Combinatorial Surrogate-Assisted Optimization for Bus Stops Spacing Problem

International audienceThe distribution of transit stations constitutes an ubiquitous task in large urban areas. In particular, bus stops spacing is a crucial factor that directly affects transit ridership travel time. Hence, planners often rely on traffic surveys and virtual simulations of urban journeys to design sustainable public transport routes. However, the combinator-ial structure of the search space in addition to the time-consuming and black-box traffic simulations require computationally expensive efforts. This imposes serious constraints on the number of potential configurations to be explored. Recently, powerful techniques from discrete optimization and machine learning showed convincing to overcome these limitations. In this preliminary work, we build combinatorial surrogate models to approximate the costly traffic simulations. These so-trained surrog-ates are embedded in an optimization framework. More specifically, this article is the first to make use of a fresh surrogate-assisted optimization algorithm based on the mathematical foundations of discrete Walsh functions in order to solve the real-world bus stops spacing optimization problem. We conduct our experiments with the sialac benchmark in the city of Calais, France. We compare state-of-the-art approaches and we highlight the accuracy and the optimization efficiency of the proposed methods

A General Framework Based on Walsh Decomposition for Combinatorial Optimization Problems

In this paper we pursue the use of the Fourier transform for a general analysis of combinatorial optimization problems. While combinatorial optimization problems are defined by means of different notions like weights in a graph, set of numbers, distance between cities, etc., the Fourier transform allows to put all of them in the same framework, the Fourier coefficients. This permits its comparison looking for similarities and differences. Particularly, the Walsh transform has recently been used over pseudo-boolean functions in order to design new surrogate models in the black-box scenario and to generate new algorithms for the linkage discovery problem, among others, presenting very promising results. In this paper we focus on binary problems and the Walsh transform. After presenting the Walsh decomposition and some main properties, we compute the transform of the Unconstrained Binary Quadratic Problem and several particular cases of this problem such as the Max-Cut Problem and the Number Partitioning Problem. The obtained Walsh coefficients not only reinforce the similarities and differences among the problems which are known in the literature, but given a set of Walsh coefficients we can say whether or not they are produced by any of the problems analyzed. Finally, a geometrical interpretation of the space of Walsh coefficients with maximum order 2 and the subspace of each analyzed problem is presented.by Spanish Ministry of Science and Innovation through the projects PID2019-104966GB-I00/AEI/10.13039/501100011033, PID2019-104933GBI00/ AEI/10.13039/501100011033, PID2019-106453GA-I00/AEI/10.13039/501100011033 and BCAM Severo Ochoa accreditation SEV-2017-0718; and by the Basque Government through the program BERC 2018-2021 and the projects IT1244-19 and IT-1252-19; and by UPV/EHU through the project GIU20/054. Imanol holds a grant from the Department of Education of the Basque Government (PRE_2020_2_0166)

Fourier Transform-based Surrogates for Permutation Problems

In the context of pseudo-Boolean optimization, surrogate functions based on the Walsh-Hadamard transform have been recently proposed with great success. It has been shown that lower-order components of the Walsh-Hadamard transform have usually a larger influence on the value of the objective function. Thus, creating a surrogate model using the lower-order components of the transform can provide a good approximation to the objective function. The Walsh-Hadamard transform in pseudo-Boolean optimization is a particularization in the binary representation of a Fourier transform over a finite group, precisely defined in the framework of group representation theory. Using this more general definition, it is possible to define a Fourier transform for the functions over permutations. We propose in this paper the use of surrogate functions based on the Fourier transforms over the permutation space. We check how similar the proposed surrogate models are to the original objective function and we also apply regression to learn a surrogate model based on the Fourier transform. The experimental setting includes two permutation problems for which the exact Fourier transform is unknown based on the problem parameters: the Asteroid Routing Problem and the Single Machine Total Weighted Tardiness.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech. Ministerio de Ciencia, Innovación y Universidades del Gobierno de España under grants PID 2020-116727RB-I00 and PRX21/00669, and by EU Horizon 2020 research and innovative program (grant 952215, TAILOR ICT-48 network). Thanks to the Supercomputing and Bioinnovation Center (SCBI) of Universidad de Málaga for their provision of computational resources and support

Analysis of combinatorial search spaces for a class of NP-hard problems, An

2011 Spring.Includes bibliographical references.Given a finite but very large set of states X and a real-valued objective function ƒ defined on X, combinatorial optimization refers to the problem of finding elements of X that maximize (or minimize) ƒ. Many combinatorial search algorithms employ some perturbation operator to hill-climb in the search space. Such perturbative local search algorithms are state of the art for many classes of NP-hard combinatorial optimization problems such as maximum k-satisfiability, scheduling, and problems of graph theory. In this thesis we analyze combinatorial search spaces by expanding the objective function into a (sparse) series of basis functions. While most analyses of the distribution of function values in the search space must rely on empirical sampling, the basis function expansion allows us to directly study the distribution of function values across regions of states for combinatorial problems without the need for sampling. We concentrate on objective functions that can be expressed as bounded pseudo-Boolean functions which are NP-hard to solve in general. We use the basis expansion to construct a polynomial-time algorithm for exactly computing constant-degree moments of the objective function ƒ over arbitrarily large regions of the search space. On functions with restricted codomains, these moments are related to the true distribution by a system of linear equations. Given low moments supplied by our algorithm, we construct bounds of the true distribution of ƒ over regions of the space using a linear programming approach. A straightforward relaxation allows us to efficiently approximate the distribution and hence quickly estimate the count of states in a given region that have certain values under the objective function. The analysis is also useful for characterizing properties of specific combinatorial problems. For instance, by connecting search space analysis to the theory of inapproximability, we prove that the bound specified by Grover's maximum principle for the Max-Ek-Lin-2 problem is sharp. Moreover, we use the framework to prove certain configurations are forbidden in regions of the Max-3-Sat search space, supplying the first theoretical confirmation of empirical results by others. Finally, we show that theoretical results can be used to drive the design of algorithms in a principled manner by using the search space analysis developed in this thesis in algorithmic applications. First, information obtained from our moment retrieving algorithm can be used to direct a hill-climbing search across plateaus in the Max-k-Sat search space. Second, the analysis can be used to control the mutation rate on a (1+1) evolutionary algorithm on bounded pseudo-Boolean functions so that the offspring of each search point is maximized in expectation. For these applications, knowledge of the search space structure supplied by the analysis translates to significant gains in the performance of search

Contributions to the mathematical modeling of estimation of distribution algorithms and pseudo-boolean functions

134 p.Maximice o minimice una función objetivo definida sobre un espacio discreto. Dado que la mayoría de dichos problemas no pueden ser resueltos mediante una búsqueda exhaustiva, su resolución se aproxima frecuentemente mediante algoritmos heurísticos. Sin embargo, no existe ningún algoritmo que se comporte mejor que el resto de algoritmos para resolver todas las instancias de cualquier problema. Por ello, el objetivo ideal es, dado una instancia de un problema, saber cuál es el algoritmo cuya resoluciones más eficiente. Las dos líneas principales de investigación para lograr dicho objetivo son estudiar las definiciones de los problemas y las posibles instancias que cada problema puede generar y el estudio delos diseños y características de los algoritmos. En esta tesis, se han tratado ambas lineas. Por un lado,hemos estudiado las funciones pseudo-Booleanas y varios problemas binarios específicos. Por otro lado,se ha presentado un modelado matemático para estudiar Algoritmos de Estimación de Distribuciones diseñados para resolver problemas basados en permutaciones. La principal motivación ha sido seguir progresando en este campo para comprender mejor las relaciones entre los Problemas de Optimización Combinatoria y los algoritmos de optimización

Surrogate-assisted Multi-objective Combinatorial Optimization based on Decomposition and Walsh Basis

International audienceWe consider the design and analysis of surrogate-assisted algorithms for expensive multi-objective combinatorial optimization. Focusing on pseudo-boolean functions, we leverage existing techniques based on Walsh basis to operate under the decomposition framework of MOEA/D. We investigate two design components for the cheap generation of a promising pool of offspring and the actual selection of one solution for expensive evaluation. We propose different variants, ranging from a filtering approach that selects the most promising solution at each iteration by using the constructed Walsh surrogates to discriminate between a pool of offspring generated by variation, to a substitution approach that selects a solution to evaluate by optimizing the Walsh surrogates in a multi-objective manner. Considering bi-objective NK landscapes as benchmark problems offering different degree of non-linearity, we conduct a comprehensive empirical analysis including the properties of the achievable approximation sets, the anytime performance, and the impact of the order used to train the Walsh surrogates. Our empirical findings show that, although our surrogate-assisted design is effective, the optimal integration of Walsh models within a multi-objective evolutionary search process gives rise to particular questions for which different trade-off answers can be obtained

Learning and Searching Pseudo-Boolean Surrogate Functions from Small Samples

When searching for input configurations that optimise the output of a system, it can be useful to build a statistical model of the system being optimised. This is done in approaches such as surrogate model-based optimisation, estimation of distribution algorithms and linkage learning algorithms. This paper presents a method for modelling pseudo-Boolean fitness functions using Walsh bases and an algorithm designed to discover the non-zero coefficients while attempting to minimise the number of fitness function evaluations required. The resulting models reveal linkage structure that can be used to guide a search of the model efficiently. It presents experimental results solving benchmark problems in fewer fitness function evaluations than those reported in the literature for other search methods such as EDAs and linkage learners

A Modular Surrogate-assisted Framework for Expensive Multiobjective Combinatorial Optimization

The aim of this paper is to push a step towards the development of a surrogate-assisted methodology for expensive optimization problems that have both a combinatorial and a multiobjective nature. We target pseudo-boolean multiobjective functions, and we provide a comprehensive study on the design of a modular framework integrating three main configurable components. The proposed framework is based on the Walsh basis as a surrogate, and on a decomposition-based evolutionary paradigm for maintaining the solution set. The three considered components are: (i) the inner optimizer used for handling the soconstructed Walsh surrogate, (ii) the selection strategy allowing to decide which solution is to be evaluated by the expensive objectives, and (iii) the strategy used to setup the Walsh order hyper-parameter. Based on a thorough empirical analysis relying on two benchmark problems, namely bi-objective NK-landscapes and UBQP problems, we show the effectiveness of the proposed framework with respect to the available budget in terms of calls to the evaluation function. More importantly, our empirical findings shed more lights on the combined effects of the investigated components on search performance, thus providing a better understanding of the key challenges for designing a successful surrogate-assisted multiobjective combinatorial search process

10361 Abstracts Collection and Executive Summary -- Theory of Evolutionary Algorithms

From September 5 to 10, the Dagstuhl Seminar 10361 ``Theory of Evolutionary Algorithms \u27\u27 was held in Schloss Dagstuhl~--~Leibniz Center for Informatics. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general