Algorithm Portfolio for Individual-based Surrogate-Assisted Evolutionary Algorithms

Surrogate-assisted evolutionary algorithms (SAEAs) are powerful optimisation tools for computationally expensive problems (CEPs). However, a randomly selected algorithm may fail in solving unknown problems due to no free lunch theorems, and it will cause more computational resource if we re-run the algorithm or try other algorithms to get a much solution, which is more serious in CEPs. In this paper, we consider an algorithm portfolio for SAEAs to reduce the risk of choosing an inappropriate algorithm for CEPs. We propose two portfolio frameworks for very expensive problems in which the maximal number of fitness evaluations is only 5 times of the problem's dimension. One framework named Par-IBSAEA runs all algorithm candidates in parallel and a more sophisticated framework named UCB-IBSAEA employs the Upper Confidence Bound (UCB) policy from reinforcement learning to help select the most appropriate algorithm at each iteration. An effective reward definition is proposed for the UCB policy. We consider three state-of-the-art individual-based SAEAs on different problems and compare them to the portfolios built from their instances on several benchmark problems given limited computation budgets. Our experimental studies demonstrate that our proposed portfolio frameworks significantly outperform any single algorithm on the set of benchmark problems

Coalition structure generation over graphs

We give the analysis of the computational complexity of coalition structure generation over graphs. Given an undirected graph G = (N,E) and a valuation function v : P(N) → R over the subsets of nodes, the problem is to find a partition of N into connected subsets, that maximises the sum of the components values. This problem is generally NP-complete; in particular, it is hard for a defined class of valuation functions which are independent of disconnected members — that is, two nodes have no effect on each others marginal contribution to their vertex separator. Nonetheless, for all such functions we provide bounds on the complexity of coalition structure generation over general and minor free graphs. Our proof is constructive and yields algorithms for solving corresponding instances of the problem. Furthermore, we derive linear time bounds for graphs of bounded treewidth. However, as we show, the problem remains NP-complete for planar graphs, and hence, for any Kk minor free graphs where k ≥ 5. Moreover, a 3-SAT problem with m clauses can be represented by a coalition structure generation problem over a planar graph with O(m2) nodes. Importantly, our hardness result holds for a particular subclass of valuation functions, termed edge sum, where the value of each subset of nodes is simply determined by the sum of given weights of the edges in the induced subgraph