The automatic design of hyper-heuristic framework with gene expression programming for combinatorial optimization problems

Hyper-heuristic approaches aim to automate heuristic design in order to solve multiple problems instead of designing tailor-made methodologies for individual problems. Hyper-heuristics accomplish this through a high level heuristic (heuristic selection mechanism and an acceptance criterion). This automates heuristic selection, deciding whether to accept or reject the returned solution. The fact that different problems or even instances, have different landscape structures and complexity, the design of efficient high level heuristics can have a dramatic impact on hyper-heuristic performance. In this work, instead of using human knowledge to design the high level heuristic, we propose a gene expression programming algorithm to automatically generate, during the instance solving process, the high level heuristic of the hyper-heuristic framework. The generated heuristic takes information (such as the quality of the generated solution and the improvement made) from the current problem state as input and decides which low level heuristic should be selected and the acceptance or rejection of the resultant solution. The benefit of this framework is the ability to generate, for each instance, different high level heuristics during the problem solving process. Furthermore, in order to maintain solution diversity, we utilize a memory mechanism which contains a population of both high quality and diverse solutions that is updated during the problem solving process. The generality of the proposed hyper-heuristic is validated against six well known combinatorial optimization problem, with very different landscapes, provided by the HyFlex software. Empirical results comparing the proposed hyper-heuristic with state of the art hyper-heuristics, conclude that the proposed hyper-heuristic generalizes well across all domains and achieves competitive, if not superior, results for several instances on all domains

Learning heuristic selection using a time delay neural network for open vehicle routing

A selection hyper-heuristic is a search method that controls a prefixed set of low-level heuristics for solving a given computationally difficult problem. This study investigates a learning-via demonstrations approach generating a selection hyper-heuristic for Open Vehicle Routing Problem (OVRP). As a chosen ‘expert’ hyper-heuristic is run on a small set of training problem instances, data is collected to learn from the expert regarding how to decide which low-level heuristic to select and apply to the solution in hand during the search process. In this study, a Time Delay Neural Network (TDNN) is used to extract hidden patterns within the collected data in the form of a classifier ,i.e an ‘apprentice’ hyper-heuristic, which is then used to solve the ‘unseen’ problem instances. Firstly, the parameters of TDNN are tuned using Taguchi orthogonal array as a design of experiments method. Then the influence of extending and enriching the information collected from the expert and fed into TDNN is explored on the behaviour of the generated apprentice hyper-heuristic. The empirical results show that the use of distance between solutions as an additional information collected from the expert generates an apprentice which outperforms the expert algorithm on a benchmark of OVRP instances

A modified choice function hyper-heuristic controlling unary and binary operators

Hyper-heuristics are a class of high-level search methodologies which operate on a search space of low-level heuristics or components, rather than on solutions directly. Traditional iterative selection hyper-heuristics rely on two key components, a heuristic selection method and a move acceptance criterion. Choice Function heuristic selection scores heuristics based on a combination of three measures, selecting the heuristic with the highest score. Modified Choice Function heuristic selection is a variant of the Choice Function which emphasises intensification over diversification within the heuristic search process. Previous work has shown that improved results are possible in some problem domains when using Modified Choice Function heuristic selection over the classic Choice Function, however in most of these cases crossover low-level heuristics (operators) are omitted. In this paper, we introduce crossover low-level heuristics into a Modified Choice Function selection hyper-heuristic and present results over six problem domains. It is observed that although on average there is an increase in performance when using crossover low-level heuristics, the benefit of using crossover can vary on a per-domain or per-instance basis

An apprenticeship learning hyper-heuristic for vehicle routing in HyFlex

Apprenticeship learning occurs via observations while an expert is in action. A hyper-heuristic is a search method or a learning mechanism that controls a set of low level heuristics or combines different heuristic components to generate heuristics for solving a given computationally hard problem. In this study, we investigate into a novel apprenticeship learning-based approach which is used to automatically generate a hyper-heuristic for vehicle routing. This approach itself can be considered as a hyper-heuristic which operates in a train and test fashion. A state-of-the-art hyper-heuristic is chosen as an expert which is the winner of a previous hyper-heuristic competition. Trained on small vehicle routing instances, the learning approach yields various classifiers, each capturing different actions that the expert hyper-heuristic performs during the search process. Those classifiers are then used to produce a hyper-heuristic which is potentially capable of generalizing the actions of the expert hyperheuristic while solving the unseen instances. The experimental results on vehicle routing using the Hyper-heuristic Flexible (HyFlex) framework shows that the apprenticeship-learning based hyper-heuristic delivers an outstanding performance when compared to the expert and some other previously proposed hyper-heuristics

Metaheuristics For Solving Real World Employee Rostering and Shift Scheduling Problems

Optimising resources and making considerate decisions are central concerns in any responsible organisation aiming to succeed in efficiently achieving their goals. Careful use of resources can have positive outcomes in the form of fiscal savings, improved service levels, better quality products, improved awareness of diminishing returns and general output efficiency, regardless of field. Operational research techniques are advanced analytical tools used to improve managerial decision-making. There have been a variety of case studies where operational research techniques have been successfully applied to save millions of pounds. Operational research techniques have been successfully applied to a multitude of fields, including agriculture, policing, defence, conservation, air traffic control, and many more. In particular, management of resources in the form of employees is a challenging problem --- but one with the potential for huge improvements in efficiency. The problem this thesis tackles can be divided into two sub-problems; the personalised shift scheduling & employee rostering problem, and the roster pattern problem. The personalised shift scheduling & employee rostering problem involves the direct scheduling of employees to hours and days of week. This allows the creation of schedules which are tailored to individuals and allows a fine level over control over the results, but with at the cost of a large and challenging search space. The roster pattern problem instead takes existing patterns employees currently work, and uses these as a pool of potential schedules to be used. This reduces the search space but minimises the number of changes to existing employee schedules, which is preferable for personnel satisfaction. Existing research has shown that a variety of algorithms suit different problems and hybrid methods are found to typically outperform standalone ones in real-world contexts. Several algorithmic approaches for solving variations of the employee scheduling problem are considered in this thesis. Initially a VNS approach was used with a Metropolis-Hastings acceptance criterion. The second approach utilises ER&SR controlled by the EMCAC, which has only been used in the field of exam timetabling, and has not before been used within the domain of employee scheduling and rostering. ER&SR was then hybridised with our initial approach, producing ER&SR with VNS. Finally, ER&SR was hybridised into a matheuristic with Integer Programming and compared to the hybrid's individual components. A contribution of this thesis is evidence that the algorithm ER&SR has merit outside of the original sub-field of exam scheduling, and can be applied to shift scheduling and employee rostering. Further, ER&SR was hybridised and schedules produced by the hybridisations were found to be of higher quality than the standalone algorithm. In the literature review it was found that hybrid algorithms have become more popular in real-world problems in recent years, and this body of work has explored and continued this trend. Problem formulations in this thesis provide insight into creating constraints which satisfy the need for minimising employee dissatisfaction, particularly in regards to abrupt change. The research presented in this thesis has positively impacted a multinational and multibillion dollar field service operations company. This has been achieved by implementing a variety of techniques, including metaheuristics and a matheuristic, to schedule shifts and roster employees over a period of several months. This thesis showcases the research outputs by this project, and highlights the real-world impact of this research

Crossover control in selection hyper-heuristics: case studies using MKP and HyFlex

Hyper-heuristics are a class of high-level search methodologies which operate over a search space of heuristics rather than a search space of solutions. Hyper-heuristic research has set out to develop methods which are more general than traditional search and optimisation techniques. In recent years, focus has shifted considerably towards cross-domain heuristic search. The intention is to develop methods which are able to deliver an acceptable level of performance over a variety of different problem domains, given a set of low-level heuristics to work with. This thesis presents a body of work investigating the use of selection hyper-heuristics in a number of different problem domains. Specifically the use of crossover operators, prevalent in many evolutionary algorithms, is explored within the context of single-point search hyper-heuristics. A number of traditional selection hyper-heuristics are applied to instances of a well-known NP-hard combinatorial optimisation problem, the multidimensional knapsack problem. This domain is chosen as a benchmark for the variety of existing problem instances and solution methods available. The results suggest that selection hyper-heuristics are a viable method to solve some instances of this problem domain. Following this, a framework is defined to describe the conceptual level at which crossover low-level heuristics are managed in single-point selection hyper-heuristics. HyFlex is an existing software framework which supports the design of heuristic search methods over multiple problem domains, i.e. cross-domain optimisation. A traditional heuristic selection mechanism is modified in order to improve results in the context of cross-domain optimisation. Finally the effect of crossover use in cross-domain optimisation is explored

Crossover control in selection hyper-heuristics: case studies using MKP and HyFlex

Hyper-heuristics are a class of high-level search methodologies which operate over a search space of heuristics rather than a search space of solutions. Hyper-heuristic research has set out to develop methods which are more general than traditional search and optimisation techniques. In recent years, focus has shifted considerably towards cross-domain heuristic search. The intention is to develop methods which are able to deliver an acceptable level of performance over a variety of different problem domains, given a set of low-level heuristics to work with. This thesis presents a body of work investigating the use of selection hyper-heuristics in a number of different problem domains. Specifically the use of crossover operators, prevalent in many evolutionary algorithms, is explored within the context of single-point search hyper-heuristics. A number of traditional selection hyper-heuristics are applied to instances of a well-known NP-hard combinatorial optimisation problem, the multidimensional knapsack problem. This domain is chosen as a benchmark for the variety of existing problem instances and solution methods available. The results suggest that selection hyper-heuristics are a viable method to solve some instances of this problem domain. Following this, a framework is defined to describe the conceptual level at which crossover low-level heuristics are managed in single-point selection hyper-heuristics. HyFlex is an existing software framework which supports the design of heuristic search methods over multiple problem domains, i.e. cross-domain optimisation. A traditional heuristic selection mechanism is modified in order to improve results in the context of cross-domain optimisation. Finally the effect of crossover use in cross-domain optimisation is explored

Assessing hyper-heuristic performance

Limited attention has been paid to assessing the generality performance of hyper-heuristics. The performance of hyper-heuristics has been predominately assessed in terms of optimality which is not ideal as the aim of hyper-heuristics is not to be competitive with state of the art approaches but rather to raise the level of generality, i.e. the ability of a technique to produce good results for different problem instances or problems rather than the best results for some instances and poor results for others. Furthermore from existing literature in this area it is evident that different hyper-heuristics aim to achieve different levels of generality and need to be assessed as such. To cater for this the paper firstly presents a new taxonomy of four different levels of generality that can be attained by a hyper-heuristic based on a survey of the literature. The paper then proposes a performance measure to assess the performance of different types of hyper-heuristics at the four levels of generality in terms of generality rather than optimality. Three case studies from the literature are used to demonstrate the application of the generality performance measure. The paper concludes by examining how the generality measure can be combined with measures of other performance criteria, such as optimality, to assess hyper-heuristic performance on more than one criterion

Automated design of genetic programming of classification algorithms.

Doctoral Degree. University of KwaZulu-Natal, Pietermaritzburg.Over the past decades, there has been an increase in the use of evolutionary algorithms (EAs) for data mining and knowledge discovery in a wide range of application domains. Data classification, a real-world application problem is one of the areas EAs have been widely applied. Data classification has been extensively researched resulting in the development of a number of EA based classification algorithms. Genetic programming (GP) in particular has been shown to be one of the most effective EAs at inducing classifiers. It is widely accepted that the effectiveness of a parameterised algorithm like GP depends on its configuration. Currently, the design of GP classification algorithms is predominantly performed manually. Manual design follows an iterative trial and error approach which has been shown to be a menial, non-trivial time-consuming task that has a number of vulnerabilities. The research presented in this thesis is part of a large-scale initiative by the machine learning community to automate the design of machine learning techniques. The study investigates the hypothesis that automating the design of GP classification algorithms for data classification can still lead to the induction of effective classifiers. This research proposes using two evolutionary algorithms,namely,ageneticalgorithm(GA)andgrammaticalevolution(GE)toautomatethe design of GP classification algorithms. The proof-by-demonstration research methodology is used in the study to achieve the set out objectives. To that end two systems namely, a genetic algorithm system and a grammatical evolution system were implemented for automating the design of GP classification algorithms. The classification performance of the automated designed GP classifiers, i.e., GA designed GP classifiers and GE designed GP classifiers were compared to manually designed GP classifiers on real-world binary class and multiclass classification problems. The evaluation was performed on multiple domain problems obtained from the UCI machine learning repository and on two specific domains, cybersecurity and financial forecasting. The automated designed classifiers were found to outperform the manually designed GP classifiers on all the problems considered in this study. GP classifiers evolved by GE were found to be suitable for classifying binary classification problems while those evolved by a GA were found to be suitable for multiclass classification problems. Furthermore, the automated design time was found to be less than manual design time. Fitness landscape analysis of the design spaces searched by a GA and GE were carried out on all the class of problems considered in this study. Grammatical evolution found the search to be smoother on binary classification problems while the GA found multiclass problems to be less rugged than binary class problems

A generation perturbative hyper-heuristic for combinatorial optimization problems

Dissertation (MSc (Computer Science))--University of Pretoria, 2020.Perturbative heuristics or move operators are problem dependent operators commonly used by search techniques to solve computationally hard problems such as combinatorial optimization problems. These operators are generally derived manually by problem domain experts but this process is extremely challenging and time consuming. Hence, some initiatives aimed at automating the derivation process using search methodologies such as hyper-heuristics have been proposed in recent years. However, most of the proposed hyper-heuristic approaches generate new perturbative heuristics by recombining already existing and human-derived perturbative heuristics or components with various move acceptance criteria instead of generating the heuristics from scratch. As a result, these approaches cannot be easily applied to other problem domains where the human-derived heuristics are not available. In addition, the few hyper-heuristic approaches that have been proposed to generate perturbative heuristics from scratch are either designed for a single problem domain or applicable only to specific types of problems such as those that can be represented as graphs. The research presented in this dissertation addresses these issues by proposing a novel approach that can be used to automatically generate perturbative heuristics for any combinatorial optimization problem. In the proposed approach, perturbative heuristics are defined in terms of a set of basic operations (e.g. move and swap) and components of the solution (e.g. exam, period and room for the examination timetabling problem). Grammatical evolution, a well-known Evolutionary Algorithm, is used to combine the basic operations and components of the solution into perturbative heuristics. The generality of the proposed approach is tested by applying it to benchmark sets from three different problem domains, namely examination timetabling, vehicle routing and Boolean satisfiability. In addition, the performance of the perturbative heuristics generated by the proposed approach on the benchmark sets is compared to that of the commonly-used human-derived perturbative heuristics as well as the perturbative heuristics generated by other hyper-heuristic approaches in the literature. The experimental results show that the perturbative heuristics evolved by the proposed approach, specifically the grammatical evolution extended approach, outperformed the human-derived perturbative heuristics on all benchmark sets from the three problem domains. When compared to existing hyper-heuristic approaches, the proposed approach obtained solutions that were superior to those obtained by most hyper-heuristic approaches on the examination timetabling problem and only slightly inferior to those obtained by the best performing hyper-heuristic approaches on the vehicle routing and Boolean satisfiability problems. This performance of the proposed approach can be attributed to the fact that the generated perturbative heuristics were applied as is with no optimization as is commonly done with most hyper-heuristic approaches. Overall, the experimental results demonstrated success in developing an approach that can be used to automatically generate perturbative heuristics from scratch. Future work will consider incorporating optimization techniques during problem solving as well as performing a fitness landscape analysis in order to further improve the quality of solutions and have a better understanding of the proposed approach.SELF/ NRF MastersComputer ScienceMSc (Computer Science)Unrestricte