at design time, and later strengthening the results at runtime. To the best of our knowledge, the generalized approach for solving the parameter setting problem in heuristic solvers has not yet been proposed. Therefore, the concept of merging heuristic selection and parameter control have not been introduced. In this thesis, we propose an approach for generic parameter control in meta-heuristics by means of reinforcement learning (RL). Making a step further, we suggest a technique for merging the heuristic selection and parameter control problems and solving them at runtime using RL-based hyper-heuristic. The evaluation of the proposed parameter control technique on a symmetric traveling salesman problem (TSP) revealed its applicability by reaching the performance of tuned in online and used in isolation underlying meta-heuristic. Our approach provides the results on par with the best underlying heuristics with tuned parameters.:1 Introduction 1 1.1 Motivation 1 1.2 Research objective 2 1.3 Solution overview 2 2 Background and RelatedWork Analysis 3 2.1 Optimization Problems and their Solvers 3 2.2 Heuristic Solvers for Optimization Problems 9 2.3 Setting Algorithm Parameters 19 2.4 Combined Algorithm Selection and Hyper-Parameter Tuning Problem 27 2.5 Conclusion on Background and Related Work Analysis 28 3 Online Selection Hyper-Heuristic with Generic Parameter Control 31 3.1 Combined Parameter Control and Algorithm Selection Problem 31 3.2 Search Space Structure 32 3.3 Parameter Prediction Process 34 3.4 Low-Level Heuristics 35 3.5 Conclusion of Concept 36 4 Implementation Details 37 4.2 Search Space 40 4.3 Prediction Process 43 4.4 Low Level Heuristics 48 4.5 Conclusion 52 5 Evaluation 55 5.1 Optimization Problem 55 5.2 Environment Setup 56 5.3 Meta-heuristics Tuning 56 5.4 Concept Evaluation 60 5.5 Analysis of HH-PC Settings 74 5.6 Conclusion 79 6 Conclusion 81 7 FutureWork 83 7.1 Prediction Process 83 7.2 Search Space 84 7.3 Evaluations and Benchmarks 84 Bibliography 87 A Evaluation Results 99 A.1 Results in Figures 99 A.2 Results in numbers 10