Offline Learning for Sequence-based Selection Hyper-heuristics

This thesis is concerned with finding solutions to discrete NP-hard problems. Such problems occur in a wide range of real-world applications, such as bin packing, industrial flow shop problems, determining Boolean satisfiability, the traveling salesman and vehicle routing problems, course timetabling, personnel scheduling, and the optimisation of water distribution networks. They are typically represented as optimisation problems where the goal is to find a ``best'' solution from a given space of feasible solutions. As no known polynomial-time algorithmic solution exists for NP-hard problems, they are usually solved by applying heuristic methods. Selection hyper-heuristics are algorithms that organise and combine a number of individual low level heuristics into a higher level framework with the objective of improving optimisation performance. Many selection hyper-heuristics employ learning algorithms in order to enhance optimisation performance by improving the selection of single heuristics, and this learning may be classified as either online or offline. This thesis presents a novel statistical framework for the offline learning of subsequences of low level heuristics in order to improve the optimisation performance of sequenced-based selection hyper-heuristics. A selection hyper-heuristic is used to optimise the HyFlex set of discrete benchmark problems. The resulting sequences of low level heuristic selections and objective function values are used to generate an offline learning database of heuristic selections. The sequences in the database are broken down into subsequences and the mathematical concept of a logarithmic return is used to discriminate between ``effective'' subsequences, that tend to lead to improvements in optimisation performance, and ``disruptive'' subsequences that tend to lead to worsening performance. Effective subsequences are used to improve hyper-heuristics performance directly, by embedding them in a simple hyper-heuristic design, and indirectly as the inputs to an appropriate hyper-heuristic learning algorithm. Furthermore, by comparing effective subsequences across different problem domains it is possible to investigate the potential for cross-domain learning. The results presented here demonstrates that the use of well chosen subsequences of heuristics can lead to small, but statistically significant, improvements in optimisation performance

Combining Monte-Carlo and hyper-heuristic methods for the multi-mode resource-constrained multi-project scheduling problem

Multi-mode resource and precedence-constrained project scheduling is a well-known challenging real-world optimisation problem. An important variant of the problem requires scheduling of activities for multiple projects considering availability of local and global resources while respecting a range of constraints. A critical aspect of the benchmarks addressed in this paper is that the primary objective is to minimise the sum of the project completion times, with the usual makespan minimisation as a secondary objective. We observe that this leads to an expected different overall structure of good solutions and discuss the effects this has on the algorithm design. This paper presents a carefully-designed hybrid of Monte-Carlo tree search, novel neighbourhood moves, memetic algorithms, and hyper-heuristic methods. The implementation is also engineered to increase the speed with which iterations are performed, and to exploit the computing power of multicore machines. Empirical evaluation shows that the resulting information-sharing multi-component algorithm significantly outperforms other solvers on a set of “hidden” instances, i.e. instances not available at the algorithm design phase

A MultiObjective Optimization Approach for Integrated Timetabling and Vehicle Scheduling with Uncertainty

The timetabling problem (TTP) and vehicle scheduling problem (VSP) are two indispensable problems in public transit planning process. They used to be solved in sequence; hence, optimality of resulting solutions is compromised. To get better results, some integrated approaches emerge to solve the TTP and VSP as an integrated problem. In the existing integrated approaches, the passenger comfort on bus and the uncertainty in the real world are rarely considered. To provide better service for passengers and enhance the robustness of the schedule to be compiled, we study the integrated optimization of TTP and VSP with uncertainty. In this paper, a novel multiobjective optimization approach with the objectives of minimizing the passenger travel cost, the vehicle scheduling cost, and the incompatible trip-link cost is proposed. Meanwhile, a multiobjective hybrid algorithm, which is a combination of the self-adjust genetic algorithm (SGA), large neighborhood search (LNS) algorithm, and Pareto separation operator (PSO), is applied to solve the integrated optimization problem. The experimental results show that the approach outperforms existing approaches in terms of service level and robustness

Evolutionary multi-objective optimization in scheduling problems

Ph.DDOCTOR OF PHILOSOPH