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

Comparision of the walk techniques for fitness state space analysis in vehicle routing problem

The Vehicle Routing Problem (VRP) is a highly researched discrete optimization task. The first article dealing with this problem was published by Dantzig and Ramster in 1959 under the name Truck Dispatching Problem. Since then, several versions of VRP have been developed. The task is NP difficult, it can be solved only in the foreseeable future, relying on different heuristic algorithms. The geometrical property of the state space influences the efficiency of the optimization method. In this paper, we present an analysis of the following state space methods: adaptive, reverse adaptive and uphill-downhill walk. In our paper, the efficiency of four operators are analysed on a complex Vehicle Routing Problem. These operators are the 2-opt, Partially Matched Crossover, Cycle Crossover and Order Crossover. Based on the test results, the 2-opt and Partially Matched Crossover are superior to the other two methods

Anatomy of the Local Optima Level in Combinatorial Optimisation

Many situations in daily life represent complex combinatorial optimisation problems. These include issues such as efficient fuel consumption, nurse scheduling, or distribution of humanitarian aid. There are many algorithms that attempt to solve these problems but the ability to understand their likely performance on a given problem is still lacking. Fitness landscape analysis identifies some of the reasons why metaheuristic algorithms behave in a particular way. The Local Optima Network (LON) model, proposed in 2008, encodes local optima connectivity in fitness landscapes. In this approach, nodes are local optima and edges encode transitions between these optima. A LON provides a static image of the dynamics of algorithm-problem inter- play. Analysing these structures provides insights into the reactions between optimisation problems and metaheuristic search algorithms. This thesis proposes that analysis of the local optima space of combinatorial fitness landscapes encoded using a LON provides important information concerning potential search algorithm performance. It considers the question as to whether or not features of LONs can contribute to explaining or predicting the outcome of trying to optimise an associated combinatorial problem. Topological landscape features of LONs are proposed, analysed and compared. Benchmark and novel problem instances are studied; both types of problem are sampled and in some cases exhaustively-enumerated such that LONs can be extracted for analysis. Investigations into the nature and biases of LON construction algorithms are conducted and compared. Contributions include aligning fractal geometry to the study of LONs; proposals for novel ways to compute fractal dimension from these structures; comparing the power of different LON construction algorithms for explaining algorithm performances; and analysing the interplay between algorithmic operations and infeasible regions in the local optima space using LONs as a tool. Throughout the thesis, large scale structural patterns in fitness landscapes are shown to be strongly linked with metaheuristic algorithm performance. This includes arrangements of local optima funnel structures; spatial and geometric complexity in the LON (measured by their fractal dimensionality) and fitness levels in the space of local optima. These features are demonstrated to have explanatory or predictive ability with respect to algorithm performance for the underlying combinatorial problems. The results presented here indicate that large topological patterns in fitness landscapes are important during metaheuristic search algorithm design. In many cases they are incontrovertibly linked to the success of the algorithm. These results indicate that use of the suggested fitness landscape measures would be highly beneficial when considering the design of search algorithms for a given problem domain

Evolutionary Computation

This book presents several recent advances on Evolutionary Computation, specially evolution-based optimization methods and hybrid algorithms for several applications, from optimization and learning to pattern recognition and bioinformatics. This book also presents new algorithms based on several analogies and metafores, where one of them is based on philosophy, specifically on the philosophy of praxis and dialectics. In this book it is also presented interesting applications on bioinformatics, specially the use of particle swarms to discover gene expression patterns in DNA microarrays. Therefore, this book features representative work on the field of evolutionary computation and applied sciences. The intended audience is graduate, undergraduate, researchers, and anyone who wishes to become familiar with the latest research work on this field

Metaheuristics for NP-hard combinatorial optimization problems

Ph.DDOCTOR OF PHILOSOPH

A Polyhedral Study of Mixed 0-1 Set

We consider a variant of the well-known single node fixed charge network flow set with constant capacities. This set arises from the relaxation of more general mixed integer sets such as lot-sizing problems with multiple suppliers. We provide a complete polyhedral characterization of the convex hull of the given set

An investigation of multi-objective hyper-heuristics for multi-objective optimisation

In this thesis, we investigate and develop a number of online learning selection choice function based hyper-heuristic methodologies that attempt to solve multi-objective unconstrained optimisation problems. For the first time, we introduce an online learning selection choice function based hyperheuristic framework for multi-objective optimisation. Our multi-objective hyper-heuristic controls and combines the strengths of three well-known multi-objective evolutionary algorithms (NSGAII, SPEA2, and MOGA), which are utilised as the low level heuristics. A choice function selection heuristic acts as a high level strategy which adaptively ranks the performance of those low-level heuristics according to feedback received during the search process, deciding which one to call at each decision point. Four performance measurements are integrated into a ranking scheme which acts as a feedback learning mechanism to provide knowledge of the problem domain to the high level strategy. To the best of our knowledge, for the first time, this thesis investigates the influence of the move acceptance component of selection hyper-heuristics for multi-objective optimisation. Three multi-objective choice function based hyper-heuristics, combined with different move acceptance strategies including All-Moves as a deterministic move acceptance and the Great Deluge Algorithm (GDA) and Late Acceptance (LA) as a nondeterministic move acceptance function. GDA and LA require a change in the value of a single objective at each step and so a well-known hypervolume metric, referred to as D metric, is proposed for their applicability to the multi-objective optimisation problems. D metric is used as a way of comparing two non-dominated sets with respect to the objective space. The performance of the proposed multi-objective selection choice function based hyper-heuristics is evaluated on the Walking Fish Group (WFG) test suite which is a common benchmark for multi-objective optimisation. Additionally, the proposed approaches are applied to the vehicle crashworthiness design problem, in order to test its effectiveness on a realworld multi-objective problem. The results of both benchmark test problems demonstrate the capability and potential of the multi-objective hyper-heuristic approaches in solving continuous multi-objective optimisation problems. The multi-objective choice function Great Deluge Hyper-Heuristic (HHMO_CF_GDA) turns out to be the best choice for solving these types of problems

An investigation of multi-objective hyper-heuristics for multi-objective optimisation

In this thesis, we investigate and develop a number of online learning selection choice function based hyper-heuristic methodologies that attempt to solve multi-objective unconstrained optimisation problems. For the first time, we introduce an online learning selection choice function based hyperheuristic framework for multi-objective optimisation. Our multi-objective hyper-heuristic controls and combines the strengths of three well-known multi-objective evolutionary algorithms (NSGAII, SPEA2, and MOGA), which are utilised as the low level heuristics. A choice function selection heuristic acts as a high level strategy which adaptively ranks the performance of those low-level heuristics according to feedback received during the search process, deciding which one to call at each decision point. Four performance measurements are integrated into a ranking scheme which acts as a feedback learning mechanism to provide knowledge of the problem domain to the high level strategy. To the best of our knowledge, for the first time, this thesis investigates the influence of the move acceptance component of selection hyper-heuristics for multi-objective optimisation. Three multi-objective choice function based hyper-heuristics, combined with different move acceptance strategies including All-Moves as a deterministic move acceptance and the Great Deluge Algorithm (GDA) and Late Acceptance (LA) as a nondeterministic move acceptance function. GDA and LA require a change in the value of a single objective at each step and so a well-known hypervolume metric, referred to as D metric, is proposed for their applicability to the multi-objective optimisation problems. D metric is used as a way of comparing two non-dominated sets with respect to the objective space. The performance of the proposed multi-objective selection choice function based hyper-heuristics is evaluated on the Walking Fish Group (WFG) test suite which is a common benchmark for multi-objective optimisation. Additionally, the proposed approaches are applied to the vehicle crashworthiness design problem, in order to test its effectiveness on a realworld multi-objective problem. The results of both benchmark test problems demonstrate the capability and potential of the multi-objective hyper-heuristic approaches in solving continuous multi-objective optimisation problems. The multi-objective choice function Great Deluge Hyper-Heuristic (HHMO_CF_GDA) turns out to be the best choice for solving these types of problems

Nature-inspired optimisation: Improvements to the Particle Swarm Optimisation Algorithm and the Bees Algorithm

This research focuses on nature-inspired optimisation algorithms, in particular, the Particle Swarm Optimisation (PSO) Algorithm and the Bees Algorithm. The PSO Algorithm is a population-based stochastic optimisation technique first invented in 1995. It was inspired by the social behaviour of birds flocking or a school of fish. The Bees Algorithm is a population-based search algorithm initially proposed in 2005. It mimics the food foraging behaviour of swarms of honey bees. The thesis presents three algorithms. The first algorithm called the PSO-Bees Algorithm is a cross between the PSO Algorithm and the Bees Algorithm. The PSO-Bees Algorithm enhanced the PSO Algorithm with techniques derived from the Bees Algorithm. The second algorithm called the improved Bees Algorithm is a version of the Bees Algorithm that incorporates techniques derived from the PSO Algorithm. The third algorithm called the SNTO-Bees Algorithm enhanced the Bees Algorithm using techniques derived from the Sequential Number-Theoretic Optimisation (SNTO) Algorithm. To demonstrate the capability of the proposed algorithms, they were applied to different optimisation problems. The PSO-Bees Algorithm is used to train neural networks for two problems, Control Chart Pattern Recognition and Wood Defect Classification. The results obtained and those from tests on well known benchmark functions provide an indication of the performance of the algorithm relative to that of other swarm-based stochastic optimisation algorithms. The improved Bees Algorithm was applied to mechanical design optimisation problems (design of welded beams and coil springs) and the mathematical benchmark problems used previously to test the PSO-Bees Algorithm. The algorithm incorporates cooperation and communication between different neighbourhoods. The results obtained show that the proposed cooperation and communication strategies adopted enhanced the performance and convergence of the algorithm. The SNTO-Bees Algorithm was applied to a set of mechanical design optimisation problems (design of welded beams, coil springs and pressure vessel) and mathematical benchmark functions used previously to test the PSO-Bees Algorithm and the improved Bees Algorithm. In addition, the algorithm was tested with a number of deceptive multi modal benchmark functions. The results obtained help to validate the SNTO-Bees Algorithm as an effective global optimiser capable of handling problems that are deceptive in nature with high dimensions