Exact and heuristic approaches for multi-component optimisation problems

Modern real world applications are commonly complex, consisting of multiple subsystems that may interact with or depend on each other. Our case-study about wave energy converters (WEC) for the renewable energy industry shows that in such a multi-component system, optimising each individual component cannot yield global optimality for the entire system, owing to the influence of their interactions or the dependence on one another. Moreover, modelling a multi-component problem is rarely easy due to the complexity of the issues, which leads to a desire for existent models on which to base, and against which to test, calculations. Recently, the travelling thief problem (TTP) has attracted significant attention in the Evolutionary Computation community. It is intended to offer a better model for multicomponent systems, where researchers can push forward their understanding of the optimisation of such systems, especially for understanding of the interconnections between the components. The TTP interconnects with two classic NP-hard problems, namely the travelling salesman problem and the 0-1 knapsack problem, via the transportation cost that non-linearly depends on the accumulated weight of items. This non-linear setting introduces additional complexity. We study this nonlinearity through a simplified version of the TTP - the packing while travelling (PWT) problem, which aims to maximise the total reward for a given travelling tour. Our theoretical and experimental investigations demonstrate that the difficulty of a given problem instance is significantly influenced by adjusting a single parameter, the renting rate, which prompted our method of creating relatively hard instances using simple evolutionary algorithms. Our further investigations into the PWT problem yield a dynamic programming (DP) approach that can solve the problem in pseudo polynomial time and a corresponding approximation scheme. The experimental investigations show that the new approaches outperform the state-of-the-art ones. We furthermore propose three exact algorithms for the TTP, based on the DP of the PWT problem. By employing the exact DP for the underlying PWT problem as a subroutine, we create a novel indicator-based hybrid evolutionary approach for a new bi-criteria formulation of the TTP. This hybrid design takes advantage of the DP approach, along with a number of novel indicators and selection mechanisms to achieve better solutions. The results of computational experiments show that the approach is capable to outperform the state-of-the-art results.Thesis (Ph.D.) -- University of Adelaide, School of Computer Science, 201

On the Impact of Operators and Populations within Evolutionary Algorithms for the Dynamic Weighted Traveling Salesperson Problem

Evolutionary algorithms have been shown to obtain good solutions for complex optimization problems in static and dynamic environments. It is important to understand the behaviour of evolutionary algorithms for complex optimization problems that also involve dynamic and/or stochastic components in a systematic way in order to further increase their applicability to real-world problems. We investigate the node weighted traveling salesperson problem (W-TSP), which provides an abstraction of a wide range of weighted TSP problems, in dynamic settings. In the dynamic setting of the problem, items that have to be collected as part of a TSP tour change over time. We first present a dynamic setup for the dynamic W-TSP parameterized by different types of changes that are applied to the set of items to be collected when traversing the tour. Our first experimental investigations study the impact of such changes on resulting optimized tours in order to provide structural insights of optimization solutions. Afterwards, we investigate simple mutation-based evolutionary algorithms and study the impact of the mutation operators and the use of populations with dealing with the dynamic changes to the node weights of the problem

Dynamic multi-objective optimization using evolutionary algorithms

Dynamic Multi-objective Optimization Problems (DMOPs) offer an opportunity to examine and solve challenging real world scenarios where trade-off solutions between conflicting objectives change over time. Definition of benchmark problems allows modelling of industry scenarios across transport, power and communications networks, manufacturing and logistics. Recently, significant progress has been made in the variety and complexity of DMOP benchmarks and the incorporation of realistic dynamic characteristics. However, significant gaps still exist in standardised methodology for DMOPs, specific problem domain examples and in the understanding of the impacts and explanations of dynamic characteristics. This thesis provides major contributions on these three topics within evolutionary dynamic multi-objective optimization. Firstly, experimental protocols for DMOPs are varied. This limits the applicability and relevance of results produced and conclusions made in the field. A major source of the inconsistency lies in the parameters used to define specific problem instances being examined. The uninformed selection of these has historically held back understanding of their impacts and standardisation in experimental approach to these parameters in the multi-objective problem domain. Using the frequency and severity (or magnitude) of change events, a more informed approach to DMOP experimentation is conceptualized, implemented and evaluated. Establishment of a baseline performance expectation across a comprehensive range of dynamic instances for well-studied DMOP benchmarks is analyzed. To maximize relevance, these profiles are composed from the performance of evolutionary algorithms commonly used for baseline comparisons and those with simple dynamic responses. Comparison and contrast with the coverage of parameter combinations in the sampled literature highlights the importance of these contributions. Secondly, the provision of useful and realistic DMOPs in the combinatorial domain is limited in previous literature. A novel dynamic benchmark problem is presented by the extension of the Travelling Thief Problem (TTP) to include a variety of realistic and contextually justified dynamic changes. Investigation of problem information exploitation and it's potential application as a dynamic response is a key output of these results and context is provided through comparison to results obtained by adapting existing TTP heuristics. Observation driven iterative development prompted the investigation of multi-population island model strategies, together with improvements in the approaches to accurately describe and compare the performance of algorithm models for DMOPs, a contribution which is applicable beyond the dynamic TTP. Thirdly, the purpose of DMOPs is to reconstruct realistic scenarios, or features from them, to allow for experimentation and development of better optimization algorithms. However, numerous important characteristics from real systems still require implementation and will drive research and development of algorithms and mechanisms to handle these industrially relevant problem classes. The novel challenges associated with these implementations are significant and diverse, even for a simple development such as consideration of DMOPs with multiple time dependencies. Real world systems with dynamics are likely to contain multiple temporally changing aspects, particularly in energy and transport domains. Problems with more than one dynamic problem component allow for asynchronous changes and a differing severity between components that leads to an explosion in the size of the possible dynamic instance space. Both continuous and combinatorial problem domains require structured investigation into the best practices for experimental design, algorithm application and performance measurement, comparison and visualization. Highlighting the challenges, the key requirements for effective progress and recommendations on experimentation are explored here

Holistic, data-driven, service and supply chain optimisation: linked optimisation.

The intensity of competition and technological advancements in the business environment has made companies collaborate and cooperate together as a means of survival. This creates a chain of companies and business components with unified business objectives. However, managing the decision-making process (like scheduling, ordering, delivering and allocating) at the various business components and maintaining a holistic objective is a huge business challenge, as these operations are complex and dynamic. This is because the overall chain of business processes is widely distributed across all the supply chain participants; therefore, no individual collaborator has a complete overview of the processes. Increasingly, such decisions are automated and are strongly supported by optimisation algorithms - manufacturing optimisation, B2B ordering, financial trading, transportation scheduling and allocation. However, most of these algorithms do not incorporate the complexity associated with interacting decision-making systems like supply chains. It is well-known that decisions made at one point in supply chains can have significant consequences that ripple through linked production and transportation systems. Recently, global shocks to supply chains (COVID-19, climate change, blockage of the Suez Canal) have demonstrated the importance of these interdependencies, and the need to create supply chains that are more resilient and have significantly reduced impact on the environment. Such interacting decision-making systems need to be considered through an optimisation process. However, the interactions between such decision-making systems are not modelled. We therefore believe that modelling such interactions is an opportunity to provide computational extensions to current optimisation paradigms. This research study aims to develop a general framework for formulating and solving holistic, data-driven optimisation problems in service and supply chains. This research achieved this aim and contributes to scholarship by firstly considering the complexities of supply chain problems from a linked problem perspective. This leads to developing a formalism for characterising linked optimisation problems as a model for supply chains. Secondly, the research adopts a method for creating a linked optimisation problem benchmark by linking existing classical benchmark sets. This involves using a mix of classical optimisation problems, typically relating to supply chain decision problems, to describe different modes of linkages in linked optimisation problems. Thirdly, several techniques for linking supply chain fragmented data have been proposed in the literature to identify data relationships. Therefore, this thesis explores some of these techniques and combines them in specific ways to improve the data discovery process. Lastly, many state-of-the-art algorithms have been explored in the literature and these algorithms have been used to tackle problems relating to supply chain problems. This research therefore investigates the resilient state-of-the-art optimisation algorithms presented in the literature, and then designs suitable algorithmic approaches inspired by the existing algorithms and the nature of problem linkages to address different problem linkages in supply chains. Considering research findings and future perspectives, the study demonstrates the suitability of algorithms to different linked structures involving two sub-problems, which suggests further investigations on issues like the suitability of algorithms on more complex structures, benchmark methodologies, holistic goals and evaluation, processmining, game theory and dependency analysis

Runtime Analysis of Quality Diversity Algorithms

Quality diversity~(QD) is a branch of evolutionary computation that gained increasing interest in recent years. The Map-Elites QD approach defines a feature space, i.e., a partition of the search space, and stores the best solution for each cell of this space. We study a simple QD algorithm in the context of pseudo-Boolean optimisation on the ``number of ones'' feature space, where the $i$th cell stores the best solution amongst those with a number of ones in $[(i-1)k, ik-1]$. Here $k$ is a granularity parameter $1 \leq k \leq n+1$. We give a tight bound on the expected time until all cells are covered for arbitrary fitness functions and for all $k$ and analyse the expected optimisation time of QD on \textsc{OneMax} and other problems whose structure aligns favourably with the feature space. On combinatorial problems we show that QD finds a ${(1-1/e)}$-approximation when maximising any monotone sub-modular function with a single uniform cardinality constraint efficiently. Defining the feature space as the number of connected components of a connected graph, we show that QD finds a minimum spanning tree in expected polynomial time