A software interface for supporting the application of data science to optimisation

Many real world problems can be solved effectively by metaheuristics in combination with neighbourhood search. However, implementing neighbourhood search for a particular problem domain can be time consuming and so it is important to get the most value from it. Hyper-heuristics aim to get such value by using a specific API such as `HyFlex' to cleanly separate the search control structure from the details of the domain. Here, we discuss various longer-term additions to the HyFlex interface that will allow much richer information exchange, and so enhance learning via data science techniques, but without losing domain independence of the search control

The General Combinatorial Optimization Problem: Towards Automated Algorithm Design

This paper defines a new combinatorial optimisation problem, namely General Combinatorial Optimisation Problem (GCOP), whose decision variables are a set of parametric algorithmic components, i.e. algorithm design decisions. The solutions of GCOP, i.e. compositions of algorithmic components, thus represent different generic search algorithms. The objective of GCOP is to find the optimal algorithmic compositions for solving the given optimisation problems. Solving the GCOP is thus equivalent to automatically designing the best algorithms for optimisation problems. Despite recent advances, the evolutionary computation and optimisation research communities are yet to embrace formal standards that underpin automated algorithm design. In this position paper, we establish GCOP as a new standard to define different search algorithms within one unified model. We demonstrate the new GCOP model to standardise various search algorithms as well as selection hyper-heuristics. A taxonomy is defined to distinguish several widely used terminologies in automated algorithm design, namely automated algorithm composition, configuration and selection. We would like to encourage a new line of exciting research directions addressing several challenging research issues including algorithm generality, algorithm reusability, and automated algorithm design

An iterated multi-stage selection hyper-heuristic

There is a growing interest towards the design of reusable general purpose search methods that are applicable to different problems instead of tailored solutions to a single particular problem. Hyper-heuristics have emerged as such high level methods that explore the space formed by a set of heuristics (move operators) or heuristic components for solving computationally hard problems. A selection hyper-heuristic mixes and controls a predefined set of low level heuristics with the goal of improving an initially generated solution by choosing and applying an appropriate heuristic to a solution in hand and deciding whether to accept or reject the new solution at each step under an iterative framework. Designing an adaptive control mechanism for the heuristic selection and combining it with a suitable acceptance method is a major challenge, because both components can influence the overall performance of a selection hyper-heuristic. In this study, we describe a novel iterated multi-stage hyper-heuristic approach which cycles through two interacting hyper-heuristics and operates based on the principle that not all low level heuristics for a problem domain would be useful at any point of the search process. The empirical results on a hyper-heuristic benchmark indicate the success of the proposed selection hyper-heuristic across six problem domains beating the state-of-the-art approach

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

A methodology for determining an effective subset of heuristics in selection hyper-heuristics

We address the important step of determining an effective subset of heuristics in selection hyper-heuristics. Little attention has been devoted to this in the literature, and the decision is left at the discretion of the investigator. The performance of a hyper-heuristic depends on the quality and size of the heuristic pool. Using more than one heuristic is generally advantageous, however, an unnecessary large pool can decrease the performance of adaptive approaches. Our goal is to bring methodological rigour to this step. The proposed methodology uses non-parametric statistics and fitness landscape measurements from an available set of heuristics and benchmark instances, in order to produce a compact subset of effective heuristics for the underlying problem. We also propose a new iterated local search hyper-heuristic usingmulti-armed banditscoupled with a change detection mechanism. The methodology is tested on two real-world optimisation problems: course timetabling and vehicle routing. The proposed hyper-heuristic with a compact heuristic pool, outperforms state-of-the-art hyper-heuristics and competes with problem-specific methods in course timetabling, even producing new best-known solutions in 5 out of the 24 studied instances

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

Effective learning hyper-heuristics for the course timetabling problem

Course timetabling is an important and recurring administrative activity in most educational institutions. This article combines a general modeling methodology with effective learning hyper-heuristics to solve this problem. The proposed hyper-heuristics are based on an iterated local search procedure that autonomously combines a set of move operators. Two types of learning for operator selection are contrasted: a static (offline) approach, with a clear distinction between training and execution phases; and a dynamic approach that learns on the fly. The resulting algorithms are tested over the set of real-world instances collected by the first and second International Timetabling competitions. The dynamic scheme statistically outperforms the static counterpart, and produces competitive results when compared to the state-of-the-art, even producing a new best-known solution. Importantly, our study illustrates that algorithms with increased autonomy and generality can outperform human designed problem-specific algorithms

Crossover control in selection hyper-heuristics: case studies using MKP and HyFlex

Hyper-heuristics are a class of high-level search methodologies which operate over a search space of heuristics rather than a search space of solutions. Hyper-heuristic research has set out to develop methods which are more general than traditional search and optimisation techniques. In recent years, focus has shifted considerably towards cross-domain heuristic search. The intention is to develop methods which are able to deliver an acceptable level of performance over a variety of different problem domains, given a set of low-level heuristics to work with. This thesis presents a body of work investigating the use of selection hyper-heuristics in a number of different problem domains. Specifically the use of crossover operators, prevalent in many evolutionary algorithms, is explored within the context of single-point search hyper-heuristics. A number of traditional selection hyper-heuristics are applied to instances of a well-known NP-hard combinatorial optimisation problem, the multidimensional knapsack problem. This domain is chosen as a benchmark for the variety of existing problem instances and solution methods available. The results suggest that selection hyper-heuristics are a viable method to solve some instances of this problem domain. Following this, a framework is defined to describe the conceptual level at which crossover low-level heuristics are managed in single-point selection hyper-heuristics. HyFlex is an existing software framework which supports the design of heuristic search methods over multiple problem domains, i.e. cross-domain optimisation. A traditional heuristic selection mechanism is modified in order to improve results in the context of cross-domain optimisation. Finally the effect of crossover use in cross-domain optimisation is explored

A Methodology for Classifying Search Operators as Intensification or Diversification Heuristics

Selection hyper-heuristics are generic search tools that dynamically choose, from a given pool, the most promising operator (low-level heuristic) to apply at each iteration of the search process. The performance of these methods depends on the quality of the heuristic pool. Two types of heuristics can be part of the pool: diversification heuristics, which help to escape from local optima, and intensification heuristics, which effectively exploit promising regions in the vicinity of good solutions. An effective search strategy needs a balance between these two strategies. However, it is not straightforward to categorize an operator as intensification or diversification heuristic on complex domains. Therefore, we propose an automated methodology to do this classification. This brings methodological rigor to the configuration of an iterated local search hyper-heuristic featuring diversification and intensification stages. The methodology considers the empirical ranking of the heuristics based on an estimation of their capacity to either diversify or intensify the search. We incorporate the proposed approach into a state-of-the-art hyper-heuristic solving two domains: course timetabling and vehicle routing. Our results indicate improved performance, including new best-known solutions for the course timetabling problem

Hyper‐Heuristics and Metaheuristics for Selected Bio‐Inspired Combinatorial Optimization Problems

Many decision and optimization problems arising in bioinformatics field are time demanding, and several algorithms are designed to solve these problems or to improve their current best solution approach. Modeling and implementing a new heuristic algorithm may be time‐consuming but has strong motivations: on the one hand, even a small improvement of the new solution may be worth the long time spent on the construction of a new method; on the other hand, there are problems for which good‐enough solutions are acceptable which could be achieved at a much lower computational cost. In the first case, specially designed heuristics or metaheuristics are needed, while the latter hyper‐heuristics can be proposed. The paper will describe both approaches in different domain problems