Are we generating instances uniformly at random?

In evolutionary computation, it is common practice to use sets of instances as test-beds for evaluating and comparing the performance of new optimisation algorithms. In some cases, real-world instances are available, and, thus, they are used to constitute the experimental benchmark. Unfortunately, this is not the general case. Due to the difficulties for obtaining real-world instances, or because the optimisation problems defined in the literature are not exactly as those defined in the industry, practitioners are forced to create artificial instances. In this paper, we study some aspects related to the random generation of artificial instances. Particularly, we elaborate on the assumption that states that sampling uniformly at random in the space of parameters is equivalent to sampling uniformly at random in the space of functions. Illustrated with some experiments, we prove that for some type of algorithms this assumption does not hold.

[1]  G. Reinelt,et al.  Optimal triangulation of large real world input-output matrices , 1983 .

[2]  Éric D. Taillard,et al.  Benchmarks for basic scheduling problems , 1993 .

[3]  Alexander Mendiburu,et al.  The linear ordering problem revisited , 2015, Eur. J. Oper. Res..

[4]  T. Stützle,et al.  The Linear Ordering Problem: Instances, Search Space Analysis and Algorithms , 2004 .

[5]  Alexander Mendiburu,et al.  A Distance-Based Ranking Model Estimation of Distribution Algorithm for the Flowshop Scheduling Problem , 2014, IEEE Transactions on Evolutionary Computation.

[6]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[7]  Martin Pelikan,et al.  An application of a multivariate estimation of distribution algorithm to cancer chemotherapy , 2008, GECCO '08.

[8]  Toby Walsh,et al.  The TSP Phase Transition , 1996, Artif. Intell..

[9]  T. Koopmans,et al.  Assignment Problems and the Location of Economic Activities , 1957 .

[10]  Josu Ceberio Solving permutation problems with estimation of distribution algorithms and extensions thereof , 2014 .

[11]  Franz Rendl,et al.  QAPLIB – A Quadratic Assignment Problem Library , 1997, J. Glob. Optim..

[12]  A. J. Clewett,et al.  Introduction to sequencing and scheduling , 1974 .

[13]  Gerhard Reinelt,et al.  The Linear Ordering Problem: Exact and Heuristic Methods in Combinatorial Optimization , 2011 .

[14]  Roberto Santana,et al.  On the Taxonomy of Optimization Problems Under Estimation of Distribution Algorithms , 2013, Evolutionary Computation.

[15]  Abraham Duarte,et al.  Tabu search for the linear ordering problem with cumulative costs , 2011, Comput. Optim. Appl..

[16]  Zhang Hua,et al.  Solving Time-Tabling Problems Using Evolutionary Algorithms and Heuristics Search , 2009 .

[17]  Alexander Mendiburu,et al.  A Note on the Boltzmann Distribution and the Linear Ordering Problem , 2016, CAEPIA.

[18]  Zvi Drezner,et al.  Recent Advances for the Quadratic Assignment Problem with Special Emphasis on Instances that are Difficult for Meta-Heuristic Methods , 2005, Ann. Oper. Res..

[19]  Paul Bratley,et al.  A guide to simulation (2nd ed.) , 1986 .

[20]  Alexander Mendiburu,et al.  Parallel EDAs to create multivariate calibration models for quantitative chemical applications , 2006, J. Parallel Distributed Comput..

[21]  Gerhard Reinelt,et al.  The Linear Ordering Problem , 2011 .