A methodology for determining an effective subset of heuristics in selection hyper-heuristics

We address the important step of determining an effective subset of heuristics in selection hyper-heuristics. Little attention has been devoted to this in the literature, and the decision is left at the discretion of the investigator. The performance of a hyper-heuristic depends on the quality and size of the heuristic pool. Using more than one heuristic is generally advantageous, however, an unnecessary large pool can decrease the performance of adaptive approaches. Our goal is to bring methodological rigour to this step. The proposed methodology uses non-parametric statistics and fitness landscape measurements from an available set of heuristics and benchmark instances, in order to produce a compact subset of effective heuristics for the underlying problem. We also propose a new iterated local search hyper-heuristic usingmulti-armed banditscoupled with a change detection mechanism. The methodology is tested on two real-world optimisation problems: course timetabling and vehicle routing. The proposed hyper-heuristic with a compact heuristic pool, outperforms state-of-the-art hyper-heuristics and competes with problem-specific methods in course timetabling, even producing new best-known solutions in 5 out of the 24 studied instances

Improving performance of a hyper-heuristic using a multilayer perceptron for vehicle routing

A hyper-heuristic is a heuristic optimisation method which generates or selects heuristics (move operators) based on a set of components while solving a computationally difficult problem. Apprenticeship learning arises while observing the behavior of an expert in action. In this study, we use a multilayer perceptron (MLP) as an apprenticeship learning algorithm to improve upon the performance of a state-of-the-art selection hyper-heuristic used as an expert, which was the winner of a cross-domain heuristic search challenge (CHeSC 2011). We collect data based on the relevant actions of the expert while solving selected vehicle routing problem instances from CHeSC 2011. Then an MLP is trained using this data to build a selection hyper-heuristic consisting of a number classifiers for heuristic selection, parameter control, and move-acceptance. The generated selection hyper-heuristic is tested on the unseen vehicle routing problem instances. The empirical results indicate the success of MLP-based hyper-heuristic achieving a better performance than the expert and some previously proposed algorithms

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

Design of vehicle routing problem domains for a hyper-heuristic framework

The branch of algorithms that uses adaptive methods to select or tune heuristics, known as hyper-heuristics, is one that has seen a large amount of interest and development in recent years. With an aim to develop techniques that can deliver results on multiple problem domains and multiple instances, this work is getting ever closer to mirroring the complex situations that arise in the corporate world. However, the capability of a hyper-heuristic is closely tied to the representation of the problem it is trying to solve and the tools that are available to do so. This thesis considers the design of such problem domains for hyper-heuristics. In particular, this work proposes that through the provision of high-quality data and tools to a hyper-heuristic, improved results can be achieved. A definition is given which describes the components of a problem domain for hyper-heuristics. Building on this definition, a domain for the Vehicle Routing Problem with Time Windows is presented. Through this domain, examples are given of how a hyper- heuristic can be provided extra information with which to make intelligent search decisions. One of these pieces of information is a measure of distance between solution which, when used to aid selection of mutation heuristics, is shown to improve results of an Iterative Local Search hyper-heuristic. A further example of the advantages of providing extra information is given in the form of the provision of a set of tools for the Vehicle Routing Problem domain to promote and measure ’fairness’ between routes. By offering these extra features at a domain level, it is shown how a hyper-heuristic can drive toward a fairer solution while maintaining a high level of performance

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

The General Combinatorial Optimization Problem: Towards Automated Algorithm Design

This paper defines a new combinatorial optimisation problem, namely General Combinatorial Optimisation Problem (GCOP), whose decision variables are a set of parametric algorithmic components, i.e. algorithm design decisions. The solutions of GCOP, i.e. compositions of algorithmic components, thus represent different generic search algorithms. The objective of GCOP is to find the optimal algorithmic compositions for solving the given optimisation problems. Solving the GCOP is thus equivalent to automatically designing the best algorithms for optimisation problems. Despite recent advances, the evolutionary computation and optimisation research communities are yet to embrace formal standards that underpin automated algorithm design. In this position paper, we establish GCOP as a new standard to define different search algorithms within one unified model. We demonstrate the new GCOP model to standardise various search algorithms as well as selection hyper-heuristics. A taxonomy is defined to distinguish several widely used terminologies in automated algorithm design, namely automated algorithm composition, configuration and selection. We would like to encourage a new line of exciting research directions addressing several challenging research issues including algorithm generality, algorithm reusability, and automated algorithm design

Design of vehicle routing problem domains for a hyper-heuristic framework

The branch of algorithms that uses adaptive methods to select or tune heuristics, known as hyper-heuristics, is one that has seen a large amount of interest and development in recent years. With an aim to develop techniques that can deliver results on multiple problem domains and multiple instances, this work is getting ever closer to mirroring the complex situations that arise in the corporate world. However, the capability of a hyper-heuristic is closely tied to the representation of the problem it is trying to solve and the tools that are available to do so. This thesis considers the design of such problem domains for hyper-heuristics. In particular, this work proposes that through the provision of high-quality data and tools to a hyper-heuristic, improved results can be achieved. A definition is given which describes the components of a problem domain for hyper-heuristics. Building on this definition, a domain for the Vehicle Routing Problem with Time Windows is presented. Through this domain, examples are given of how a hyper- heuristic can be provided extra information with which to make intelligent search decisions. One of these pieces of information is a measure of distance between solution which, when used to aid selection of mutation heuristics, is shown to improve results of an Iterative Local Search hyper-heuristic. A further example of the advantages of providing extra information is given in the form of the provision of a set of tools for the Vehicle Routing Problem domain to promote and measure ’fairness’ between routes. By offering these extra features at a domain level, it is shown how a hyper-heuristic can drive toward a fairer solution while maintaining a high level of performance

Adapting a Hyper-heuristic to Respond to Scalability Issues in Combinatorial Optimisation

The development of a heuristic to solve an optimisation problem in a new domain, or a specific variation of an existing problem domain, is often beyond the means of many smaller businesses. This is largely due to the task normally needing to be assigned to a human expert, and such experts tend to be scarce and expensive. One of the aims of hyper-heuristic research is to automate all or part of the heuristic development process and thereby bring the generation of new heuristics within the means of more organisations. A second aim of hyper-heuristic research is to ensure that the process by which a domain specific heuristic is developed is itself independent of the problem domain. This enables a hyper-heuristic to exist and operate above the combinatorial optimisation problem “domain barrier” and generalise across different problem domains. A common issue with heuristic development is that a heuristic is often designed or evolved using small size problem instances and then assumed to perform well on larger problem instances. The goal of this thesis is to extend current hyper-heuristic research towards answering the question: How can a hyper-heuristic efficiently and effectively adapt the selection, generation and manipulation of domain specific heuristics as you move from small size and/or narrow domain problems to larger size and/or wider domain problems? In other words, how can different hyperheuristics respond to scalability issues? Each hyper-heuristic has its own strengths and weaknesses. In the context of hyper-heuristic research, this thesis contributes towards understanding scalability issues by firstly developing a compact and effective heuristic that can be applied to other problem instances of differing sizes in a compatible problem domain. We construct a hyper-heuristic for the Capacitated Vehicle Routing Problem domain to establish whether a heuristic for a specific problem domain can be developed which is compact and easy to interpret. The results show that generation of a simple but effective heuristic is possible. Secondly we develop two different types of hyper-heuristic and compare their performance across different combinatorial optimisation problem domains. We construct and compare simplified versions of two existing hyper-heuristics (adaptive and grammar-based), and analyse how each handles the trade-off between computation speed and quality of the solution. The performance of the two hyper-heuristics are tested on seven different problem domains compatible with the HyFlex (Hyper-heuristic Flexible) framework. The results indicate that the adaptive hyper-heuristic is able to deliver solutions of a pre-defined quality in a shorter computational time than the grammar-based hyper-heuristic. Thirdly we investigate how the adaptive hyper-heuristic developed in the second stage of this thesis can respond to problem instances of the same size, but containing different features and complexity. We investigate how, with minimal knowledge about the problem domain and features of the instance being worked on, a hyper-heuristic can modify its processes to respond to problem instances containing different features and problem domains of different complexity. In this stage we allow the adaptive hyper-heuristic to select alternative vectors for the selection of problem domain operators, and acceptance criteria used to determine whether solutions should be retained or discarded. We identify a consistent difference between the best performing pairings of selection vector and acceptance criteria, and those pairings which perform poorly. This thesis shows that hyper-heuristics can respond to scalability issues, although not all do so with equal ease. The flexibility of an adaptive hyper-heuristic enables it to perform faster than the more rigid grammar-based hyper-heuristic, but at the expense of losing a reusable heuristic

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