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

Fairness in examination timetabling: student preferences and extended formulations

Variations of the examination timetabling problem have been investigated by the research community for more than two decades. The common characteristic between all problems is the fact that the definitions and data sets used all originate from actual educational institutions, particularly universities, including specific examination criteria and the students involved. Although much has been achieved and published on the state-of-the-art problem modelling and optimisation, a lack of attention has been focussed on the students involved in the process. This work presents and utilises the results of an extensive survey seeking student preferences with regard to their individual examination timetables, with the aim of producing solutions which satisfy these preferences while still also satisfying all existing benchmark considerations. The study reveals one of the main concerns relates to fairness within the students cohort; i.e. a student considers fairness with respect to the examination timetables of their immediate peers, as highly important. Considerations such as providing an equitable distribution of preparation time between all student cohort examinations, not just a majority, are used to form a measure of fairness. In order to satisfy this requirement, we propose an extension to the state-of-the-art examination timetabling problem models widely used in the scientific literature. Fairness is introduced as a new objective in addition to the standard objectives, creating a multi-objective problem. Several real-world examination data models are extended and the benchmarks for each are used in experimentation to determine the effectiveness of a multi-stage multi-objective approach based on weighted Tchebyceff scalarisation in improving fairness along with the other objectives. The results show that the proposed model and methods allow for the production of high quality timetable solutions while also providing a trade-off between the standard soft constraints and a desired fairness for each student

Constructing selection hyper-heuristics for open vehicle routing with time delay neural networks using multiple experts

Hyper-heuristics are general purpose search methods for solving computationally difficult problems. A selection hyper-heuristic is composed of two key components: a heuristic selection method and move acceptance criterion. Under an iterative single-point search framework, a solution is modified by selecting and applying a predefined low-level heuristic, with a decision then taken to accept or reject the resulting solution. Designing a selection hyper-heuristic is an extremely challenging task. In this study, we investigate computer-aided design of a selection hyper-heuristic for the open vehicle routing problem. A time delay neural network is used as an offline apprenticeship learning method. Our approach first observes the search behaviour of multiple expert human-designed selection hyper-heuristics on a selected sample of training instances, before automatically generating a selection hyper-heuristic capable of solving unseen instances effectively. The proposed approach is tested on open vehicle routing problem instances of different sizes to examine the performance and generality of the selection hyper-heuristics generated. Improved performance is demonstrated over a set of well-known benchmarks from the literature when compared to using the existing expert systems directly

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance

Batched Mode Hyper-heuristics

Abstract. A common form of a hyper-heuristic is a method that controls a search process which uses neighbourhood operators. There have many studies showing that hyper-heuristics are reusable for solving unseen problem instances not only from a particular domain but also different problem domains without requiring any change. However, generally hyper-heuristics have been considered as part of time-contract algorithms, i.e. they are given a fixed execution time, and also used to solve each each instance separately. This paper considers the potential gains and challenges of a hyper-heuristic being able to treat a set of instances as a batch, to be completed within an overall joint execution time, but with the hyper-heuristic free to make its own decision as to how to divide the computational effort between the individual instances. Using the standard CHeSC benchmarks, we show the wide variation in runtimes that occur, and give evidence that this results in a batched mode having the potential for significant gains