Stochastic local search: a state-of-the-art review

The main objective of this paper is to provide a state-of-the-art review, analyze and discuss stochastic local search techniques used for solving hard combinatorial problems. It begins with a short introduction, motivation and some basic notation on combinatorial problems, search paradigms and other relevant features of searching techniques as needed for background. In the following a brief overview of the stochastic local search methods along with an analysis of the state-of-the-art stochastic local search algorithms is given. Finally, the last part of the paper present and discuss some of the most latest trends in application of stochastic local search algorithms in machine learning, data mining and some other areas of science and engineering. We conclude with a discussion on capabilities and limitations of stochastic local search algorithms

Iterative beam search algorithms for the permutation flowshop

We study an iterative beam search algorithm for the permutation flowshop (makespan and flowtime minimization). This algorithm combines branching strategies inspired by recent branch-and-bounds and a guidance strategy inspired by the LR heuristic. It obtains competitive results, reports many new-best-so-far solutions on the VFR benchmark (makespan minimization) and the Taillard benchmark (flowtime minimization) without using any NEH-based branching or iterative-greedy strategy. The source code is available at: https://gitlab.com/librallu/cats-pfsp

Metaheuristic Design Patterns: New Perspectives for Larger-Scale Search Architectures

Design patterns capture the essentials of recurring best practice in an abstract form. Their merits are well established in domains as diverse as architecture and software development. They offer significant benefits, not least a common conceptual vocabulary for designers, enabling greater communication of high-level concerns and increased software reuse. Inspired by the success of software design patterns, this chapter seeks to promote the merits of a pattern-based method to the development of metaheuristic search software components. To achieve this, a catalog of patterns is presented, organized into the families of structural, behavioral, methodological and component-based patterns. As an alternative to the increasing specialization associated with individual metaheuristic search components, the authors encourage computer scientists to embrace the ‘cross cutting' benefits of a pattern-based perspective to optimization algorithms. Some ways in which the patterns might form the basis of further larger-scale metaheuristic component design automation are also discussed

Automatic Design of Multi-Objective Local Search Algorithms: Case Study on a bi-objective Permutation Flowshop Scheduling Problem

International audienceMulti-objective local search (MOLS) algorithms are efficient metaheuristics, which improve a set of solutions by using their neighbourhood to iteratively find better and better solutions. MOLS algorithms are versatile algorithms with many available strategies, first to select the solutions to explore, then to explore them, and finally to update the archive using some of the visited neighbours. In this paper, we propose a new generalisation of MOLS algorithms incorporating new recent ideas and algorithms. To be able to instantiate the many MOLS algorithms of the literature, our generalisation exposes numerous numerical and categorical parameters, raising the possibility of being automatically designed by an automatic algorithm configuration (AAC) mechanism. We investigate the worth of such an automatic design of MOLS algorithms using MO-ParamILS, a multi-objective AAC configurator, on the permutation flowshop scheduling problem, and demonstrate its worth against a traditional manual design

From Parameter Tuning to Dynamic Heuristic Selection

The importance of balance between exploration and exploitation plays a crucial role while solving combinatorial optimization problems. This balance is reached by two general techniques: by using an appropriate problem solver and by setting its proper parameters. Both problems were widely studied in the past and the research process continues up until now. The latest studies in the field of automated machine learning propose merging both problems, solving them at design time, and later strengthening the results at runtime. To the best of our knowledge, the generalized approach for solving the parameter setting problem in heuristic solvers has not yet been proposed. Therefore, the concept of merging heuristic selection and parameter control have not been introduced. In this thesis, we propose an approach for generic parameter control in meta-heuristics by means of reinforcement learning (RL). Making a step further, we suggest a technique for merging the heuristic selection and parameter control problems and solving them at runtime using RL-based hyper-heuristic. The evaluation of the proposed parameter control technique on a symmetric traveling salesman problem (TSP) revealed its applicability by reaching the performance of tuned in online and used in isolation underlying meta-heuristic. Our approach provides the results on par with the best underlying heuristics with tuned parameters.:1 Introduction 1 1.1 Motivation 1 1.2 Research objective 2 1.3 Solution overview 2 2 Background and RelatedWork Analysis 3 2.1 Optimization Problems and their Solvers 3 2.2 Heuristic Solvers for Optimization Problems 9 2.3 Setting Algorithm Parameters 19 2.4 Combined Algorithm Selection and Hyper-Parameter Tuning Problem 27 2.5 Conclusion on Background and Related Work Analysis 28 3 Online Selection Hyper-Heuristic with Generic Parameter Control 31 3.1 Combined Parameter Control and Algorithm Selection Problem 31 3.2 Search Space Structure 32 3.3 Parameter Prediction Process 34 3.4 Low-Level Heuristics 35 3.5 Conclusion of Concept 36 4 Implementation Details 37 4.2 Search Space 40 4.3 Prediction Process 43 4.4 Low Level Heuristics 48 4.5 Conclusion 52 5 Evaluation 55 5.1 Optimization Problem 55 5.2 Environment Setup 56 5.3 Meta-heuristics Tuning 56 5.4 Concept Evaluation 60 5.5 Analysis of HH-PC Settings 74 5.6 Conclusion 79 6 Conclusion 81 7 FutureWork 83 7.1 Prediction Process 83 7.2 Search Space 84 7.3 Evaluations and Benchmarks 84 Bibliography 87 A Evaluation Results 99 A.1 Results in Figures 99 A.2 Results in numbers 10

Theoretical and Computational Research in Various Scheduling Models

Nine manuscripts were published in this Special Issue on “Theoretical and Computational Research in Various Scheduling Models, 2021” of the MDPI Mathematics journal, covering a wide range of topics connected to the theory and applications of various scheduling models and their extensions/generalizations. These topics include a road network maintenance project, cost reduction of the subcontracted resources, a variant of the relocation problem, a network of activities with generally distributed durations through a Markov chain, idea on how to improve the return loading rate problem by integrating the sub-tour reversal approach with the method of the theory of constraints, an extended solution method for optimizing the bi-objective no-idle permutation flowshop scheduling problem, the burn-in (B/I) procedure, the Pareto-scheduling problem with two competing agents, and three preemptive Pareto-scheduling problems with two competing agents, among others. We hope that the book will be of interest to those working in the area of various scheduling problems and provide a bridge to facilitate the interaction between researchers and practitioners in scheduling questions. Although discrete mathematics is a common method to solve scheduling problems, the further development of this method is limited due to the lack of general principles, which poses a major challenge in this research field

From algorithm selection to generation using deep learning

Algorithm selection and generation techniques are two methods that can be used to exploit the performance complementarity of different algorithms when applied to large diverse sets of combinatorial problem instances. As there is no single algorithm that dominates all others on all problem instances, algorithm selection automatically selects an algorithm expected to perform best for each problem instance. Meanwhile, algorithm generation refers to combining different algorithms in a manner that allows the resulting method to improve the efficacy of a pool of algorithms. This thesis examines algorithm selection and generation within a single streaming problem domain, that is Bin-Packing, where novel approaches are proposed and evaluated on large problem sets. This research starts with presenting a novel feature-free approach to select the best performing heuristic by capturing the sequential information implicit in a streaming instance and using this as direct input to two Deep Learning (DL) models, Long-Short-Term Memory (LSTM) or Gated Recurrent Unit (GRU), to learn a mapping from an instance to an algorithm. Results obtained using the proposed approach show that the performance of the feature-free selectors significantly outperforms the performance of both the single best solver and the classical feature-based approach using well-known Machine Learning (ML) classifiers when applied to large sets of diverse problem instances. Next, a more radical approach is proposed: bypass algorithm selection altogether by training encoder-decoder LSTM using solutions obtained from a set of algorithms to directly predict a solution from the instance data behaving as an automatically generated algorithm. Experiments conducted on large datasets using problem batches of varying sizes show that the generated algorithm is able to accurately predict solutions, particularly with small batch sizes. Finally, the thesis develops the proposed encoder-decoder approach by introducing a novel neural approach for generating algorithms, in which a neural network acts as an algorithm by generating decisions. Two architectures are evaluated, an encoder-decoder LSTM and a feed-forward Neural Network (NN), and trained using the decisions output from existing algorithms on a large set of instances. Experiments show that the new generated algorithms are capable of solving a subset of instances better than the well-known bin-packing algorithms, and hence they can significantly improve the overall performance when they are added to a pool of algorithms

Automatic Design of Hybrid Stochastic Local Search Algorithms - analysis and application

Combinatorial optimization problems can be found in many aspects ofmanufacturing, computer science, logistics and many more. These problemsconsist in combining a finite set of elements so that a cost measure isminimized or a quality measure is maximized. Despite the great interestgenerated by the many practical applications, combinatorial optimizationproblems can be quite hard to solve. In fact, many combinatorial optimizationproblems, like the traveling salesman problem and the permutation flowshopproblem, belong to a class of problems called NP-hard. The techniques used tosolve these problems can be grouped in two classes, exact methods andapproximate methods. Exact methods are guaranteed to eventually find theoptimal solution. Yet, the time needed to find the optimal solution may beimpractical. On the contrary, approximate methods are not guaranteed to findthe optimal solution but, in most cases, can find solutions with a qualityclose to the optimal in little time. Among these methods, stichastic localsearch (SLS) algorithms have been proved to be very successful. In fact, SLSalgorithms comprehend many of the most widely known high performance algorithmsto solve hard combinatorial optimization problems. These algorithms are oftenobtained after a significant, manual algorithm engineering effort. It ispossible to automatize this process by using automatic configuration tools witha configurable algorithmic framework. Such frameworks implement one or more SLSalgorithms in a modular way, where an algorithm is composed of differentalgorithmic components. This process is called automatic algorithm design(AAD). In this thesis, we expand the work done on grammar based automaticdesign of stochastic local search algorithms. In particular, we present a newalgorithmic framework, EMILI. This new framework improves over previousframeworks thanks to its modular design and its ability to instantiatealgorithms at run time. Using AAD, we present new state-of- the-art algorithmsfor the major objectives of the permutation flowshop problem (PFSP) and PFSPvariants with additional constraints. While working on PFSP we introduced a newspeed-up mechanism for the calculation of the objective function for PFSP withthe weighted tardiness objective as well as a new state-of-the-art algorithmfor PFSP with the makespan objective. Finally, we analyze how algorithmcomplexity affects the performances of automatically generated SLS algorithms.Doctorat en Sciences de l'ingénieur et technologieinfo:eu-repo/semantics/nonPublishe

Automatic design of hybrid stochastic local search algorithms for permutation flowshop problems

Stochastic local search methods are at the core of many effective heuristics for tackling different permutation flowshop problems (PFSPs). Usually, such algorithms require a careful, manual algorithm engineering effort to reach high performance. An alternative to the manual algorithm engineering is the automated design of effective SLS algorithms through building flexible algorithm frameworks and using automatic algorithm configuration techniques to instantiate high-performing algorithms. In this paper, we automatically generate new high-performing algorithms for some of the most widely studied variants of the PFSP. More in detail, we (i) developed a new algorithm framework, EMILI, that implements algorithm-specific and problem-specific building blocks; (ii) define the rules of how to compose algorithms from the building blocks; and (iii) employ an automatic algorithm configuration tool to search for high performing algorithm configurations. With these ingredients, we automatically generate algorithms for the PFSP with the objectives makespan, total completion time and total tardiness, which outperform the best algorithms obtained by a manual algorithm engineering process.SCOPUS: ar.jinfo:eu-repo/semantics/publishe