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ECOM notes

Extension of the CMSA Algorithm: An LP-based Way for Reducing Sub-instances

Christian Blum, Jordi Pereira

  • combine metaheuristics with ILP solvers:

    • usually using large neighborhood search
    • metaheuristcs:
      • exploiting problem information
      • can be deceptive
      • high-quality solutions
  • LNS: large neighborhood search

    • small neighborhoods: fast to find improvement, local minima might be low
    • large neighborhoods: local minima is high, finding fit neighbors is hard.
    • ILP-LNS:
      • generate a solution S, destroy partial, apply ILP solver, apply acceptance criterion.
    • LNS works well:
      • number of variables is linear
  • Focus question:

    • What kind of general algorithm can we apply when the above conditions are not fufllfilled?
  • CMSA: Construct Merge Solve & Adapt

    • doi:10.1016/j.cor.2015.10.014
    • method:
      • initialize: set all solution component age to 0
      • probabalistically generate good solutions
      • assemble a sub-instance, add to subset
      • solve the sub-instance, increment age, set solution sub-instances to 0
      • delete useless sub-components, ones that have maximum age
    • LNS search space is solutions that contain partial solution sp
    • CMSA solutions that only contain components from the subset
  • Extension: reducing sub-instances

    • delete useless sub-components, ones that have maximum age
      • removing all might be too radical
      • use a ranking system instead, based on LP solution costs
  • test: multi-dim knapsack

    • use utility value to rank, greedy heuristic is based on solution ranking
    • determinism rate, probability for choosing the best at each step
    • standard MDKP problem
    • using irace for parameter tuning
    • parameter: percentage of old items to be removed, 100 is original CMSA algorithm
    • all search found <100 for above param, proving use of extension
    • beats CPLEX on MDKP
    • seems more fit for small solution spaces
    • CMSA vs LNS on MDKP, better than LNS on small solutions

Multi-objective Neutral Neighbors? What could be the definition(s)?

Marie-El´eonore Marmion, Hernan E. Aguirre, Clarisse Dhaenens, Laetitia Jourdan, Kiyoshi Tanaka

  • neutrality
    • in SOO, s1 s2 are neutral iff f(s1)=f(s2)
    • Neutrality in evolutionary algorithms… What do we know? 2011
    • not much about neutrality in MOO
    • try several definitions of neighbor neutrality
      • pareto dominance
      • epsilon indicator
      • hypervolume indicator
    • neutrality = "solutions with same or equivalent fitness"

quadrants | 1 | 2 | | 4 | 3 |

  • neighborhood partitioning

    • PD, quadrants are 2: clear improve, 4: detriment, 1&3: unknown, maybe equivalent
    • epsilon, split 1 and 3 quadrants in half, forward half is equivalent
      • or apply a delta to your solution, take subsection of +delta, +/-delta in 1&3 quadrants
    • hypervolume, use hypervolume to make lines in 1&3 quadrants, those can indicate equivalence
      • similarly apply a delta bound around the solution
      • use normalized hypervolume transformation with a delta
      • creates subpartitioning in 1&3 like with epsilon or equivalent/neutrality
  • analysis on flowshop scheduling problem and TSP

    • analyze neutral neighbors distribution
    • compute neutral ratio: number of neutral neighbors to population size
    • TSP generally has more neurtrality than FSP (across definitions)
    • 3 objectives vs 2 objs increases neutral ratio
    • using average value delta, 2 objectives, epsilon has more neighbors
      • most in epsilon are in +/- delta, not just +delta
    • similar trends in 3 objs
    • HD with delta bound has half as many neighbors as HD without delta bounds
      • many fewer than epsilon
    • again, same trends in 3 objs
    • varying delta
      • linear decrease in epsilon
      • logarithmic decrease in epsilon
  • main point is different tunable neighborhood definitions

    • TSP is more neutral than FSP, needs more problem analysis
    • neutrality is important tool for understanding MOO fitness

On the Impact of the Renting Rate for the Unconstrained Nonlinear Knapsack Problem

JunhuaWu, Sergey Polyakovskiy, Frank Neumann

  • Motivation

    • NKP is a subset of traveling theif problem
    • NKP can be solved by (1+1)EA
    • rent rate is an important constant in the problem
  • Problem

    • a route N and set of items M to distribute with a vehicle of capacity W
    • maximize benefit of carrying items
      • benefit = total profit - renting rate * total travel cost
    • renting rate is a constant, unbounded to infinity
  • Impact of the renting rate

    • create bounds for all items, "general bounds"
    • what about item-specific bounds?
      • calculate bunds for each item e
      • decide if item is trivial: above max for adding carry profit
    • lambda, non trivial item ratio: try to maximize this
  • using EA to maximize non-trivial item ratio

    • lambda-EA can almost reach 1: no non-trivial items based on R
    • on harder NKP:
      • two cities, one unique item with optimal solution
      • all r other items give suboptimal reward, even combined
      • (1+1)EA can't choose unique item for different values of r
    • find other hard NKP problems:
      • compare MIP to EA failure with random profits and weights
      • maximize EA failure
      • in analysis of renting rate, there are some that greatly increase difficulty
  • Conclusions

    • there are hard instances of NKP for (1+1)EA
    • item-specific bounds suggest the hard general renting rate bounds

Communities of Local Optima as Funnels in Fitness Landscapes

Sebastian Herrmann, Gabriela Ochoa, Franz Rothlauf

  • Motivation

    • big valley hypothesis: good solutions are clustered
    • recent studies: multiple funnels
    • similar findings in cont optimization
  • Multiple clusters in TSP

    • local optimal networks of fitness landscapes have multiple components
    • RQ: are there clusters in fitness landscapes? are they related to search difficulty
    • method: apply community detection on fully evolved search spaces
  • Fundamentals

    • Fitness Landscape Analysis
      • construction of meta-heuristics
      • triplet of
        • search space
        • fitness function
        • neighborhood structure
          • depeends on search operator
          • requires distance metric d
      • Kauffman NK family of landscapes
        • binary search space
    • local optima networks with escape edges
      • map local optima based on edges
    • iterated local search
      • meta-heuristic principle
      • intensification by local search (hill climbing in a basin)
      • diversification by perturbation
  • Experiment

    • generate 300 instances of NK model
    • for each instance:
      • extract LON with escape edges
      • apply community detection to LON
      • determine emperical difficulty
    • community detection:
      • used markov cluter algorithm
        • DOI: 10.1007/BF00202749
  • Results

    • quality of community structure
      • modularity:
      • number of edges falling within groups minus the expected number in an equivalent network with edges placed at random
    • visual inspection of graphs related to imperical success rate
      • clear to see more clusters, large global optima cluster
    • local optima increased to decrease success rate
      • weak correlation between cluster number and success rate
      • success rate strongly correlated with cluster size of global optima
  • Conclusions

    • more clusters can indicate search difficulty
    • size of cluster is strongly correlated to success rate
      • inter-cluster connection is sparse
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