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

A Comprehensive Review of Bio-Inspired Optimization Algorithms Including Applications in Microelectronics and Nanophotonics

The application of artificial intelligence in everyday life is becoming all-pervasive and unavoidable. Within that vast field, a special place belongs to biomimetic/bio-inspired algorithms for multiparameter optimization, which find their use in a large number of areas. Novel methods and advances are being published at an accelerated pace. Because of that, in spite of the fact that there are a lot of surveys and reviews in the field, they quickly become dated. Thus, it is of importance to keep pace with the current developments. In this review, we first consider a possible classification of bio-inspired multiparameter optimization methods because papers dedicated to that area are relatively scarce and often contradictory. We proceed by describing in some detail some more prominent approaches, as well as those most recently published. Finally, we consider the use of biomimetic algorithms in two related wide fields, namely microelectronics (including circuit design optimization) and nanophotonics (including inverse design of structures such as photonic crystals, nanoplasmonic configurations and metamaterials). We attempted to keep this broad survey self-contained so it can be of use not only to scholars in the related fields, but also to all those interested in the latest developments in this attractive area

The design and applications of the african buffalo algorithm for general optimization problems

Optimization, basically, is the economics of science. It is concerned with the need to maximize profit and minimize cost in terms of time and resources needed to execute a given project in any field of human endeavor. There have been several scientific investigations in the past several decades on discovering effective and efficient algorithms to providing solutions to the optimization needs of mankind leading to the development of deterministic algorithms that provide exact solutions to optimization problems. In the past five decades, however, the attention of scientists has shifted from the deterministic algorithms to the stochastic ones since the latter have proven to be more robust and efficient, even though they do not guarantee exact solutions. Some of the successfully designed stochastic algorithms include Simulated Annealing, Genetic Algorithm, Ant Colony Optimization, Particle Swarm Optimization, Bee Colony Optimization, Artificial Bee Colony Optimization, Firefly Optimization etc. A critical look at these ‘efficient’ stochastic algorithms reveals the need for improvements in the areas of effectiveness, the number of several parameters used, premature convergence, ability to search diverse landscapes and complex implementation strategies. The African Buffalo Optimization (ABO), which is inspired by the herd management, communication and successful grazing cultures of the African buffalos, is designed to attempt solutions to the observed shortcomings of the existing stochastic optimization algorithms. Through several experimental procedures, the ABO was used to successfully solve benchmark optimization problems in mono-modal and multimodal, constrained and unconstrained, separable and non-separable search landscapes with competitive outcomes. Moreover, the ABO algorithm was applied to solve over 100 out of the 118 benchmark symmetric and all the asymmetric travelling salesman’s problems available in TSPLIB95. Based on the successful experimentation with the novel algorithm, it is safe to conclude that the ABO is a worthy contribution to the scientific literature

Exact and non-exact procedures for solving the response time variability problem (RTVP)

Premi extraordinari doctorat curs 2009-2010, àmbit d’Enginyeria IndustrialCuando se ha de compartir un recurso entre demandas (de productos, clientes, tareas, etc.) competitivas que requieren una atención regular, es importante programar el derecho al acceso del recurso de alguna forma justa de manera que cada producto, cliente o tarea reciba un acceso al recurso proporcional a su demanda relativa al total de las demandas competitivas. Este tipo de problemas de secuenciación pueden ser generalizados bajo el siguiente esquema. Dados n símbolos, cada uno con demanda di (i = 1,...,n), se ha de generar una secuencia justa o regular donde cada símbolo aparezca di veces. No existe una definición universal de justicia, ya que puede haber varias métricas razonables para medirla según el problema específico considerado. En el Problema de Variabilidad en el Tiempo de Respuesta, o Response Time Variability Problem (RTVP) en inglés, la injusticia o irregularidad de una secuencia es medida como la suma, para todos los símbolos, de sus variabilidades en las distancias en que las copias de cada símbolo son secuenciados. Así, el objetivo del RTVP es encontrar la secuencia que minimice la variabilidad total. En otras palabras, el objetivo del RTVP es minimizar la variabilidad de los instantes en que los productos, clientes o trabajos reciben el recurso necesario. Este problema aparece en una amplia variedad de situaciones de la vida real; entre otras, secuenciación en líneas de modelo-mixto bajo just-in-time (JIT), en asignación de recursos en sistemas computacionales multi-hilo como sistemas operativos, servidores de red y aplicaciones mutimedia, en el mantenimiento periódico de maquinaria, en la recolección de basura, en la programación de comerciales en televisión y en el diseño de rutas para agentes comerciales con múltiples visitas a un mismo cliente. En algunos de estos problemas la regularidad no es una propiedad deseable por sí misma, si no que ayuda a minimizar costes. De hecho, cuando los costes son proporcionales al cuadrado de las distancias, el problema de minimizar costes y el RTVP son equivalentes. El RTVP es muy difícil de resolver (se ha demostrado que es NP-hard). El tamaño de las instancias del RTVP que pueden ser resueltas óptimamente con el mejor método exacto existente en la literatura tiene un límite práctico de 40 unidades. Por otro lado, los métodos no exactos propuestos en la literatura para resolver instancias mayores consisten en heurísticos simples que obtienen soluciones rápidamente, pero cuya calidad puede ser mejorada. Por tanto, los métodos de resolución existentes en la literatura son insuficientes. El principal objetivo de esta tesis es mejorar la resolución del RTVP. Este objetivo se divide en los dos siguientes subobjetivos : 1) aumentar el tamaño de las instancias del RTVP que puedan ser resueltas de forma óptima en un tiempo de computación práctico, y 2) obtener de forma eficiente soluciones lo más cercanas a las óptimas para instancias mayores. Además, la tesis tiene los dos siguientes objetivos secundarios: a) investigar el uso de metaheurísticos bajo el esquema de los hiper-heurísticos, y b) diseñar un procedimiento sistemático y automático para fijar los valores adecuados a los parámetros de los algoritmos. Se han desarrollado diversos métodos para alcanzar los objetivos anteriormente descritos. Para la resolución del RTVP se ha diseñado un método exacto basado en la técnica branch and bound y el tamaño de las instancias que pueden resolverse en un tiempo práctico se ha incrementado a 55 unidades. Para instancias mayores, se han diseñado métodos heurísticos, metaheurísticos e hiper-heurísticos, los cuales pueden obtener soluciones óptimas o casi óptimas rápidamente. Además, se ha propuesto un procedimiento sistemático y automático para tunear parámetros que aprovecha las ventajas de dos procedimientos existentes (el algoritmo Nelder & Mead y CALIBRA).When a resource must be shared between competing demands (of products, clients, jobs, etc.) that require regular attention, it is important to schedule the access right to the resource in some fair manner so that each product, client or job receives a share of the resource that is proportional to its demand relative to the total of the competing demands. These types of sequencing problems can be generalized under the following scheme. Given n symbols, each one with demand di (i = 1,...,n), a fair or regular sequence must be built in which each symbol appears di times. There is not a universal definition of fairness, as several reasonable metrics to measure it can be defined according to the specific considered problem. In the Response Time Variability Problem (RTVP), the unfairness or the irregularity of a sequence is measured by the sum, for all symbols, of their variabilities in the positions at which the copies of each symbol are sequenced. Thus, the objective of the RTVP is to find the sequence that minimises the total variability. In other words, the RTVP objective is to minimise the variability in the instants at which products, clients or jobs receive the necessary resource. This problem appears in a broad range of real-world areas. Applications include sequencing of mixed-model assembly lines under just-in-time (JIT), resource allocation in computer multi-threaded systems such as operating systems, network servers and media-based applications, periodic machine maintenance, waste collection, scheduling commercial videotapes for television and designing of salespeople's routes with multiple visits, among others. In some of these problems the regularity is not a property desirable by itself, but it helps to minimise costs. In fact, when the costs are proportional to the square of the distances, the problem of minimising costs and the RTVP are equivalent. The RTVP is very hard to be solved (it has been demonstrated that it is NP-hard). The size of the RTVP instances that can be solved optimally with the best exact method existing in the literature has a practical limit of 40 units. On the other hand, the non-exact methods proposed in the literature to solve larger instances are simple heuristics that obtains solutions quickly, but the quality of the obtained solutions can be improved. Thus, the solution methods existing in the literature are not enough to solve the RTVP. The main objective of this thesis is to improve the resolution of the RTVP. This objective is split in the two following sub-objectives: 1) to increase the size of the RTVP instances that can be solved optimally in a practical computing time; and 2) to obtain efficiently near-optimal solutions for larger instances. Moreover, the thesis has the following two secondary objectives: a) to research the use of metaheuristics under the scheme of hyper-heuristics, and b) to design a systematic, hands-off procedure to set the suitable values of the algorithm parameters. To achieve the aforementioned objectives, several procedures have been developed. To solve the RTVP an exact procedure based on the branch and bound technique has been designed and the size of the instances that can be solved in a practical time has been increased to 55 units. For larger instances, heuristic, heuristic, metaheuristic and hyper-heuristic procedures have been designed, which can obtain optimal or near-optimal solutions quickly. Moreover, a systematic, hands-off fine-tuning method that takes advantage of the two existing ones (Nelder & Mead algorithm and CALIBRA) has been proposed.Award-winningPostprint (published version

When move acceptance selection hyper-heuristics outperform Metropolis and elitist evolutionary algorithms and when not

Selection hyper-heuristics (HHs) are automated algorithm selection methodologies that choose between different heuristics during the optimisation process. Recently, selection HHs choosing between a collection of elitist randomised local search heuristics with different neighbourhood sizes have been shown to optimise standard unimodal benchmark functions from evolutionary computation in the optimal expected runtime achievable with the available low-level heuristics. In this paper, we extend our understanding of the performance of HHs to the domain of multimodal optimisation by considering a Move Acceptance HH (MAHH) from the literature that can switch between elitist and non-elitist heuristics during the run. In essence, MAHH is a non-elitist search heuristic that differs from other search heuristics in the source of non-elitism. We first identify the range of parameters that allow MAHH to hillclimb efficiently and prove that it can optimise the standard hillclimbing benchmark function OneMax in the best expected asymptotic time achievable by unbiased mutation-based randomised search heuristics. Afterwards, we use standard multimodal benchmark functions to highlight function characteristics where MAHH outperforms elitist evolutionary algorithms and the well-known Metropolis non-elitist algorithm by quickly escaping local optima, and ones where it does not. Since MAHH is essentially a non-elitist random local search heuristic, the paper is of independent interest to researchers in the fields of artificial intelligence and randomised search heuristics

HEDCOS: High Efficiency Dynamic Combinatorial Optimization System using Ant Colony Optimization algorithm

This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University LondonDynamic combinatorial optimization is gaining popularity among industrial practitioners due to the ever-increasing scale of their optimization problems and efforts to solve them to remain competitive. Larger optimization problems are not only more computationally intense to optimize but also have more uncertainty within problem inputs. If some aspects of the problem are subject to dynamic change, it becomes a Dynamic Optimization Problem (DOP). In this thesis, a High Efficiency Dynamic Combinatorial Optimization System is built to solve challenging DOPs with high-quality solutions. The system is created using Ant Colony Optimization (ACO) baseline algorithm with three novel developments. First, introduced an extension method for ACO algorithm called Dynamic Impact. Dynamic Impact is designed to improve convergence and solution quality by solving challenging optimization problems with a non-linear relationship between resource consumption and fitness. This proposed method is tested against the real-world Microchip Manufacturing Plant Production Floor Optimization (MMPPFO) problem and the theoretical benchmark Multidimensional Knapsack Problem (MKP). Second, a non-stochastic dataset generation method was introduced to solve the dynamic optimization research replicability problem. This method uses a static benchmark dataset as a starting point and source of entropy to generate a sequence of dynamic states. Then using this method, 1405 Dynamic Multidimensional Knapsack Problem (DMKP) benchmark datasets were generated and published using famous static MKP benchmark instances as the initial state. Third, introduced a nature-inspired discrete dynamic optimization strategy for ACO by modelling real-world ants’ symbiotic relationship with aphids. ACO with Aphids strategy is designed to solve discrete domain DOPs with event-triggered discrete dynamism. The strategy improved inter-state convergence by allowing better solution recovery after dynamic environment changes. Aphids mediate the information from previous dynamic optimization states to maximize initial results performance and minimize the impact on convergence speed. This strategy is tested for DMKP and against identical ACO implementations using Full-Restart and Pheromone-Sharing strategies, with all other variables isolated. Overall, Dynamic Impact and ACO with Aphids developments are compounding. Using Dynamic Impact on single objective optimization of MMPPFO, the fitness value was improved by 33.2% over the ACO algorithm without Dynamic Impact. MKP benchmark instances of low complexity have been solved to a 100% success rate even when a high degree of solution sparseness is observed, and large complexity instances have shown the average gap improved by 4.26 times. ACO with Aphids has also demonstrated superior performance over the Pheromone-Sharing strategy in every test on average gap reduced by 29.2% for a total compounded dynamic optimization performance improvement of 6.02 times. Also, ACO with Aphids has outperformed the Full-Restart strategy for large datasets groups, and the overall average gap is reduced by 52.5% for a total compounded dynamic optimization performance improvement of 8.99 times

Artificial Immune Systems for Combinatorial Optimisation: A Theoretical Investigation

We focus on the clonal selection inspired computational models of the immune system developed for general-purpose optimisation. Our aim is to highlight when these artificial immune systems (AIS) are more efficient than evolutionary algorithms (EAs). Compared to traditional EAs, AIS use considerably higher mutation rates (hypermutations) for variation, give higher selection probabilities to more recent solutions and lower selection probabilities to older ones (ageing). We consider the standard Opt-IA that includes both of the AIS distinguishing features and argue why it is of greater applicability than other popular AIS. Our first result is the proof that the stop at first constructive mutation version of its hypermutation operator is essential. Without it, the hypermutations cannot optimise any function with an arbitrary polynomial number of optima. Afterwards we show that the hypermutations are exponentially faster than the standard bit mutation operator used in traditional EAs at escaping from local optima of standard benchmark function classes and of the NP-hard Partition problem. If the basin of attraction of the local optima is not too large, then ageing allows even greater speed-ups. For the Cliff benchmark function this can make the difference between exponential and quasi-linear expected time. If the basin of attraction is too large, then ageing can implicitly detect the local optimum and escape it by automatically restarting the search process. The described power of hypermutations and ageing allows us to prove that they guarantee (1+epsilon) approximations for Partition in expected polynomial time for any constant epsilon. These features come at the expense of the hypermutations being a linear factor slower than EAs for standard unimodal benchmark functions and of eliminating the power of ageing at escaping local optima in the complete Opt-IA. We show that hypermutating with inversely proportional rates mitigates such drawbacks at the expense of losing the explorative advantages of the standard operator. We conclude the thesis by designing fast hypermutation operators that are provably a linear factor faster than the traditional ones for the unimodal benchmark functions and Partition, while maintaining explorative power and working in harmony together with ageing