A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer ReviewedPostprint (published version

A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model

We present a simple transformation of the formulation of the log-periodic power law formula of the Johansen-Ledoit-Sornette model of financial bubbles that reduces it to a function of only three nonlinear parameters. The transformation significantly decreases the complexity of the fitting procedure and improves its stability tremendously because the modified cost function is now characterized by good smooth properties with in general a single minimum in the case where the model is appropriate to the empirical data. We complement the approach with an additional subordination procedure that slaves two of the nonlinear parameters to what can be considered to be the most crucial nonlinear parameter, the critical time $t_c$ defined as the end of the bubble and the most probably time for a crash to occur. This further decreases the complexity of the search and provides an intuitive representation of the results of the calibration. With our proposed methodology, metaheuristic searches are not longer necessary and one can resort solely to rigorous controlled local search algorithms, leading to dramatic increase in efficiency. Empirical tests on the Shanghai Composite index (SSE) from January 2007 to March 2008 illustrate our findings

A Framework for Genetic Algorithms Based on Hadoop

Genetic Algorithms (GAs) are powerful metaheuristic techniques mostly used in many real-world applications. The sequential execution of GAs requires considerable computational power both in time and resources. Nevertheless, GAs are naturally parallel and accessing a parallel platform such as Cloud is easy and cheap. Apache Hadoop is one of the common services that can be used for parallel applications. However, using Hadoop to develop a parallel version of GAs is not simple without facing its inner workings. Even though some sequential frameworks for GAs already exist, there is no framework supporting the development of GA applications that can be executed in parallel. In this paper is described a framework for parallel GAs on the Hadoop platform, following the paradigm of MapReduce. The main purpose of this framework is to allow the user to focus on the aspects of GA that are specific to the problem to be addressed, being sure that this task is going to be correctly executed on the Cloud with a good performance. The framework has been also exploited to develop an application for Feature Subset Selection problem. A preliminary analysis of the performance of the developed GA application has been performed using three datasets and shown very promising performance

Ant colony optimization and its application to the vehicle routing problem with pickups and deliveries

Ant Colony Optimization (ACO) is a population-based metaheuristic that can be used to find approximate solutions to difficult optimization problems. It was first introduced for solving the Traveling Salesperson Problem. Since then many implementations of ACO have been proposed for a variety of combinatorial optimization. In this chapter, ACO is applied to the Vehicle Routing Problem with Pickup and Delivery (VRPPD). VRPPD determines a set of vehicle routes originating and ending at a single depot and visiting all customers exactly once. The vehicles are not only required to deliver goods but also to pick up some goods from the customers. The objective is to minimize the total distance traversed. The chapter first provides an overview of ACO approach and presents several implementations to various combinatorial optimization problems. Next, VRPPD is described and the related literature is reviewed, Then, an ACO approach for VRPPD is discussed. The approach proposes a new visibility function which attempts to capture the “delivery” and “pickup” nature of the problem. The performance of the approach is tested using well-known benchmark problems from the literature