Since their first appearance in 1997 in the prestigious journal Science, algorithm portfolios have become a popular approach to solve static problems. Nevertheless and despite that success, they have not received much...
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Since their first appearance in 1997 in the prestigious journal Science, algorithm portfolios have become a popular approach to solve static problems. Nevertheless and despite that success, they have not received much attention in Dynamic Optimization Problems (DOPs). In this work, we aim at showing these methods as a powerful tool to solve combinatorial DOPs. To this end, we propose a new algorithm portfolio for this type of problems that incorporates a learning scheme to select, among the metaheuristics that compose it, the most appropriate solver or solvers for each problem, configuration and search stage. This method was tested over 5 binary-coded problems (dynamic variants of OneMax, Plateau, RoyalRoad, Deceptive and Knapsack) and compared versus two reference algorithms for these problems (Adaptive Hill Climbing Memetic algorithm and Self Organized Random Immigrants Genetic algorithm). The results showed the importance of a good design of the learning scheme, the superiority of the algorithm portfolio against the isolated version of the metaheuristics that integrate it, and the competitiveness of its performance versus the reference algorithms.
Evolutionary algorithms' performance can be enhanced significantly by using suitable parameter configurations when solving optimization problems. Most existing parametertuning methods are inefficient, which tune a...
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ISBN:
(纸本)9781728124858
Evolutionary algorithms' performance can be enhanced significantly by using suitable parameter configurations when solving optimization problems. Most existing parametertuning methods are inefficient, which tune algorithm's parameters using whole benchmark function set and only obtain one parameter configuration. Moreover, the only obtained parameter configuration is likely to fail when solving different problems. In this paper, we propose a framework that applying portfolio for parameter-tuned algorithm (PPTA) to address these challenges. PPTA uses the parameter-tuned algorithm to tune algorithm's parameters on one instance of each problem category, but not to all functions in the benchmark. As a result, it can obtain one parameter configuration for each problem category. Then, PPTA combines several instantiations of the same algorithms with different tuned parameters by portfolio method to decrease the risk of solving unknown problems. In order to analyse the performance of PPTA framework, we embed several test algorithms (i.e. GA, DE and PSO) into PPTA framework constructing algorithm instances. And the PPTA instances are compared with default test algorithms on BBOB2009 and CEC2005 benchmark functions. The experimental results has shown PPTA framework can significantly enhance the basic algorithm's performance and reduce its optimization risk as well as the algorithm's parametertuning time.
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 f...
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ISBN:
(纸本)9781450361118
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.
Many good evolutionary algorithms have been proposed in the past. However, frequently, the question arises that given a problem, one is at a loss of which algorithm to choose. In this paper, we propose a novel algorit...
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Many good evolutionary algorithms have been proposed in the past. However, frequently, the question arises that given a problem, one is at a loss of which algorithm to choose. In this paper, we propose a novel algorithm portfolio approach to address the above problem for single objective optimization. A portfolio of evolutionary algorithms is first formed. Covariance Matrix Adaptation Evolution Strategy (CMA-ES), History driven Evolutionary algorithm (HdEA), Particle Swarm Optimization (PS02011) and Self adaptive Differential Evolution (SaDE) are chosen as component algorithms. Each algorithm runs independently with no information exchange. At any point in time, the algorithm with the best predicted performance is run for one generation, after which the performance is predicted again. The best algorithm runs for the next generation, and the process goes on. In this way, algorithms switch automatically as a function of the computational budget. This novel algorithm is named Multiple Evolutionary algorithm (MultiEA). The predictor we introduced has the nice property of being parameter-less, and algorithms switch automatically as a function of budget. The following contributions are made: (1) experimental results on 24 benchmark functions show that MultiEA outperforms (i) Multialgorithm Genetically Adaptive Method for Single Objective Optimization (AMALGAM-SO);(ii) Population-based algorithm portfolio (PAP);(iii) a multiple algorithm approach which chooses an algorithm randomly (RandEA);and (iv) a multiple algorithm approach which divides the computational budget evenly and execute all algorithms in parallel (ExhEA). This shows that it outperforms existing portfolio approaches and the predictor is functioning well. (2) Moreover, a neck to neck comparison of MultiEA with CMA-ES, HdEA, PS02011, and SaDE is also made. Experimental results show that the performance of MultiEA is very competitive. In particular, MultiEA, being a portfolioalgorithm, is sometimes even better
The location of facilities (antennas, ambulances, police patrols, etc) has been widely studied in the literature. The maximal covering location problem aims at locating the facilities in such positions that maximizes ...
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The location of facilities (antennas, ambulances, police patrols, etc) has been widely studied in the literature. The maximal covering location problem aims at locating the facilities in such positions that maximizes certain notion of coverage. In the dynamic or multi-period version of the problem, it is assumed that the nodes' demand changes with the time and as a consequence, facilities can be opened or closed among the periods. In this contribution we propose to solve dynamic maximal covering location problem using an algorithm portfolio that includes adaptation, cooperation and learning. The portfolio is composed of an evolutionary strategy and three different simulated annealing methods (that were recently used to solve the problem). Experiments were conducted on 45 test instances (considering up to 2500 nodes and 200 potential facility locations). The results clearly show that the performance of the portfolio is significantly better than its constituent algorithms.
A large number of optimization algorithms have been proposed. However, the no free lunch (NFL) theorems inform us that no algorithm can solve all types of optimization problems. An approach, which can suggest the most...
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A large number of optimization algorithms have been proposed. However, the no free lunch (NFL) theorems inform us that no algorithm can solve all types of optimization problems. An approach, which can suggest the most suitable algorithm for different types of problems, is valuable. In this paper, we propose an approach called sequential algorithm portfolio (SAP) which belongs to the inter-disciplinary fields of algorithm portfolio and algorithm selection. It uses a pre-trained predictor to predict the most suitable algorithm and a termination mechanism to automatically stop the optimization algorithms. The SAP is easy to implement and can incorporate any optimization algorithm. We experimentally compare SAP with two state-of-the-art algorithm portfolio approaches and single optimization algorithms. The result shows that SAP is a well-performing algorithm portfolio approach.
This paper introduces the algorithm portfolio concept to solve a combinatorial optimization problem pertaining to a supply chain. The Supply chain problem is modeled with capacity constraints and demand variations ove...
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This paper introduces the algorithm portfolio concept to solve a combinatorial optimization problem pertaining to a supply chain. The Supply chain problem is modeled with capacity constraints and demand variations over different time periods to minimize the total supply chain configuration cost. The algorithm portfolio is implemented over Various problem instances to inspect and alleviate the computational expensiveness of a solution strategy. A bunch of five algorithms are utilized hereby viz. AIS, GA, Endosymbiotic Optimization, PSO and Psychoclonal algorithm. The observations reflect the appropriateness and effect of algorithm portfolios over the adopted supply chain, and viability over other optimization problems. (C) 2008 Elsevier Ltd. All rights reserved.
This article discusses an algorithm portfolio approach to find optimal set-up plans in a dynamic shop floor environment where flexibility and promptness of the decision process is critical along with best possible uti...
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This article discusses an algorithm portfolio approach to find optimal set-up plans in a dynamic shop floor environment where flexibility and promptness of the decision process is critical along with best possible utilisation of the available resources. An evolutionary algorithm based reconfigurable set-up planning approach is presented where the final set-up plan is determined in two steps: primitive set-up planning through feature grouping and reconfigurable set-up merging based on real time information from the scheduling system. The tendency of single algorithm approach to converge to sub-optimal solutions was countered by using portfolios of genetic algorithm and its three variants: Genetic algorithm with Chromosome Differentiation, Sexual Genetic algorithm and a modified version of Age Genetic algorithm. Best performing portfolios selected after exhaustive experimentation showed dramatic computational improvements in achieving the optimal solution validating the appropriateness and effectiveness of algorithm portfolio approach.
The vehicle routing problem with stochastic demand (VRPSD) is a well known NP-hard problem. The uncharacteristic behaviour associated with the problem enhances the computational efforts required to obtain a feasible a...
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The vehicle routing problem with stochastic demand (VRPSD) is a well known NP-hard problem. The uncharacteristic behaviour associated with the problem enhances the computational efforts required to obtain a feasible and near-optimal solution. This paper proposes an algorithm portfolio methodology based on evolutionary algorithms, which takes into account the stochastic nature of customer demand to solve this computationally complex problem. These problems are well known to have computationally complex objective functions, which make their solutions hard to find, particularly when problem instances of large dimensions are considered. Of particular importance in such situations is the timeliness of the solution. For example, Apple was forced to delay their shipments of iPads internationally due to unprecedented demand and issues with their delivery systems in Samsung Electronics and Seiko Epson. Such examples illustrate the importance of stochastic customer demands and the timing of delivery. Moreover, most of the evolutionary algorithms, known for providing computationally efficient solutions, are unable to always provide optimal or near optimal solutions to all the VRPSD instances within allocated time interval. This is due to the characteristic variations in the computational time taken by evolutionary algorithms for same or varying size of the VRPSD instances. Therefore, this paper presents portfolios of different evolutionary algorithms to reduce the computational time taken to resolve the VRPSD. Moreover, an innovative concept of the mobility allowance (MA) in landmoves based on the levy's distribution function has been introduced to cope with real situations existing in vehicle routing problems. The proposed portfolio approach has been evaluated for the varying instances of the VRPSD. Four of the existing metaheuristics including Genetic algorithm (GA), Simulated Annealing (SA), Artificial Immune System (AIS), TABU Search (TS) along with new neighbourhood searc
We consider two parallel strategies for randomized restart algorithms. Given a set of available algorithms, one can either choose the best performing algorithm and run multiple copies of it in parallel (single algorit...
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We consider two parallel strategies for randomized restart algorithms. Given a set of available algorithms, one can either choose the best performing algorithm and run multiple copies of it in parallel (single algorithm portfolio), or choose some subset of algorithms to run in parallel (mixed algorithm portfolio). It has been previously shown in the literature that the latter approach may provide better results. In this paper we investigate the extent of such improvement. (C) 2010 Elsevier B.V. All rights reserved.
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