A new hyper-heuristic as a general problem solver: an implementation in HyFlex

This study provides a new hyper-heuristic design using a learning-based heuristic selection mechanism together with an adaptive move acceptance criterion. The selection process was supported by an online heuristic subset selection strategy. In addition, a pairwise heuristic hybridization method was designed. The motivation behind building an intelligent selection hyper-heuristic using these adaptive hyper-heuristic sub-mechanisms is to facilitate generality. Therefore, the designed hyper-heuristic was tested on a number of problem domains defined in a high-level framework, i.e., HyFlex. The framework provides a set of problems with a number of instances as well as a group of low-level heuristics. Thus, it can be considered a good environment to measure the generality level of selection hyper-heuristics. The computational results demonstrated the generic performance of the proposed strategy in comparison with other tested hyper-heuristics composed of the sub-mechanisms from the literature. Moreover, the performance and behavior analysis conducted for the hyper-heuristic clearly showed its adaptive characteristics under different search conditions. The principles comprising the here presented algorithm were at the heart of the algorithm that won the first international cross-domain heuristic search competition.     

超启发算法研究进展综述

超启发算法是一类新兴的优化方法,通过机器学习、算法选择、算法生成等技术求解组合优化等问题,具备跨问题领域求解的能力。针对超启发算法研究进展进行综述和讨论。首先,梳理超启发算法的定义、结构、特点和分类;其次,归纳选择式超启发算法和生成式超启发算法的研究进展及相关技术,包括选择低层启发式算法采用的学习方法,迭代计算中的移动接受策略,低层启发式算法的生成方法;最后,讨论现有超启发算法研究中存在的不足及未来的研究方向。     

A multi-objective hyper-heuristic based on choice function

Hyper-heuristics are emerging methodologies that perform a search over the space of heuristics in an attempt to solve difficult computational optimization problems. We present a learning selection choice function based hyper-heuristic to solve multi-objective optimization problems. This high level approach controls and combines the strengths of three well-known multi-objective evolutionary algorithms (i.e. NSGAII, SPEA2 and MOGA), utilizing them as the low level heuristics. The performance of the proposed learning hyper-heuristic is investigated on the Walking Fish Group test suite which is a common benchmark for multi-objective optimization. Additionally, the proposed hyper-heuristic is applied to the vehicle crashworthiness design problem as a real-world multi-objective problem. The experimental results demonstrate the effectiveness of the hyper-heuristic approach when compared to the performance of each low level heuristic run on its own, as well as being compared to other approaches including an adaptive multi-method search, namely AMALGAM.     

A greedy gradient-simulated annealing selection hyper-heuristic

Educational timetabling problem is a challenging real world problem which has been of interest to many researchers and practitioners. There are many variants of this problem which mainly require scheduling of events and resources under various constraints. In this study, a curriculum based course timetabling problem at Yeditepe University is described and an iterative selection hyper-heuristic is presented as a solution method. A selection hyper-heuristic as a high level methodology operates on the space formed by a fixed set of low level heuristics which operate directly on the space of solutions. The move acceptance and heuristic selection methods are the main components of a selection hyper-heuristic. The proposed hyper-heuristic in this study combines a simulated annealing move acceptance method with a learning heuristic selection method and manages a set of low level constraint oriented heuristics. A key goal in hyper-heuristic research is to build low cost methods which are general and can be reused on unseen problem instances as well as other problem domains desirably with no additional human expert intervention. Hence, the proposed method is additionally applied to a high school timetabling problem, as well as six other problem domains from a hyper-heuristic benchmark to test its level of generality. The empirical results show that our easy-to-implement hyper-heuristic is effective in solving the Yeditepe course timetabling problem. Moreover, being sufficiently general, it delivers a reasonable performance across different problem domains.     

A great deluge and tabu search hybrid with two-stage memory support for quadratic assignment problem

A two-stage memory architecture is maintained within the framework of great deluge algorithm for the solution of single-objective quadratic assignment problem. Search operators exploiting the accumulated experience in memory are also implemented to direct the search towards more promising regions of the solution space. The level-based acceptance criterion of the great deluge algorithm is applied for each best solution extracted in a particular iteration. The use of short- and long-term memory-based search supported by effective move operators resulted in a powerful combinatorial optimization algorithm. A successful variant of tabu search is employed as the local search method that is only applied over a few randomly selected memory elements when the second stage memory is updated. The success of the presented approach is illustrated using sets of well-known benchmark problems and evaluated in comparison to well-known combinatorial optimization algorithms. Experimental evaluations clearly demonstrate that the presented approach is a competitive and powerful alternative for solving quadratic assignment problems.     

Integrating neural networks and logistic regression to underpin hyper-heuristic search

A hyper-heuristic often represents a heuristic search method that operates over a space of heuristic rules. It can be thought of as a high level search methodology to choose lower level heuristics. Nearly 200 papers on hyper-heuristics have recently appeared in the literature. A common theme in this body of literature is an attempt to solve the problems in hand in the following way: at each decision point, first employ the chosen heuristic(s) to generate a solution, then calculate the objective value of the solution by taking into account all the constraints involved. However, empirical studies from our previous research have revealed that, under many circumstances, there is no need to carry out this costly 2-stage determination and evaluation at all times. This is because many problems in the real world are highly constrained with the characteristic that the regions of feasible solutions are rather scattered and small. Motivated by this observation and with the aim of making the hyper-heuristic search more efficient and more effective, this paper investigates two fundamentally different data mining techniques, namely artificial neural networks and binary logistic regression. By learning from examples, these techniques are able to find global patterns hidden in large data sets and achieve the goal of appropriately classifying the data. With the trained classification rules or estimated parameters, the performance (i.e. the worth of acceptance or rejection) of a resulting solution during the hyper-heuristic search can be predicted without the need to undertake the computationally expensive 2-stage of determination and calculation. We evaluate our approaches on the solutions (i.e. the sequences of heuristic rules) generated by a graph-based hyper-heuristic proposed for exam timetabling problems. Time complexity analysis demonstrates that the neural network and the logistic regression method can speed up the search significantly. We believe that our work sheds light on the development of more advanced knowledge-based decision support systems.     

An investigation on the generality level of selection hyper-heuristics under different empirical conditions

The present study concentrates on the generality of selection hyper-heuristics across various problem domains with a focus on different heuristic sets in addition to distinct experimental limits. While most hyper-heuristic research employs the term generality in describing the potential for solving various problems, the performance changes across different domains are rarely reported. Furthermore, a hyper-heuristic's performance study purely on the topic of heuristic sets is uncommon. Similarly, experimental limits are generally ignored when comparing hyper-heuristics. In order to demonstrate the effect of these generality related elements, nine heuristic sets with different improvement capabilities and sizes were generated for each of three target problem domains. These three problem domains are home care scheduling, nurse rostering and patient admission scheduling. Fourteen hyper-heuristics with varying intensification/diversification characteristics were analysed under various settings. Empirical results indicate that the performance of selection hyper-heuristics changes significantly under different experimental conditions.     

A hyper-heuristic approach to aircraft structural design optimization

The conceptual design of an aircraft is a challenging problem in which optimization can be of great importance to the quality of design generated. Mass optimization of the structural design of an aircraft aims to produce an airframe of minimal mass whilst maintaining satisfactory strength under various loading conditions due to flight and ground manoeuvres. Hyper-heuristic optimization is an evolving field of research wherein the optimization process is continuously adapted in order to provide greater improvements in the quality of the solution generated. The relative infancy of hyper-heuristic optimization has resulted in limited application within the field of aerospace design. This paper describes a framework for the mass optimization of the structural layout of an aircraft at the conceptual level of design employing a novel hyper-heuristic approach. This hyper-heuristic approach encourages solution space exploration, thus reducing the likelihood of premature convergence, and improves the feasibility of and convergence upon the best solution found. A case study is presented to illustrate the effects of hyper-heuristics on the problem for a large commercial aircraft. Resulting solutions were generated of considerably lighter mass than the baseline aircraft. A further improvement in solution quality was found with the use of the hyper-heuristics compared to that obtained without, albeit with a penalty on computation time.     

A hybrid multi-population framework for dynamic environments combining online and offline learning

Population based incremental learning algorithms and selection hyper-heuristics are highly adaptive methods which can handle different types of dynamism that may occur while a given problem is being solved. In this study, we present an approach based on a multi-population framework hybridizing these methods to solve dynamic environment problems. A key feature of the hybrid approach is the utilization of offline and online learning methods at successive stages. The performance of our approach along with the influence of different heuristic selection methods used within the selection hyper-heuristic is investigated over a range of dynamic environments produced by a well known benchmark generator as well as a real world problem, referred to as the Unit Commitment Problem. The empirical results show that the proposed approach using a particular hyper-heuristic outperforms some of the best known approaches in literature on the dynamic environment problems dealt with.     

Hyper-heuristics with low level parameter adaptation

Recent years have witnessed the great success of hyper-heuristics applying to numerous real-world applications. Hyper-heuristics raise the generality of search methodologies by manipulating a set of low level heuristics (LLHs) to solve problems, and aim to automate the algorithm design process. However, those LLHs are usually parameterized, which may contradict the domain independent motivation of hyper-heuristics. In this paper, we show how to automatically maintain low level parameters (LLPs) using a hyper-heuristic with LLP adaptation (AD-HH), and exemplify the feasibility of AD-HH by adaptively maintaining the LLPs for two hyper-heuristic models. Furthermore, aiming at tackling the search space expansion due to the LLP adaptation, we apply a heuristic space reduction (SAR) mechanism to improve the AD-HH framework. The integration of the LLP adaptation and the SAR mechanism is able to explore the heuristic space more effectively and efficiently. To evaluate the performance of the proposed algorithms, we choose the p-median problem as a case study. The empirical results show that with the adaptation of the LLPs and the SAR mechanism, the proposed algorithms are able to achieve competitive results over the three heterogeneous classes of benchmark instances.     

Solving job shop scheduling with setup times through constraint-based iterative sampling: an experimental analysis

This paper presents a heuristic algorithm for solving a job-shop scheduling problem with sequence dependent setup times and min/max separation constraints among the activities (SDST-JSSP/max). The algorithm relies on a core constraint-based search procedure, which generates consistent orderings of activities that require the same resource by incrementally imposing precedence constraints on a temporally feasible solution. Key to the effectiveness of the search procedure is a conflict sampling method biased toward selection of most critical conflicts and coupled with a non-deterministic choice heuristic to guide the base conflict resolution process. This constraint-based search is then embedded within a larger iterative-sampling search framework to broaden search space coverage and promote solution optimization. The efficacy of the overall heuristic algorithm is demonstrated empirically both on a set of previously studied job-shop scheduling benchmark problems with sequence dependent setup times and by introducing a new benchmark with setups and generalized precedence constraints.     

一种基于动态决策块的超启发式跨单元调度方法

对运输能力受限条件下的跨单元调度问题进行分析, 提出一种基于动态决策块和蚁群优化 (Ant colony optimization, ACO) 的超启发式方法, 同时解决跨单元生产调度和运输调度问题. 在传统超启发式方法的基础上, 采用动态决策块策略, 通过蚁群算法合理划分决策块, 并为决策块选择合适的规则. 实验表明, 采用动态决策块策略的超启发式方法比传统的超启发式方法具有更好的性能, 本文所提的方法在最小化加权延迟总和目标方面有较好的优化能力 并且具有较高的计算效率.     

策略梯度的超启发算法求解带容量约束车辆路径问题

有容量车辆路径问题是组合优化问题中比较热门的问题, 它属于经典的NP-hard问题并且时间复杂度高.本文提出了一种基于策略梯度的超启发算法, 将强化学习中的确定性策略梯度算法引入到超启发算法的高层策略中的底层算法选择策略, 确定性策略梯度算法采用Actor-Critic框架, 另外为了能够在后续计算和神经网络参数更新中引用历史经验数据, 在确定性策略梯度算法中设计了经验池用于存储状态转移数据. 在超启发算法解的接受准则方面, 文中通过实验对比了3种接受准则的效果, 最终选择了自适应接受准则作为高层策略中解的接受准则. 通过对有容量车辆路径问题标准算例的计算, 并将求解结果与其他算法对比, 验证了所提算法在该问题求解上的有效性和稳定性.     

Parallel hyper heuristic algorithm based on reinforcement learning for the corridor allocation problem and parallel row ordering problem

Hyper heuristics is a relatively new optimisation algorithm. Numerous studies have reported that hyper heuristics are well applied in combinatorial optimisation problems. As a classic combinatorial optimisation problem, the row layout problem has not been publicly reported on applying hyper heuristics to its various sub-problems. To fill this gap, this study proposes a parallel hyper-heuristic approach based on reinforcement learning for corridor allocation problems and parallel row ordering problems. For the proposed algorithm, an outer layer parallel computing framework was constructed based on the encoding of the problem. The simulated annealing, tabu search, and variable neighbourhood algorithms were used in the algorithm as low-level heuristic operations, and Q-learning in reinforcement learning was used as a high-level strategy. A state space containing sequences and fitness values was designed. The algorithm performance was then evaluated for benchmark instances of the corridor allocation problem (37 groups) and parallel row ordering problem (80 groups). The results showed that, in most cases, the proposed algorithm provided a better solution than the best-known solutions in the literature. Finally, the meta-heuristic algorithm applied to three low-level heuristic operations is taken as three independent algorithms and compared with the proposed hyper-heuristic algorithm on four groups of parallel row ordering problem instances. The effectiveness of Q-learning in selection is illustrated by analysing the comparison results of the four algorithms and the number of calls of the three low-level heuristic operations in the proposed method.     

Ensemble of multi-objective metaheuristic algorithms for multi-objective unconstrained binary quadratic programming problem

Metaheuristics have been widely utilized for solving NP-hard optimization problems. However, these algorithms usually perform differently from one problem to another, i.e., one may be effective on a problem but performs badly on another problem. Therefore, it is difficult to choose the best algorithm in advance for a given problem. In contrast to selecting the best algorithm for a problem, selection hyper-heuristics aim at performing well on a set of problems (instances). This paper proposes a selection hyper-heuristic based algorithm for multi-objective optimization problems. In the proposed algorithm, multiple metaheuristics exhibiting different search behaviors are managed and controlled as low-level metaheuristics in an algorithm pool, and the most appropriate metaheuristic is selected by means of a performance indicator at each search stage. To assess the performance of the proposed algorithm, an implementation of the algorithm containing four metaheuristics is proposed and tested for solving multi-objective unconstrained binary quadratic programming problem. Experimental results on 50 benchmark instances show that the proposed algorithm can provide better overall performance than single metaheuristics, which demonstrates the effectiveness of the proposed algorithm.     

Grammar-based generation of variable-selection heuristics for constraint satisfaction problems

We propose a grammar-based genetic programming framework that generates variable-selection heuristics for solving constraint satisfaction problems. This approach can be considered as a generation hyper-heuristic. A grammar to express heuristics is extracted from successful human-designed variable-selection heuristics. The search is performed on the derivation sequences of this grammar using a strongly typed genetic programming framework. The approach brings two innovations to grammar-based hyper-heuristics in this domain: the incorporation of if-then-else rules to the function set, and the implementation of overloaded functions capable of handling different input dimensionality. Moreover, the heuristic search space is explored using not only evolutionary search, but also two alternative simpler strategies, namely, iterated local search and parallel hill climbing. We tested our approach on synthetic and real-world instances. The newly generated heuristics have an improved performance when compared against human-designed heuristics. Our results suggest that the constrained search space imposed by the proposed grammar is the main factor in the generation of good heuristics. However, to generate more general heuristics, the composition of the training set and the search methodology played an important role. We found that increasing the variability of the training set improved the generality of the evolved heuristics, and the evolutionary search strategy produced slightly better results.     

An efficient search method for multi-objective flexible job shop scheduling problems

Flexible job shop scheduling is very important in both fields of production management and combinatorial optimization. Owing to the high computational complexity, it is quite difficult to achieve an optimal solution to this problem with traditional optimization approaches. Motivated by some empirical knowledge, we propose an efficient search method for the multi-objective flexible job shop scheduling problems in this paper. Through the work presented in this work, we hope to move a step closer to the ultimate vision of an automated system for generating optimal or near-optimal production schedules. The final experimental results have shown that the proposed algorithm is a feasible and effective approach for the multi-objective flexible job shop scheduling problems.     

城市快速路网匝道与污染控制双层多目标规划模型

基于环境容量和交通容量,建立了一个双层多目标规划模型描述城市快速道路网的污染控制与匝道控制,并考虑了用户的路径选择行为．设计了基于改进遗传算法的启发式求解算法。该算法借助不可微精确罚函数将约束问题转化为单个无约束问题来解决,采用混合杂交和间歇变异提高算法的搜索能力．最后。通过算例说明该模型及算法的有效性．     

Applying multi-objective ant colony optimization algorithm for solving the unequal area facility layout problems

The unequal area facility layout problem (UA-FLP) which deals with the layout of departments in a facility comprises of a class of extremely difficult and widely applicable multi-objective optimization problems with constraints arising in diverse areas and meeting the requirements for real-world applications. Based on the heuristic strategy, the problem is first converted into an unconstrained optimization problem. Then, we use a modified version of the multi-objective ant colony optimization (MOACO) algorithm which is a heuristic global optimization algorithm and has shown promising performances in solving many optimization problems to solve the multi-objective UA-FLP. In the modified MOACO algorithm, the ACO with heuristic layout updating strategy which is proposed to update the layouts and add the diversity of solutions is a discrete ACO algorithm, with a difference from general ACO algorithms for discrete domains which perform an incremental construction of solutions but the ACO in this paper does not. We propose a novel pheromone update method and combine the Pareto optimization based on the local pheromone communication and the global search based on the niche technology to obtain Pareto-optimal solutions of the problem. In addition, the combination of the local search based on the adaptive gradient method and the heuristic department deformation strategy is applied to deal with the non-overlapping constraint between departments so as to obtain feasible solutions. Ten benchmark instances from the literature are tested. The experimental results show that the proposed MOACO algorithm is an effective method for solving the UA-FLP.     

进化式超启发算法求解多车型低碳选址-路径问题

为了降低物流配送成本和减少CO$_2$排放量,提出一种综合考虑多车型和同时取送货的低碳选址-路径问题,并构建三维指数混合整数规划模型.针对所提问题,设计一种进化式超启发式求解算法,即在超启发式算法框架下,采用进化式策略作为高层学习策略,以实时准确地监控底层算子的性能信息并选择合适的底层算子,包括量子选择、蚂蚁策略、蛙跳机制以及自然竞争等.同时,挖掘算子性能信息以构建自适应接收机制,引导全局搜索,加快算法收敛速度.通过对不同规模实例的仿真实验与对比分析,验证了4种进化式超启发式算法在求解物流配送多车型同时取送货低碳选址-路径问题模型上的有效性与鲁棒性.