Simulation-based fitness landscape analysis and optimisation of complex problems

Widespread hard optimisation problems in economics and logistics are characterised by large dimensions, uncertainty and nonlinearity and require more powerful methods of stochastic optimisation that traditional ones. Simulation optimisation is a powerful tool for solving these problems. Moreover, fitness landscape analysis techniques provide an efficient approach to better selection of a suitable optimisation algorithm. The concept and techniques of fitness landscape analysis are described. A formalised scheme for simulation optimisation enhanced with fitness landscape analysis is given. Benchmark fitness landscape analysis is performed to find relations between efficiency of an optimisation algorithm and structural features of a fitness landscape. Case study in simulation optimisation of vehicle routing and scheduling is described. Various optimisation scenarios with application of the fitness landscape analysis are discussed and investigated

EXPObench: Benchmarking Surrogate-based Optimisation Algorithms on Expensive Black-box Functions

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms are usually evaluated with synthetic benchmarks which are well established but have no expensive objective, and only on one or two real-life applications which vary wildly between papers. There is a clear lack of standardisation when it comes to benchmarking surrogate algorithms on real-life, expensive, black-box objective functions. This makes it very difficult to draw conclusions on the effect of algorithmic contributions. A new benchmark library, EXPObench, provides first steps towards such a standardisation. The library is used to provide an extensive comparison of six different surrogate algorithms on four expensive optimisation problems from different real-life applications. This has led to new insights regarding the relative importance of exploration, the evaluation time of the objective, and the used model. A further contribution is that we make the algorithms and benchmark problem instances publicly available, contributing to more uniform analysis of surrogate algorithms. Most importantly, we include the performance of the six algorithms on all evaluated problem instances. This results in a unique new dataset that lowers the bar for researching new methods as the number of expensive evaluations required for comparison is significantly reduced.Comment: 13 page

OptPlatform: metaheuristic optimisation framework for solving complex real-world problems

This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University LondonWe optimise daily, whether that is planning a round trip that visits the most attractions within a given holiday budget or just taking a train instead of driving a car in a rush hour. Many problems, just like these, are solved by individuals as part of our daily schedule, and they are effortless and straightforward. If we now scale that to many individuals with many different schedules, like a school timetable, we get to a point where it is just not feasible or practical to solve by hand. In such instances, optimisation methods are used to obtain an optimal solution. In this thesis, a practical approach to optimisation has been taken by developing an optimisation platform with all the necessary tools to be used by practitioners who are not necessarily familiar with the subject of optimisation. First, a high-performance metaheuristic optimisation framework (MOF) called OptPlatform is implemented, and the versatility and performance are evaluated across multiple benchmarks and real-world optimisation problems. Results show that, compared to competing MOFs, the OptPlatform outperforms in both the solution quality and computation time. Second, the most suitable hardware platform for OptPlatform is determined by an in-depth analysis of Ant Colony Optimisation scaling across CPU, GPU and enterprise Xeon Phi. Contrary to the common benchmark problems used in the literature, the supply chain problem solved could not scale on GPUs. Third, a variety of metaheuristics are implemented into OptPlatform. Including, a new metaheuristic based on Imperialist Competitive Algorithm (ICA), called ICA with Independence and Constrained Assimilation (ICAwICA) is proposed. The ICAwICA was compared against two different types of benchmark problems, and results show the versatile application of the algorithm, matching and in some cases outperforming the custom-tuned approaches. Finally, essential MOF features like automatic algorithm selection and tuning, lacking on existing frameworks, are implemented in OptPlatform. Two novel approaches are proposed and compared to existing methods. Results indicate the superiority of the implemented tuning algorithms within constrained tuning budget environment

Metaheuristics “In the Large”

Many people have generously given their time to the various activities of the MitL initiative. Particular gratitude is due to Adam Barwell, John A. Clark, Patrick De Causmaecker, Emma Hart, Zoltan A. Kocsis, Ben Kovitz, Krzysztof Krawiec, John McCall, Nelishia Pillay, Kevin Sim, Jim Smith, Thomas Stutzle, Eric Taillard and Stefan Wagner. J. Swan acknowledges the support of UK EPSRC grant EP/J017515/1 and the EU H2020 SAFIRE Factories project. P. GarciaSanchez and J. J. Merelo acknowledges the support of TIN201785727-C4-2-P by the Spanish Ministry of Economy and Competitiveness. M. Wagner acknowledges the support of the Australian Research Council grants DE160100850 and DP200102364.Following decades of sustained improvement, metaheuristics are one of the great success stories of opti- mization research. However, in order for research in metaheuristics to avoid fragmentation and a lack of reproducibility, there is a pressing need for stronger scientific and computational infrastructure to sup- port the development, analysis and comparison of new approaches. To this end, we present the vision and progress of the Metaheuristics “In the Large”project. The conceptual underpinnings of the project are: truly extensible algorithm templates that support reuse without modification, white box problem descriptions that provide generic support for the injection of domain specific knowledge, and remotely accessible frameworks, components and problems that will enhance reproducibility and accelerate the field’s progress. We argue that, via such principled choice of infrastructure support, the field can pur- sue a higher level of scientific enquiry. We describe our vision and report on progress, showing how the adoption of common protocols for all metaheuristics can help liberate the potential of the field, easing the exploration of the design space of metaheuristics.UK Research & Innovation (UKRI)Engineering & Physical Sciences Research Council (EPSRC) EP/J017515/1EU H2020 SAFIRE Factories projectSpanish Ministry of Economy and Competitiveness TIN201785727-C4-2-PAustralian Research Council DE160100850 DP20010236

A review on the self and dual interactions between machine learning and optimisation

Machine learning and optimisation are two growing fields of artificial intelligence with an enormous number of computer science applications. The techniques in the former area aim to learn knowledge from data or experience, while the techniques from the latter search for the best option or solution to a given problem. To employ these techniques automatically and effectively aligning with the real aim of artificial intelligence, both sets of techniques are frequently hybridised, interacting with each other and themselves. This study focuses on such interactions aiming at (1) presenting a broad overview of the studies on self and dual interactions between machine learning and optimisation; (2) providing a useful tutorial for researchers and practitioners in both fields in support of collaborative work through investigation of the recent advances and analyses of the advantages and disadvantages of different techniques to tackle the same or similar problems; (3) clarifying the overlapping terminologies having different meanings used in both fields; (4) identifying research gaps and potential research directions

Automated design of population-based algorithms: a case study in vehicle routing

Metaheuristics have been extensively studied to solve constraint combinatorial optimisation problems such as vehicle routing problems. Most existing algorithms require considerable human effort and different kinds of expertise in algorithm design. These manually designed algorithms are discarded after solving the specific instances. It is highly desirable to automate the design of search algorithms, thus to solve problem instances effectively with less human intervention. This thesis develops a novel general search framework to formulate in a unified way a range of population-based algorithms. Within this framework, generic algorithmic components such as selection heuristics on the population and evolution operators are defined, and can be composed using machine learning to generate effective search algorithms automatically. This unified framework aims to serve as the basis to analyse algorithmic components, generating effective search algorithms for complex combinatorial optimisation problems. Three key research issues within the general search framework are identified: automated design of evolution operators, of selection heuristics, and of both. To accurately describe the search space of algorithm design as a new task for machine learning, this thesis identifies new key features, namely search-dependent and instance-dependent features. These features are identified to assist effective algorithm design. With these features, a set of state-of-the-art reinforcement learning techniques, such as deep Q-network based and proximal policy optimisation based models and maximum entropy mechanisms have been developed to intelligently select and combine appropriate evolution operators and selection heuristics during different stages of the optimisation process. The effectiveness and generality of these algorithms automatically designed within the proposed general search framework are validated comprehensively across different capacitated vehicle routing problem with time windows benchmark instances. This thesis contributes to making a key step towards automated algorithm design with a general framework supporting fundamental analysis by effective machine learning

Automated design of population-based algorithms: a case study in vehicle routing

Metaheuristics have been extensively studied to solve constraint combinatorial optimisation problems such as vehicle routing problems. Most existing algorithms require considerable human effort and different kinds of expertise in algorithm design. These manually designed algorithms are discarded after solving the specific instances. It is highly desirable to automate the design of search algorithms, thus to solve problem instances effectively with less human intervention. This thesis develops a novel general search framework to formulate in a unified way a range of population-based algorithms. Within this framework, generic algorithmic components such as selection heuristics on the population and evolution operators are defined, and can be composed using machine learning to generate effective search algorithms automatically. This unified framework aims to serve as the basis to analyse algorithmic components, generating effective search algorithms for complex combinatorial optimisation problems. Three key research issues within the general search framework are identified: automated design of evolution operators, of selection heuristics, and of both. To accurately describe the search space of algorithm design as a new task for machine learning, this thesis identifies new key features, namely search-dependent and instance-dependent features. These features are identified to assist effective algorithm design. With these features, a set of state-of-the-art reinforcement learning techniques, such as deep Q-network based and proximal policy optimisation based models and maximum entropy mechanisms have been developed to intelligently select and combine appropriate evolution operators and selection heuristics during different stages of the optimisation process. The effectiveness and generality of these algorithms automatically designed within the proposed general search framework are validated comprehensively across different capacitated vehicle routing problem with time windows benchmark instances. This thesis contributes to making a key step towards automated algorithm design with a general framework supporting fundamental analysis by effective machine learning

Advances in Evolutionary Algorithms

With the recent trends towards massive data sets and significant computational power, combined with evolutionary algorithmic advances evolutionary computation is becoming much more relevant to practice. Aim of the book is to present recent improvements, innovative ideas and concepts in a part of a huge EA field

Development of a hybrid genetic programming technique for computationally expensive optimisation problems

The increasing computational power of modern computers has contributed to the advance of nature-inspired algorithms in the fields of optimisation and metamodelling. Genetic programming (GP) is a genetically-inspired technique that can be used for metamodelling purposes. GP main strength is in the ability to infer the mathematical structure of the best model fitting a given data set, relying exclusively on input data and on a set of mathematical functions given by the user. Model inference is based on an iterative or evolutionary process, which returns the model as a symbolic expression (text expression). As a result, model evaluation is inexpensive and the generated expressions can be easily deployed to other users. Despite genetic programming has been used in many different branches of engineering, its diffusion on industrial scale is still limited. The aims of this thesis are to investigate the intrinsic limitations of genetic programming, to provide a comprehensive review of how researchers have tackled genetic programming main weaknesses and to improve genetic programming ability to extract accurate models from data. In particular, research has followed three main directions. The first has been the development of regularisation techniques to improve the generalisation ability of a model of a given mathematical structure, based on the use of a specific tuning algorithm in case sinusoidal functions are among the functions the model is composed of. The second has been the analysis of the influence that prior knowledge regarding the function to approximate may have on genetic programming inference process. The study has led to the introduction of a strategy that allows to use prior knowledge to improve model accuracy. Thirdly, the mathematical structure of the models returned by genetic programming has been systematically analysed and has led to the conclusion that the linear combination is the structure that is mostly returned by genetic programming runs. A strategy has been formulated to reduce the evolutionary advantage of linear combinations and to protect more complex classes of individuals throughout the evolution. The possibility to use genetic programming in industrial optimisation problems has also been assessed with the help of a new genetic programming implementation developed during the research activity. Such implementation is an open source project and is freely downloadable from http://www.personal.leeds.ac.uk/~cnua/mypage.html

Liger : a cross-platform open-source integrated optimization and decision-making environment

Real-world optimization problems involving multiple conflicting objectives are commonly best solved using multi-objective optimization as this provides decision-makers with a family of trade-off solutions. However, the complexity of using multi-objective optimization algorithms often impedes the optimization process. Knowing which optimization algorithm is the most suitable for the given problem, or even which setup parameters to pick, requires someone to be an optimization specialist. The lack of supporting software that is readily available, easy to use and transparent can lead to increased design times and increased cost. To address these challenges, Liger is presented. Liger has been designed for ease of use in industry by non-specialists in optimization. The user interacts with Liger via a visual programming language to create an optimization workflow, enabling the user to solve an optimization problem. Liger contains a novel optimization library known as Tigon. The library utilizes the concept of design patterns to enable the composition of optimization algorithms by making use of simple reusable operator nodes. The library offers a varied range of multi-objective evolutionary algorithms which cover different paradigms in evolutionary computation; and supports a wide variety of problem types, including support for using more than one programming language at a time to implement the optimization model. Additionally, Liger functionality can be easily extended by plugins that provide access to state-of-the-art visualization tools and are responsible for managing the graphical user interface. Lastly, new user-driven interactive capabilities are shown to facilitate the decision-making process and are demonstrated on a control engineering optimization problem