A feasibility-preserving local search operator for constrained discrete optimization problems

Meta-heuristic optimization approaches are commonly applied to many discrete optimization problems. Many of these optimization approaches are based on a local search operator like, e.g., the mutate or neighbor operator that are used in evolution strategies or simulated annealing, respectively. However, the straightforward implementations of these operators tend to deliver infeasible solutions in constrained optimization problems leading to a poor convergence. In this paper, a novel scheme for a local search operator for discrete constrained optimization problems is presented. By using a sophisticated methodology incorporating a backtracking-based ILP solver, the local search operator preserves the feasibility also on hard constrained problems. In detail, an implementation of the local serach operator as a feasibility-preserving mutate and neighbor operator is presented. To validate the usability of this approach, scalable discrete constrained testcases are introduced that allow to calculate the expected number of feasible solutions. Thus, the hardness of the testcases can be quantified. Hence, a sound comparison of different optimization methodologies is presented.

[1]  Carlos Artemio Coello-Coello,et al.  Theoretical and numerical constraint-handling techniques used with evolutionary algorithms: a survey of the state of the art , 2002 .

[2]  K. Deb An Efficient Constraint Handling Method for Genetic Algorithms , 2000 .

[3]  Z. Michalewicz,et al.  Genocop III: a co-evolutionary algorithm for numerical optimization problems with nonlinear constraints , 1995, Proceedings of 1995 IEEE International Conference on Evolutionary Computation.

[4]  Ke Xu,et al.  Random constraint satisfaction: Easy generation of hard (satisfiable) instances , 2007, Artif. Intell..

[5]  Zbigniew Michalewicz,et al.  Evolutionary Algorithms for Constrained Parameter Optimization Problems , 1996, Evolutionary Computation.

[6]  Kyomin Jung,et al.  Phase transition in a random NK landscape model , 2008, Artif. Intell..

[7]  A. Kuehlmann,et al.  A fast pseudo-Boolean constraint solver , 2005, Proceedings 2003. Design Automation Conference (IEEE Cat. No.03CH37451).

[8]  Donald W. Loveland,et al.  A machine program for theorem-proving , 2011, CACM.

[9]  Pedro Larrañaga,et al.  Genetic Algorithms for the Travelling Salesman Problem: A Review of Representations and Operators , 1999, Artificial Intelligence Review.

[10]  Marco Laumanns,et al.  Performance assessment of multiobjective optimizers: an analysis and review , 2003, IEEE Trans. Evol. Comput..

[11]  Marco Laumanns,et al.  SPEA2: Improving the strength pareto evolutionary algorithm , 2001 .

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

[13]  Vasco M. Manquinho,et al.  The First Evaluation of Pseudo-Boolean Solvers (PB'05) , 2006, J. Satisf. Boolean Model. Comput..

[14]  Lothar Thiele,et al.  Multiobjective evolutionary algorithms: a comparative case study and the strength Pareto approach , 1999, IEEE Trans. Evol. Comput..

[15]  K. Sakallah,et al.  Generic ILP versus specialized 0-1 ILP: an update , 2002, ICCAD 2002.

[16]  Karem A. Sakallah,et al.  Pueblo: a modern pseudo-Boolean SAT solver , 2005, Design, Automation and Test in Europe.

[17]  Martin Lukasiewycz,et al.  SAT-decoding in evolutionary algorithms for discrete constrained optimization problems , 2007, 2007 IEEE Congress on Evolutionary Computation.

[18]  Zbigniew Michalewicz,et al.  Test-case generator for nonlinear continuous parameter optimization techniques , 2000, IEEE Trans. Evol. Comput..

[19]  Hans-Georg Beyer,et al.  The Theory of Evolution Strategies , 2001, Natural Computing Series.

[20]  Fred W. Glover,et al.  Future paths for integer programming and links to artificial intelligence , 1986, Comput. Oper. Res..