Adaptação automática de algoritmos de otimização metaheurística

A maioria dos problemas do mundo real tem uma multiplicidade de possíveis soluções. Além disso, usualmente, são encontradas limitações de recursos e tempo na resolução de problemas reais complexos e, por isso, frequentemente, não é possível aplicar um método determinístico na resolução desses problemas. Por este motivo, as meta-heurísticas têm ganho uma relevância significativa sobre os métodos determinísticos na resolução de problemas de otimização com múltiplas combinações. Ainda que as abordagens meta-heurísticas sejam agnósticas ao problema, os resultados da otimização são fortemente influenciados pelos parâmetros que estas meta-heurísticos necessitam para a sua configuração. Por sua vez, as melhores parametrizações são fortemente influenciadas pela meta-heurística e pela função objetivo. Por este motivo, a cada novo desenvolvimento é necessária uma otimização dos parâmetros das metas heurísticas praticamente partindo do zero. Assim, e, atendendo ao aumento da complexidade das meta-heurísticas e dos problemas aos quais estassão normalmente aplicadas, tem-se vindo a observar um crescente interesse no problema da configuração ótima destes algoritmos. Neste projeto é apresentada uma nova abordagem de otimização automática dos parâmetros de algoritmos meta-heurísticos. Esta abordagem não consiste numa pré-seleção estática de um único conjunto de parâmetros que será utilizado ao longo da pesquisa, como é a abordagem comum, mas sim na criação de um processo dinâmico, em que a parametrização é alterada ao longo da otimização. Esta solução consiste na divisão do processo de otimização em três etapas, forçando, numa primeira etapa um nível alto de exploração do espaço de procura, seguida de uma exploração intermédia e, na última etapa, privilegiando a pesquisa local focada nos pontos de maior potencial. De forma a permitir uma solução eficiente e eficaz, foram desenvolvidos dois módulos um Módulo de Treino e um Módulo de Otimização. No Módulo de Treino, o processo de fine-tuning é automatizado e, consequentemente, o processo de integração de uma nova meta-heurística ou uma nova função objetivo é facilitado. No Módulo de Otimização é usado um sistema multiagente para a otimização de uma dada função seguindo a abordagem de pesquisa proposta. Com base nos resultados obtidos através da aplicação de otimização por enxame de partículas e algoritmos genéticos a várias funções benchmark e a um problema real na área dos sistemas de energia, o Módulo de Treino permitiu automatizar o processo de fine-tuning e, consequentemente, facilitar o processo de introdução no sistema de uma nova meta-heurística ou de uma nova função relativa a um novo problema a resolver. Utilizando a abordagem de otimização proposta através do Módulo de Otimização, obtém-se uma maior generalização e os resultados são melhorados sem comprometer o tempo máximo para a otimização.Most real-word problems have a large solution space. Due to resource and time constraints, it is often not possible to apply a deterministic method to solve such problems. For this reason, metaheuristic optimization algorithm has earned increased popularity over the deterministic methods in solving complex combination optimization problems. However, despite being problem-agnostic techniques, metaheuristic’s optimization results are highly impacted by the defined parameters. The best parameterizations are highly impacted by the metaheuristic version and by the addressed objective function. For this reason, with each new development it is necessary to optimize the metaheuristic parameters practically from scratch. Thus, and given the increasing complexity of metaheuristics and the problems to which they are normally applied, there has been a growing interest in the problem of optimal configuration of these algorithms. In this work, a new approach for automatic optimization of metaheuristic algorithms parameters is presented. This approach does not consist in a static pre-selection of a single set of parameters that will be used throughout the search process, as is the common approach, but in the creation of a dynamic process, in which the parameterization is changed during the optimization. This solution consists of dividing the optimization process into three stages, forcing, in a first stage, a high level of exploration of the search space, followed by an intermediate exploration and, in the last stage, fostering local search focused on the points of greatest potential. In order to allow an efficient and effective solution, two modules are developed, a Training Module and an Optimization Module. In the Training Module, the finetuning process is automated and, consequently, the process of integrating a new metaheuristic or a new objective function is facilitated. In the Optimization Module, a multi-agent system is used to optimize a given function following the proposed research approach. Based on the results obtained using particle swarm optimization and genetic algorithms to solve several benchmark functions and a real problem in the area of power and energy systems, the Training Module made it possible to automate the fine-tuning process and, consequently, facilitate the process of introducing in the system a new metaheuristic or a new function related to a new problem to be solved. Using the proposed optimization approach through the Optimization Module, a greater generalization is obtained, and the results are improved without compromising the maximum time for the optimization

Review of Metaheuristics and Generalized Evolutionary Walk Algorithm

Metaheuristic algorithms are often nature-inspired, and they are becoming very powerful in solving global optimization problems. More than a dozen of major metaheuristic algorithms have been developed over the last three decades, and there exist even more variants and hybrid of metaheuristics. This paper intends to provide an overview of nature-inspired metaheuristic algorithms, from a brief history to their applications. We try to analyze the main components of these algorithms and how and why they works. Then, we intend to provide a unified view of metaheuristics by proposing a generalized evolutionary walk algorithm (GEWA). Finally, we discuss some of the important open questions.Comment: 14 page

Efficiency Analysis of Swarm Intelligence and Randomization Techniques

Swarm intelligence has becoming a powerful technique in solving design and scheduling tasks. Metaheuristic algorithms are an integrated part of this paradigm, and particle swarm optimization is often viewed as an important landmark. The outstanding performance and efficiency of swarm-based algorithms inspired many new developments, though mathematical understanding of metaheuristics remains partly a mystery. In contrast to the classic deterministic algorithms, metaheuristics such as PSO always use some form of randomness, and such randomization now employs various techniques. This paper intends to review and analyze some of the convergence and efficiency associated with metaheuristics such as firefly algorithm, random walks, and L\'evy flights. We will discuss how these techniques are used and their implications for further research.Comment: 10 pages. arXiv admin note: substantial text overlap with arXiv:1212.0220, arXiv:1208.0527, arXiv:1003.146

Incorporating Memory and Learning Mechanisms Into Meta-RaPS

Due to the rapid increase of dimensions and complexity of real life problems, it has become more difficult to find optimal solutions using only exact mathematical methods. The need to find near-optimal solutions in an acceptable amount of time is a challenge when developing more sophisticated approaches. A proper answer to this challenge can be through the implementation of metaheuristic approaches. However, a more powerful answer might be reached by incorporating intelligence into metaheuristics. Meta-RaPS (Metaheuristic for Randomized Priority Search) is a metaheuristic that creates high quality solutions for discrete optimization problems. It is proposed that incorporating memory and learning mechanisms into Meta-RaPS, which is currently classified as a memoryless metaheuristic, can help the algorithm produce higher quality results. The proposed Meta-RaPS versions were created by taking different perspectives of learning. The first approach taken is Estimation of Distribution Algorithms (EDA), a stochastic learning technique that creates a probability distribution for each decision variable to generate new solutions. The second Meta-RaPS version was developed by utilizing a machine learning algorithm, Q Learning, which has been successfully applied to optimization problems whose output is a sequence of actions. In the third Meta-RaPS version, Path Relinking (PR) was implemented as a post-optimization method in which the new algorithm learns the good attributes by memorizing best solutions, and follows them to reach better solutions. The fourth proposed version of Meta-RaPS presented another form of learning with its ability to adaptively tune parameters. The efficiency of these approaches motivated us to redesign Meta-RaPS by removing the improvement phase and adding a more sophisticated Path Relinking method. The new Meta-RaPS could solve even the largest problems in much less time while keeping up the quality of its solutions. To evaluate their performance, all introduced versions were tested using the 0-1 Multidimensional Knapsack Problem (MKP). After comparing the proposed algorithms, Meta-RaPS PR and Meta-RaPS Q Learning appeared to be the algorithms with the best and worst performance, respectively. On the other hand, they could all show superior performance than other approaches to the 0-1 MKP in the literature

Dynamic approach to solve the daily drayage problem with travel time uncertainty

The intermodal transport chain can become more e cient by means of a good organization of drayage movements. Drayage in intermodal container terminals involves the pick up and delivery of containers at customer locations, and the main objective is normally the assignment of transportation tasks to the di erent vehicles, often with the presence of time windows. This scheduling has traditionally been done once a day and, under these conditions, any unexpected event could cause timetable delays. We propose to use the real-time knowledge about vehicle position to solve this problem, which permanently allows the planner to reassign tasks in case the problem conditions change. This exact knowledge of the position of the vehicles is possible using a geographic positioning system by satellite (GPS, Galileo, Glonass), and the results show that this additional data can be used to dynamically improve the solution

Distribution planning in a weather-dependent scenario with stochastic travel times: a simheuristics approach

In real-life logistics, distribution plans might be affected by weather conditions (rain, snow, and fog), since they might have a significant effect on traveling times and, therefore, on total distribution costs. In this paper, the distribution problem is modeled as a multi-depot vehicle routing problem with stochastic traveling times. These traveling times are not only stochastic in nature but the specific probability distribution used to model them depends on the particular weather conditions on the delivery day. In order to solve the aforementioned problem, a simheuristic approach combining simulation within a biased-randomized heuristic framework is proposed. As the computational experiments will show, our simulation-optimization algorithm is able to provide high-quality solutions to this NP-hard problem in short computing times even for large-scale instances. From a managerial perspective, such a tool can be very useful in practical applications since it helps to increase the efficiency of the logistics and transportation operations.Peer ReviewedPostprint (published version

Distribution planning in a weather-dependent scenario with stochastic travel times: a simheuristics approach

In real-life logistics, distribution plans might be affected by weather conditions (rain, snow, and fog), since they might have a significant effect on traveling times and, therefore, on total distribution costs. In this paper, the distribution problem is modeled as a multi-depot vehicle routing problem with stochastic traveling times. These traveling times are not only stochastic in nature but the specific probability distribution used to model them depends on the particular weather conditions on the delivery day. In order to solve the aforementioned problem, a simheuristic approach combining simulation within a biased-randomized heuristic framework is proposed. As the computational experiments will show, our simulation-optimization algorithm is able to provide high-quality solutions to this NP-hard problem in short computing times even for large-scale instances. From a managerial perspective, such a tool can be very useful in practical applications since it helps to increase the efficiency of the logistics and transportation operations.Peer ReviewedPostprint (published version

Sensor networks security based on sensitive robots agents. A conceptual model

Multi-agent systems are currently applied to solve complex problems. The security of networks is an eloquent example of a complex and difficult problem. A new model-concept Hybrid Sensitive Robot Metaheuristic for Intrusion Detection is introduced in the current paper. The proposed technique could be used with machine learning based intrusion detection techniques. The new model uses the reaction of virtual sensitive robots to different stigmergic variables in order to keep the tracks of the intruders when securing a sensor network.Comment: 5 page