Multi-method algorithms: Investigating the entity-to-algorithm allocation problem

This paper investigates the algorithm selection problem, otherwise referred to as the entity-to-algorithm allocation problem, within the context of three recent multi-method algorithm frameworks. A population-based algorithm portfolio, a meta-hyper-heuristic and a bandit based operator selection method are evaluated under similar conditions on a diverse set of floating-point benchmark problems. The meta-hyper heuristic is shown to outperform the other two algorithms.

[1]  Andries Petrus Engelbrecht,et al.  An analysis of heterogeneous cooperative algorithms , 2009, 2009 IEEE Congress on Evolutionary Computation.

[2]  Kay Chen Tan,et al.  A Multi-Facet Survey on Memetic Computation , 2011, IEEE Transactions on Evolutionary Computation.

[3]  A. Engelbrecht,et al.  A new locally convergent particle swarm optimiser , 2002, IEEE International Conference on Systems, Man and Cybernetics.

[4]  Thomas G. Dietterich Multiple Classifier Systems , 2000, Lecture Notes in Computer Science.

[5]  Andries Petrus Engelbrecht,et al.  Investigating the impact of alternative evolutionary selection strategies on multi-method global optimization , 2011, 2011 IEEE Congress of Evolutionary Computation (CEC).

[6]  Fei Peng,et al.  Population-Based Algorithm Portfolios for Numerical Optimization , 2010, IEEE Transactions on Evolutionary Computation.

[7]  Patrick M. Reed,et al.  Borg: An Auto-Adaptive Many-Objective Evolutionary Computing Framework , 2013, Evolutionary Computation.

[8]  Michèle Sebag,et al.  Fitness-AUC bandit adaptive strategy selection vs. the probability matching one within differential evolution: an empirical comparison on the bbob-2010 noiseless testbed , 2010, GECCO '10.

[9]  Bart Selman,et al.  Algorithm portfolios , 2001, Artif. Intell..

[10]  Josef Tvrdík Modifications of Differential Evolution with Composite Trial Vector Generation Strategies , 2012, SOCO.

[11]  Bruce A. Robinson,et al.  Self-Adaptive Multimethod Search for Global Optimization in Real-Parameter Spaces , 2009, IEEE Transactions on Evolutionary Computation.

[12]  Mehmet Fatih Tasgetiren,et al.  Differential evolution algorithm with ensemble of parameters and mutation strategies , 2011, Appl. Soft Comput..

[13]  Jing J. Liang,et al.  Problem Definitions and Evaluation Criteria for the CEC 2005 Special Session on Real-Parameter Optimization , 2005 .

[14]  A. Kai Qin,et al.  Self-adaptive differential evolution algorithm for numerical optimization , 2005, 2005 IEEE Congress on Evolutionary Computation.

[15]  Álvaro Fialho,et al.  Adaptive strategy selection in differential evolution , 2010, GECCO '10.

[16]  Meie Shen,et al.  A Differential Evolution Algorithm With Dual Populations for Solving Periodic Railway Timetable Scheduling Problem , 2013, IEEE Transactions on Evolutionary Computation.

[17]  Michel Gendreau,et al.  Hyper-heuristics: a survey of the state of the art , 2013, J. Oper. Res. Soc..

[18]  Graham Kendall,et al.  A Tabu-Search Hyperheuristic for Timetabling and Rostering , 2003, J. Heuristics.

[19]  Xin Yao,et al.  Self-adaptive differential evolution with neighborhood search , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).

[20]  Graham Kendall,et al.  A Classification of Hyper-heuristic Approaches , 2010 .

[21]  Nikolaus Hansen,et al.  A restart CMA evolution strategy with increasing population size , 2005, 2005 IEEE Congress on Evolutionary Computation.

[22]  Edmund K. Burke,et al.  A simulated annealing based hyperheuristic for determining shipper sizes for storage and transportation , 2007, Eur. J. Oper. Res..

[23]  William E. Hart,et al.  Recent Advances in Memetic Algorithms , 2008 .