A memetic algorithm for the optimal winner determination problem

In this paper, we propose a memetic algorithm for the optimal winner determination problem in combinatorial auctions. First, we investigate a new selection strategy based on both fitness and diversity to choose individuals to participate in the reproduction phase of the memetic algorithm. The resulting algorithm is enhanced by using a stochastic local search (SLS) component combined with a specific crossover operator. This operator is used to identify promising search regions while the stochastic local search performs an intensified search of solutions around these regions. Experiments on various realistic instances of the considered problem are performed to show and compare the effectiveness of our approach.

[1]  Yoav Shoham,et al.  Taming the Computational Complexity of Combinatorial Auctions: Optimal and Approximate Approaches , 1999, IJCAI.

[2]  Y. Zhu,et al.  Heuristics for a Brokering Set Packing Problem , 2004, AI&M.

[3]  Sven de Vries,et al.  Combinatorial Auctions: A Survey , 2003, INFORMS J. Comput..

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

[5]  Tuomas Sandholm,et al.  Optimal Winner Determination Algorithms , 2005 .

[6]  Ronald M. Harstad,et al.  Computationally Manageable Combinational Auctions , 1998 .

[7]  James C. Bean,et al.  Genetic Algorithms and Random Keys for Sequencing and Optimization , 1994, INFORMS J. Comput..

[8]  Kevin Kok Wai Wong,et al.  Classification of adaptive memetic algorithms: a comparative study , 2006, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[9]  Maria L. Gini,et al.  Bid Selection Strategies for Multi-agent Contracting in the Presence of Scheduling Constraints , 1999, Agent Mediated Electronic Commerce.

[10]  Subhash Suri,et al.  Improved Algorithms for Optimal Winner Determination in Combinatorial Auctions and Generalizations , 2000, AAAI/IAAI.

[11]  Holger H. Hoos,et al.  An adaptive noise mechanism for walkSAT , 2002, AAAI/IAAI.

[12]  Hisao Ishibuchi,et al.  Balance between genetic search and local search in memetic algorithms for multiobjective permutation flowshop scheduling , 2003, IEEE Trans. Evol. Comput..

[13]  Yi Zhu,et al.  Heuristics for a bidding problem , 2006, Comput. Oper. Res..

[14]  Arne Andersson,et al.  Integer programming for combinatorial auction winner determination , 2000, Proceedings Fourth International Conference on MultiAgent Systems.

[15]  Moshe Tennenholtz,et al.  An Algorithm for Multi-Unit Combinatorial Auctions , 2000, AAAI/IAAI.

[16]  H. Drias,et al.  Solving MAX-SAT problems using a memetic evolutionary meta-heuristic , 2004, IEEE Conference on Cybernetics and Intelligent Systems, 2004..

[17]  Noam Nisan,et al.  Bidding and allocation in combinatorial auctions , 2000, EC '00.

[18]  David Levine,et al.  CABOB: A Fast Optimal Algorithm for Combinatorial Auctions , 2001, IJCAI.

[19]  Mark Sumner,et al.  A Fast Adaptive Memetic Algorithm for Online and Offline Control Design of PMSM Drives , 2007, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[20]  Jing Tang,et al.  Diversity-adaptive parallel memetic algorithm for solving large scale combinatorial optimization problems , 2006, Soft Comput..

[21]  Craig Boutilier,et al.  Solving Combinatorial Auctions Using Stochastic Local Search , 2000, AAAI/IAAI.

[22]  Pablo Moscato,et al.  On Evolution, Search, Optimization, Genetic Algorithms and Martial Arts : Towards Memetic Algorithms , 1989 .

[23]  Zizhuo Wang,et al.  A unified framework for dynamic pari-mutuel information market design , 2009, EC '09.

[24]  Tuomas Sandholm,et al.  Algorithm for optimal winner determination in combinatorial auctions , 2002, Artif. Intell..

[25]  Yoav Shoham,et al.  Towards a universal test suite for combinatorial auction algorithms , 2000, EC '00.

[26]  Hoong Chuin Lau,et al.  An intelligent brokering system to support multi-agent Web-based 4/sup th/-party logistics , 2002, 14th IEEE International Conference on Tools with Artificial Intelligence, 2002. (ICTAI 2002). Proceedings..

[27]  Bu-Sung Lee,et al.  Memetic algorithm using multi-surrogates for computationally expensive optimization problems , 2007, Soft Comput..

[28]  R. McAfee,et al.  Auctions and Bidding , 1986 .

[29]  Peter I. Cowling,et al.  A Memetic Approach to the Nurse Rostering Problem , 2001, Applied Intelligence.

[30]  Pablo Moscato,et al.  A memetic algorithm for the total tardiness single machine scheduling problem , 2001, Eur. J. Oper. Res..

[31]  Carles Sierra,et al.  Agent-Mediated Electronic Commerce , 2004, Autonomous Agents and Multi-Agent Systems.

[32]  Habiba Drias,et al.  Taboo search as an intelligent agent for bid evaluation , 2003, Int. J. Internet Enterp. Manag..

[33]  Hisao Ishibuchi,et al.  Special Issue on Memetic Algorithms , 2007, IEEE Trans. Syst. Man Cybern. Part B.

[34]  Xin Yao,et al.  A Memetic Algorithm for VLSI Floorplanning , 2007, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[35]  Hisao Ishibuchi,et al.  Some Issues on the Implementation of Local Search in Evolutionary Multiobjective Optimization , 2004, GECCO.

[36]  Barry O'Sullivan,et al.  Towards Fast Vickrey Pricing using Constraint Programming , 2004, Artificial Intelligence Review.