Penerapan Hiperheuristik Berbasis Metode Simulated Annealing untuk Penyelesaian Permasalahan Optimasi Lintas Domain

Permasalahan optimasi lintas domain merupakan permasalahan optimasi yang sangat rumit karena masing-masing permasalahan mempunyai karakteristik yang berbeda. Penyelesaian terhadap permasalahan optimasi lintas domain tersebut melibatkan metode pencarian komputasional untuk memperoleh hasil yang mendekati optimal. Beberapa peneliti terdahulu mengembangkan metode hiperheutistik untuk memperoleh solusi generik yang diharapkan mampu memberikan hasil yang mendekati optimal. Hasil penelitian terdahulu mengidikasikan bahwa strategi hiperheuristik yang lebih baik diperlukan guna memperoleh solusi yang mendekati optimal untuk lintas domain permasalahan. Dalam penelitian ini, upaya untuk mendapatkan solusi generik yang mendekati optimal terhadap permasalahan optimasi lintas domain dilakukan dengan mengembangkan strategi pencarian komputasional pada tatanan High Level Heuristics (HLH) dalam mengatur proses seleksi pada rangkaian  Low Level Heuristics (LLH) kemudian melakukan mekanisme penerimaan solusi. Penelitian ini menguji metode Simulated Annealing (SA) sebagai mekanisme penerimaan solusi dalam tatanan HLH agar dapat menghasilkan solusi mendekati optimal pada berbagai domain masalah optimasi yang dikombinasikan dengan metode seleksi LLH. Penelitian ini melakukan eksperimen untuk menentukan nilai parameter yang tepat untuk mengotomatiskan parameter kontrol SA dalam menyelesaikan permasalahan optimasi lintas domain. Strategi yang digunakan dalam penelitian ini diuji coba untuk menyelesaikan enam permasalahan optimasi domain yang berbeda yang diperoleh dari HyFlex, yaitu Satisfiability (SAT), Bin Packing, Flow Shop, Personnel Scheduling, Travelling Salesmen Problem (TSP), dan Vehicle Routing Problem (VRP). Dari hasil pengujian terhadap enam permasalahan optimasi tersebut, nilai parameter untuk suhu awal T adalah 100 dan faktor penurunan suhu α adalah 0,995

An efficient robust hyperheuristic clustering algorithm

Observations on recent research of clustering problems illustrate that most of the approaches used to deal with these problems are based on meta-heuristic and hybrid meta-heuristic to improve the solutions. Hyperheuristic is a set of heuristics, meta- heuristics and high-level search strategies that work on the heuristic search space instead of solution search space. Hyperheuristics techniques have been employed to develop approaches that are more general than optimization search methods and traditional techniques. In the last few years, most studies have focused considerably on the hyperheuristic algorithms to find generalized solutions but highly required robust and efficient solutions. The main idea in this research is to develop techniques that are able to provide an appropriate level of efficiency and high performance to find a class of basic level heuristic over different type of combinatorial optimization problems. Clustering is an unsupervised method in the data mining and pattern recognition. Nevertheless, most of the clustering algorithms are unstable and very sensitive to their input parameters. This study, proposes an efficient and robust hyperheuristic clustering algorithm to find approximate solutions and attempts to generalize the algorithm for different cluster problem domains. Our proposed clustering algorithm has managed to minimize the dissimilarity of all points of a cluster using hyperheuristic method, from the gravity center of the cluster with respect to capacity constraints in each cluster. The algorithm of hyperheuristic has emerged from pool of heuristic techniques. Mapping between solution spaces is one of the powerful and prevalent techniques in optimization domains. Most of the existing algorithms work directly with solution spaces where in some cases is very difficult and is sometime impossible due to the dynamic behavior of data and algorithm. By mapping the heuristic space into solution spaces, it would be possible to make easy decision to solve clustering problems. The proposed hyperheuristic clustering algorithm performs four major components including selection, decision, admission and hybrid metaheuristic algorithm. The intensive experiments have proven that the proposed algorithm has successfully produced robust and efficient clustering results

A dynamic multiarmed bandit-gene expression programming hyper-heuristic for combinatorial optimization problems

Hyper-heuristics are search methodologies that aim to provide high-quality solutions across a wide variety of problem domains, rather than developing tailor-made methodologies for each problem instance/domain. A traditional hyper-heuristic framework has two levels, namely, the high level strategy (heuristic selection mechanism and the acceptance criterion) and low level heuristics (a set of problem specific heuristics). Due to the different landscape structures of different problem instances, the high level strategy plays an important role in the design of a hyper-heuristic framework. In this paper, we propose a new high level strategy for a hyper-heuristic framework. The proposed high-level strategy utilizes a dynamic multiarmed bandit-extreme value-based reward as an online heuristic selection mechanism to select the appropriate heuristic to be applied at each iteration. In addition, we propose a gene expression programming framework to automatically generate the acceptance criterion for each problem instance, instead of using human-designed criteria. Two well-known, and very different, combinatorial optimization problems, one static (exam timetabling) and one dynamic (dynamic vehicle routing) are used to demonstrate the generality of the proposed framework. Compared with state-of-the-art hyper-heuristics and other bespoke methods, empirical results demonstrate that the proposed framework is able to generalize well across both domains. We obtain competitive, if not better results, when compared to the best known results obtained from other methods that have been presented in the scientific literature. We also compare our approach against the recently released hyper-heuristic competition test suite. We again demonstrate the generality of our approach when we compare against other methods that have utilized the same six benchmark datasets from this test suite

Hyper-heuristic decision tree induction

A hyper-heuristic is any algorithm that searches or operates in the space of heuristics as opposed to the space of solutions. Hyper-heuristics are increasingly used in function and combinatorial optimization. Rather than attempt to solve a problem using a fixed heuristic, a hyper-heuristic approach attempts to find a combination of heuristics that solve a problem (and in turn may be directly suitable for a class of problem instances). Hyper-heuristics have been little explored in data mining. This work presents novel hyper-heuristic approaches to data mining, by searching a space of attribute selection criteria for decision tree building algorithm. The search is conducted by a genetic algorithm. The result of the hyper-heuristic search in this case is a strategy for selecting attributes while building decision trees. Most hyper-heuristics work by trying to adapt the heuristic to the state of the problem being solved. Our hyper-heuristic is no different. It employs a strategy for adapting the heuristic used to build decision tree nodes according to some set of features of the training set it is working on. We introduce, explore and evaluate five different ways in which this problem state can be represented for a hyper-heuristic that operates within a decisiontree building algorithm. In each case, the hyper-heuristic is guided by a rule set that tries to map features of the data set to be split by the decision tree building algorithm to a heuristic to be used for splitting the same data set. We also explore and evaluate three different sets of low-level heuristics that could be employed by such a hyper-heuristic. This work also makes a distinction between specialist hyper-heuristics and generalist hyper-heuristics. The main difference between these two hyperheuristcs is the number of training sets used by the hyper-heuristic genetic algorithm. Specialist hyper-heuristics are created using a single data set from a particular domain for evolving the hyper-heurisic rule set. Such algorithms are expected to outperform standard algorithms on the kind of data set used by the hyper-heuristic genetic algorithm. Generalist hyper-heuristics are trained on multiple data sets from different domains and are expected to deliver a robust and competitive performance over these data sets when compared to standard algorithms. We evaluate both approaches for each kind of hyper-heuristic presented in this thesis. We use both real data sets as well as synthetic data sets. Our results suggest that none of the hyper-heuristics presented in this work are suited for specialization – in most cases, the hyper-heuristic’s performance on the data set it was specialized for was not significantly better than that of the best performing standard algorithm. On the other hand, the generalist hyper-heuristics delivered results that were very competitive to the best standard methods. In some cases we even achieved a significantly better overall performance than all of the standard methods

An investigation of the ant-based hyper-heuristic for capacitated vehicle routing problem and traveling salesman problem

A brief observation on recent research of routing problems shows that most of the methods used to tackle the problems are using heuristics and metaheuristics; and they often use problem specific knowledge to build or improve solutions. In the last few years, research on hyper-heuristic has been investigated which aims to raise the generality of optimisation systems. This thesis is concerned with the investigation of ant-based hyper-heuristic. Ant algorithms have been applied to vehicle routing problems and have produced competitive results. Therefore, it is assumed that there is a reasonable possibility that ant-based hyperheuristic could perform well for the problem. The thesis first surveys the literature for some common solution methodologies for optimisation problems and explores in some detail the ant algorithms and ant algorithm hyperheuristic methods. Furthermore, the literature specifically concerns with routing problems; the capacitated routing problem (CVRP) and the travelling salesman problem (TSP). The thesis studies the ant system algorithm and further proposes the ant algorithm hyper-heuristic, which introduces a new pheromone update rule in order to improve its performance. The proposed approach, called the ant-based hyper-heuristic is tested to two routing problems; the CVRP and TSP. Although it does not produce any best known results, the experimental results have shown that it is competitive with other methods. Most importantly, it demonstrates how simple and easy to implement low level heuristics, with no extensive parameter tuning. Further analysis shows that the approach possesses learning mechanism when compared to random hyper-heuristic. The approach investigates the number of low level heuristics appropriate and found out that the more low level heuristics used, the better solution is generated. In addition an ACO hyper-heuristic which has two categories of pheromone updates is developed. However, ant-based hyper-heuristic performs better and this is inconsistent with the performance of ACO algorithm in the literature. In TSP, we utilise two different categories of low level heuristics, the TSP heuristics and the CVRP heuristics that were previously used for the CVRP. From the observation, it can be seen that by using any heuristics for the same class of problems, ant-based hyper-heuristic is seen to be able to produce competitive results. This has demonstrated that the ant-based hyper-heuristic is a reusable method. One major advantage of this work is the usage of the same parameter for all problem instances with simple moves and swap procedures. It is hoped that in the future, results obtained will be better than current results by using better intelligent low level heuristics

An investigation of the ant-based hyper-heuristic for capacitated vehicle routing problem and traveling salesman problem

A brief observation on recent research of routing problems shows that most of the methods used to tackle the problems are using heuristics and metaheuristics; and they often use problem specific knowledge to build or improve solutions. In the last few years, research on hyper-heuristic has been investigated which aims to raise the generality of optimisation systems. This thesis is concerned with the investigation of ant-based hyper-heuristic. Ant algorithms have been applied to vehicle routing problems and have produced competitive results. Therefore, it is assumed that there is a reasonable possibility that ant-based hyperheuristic could perform well for the problem. The thesis first surveys the literature for some common solution methodologies for optimisation problems and explores in some detail the ant algorithms and ant algorithm hyperheuristic methods. Furthermore, the literature specifically concerns with routing problems; the capacitated routing problem (CVRP) and the travelling salesman problem (TSP). The thesis studies the ant system algorithm and further proposes the ant algorithm hyper-heuristic, which introduces a new pheromone update rule in order to improve its performance. The proposed approach, called the ant-based hyper-heuristic is tested to two routing problems; the CVRP and TSP. Although it does not produce any best known results, the experimental results have shown that it is competitive with other methods. Most importantly, it demonstrates how simple and easy to implement low level heuristics, with no extensive parameter tuning. Further analysis shows that the approach possesses learning mechanism when compared to random hyper-heuristic. The approach investigates the number of low level heuristics appropriate and found out that the more low level heuristics used, the better solution is generated. In addition an ACO hyper-heuristic which has two categories of pheromone updates is developed. However, ant-based hyper-heuristic performs better and this is inconsistent with the performance of ACO algorithm in the literature. In TSP, we utilise two different categories of low level heuristics, the TSP heuristics and the CVRP heuristics that were previously used for the CVRP. From the observation, it can be seen that by using any heuristics for the same class of problems, ant-based hyper-heuristic is seen to be able to produce competitive results. This has demonstrated that the ant-based hyper-heuristic is a reusable method. One major advantage of this work is the usage of the same parameter for all problem instances with simple moves and swap procedures. It is hoped that in the future, results obtained will be better than current results by using better intelligent low level heuristics

Modelo de otimização do espaço livre de armazenagem num silo de cereais

Este trabalho baseia-se num caso de estudo real de planeamento de operações de armazenagem num silo rural de cereais, e enquadra-se nos problemas de planeamento e programação de armazéns. Os programadores deparam-se diariamente com o problema de arranjar a melhor solução de transferência entre células de armazenagem, tentando maximizar o número de células vazias, por forma a ter maior capacidade para receber novos lotes, respeitando as restrições de receção e expedição, e as restrições de capacidade das linhas de transporte. Foi desenvolvido um modelo matemático de programação linear inteira mista e uma aplicação em Excel, com recurso ao VBA, para a sua implementação. Esta implementação abrangeu todo o processo relativo à atividade em causa, isto é, vai desde a recolha de dados, seu tratamento e análise, até à solução final de distribuição dos vários produtos pelas várias células. Os resultados obtidos mostram que o modelo otimiza o número de células vazias, tendo em conta os produtos que estão armazenados mais os que estão para ser rececionados e expedidos, em tempo computacional inferior a 60 segundos, constituindo, assim, uma importante mais valia para a empresa em causa.This work is based on a real case study for planning storage operations in a rural grain silo, and fits the problems of planning and programming of warehouses. Programmers are faced daily with the problem of finding the best solution for transfers between storage cells, trying to maximize the number of empty cells in order to have greater capacity to receive new lots, subject to receiving, dispatching, and transportation lines capacity constraints. We developed a mixed integer linear programming model and an Excel/VBA application for its implementation. This implementation included the entire process, ranging from data collection, its treatment and analysis to the final solution for the distribution of various products by various cells. The results show that the model optimizes the number of empty cells, in computation time less than 60 seconds, and thereby constitutes a significant added value to the company concerned

An investigation of multi-objective hyper-heuristics for multi-objective optimisation

In this thesis, we investigate and develop a number of online learning selection choice function based hyper-heuristic methodologies that attempt to solve multi-objective unconstrained optimisation problems. For the first time, we introduce an online learning selection choice function based hyperheuristic framework for multi-objective optimisation. Our multi-objective hyper-heuristic controls and combines the strengths of three well-known multi-objective evolutionary algorithms (NSGAII, SPEA2, and MOGA), which are utilised as the low level heuristics. A choice function selection heuristic acts as a high level strategy which adaptively ranks the performance of those low-level heuristics according to feedback received during the search process, deciding which one to call at each decision point. Four performance measurements are integrated into a ranking scheme which acts as a feedback learning mechanism to provide knowledge of the problem domain to the high level strategy. To the best of our knowledge, for the first time, this thesis investigates the influence of the move acceptance component of selection hyper-heuristics for multi-objective optimisation. Three multi-objective choice function based hyper-heuristics, combined with different move acceptance strategies including All-Moves as a deterministic move acceptance and the Great Deluge Algorithm (GDA) and Late Acceptance (LA) as a nondeterministic move acceptance function. GDA and LA require a change in the value of a single objective at each step and so a well-known hypervolume metric, referred to as D metric, is proposed for their applicability to the multi-objective optimisation problems. D metric is used as a way of comparing two non-dominated sets with respect to the objective space. The performance of the proposed multi-objective selection choice function based hyper-heuristics is evaluated on the Walking Fish Group (WFG) test suite which is a common benchmark for multi-objective optimisation. Additionally, the proposed approaches are applied to the vehicle crashworthiness design problem, in order to test its effectiveness on a realworld multi-objective problem. The results of both benchmark test problems demonstrate the capability and potential of the multi-objective hyper-heuristic approaches in solving continuous multi-objective optimisation problems. The multi-objective choice function Great Deluge Hyper-Heuristic (HHMO_CF_GDA) turns out to be the best choice for solving these types of problems

An investigation of multi-objective hyper-heuristics for multi-objective optimisation

In this thesis, we investigate and develop a number of online learning selection choice function based hyper-heuristic methodologies that attempt to solve multi-objective unconstrained optimisation problems. For the first time, we introduce an online learning selection choice function based hyperheuristic framework for multi-objective optimisation. Our multi-objective hyper-heuristic controls and combines the strengths of three well-known multi-objective evolutionary algorithms (NSGAII, SPEA2, and MOGA), which are utilised as the low level heuristics. A choice function selection heuristic acts as a high level strategy which adaptively ranks the performance of those low-level heuristics according to feedback received during the search process, deciding which one to call at each decision point. Four performance measurements are integrated into a ranking scheme which acts as a feedback learning mechanism to provide knowledge of the problem domain to the high level strategy. To the best of our knowledge, for the first time, this thesis investigates the influence of the move acceptance component of selection hyper-heuristics for multi-objective optimisation. Three multi-objective choice function based hyper-heuristics, combined with different move acceptance strategies including All-Moves as a deterministic move acceptance and the Great Deluge Algorithm (GDA) and Late Acceptance (LA) as a nondeterministic move acceptance function. GDA and LA require a change in the value of a single objective at each step and so a well-known hypervolume metric, referred to as D metric, is proposed for their applicability to the multi-objective optimisation problems. D metric is used as a way of comparing two non-dominated sets with respect to the objective space. The performance of the proposed multi-objective selection choice function based hyper-heuristics is evaluated on the Walking Fish Group (WFG) test suite which is a common benchmark for multi-objective optimisation. Additionally, the proposed approaches are applied to the vehicle crashworthiness design problem, in order to test its effectiveness on a realworld multi-objective problem. The results of both benchmark test problems demonstrate the capability and potential of the multi-objective hyper-heuristic approaches in solving continuous multi-objective optimisation problems. The multi-objective choice function Great Deluge Hyper-Heuristic (HHMO_CF_GDA) turns out to be the best choice for solving these types of problems

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