On the optimal pivot path of simplex method for linear programming based on reinforcement learning

Based on the existing pivot rules, the simplex method for linear programming is not polynomial in the worst case. Therefore the optimal pivot of the simplex method is crucial. This study proposes the optimal rule to find all shortest pivot paths of the simplex method for linear programming problems based on Monte Carlo tree search (MCTS). Specifically, we first propose the SimplexPseudoTree to transfer the simplex method into tree search mode while avoiding repeated basis variables. Secondly, we propose four reinforcement learning (RL) models with two actions and two rewards to make the Monte Carlo tree search suitable for the simplex method. Thirdly, we set a new action selection criterion to ameliorate the inaccurate evaluation in the initial exploration. It is proved that when the number of vertices in the feasible region is $C_n^m$, our method can generate all the shortest pivot paths, which is the polynomial of the number of variables. In addition, we experimentally validate that the proposed schedule can avoid unnecessary search and provide the optimal pivot path. Furthermore, this method can provide the best pivot labels for all kinds of supervised learning methods to solve linear programming problems.Comment: 38 page

An experimental study of hyper-heuristic selection and acceptance mechanism for combinatorial t-way test suite generation

Recently, many meta-heuristic algorithms have been proposed to serve as the basis of a t -way test generation strategy (where t indicates the interaction strength) including Genetic Algorithms (GA), Ant Colony Optimization (ACO), Simulated Annealing (SA), Cuckoo Search (CS), Particle Swarm Optimization (PSO), and Harmony Search (HS). Although useful, metaheuristic algorithms that make up these strategies often require specific domain knowledge in order to allow effective tuning before good quality solutions can be obtained. Hyperheuristics provide an alternative methodology to meta-heuristics which permit adaptive selection and/or generation of meta-heuristics automatically during the search process. This paper describes our experience with four hyper-heuristic selection and acceptance mechanisms namely Exponential Monte Carlo with counter (EMCQ), Choice Function (CF), Improvement Selection Rules (ISR), and newly developed Fuzzy Inference Selection (FIS),using the t -way test generation problem as a case study. Based on the experimental results, we offer insights on why each strategy differs in terms of its performance

An Integrated Framework Integrating Monte Carlo Tree Search and Supervised Learning for Train Timetabling Problem

The single-track railway train timetabling problem (TTP) is an important and complex problem. This article proposes an integrated Monte Carlo Tree Search (MCTS) computing framework that combines heuristic methods, unsupervised learning methods, and supervised learning methods for solving TTP in discrete action spaces. This article first describes the mathematical model and simulation system dynamics of TTP, analyzes the characteristics of the solution from the perspective of MCTS, and proposes some heuristic methods to improve MCTS. This article considers these methods as planners in the proposed framework. Secondly, this article utilizes deep convolutional neural networks to approximate the value of nodes and further applies them to the MCTS search process, referred to as learners. The experiment shows that the proposed heuristic MCTS method is beneficial for solving TTP; The algorithm framework that integrates planners and learners can improve the data efficiency of solving TTP; The proposed method provides a new paradigm for solving TTP

An investigation of F-Race training strategies for cross domain optimisation with memetic algorithms

Parameter tuning is a challenging and time-consuming task, crucial to obtaining improved metaheuristic performance. There is growing interest in cross-domain search methods, which consider a range of optimisation problems rather than being specialised for a single domain. Metaheuristics and hyper-heuristics are typically used as high-level cross-domain search methods, utilising problem-specific low-level heuristics for each problem domain to modify a solution. Such methods have a number of parameters to control their behaviour, whose initial settings can influence their search behaviour significantly. Previous methods in the literature either fix these parameters based on previous experience, or set them specifically for particular problem instances. There is a lack of extensive research investigating the tuning of these parameters systematically. In this paper, F-Race is deployed as an automated cross-domain parameter tuning approach. The parameters of a steady-state memetic algorithm and the low-level heuristics used by this algorithm are tuned across nine single-objective problem domains, using different training strategies and budgets to investigate whether F-Race is capable of effectively tuning parameters for cross-domain search. The empirical results show that the proposed methods manage to find good parameter settings, outperforming many methods from the literature, with different configurations identified as the best depending upon the training approach used

Exact and hyper?heuristic solutions for the distribution?installation problem from the VeRoLog 2019 challenge

This work tackles a rich vehicle routing problem (VRP) problem integrating a capacitated vehicle routing problem with time windows (CVRPTW), and a service technician routing and scheduling problem (STRSP) for delivering various equipment based on customers' requests, and the subsequent installation by a number of technicians. The main objective is to reduce the overall costs of hired resources, and the total transportation costs of trucks/technicians. The problem was the topic of the fourth edition of the VeRoLog Solver Challenge in cooperation with the ORTEC company. Our contribution to research is the development of a mathematical model for this problem and a novel hyper?heuristic algorithm to solve the problem based on a population of solutions. Experimental results on two datasets of small and real?world size revealed the success of the hyper?heuristic approach in finding optimal solutions in a shorter computational time, when compared to our exact model. The results of the large size dataset were also compared to the results of the eight finalists in the competition and were found to be competitive, proving the potential of our developed hyper?heuristic framework

Asignación de salones por medio de una hiper-heurística

El problema de horarios y cursos basado en currículum (abreviado por sus siglas en inglés, CBCT), es un problema de optimización, donde se plantea la generación de un calendario escolar respetando una serie de restricciones, además existe una función objetivo con la capacidad de evaluar cada horario propuesto, por lo que el objetivo es obtener el calendario con el menor costo posible. Los origines del problema pueden ser rastreados hasta los años setentas, aunque en el presente trabajo se considera la descripción dada por la Competencia Internacional de Horarios 2007 (por sus siglas en inglés: ITC2007), evento donde se reunieron investigadores alrededor del mundo y que continúa siendo utilizado como campo de estudio para algoritmos. En el presente trabajo se propone una hiper-heurística como técnica para abordar el CBCT. El algoritmo por medio de diferentes heurísticas de bajo nivel, intenta minimizar el número de restricciones no satisfechas con el objetivo de generar un calendario de mejor calidad. Finalmente se utilizó la base de datos de la ITC2007 la cual consta de 21 instancias distintas con lo cual, se puede tener marco de referencia sobre el desempeño de la propuesta. Los resultados obtenidos por el algoritmo, son comparados con otras técnicas encontradas en la literatura. Los resultados obtenidos son alentadores, el programa obtiene soluciones competitivas en tiempos aceptables, e incluso en algunos casos cercanas al mejor valor conocido

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance