Manuel López-Ibáñez

An Improved Dimension-Sweep Algorithm for the Hypervolume Indicator

This paper presents a recursive, dimension-sweep algorithm for computing the hypervolume indicator of the quality of a set of n non-dominated points in d > 2 dimensions. It improves upon the existing HSO (Hypervolume by Slicing Objectives) algorithm by pruning the recursion tree to avoid repeated dominance checks and the recalculation of partial hypervolumes. Additionally, it incorporates a recent result for the three-dimensional special case. The proposed algorithm achieves O(nd−2log n) time and linear space complexity in the worst-case, but experimental results show that the pruning techniques used may reduce the time complexity exponent even further.

On the Complexity of Computing the Hypervolume Indicator

The goal of multiobjective optimization is to find a set of best compromise solutions for typically conflicting objectives. Due to the complex nature of most real-life problems, only an approximation to such an optimal set can be obtained within reasonable (computing) time. To compare such approximations, and thereby the performance of multiobjective optimizers providing them, unary quality measures are usually applied. Among these, the hypervolume indicator (or S-metric) is of particular relevance due to its favorable properties. Moreover, this indicator has been successfully integrated into stochastic optimizers, such as evolutionary algorithms, where it serves as a guidance criterion for finding good approximations to the Pareto front. Recent results show that computing the hypervolume indicator can be seen as solving a specialized version of Klees measure problem. In general, Klees measure problem can be solved with O(n logn + nd/2logn) comparisons for an input instance of size n in d dimensions; as of this writing, it is unknown whether a lower bound higher than Omega(n log n) can be proven. In this paper, we derive a lower bound of Omega(n log n) for the complexity of computing the hypervolume indicator in any number of dimensions d > 1 by reducing the so-called uniformgap problem to it. For the 3-D case, we also present a matching upper bound of O(n log n) comparisons that is obtained by extending an algorithm for finding the maxima of a point set.

Parameter Adaptation in Ant Colony Optimization

This chapter reviews the approaches that have been studied for the online adaptation of the parameters of ant colony optimization (ACO) algorithms, that is, the variation of parameter settings while solving an instance of a problem. We classify these approaches according to the main classes of online parameter-adaptation techniques. One conclusion of this review is that the available approaches do not exploit an in-depth understanding of the effect of individual parameters on the behavior of ACO algorithms. Therefore, this chapter also presents results of an empirical study of the solution quality over computation time for Ant Colony System and MAX-MIN Ant System, two well-known ACO algorithms. The first part of this study provides insights on the behaviour of the algorithms in dependence of fixed parameter settings. One conclusion is that the best fixed parameter settings of MAX-MIN Ant System depend strongly on the available computation time. The second part of the study uses these insights to propose simple, pre-scheduled parameter variations. Our experimental results show that such pre-scheduled parameter variations can dramatically improve the anytime performance of MAX-MIN Ant System.

Beam-ACO for the travelling salesman problem with time windows

The travelling salesman problem with time windows is a difficult optimization problem that arises, for example, in logistics. This paper deals with the minimization of the travel-cost. For solving this problem, this paper proposes a Beam-ACO algorithm, which is a hybrid method combining ant colony optimization with beam search. In general, Beam-ACO algorithms heavily rely on accurate and computationally inexpensive bounding information for differentiating between partial solutions. This work uses stochastic sampling as a useful alternative. An extensive experimental evaluation on seven benchmark sets from the literature shows that the proposed Beam-ACO algorithm is currently a state-of-the-art technique for the travelling salesman problem with time windows when travel-cost optimization is concerned.

Exploratory Analysis of Stochastic Local Search Algorithms in Biobjective Optimization

This chapter introduces two Perl programs that implement graphical tools for exploring the performance of stochastic local search algorithms for biobjective optimization problems. These tools are based on the concept of the empirical attainment function (EAF), which describes the probabilistic distribution of the outcomes obtained by a stochastic algorithm in the objective space. In particular, we consider the visualization of attainment surfaces and differences between the first-order EAFs of the outcomes of two algorithms. This visualization allows us to identify certain algorithmic behaviors in a graphical way. We explain the use of these visualization tools and illustrate them with examples arising from practice.

A hybrid TP+PLS algorithm for bi-objective flow-shop scheduling problems

This paper presents a new, carefully designed algorithm for five bi-objective permutation flow shop scheduling problems that arise from the pairwise combinations of the objectives (i) makespan, (ii) the sum of the completion times of the jobs, and (iii) both, the weighted and non-weighted total tardiness of all jobs. The proposed algorithm combines two search methods, two-phase local search and Pareto local search, which are representative of two different, but complementary, paradigms for multi-objective optimization in terms of Pareto-optimality. The design of the hybrid algorithm is based on a careful experimental analysis of crucial algorithmic components of these two search methods. We compared our algorithm to the two best algorithms identified, among a set of 23 candidate algorithms, in a recent review of the bi-objective permutation flow-shop scheduling problem. We have reimplemented carefully these two algorithms in order to assess the quality of our algorithm. The experimental comparison in this paper shows that the proposed algorithm obtains results that often dominate the output of the two best algorithms from the literature. Therefore, our analysis shows without ambiguity that the proposed algorithm is a new state-of-the-art algorithm for the bi-objective permutation flow-shop problems studied in this paper.

Hybrid Population-Based Algorithms for the Bi-Objective Quadratic Assignment Problem

We present variants of an ant colony optimization (MO-ACO) algorithm and of an evolutionary algorithm (SPEA2) for tackling multi-objective combinatorial optimization problems, hybridized with an iterative improvement algorithm and the robust tabu search algorithm. The performance of the resulting hybrid stochastic local search (SLS) algorithms is experimentally investigated for the bi-objective quadratic assignment problem (bQAP) and compared against repeated applications of the underlying local search algorithms for several scalarizations. The experiments consider structured and unstructured bQAP instances with various degrees of correlation between the flow matrices. We do a systematic experimental analysis of the algorithms using outperformance relations and the attainment functions methodology to asses differences in the performance of the algorithms. The experimental results show the usefulness of the hybrid algorithms if the available computation time is not too limited and identify SPEA2 hybridized with very short tabu search runs as the most promising variant.

On the Design of ACO for the Biobjective Quadratic Assignment Problem

Few applications of ACO algorithms to multiobjective problems have been presented so far and it is not clear how to design an effective ACO algorithms for such problems. In this article, we study the performance of several ACO variants for the biobjective Quadratic Assignment Problem that are based on two fundamentally different search strategies. The first strategy is based on dominance criteria, while the second one exploits different scalarizations of the objective function vector. Further variants differ in the use of multiple colonies, the use of local search, and the pheromone update strategy. The experimental results indicate that the use of local search procedures and the correlation between objectives play an essential role in the performance of the variants studied in this paper.

On sequential online archiving of objective vectors

In this paper, we examine the problem of maintaining an approximation of the set of nondominated points visited during a multiobjective optimization, a problem commonly known as archiving. Most of the currently available archiving algorithms are reviewed, and what is known about their convergence and approximation properties is summarized. The main scenario considered is the restricted case where the archive must be updated online as points are generated one by one, and at most a fixed number of points are to be stored in the archive at any one time. In this scenario, the ◃-monotonicity of an archiving algorithm is proposed as a weaker, but more practical, property than negative efficiency preservation. This paper shows that hypervolumebased archivers and a recently proposed multi-level grid archiver have this property. On the other hand, the archiving methods used by SPEA2 and NSGA-II do not, and they may ◃-deteriorate with time. The ◃-monotonicity property has meaning on any input sequence of points. We also classify archivers according to limit properties, i.e. convergence and approximation properties of the archiver in the limit of infinite (input) samples from a finite space with strictly positive generation probabilities for all points. This paper establishes a number of research questions, and provides the initial framework and analysis for answering them.

Beam search for the longest common subsequence problem

The longest common subsequence problem is a classical string problem that concerns finding the common part of a set of strings. It has several important applications, for example, pattern recognition or computational biology. Most research efforts up to now have focused on solving this problem optimally. In comparison, only few works exist dealing with heuristic approaches. In this work we present a deterministic beam search algorithm. The results show that our algorithm outperforms the current state-of-the-art approaches not only in solution quality but often also in computation time.