A simulated annealing hyper-heuristic methodology for flexible decision support

Most of the current search techniques represent approaches that are largely adapted for specific search problems. There are many real-world scenarios where the development of such bespoke systems is entirely appropriate. However, there are other situations where it would be beneficial to have methodologies which are generally applicable to more problems. One of our motivating goals for investigating hyper-heuristic methodologies is to provide a more general search framework that can be easily and automatically employed on a broader range of problems than is currently possible. In this paper, we investigate a simulated annealing hyper-heuristic methodology which operates on a search space of heuristics and which employs a stochastic heuristic selection strategy and a short-term memory. The generality and performance of the proposed algorithm is demonstrated over a large number of benchmark datasets drawn from two very different and difficult problems, namely; course timetabling and bin packing. The contribution of this paper is to present a method which can be readily (and automatically) applied to different problems whilst still being able to produce results on benchmark problems which are competitive with bespoke human designed tailor made algorithms for those problems.

[1]  Edmund K. Burke,et al.  Using a Randomised Iterative Improvement Algorithm with Composite Neighbourhood Structures for the University Course Timetabling Problem , 2007, Metaheuristics.

[2]  Fred W. Glover,et al.  A Hybrid Improvement Heuristic for the One-Dimensional Bin Packing Problem , 2004, J. Heuristics.

[3]  Gerhard Wäscher,et al.  The bin-packing problem: A problem generator and some numerical experiments with FFD packing and MTP , 1997 .

[4]  Uwe Aickelin,et al.  Exploiting Problem Structure in a Genetic Algorithm Approach to a Nurse Rostering Problem , 2000, ArXiv.

[5]  Xin Yao,et al.  Stochastic ranking for constrained evolutionary optimization , 2000, IEEE Trans. Evol. Comput..

[6]  Edmund K. Burke,et al.  Hybridizations within a graph-based hyper-heuristic framework for university timetabling problems , 2009, J. Oper. Res. Soc..

[7]  Michel Gendreau,et al.  Handbook of Metaheuristics , 2010 .

[8]  Armin Scholl,et al.  Bison: A fast hybrid procedure for exactly solving the one-dimensional bin packing problem , 1997, Comput. Oper. Res..

[9]  Gerhard Wäscher,et al.  Heuristics for the integer one-dimensional cutting stock problem: A computational study , 1996 .

[10]  Graham Kendall,et al.  Search Methodologies: Introductory Tutorials in Optimization and Decision Support Techniques , 2013 .

[11]  H. Terashima-Marín,et al.  Evolution of Constraint Satisfaction strategies in examination timetabling , 1999 .

[12]  Alexander Nareyek,et al.  Choosing search heuristics by non-stationary reinforcement learning , 2004 .

[13]  Jorge Pinho de Sousa,et al.  Metaheuristics: Computer Decision-Making , 2010 .

[14]  Edmund K. Burke,et al.  An ant algorithm hyperheuristic for the project presentation scheduling problem , 2005, 2005 IEEE Congress on Evolutionary Computation.

[15]  Hendrik Van Landeghem,et al.  The State of the Art of Nurse Rostering , 2004, J. Sched..

[16]  Uwe Aickelin,et al.  An estimation of distribution algorithm with intelligent local search for rule-based nurse rostering , 2007, J. Oper. Res. Soc..

[17]  Uwe Aickelin,et al.  An Indirect Genetic Algorithm for a Nurse Scheduling Problem , 2004, Comput. Oper. Res..

[18]  Emanuel Falkenauer,et al.  A hybrid grouping genetic algorithm for bin packing , 1996, J. Heuristics.

[19]  Jonas Mockus,et al.  A Set of Examples of Global and Discrete Optimization , 2000 .

[20]  Fred Glover,et al.  PROBABILISTIC AND PARAMETRIC LEARNING COMBINATIONS OF LOCAL JOB SHOP SCHEDULING RULES , 1963 .

[21]  Thomas Stützle,et al.  A landscape analysis for a Hybrid Approximate Algorithm on a Timetabling Problem , 2004 .

[22]  J. Mockus,et al.  The Bayesian approach to global optimization , 1989 .

[23]  Graham Kendall,et al.  An Investigation of Automated Planograms Using a Simulated Annealing Based Hyper-Heuristic , 2005 .

[24]  Hiroaki Kitano,et al.  Designing Neural Networks Using Genetic Algorithms with Graph Generation System , 1990, Complex Syst..

[25]  Paolo Toth,et al.  Knapsack Problems: Algorithms and Computer Implementations , 1990 .

[26]  David Pisinger,et al.  An Adaptive Large Neighborhood Search Heuristic for the Pickup and Delivery Problem with Time Windows , 2006, Transp. Sci..

[27]  Krzysztof Fleszar,et al.  New heuristics for one-dimensional bin-packing , 2002, Comput. Oper. Res..

[28]  Kathryn A. Dowsland,et al.  Nurse scheduling with tabu search and strategic oscillation , 1998, Eur. J. Oper. Res..

[29]  W. J. Conover,et al.  Practical Nonparametric Statistics , 1972 .

[30]  Emanuel Falkenauer,et al.  Genetic Algorithms and Grouping Problems , 1998 .

[31]  Gary G. Yen,et al.  A generic framework for constrained optimization using genetic algorithms , 2005, IEEE Transactions on Evolutionary Computation.

[32]  Paul McMullan,et al.  An Extended Implementation of the Great Deluge Algorithm for Course Timetabling , 2007, International Conference on Computational Science.

[33]  Uwe Aickelin,et al.  An estimation of distribution algorithm for nurse scheduling , 2007, Ann. Oper. Res..

[34]  H. Asmuni Fuzzy multiple heuristic orderings for course timetabling , 2005 .

[35]  Sanja Petrovic,et al.  A graph-based hyper-heuristic for educational timetabling problems , 2007, Eur. J. Oper. Res..

[36]  J. L. Maryak,et al.  Bayesian Heuristic Approach to Discrete and Global Optimization , 1999, Technometrics.

[37]  E. Burke,et al.  A Randomised Iterative Improvement Algorithm with Composite Neighbourhood Structures for University Course Timetabling , 2005 .

[38]  Edmund K. Burke,et al.  Analyzing the landscape of a graph based hyper-heuristic for timetabling problems , 2009, GECCO.

[39]  Mauro Birattari,et al.  An effective hybrid algorithm for university course timetabling , 2006, J. Sched..

[40]  Graham Kendall,et al.  A Hyperheuristic Approach to Scheduling a Sales Summit , 2000, PATAT.

[41]  Pierre Hansen,et al.  Variable neighbourhood search: methods and applications , 2010, Ann. Oper. Res..

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

[43]  Helena Ramalhinho Dias Lourenço,et al.  Iterated Local Search , 2001, Handbook of Metaheuristics.

[44]  Graham Kendall,et al.  A Genetic Programming Hyper-Heuristic Approach for Evolving 2-D Strip Packing Heuristics , 2010, IEEE Transactions on Evolutionary Computation.

[45]  Gleb Belov,et al.  A branch-and-cut-and-price algorithm for one-dimensional stock cutting and two-dimensional two-stage cutting , 2006, Eur. J. Oper. Res..

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

[47]  Graham Kendall,et al.  Guided Operators for a Hyper-Heuristic Genetic Algorithm , 2003, Australian Conference on Artificial Intelligence.

[48]  N. Given Learning a procedure that can solve hard bin-packing problems: a new GA-based approach to hyper-heuristics , 2003 .

[49]  Alistair I. Mees,et al.  Convergence of an annealing algorithm , 1986, Math. Program..

[50]  Michel Gendreau,et al.  Metaheuristics: Progress in Complex Systems Optimization , 2007 .

[51]  Paolo Toth,et al.  Lower bounds and reduction procedures for the bin packing problem , 1990, Discret. Appl. Math..

[52]  Eric Soubeiga,et al.  Development and application of hyperheuristics to personnel scheduling , 2003 .

[53]  Graham Kendall,et al.  Hyper-Heuristics: An Emerging Direction in Modern Search Technology , 2003, Handbook of Metaheuristics.

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

[55]  Raymond S. K. Kwan,et al.  Distributed Choice Function Hyper-heuristics for Timetabling and Scheduling , 2004, PATAT.

[56]  Philipp Kostuch,et al.  The University Course Timetabling Problem with a 3-phase approach , 2007 .

[57]  Peter Ross,et al.  Solving a Real-World Problem Using an Evolving Heuristically Driven Schedule Builder , 1998, Evolutionary Computation.

[58]  Sanja Petrovic,et al.  Case-based heuristic selection for timetabling problems , 2006, J. Sched..

[59]  Jonas Mockus,et al.  Application of Bayesian approach to numerical methods of global and stochastic optimization , 1994, J. Glob. Optim..

[60]  Michael Sampels,et al.  A MAX-MIN Ant System for the University Course Timetabling Problem , 2002, Ant Algorithms.

[61]  Edmund K. Burke,et al.  The practice and theory of automated timetabling , 2014, Ann. Oper. Res..

[62]  Sanja Petrovic,et al.  A time-predefined approach to course timetabling , 2003 .

[63]  Richard S. Sutton,et al.  Reinforcement Learning: An Introduction , 1998, IEEE Trans. Neural Networks.

[64]  Matthew R. Hyde,et al.  A Genetic Programming Hyper-Heuristic Approach for Evolving Two Dimensional Strip Packing Heuristics , 2009 .