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 metaheuristic solver


AutoOptLib: Tailoring Metaheuristic Optimizers via Automated Algorithm Design

arXiv.org Artificial Intelligence

Metaheuristics are prominent gradient-free optimizers for solving hard problems that do not meet the rigorous mathematical assumptions of analytical solvers. The canonical manual optimizer design could be laborious, untraceable and error-prone, let alone human experts are not always available. This arises increasing interest and demand in automating the optimizer design process. In response, this paper proposes AutoOptLib, the first platform for accessible automated design of metaheuristic optimizers. AutoOptLib leverages computing resources to conceive, build up, and verify the design choices of the optimizers. It requires much less labor resources and expertise than manual design, democratizing satisfactory metaheuristic optimizers to a much broader range of researchers and practitioners. Furthermore, by fully exploring the design choices with computing resources, AutoOptLib has the potential to surpass human experience, subsequently gaining enhanced performance compared with human problem-solving. To realize the automated design, AutoOptLib provides 1) a rich library of metaheuristic components for continuous, discrete, and permutation problems; 2) a flexible algorithm representation for evolving diverse algorithm structures; 3) different design objectives and techniques for different optimization scenarios; and 4) a graphic user interface for accessibility and practicability. AutoOptLib is fully written in Matlab/Octave; its source code and documentation are available at https://github.com/qz89/AutoOpt and https://AutoOpt.readthedocs.io/, respectively.


A Parallel Ensemble of Metaheuristic Solvers for the Traveling Salesman Problem

arXiv.org Artificial Intelligence

The travelling salesman problem (TSP) is one of the well-studied NP-hard problems in the literature. The state-of-the art inexact TSP solvers are the Lin-Kernighan-Helsgaun (LKH) heuristic and Edge Assembly crossover (EAX). A recent study suggests that EAX with restart mechanisms perform well on a wide range of TSP instances. However, this study is limited to 2,000 city problems. We study for problems ranging from 2,000 to 85,900. We see that the performance of the solver varies with the type of the problem. However, combining these solvers in an ensemble setup, we are able to outperform the individual solver's performance. We see the ensemble setup as an efficient way to make use of the abundance of compute resources. In addition to EAX and LKH, we use several versions of the hybrid of EAX and Mixing Genetic Algorithm (MGA). A hybrid of MGA and EAX is known to solve some hard problems. We see that the ensemble of the hybrid version outperforms the state-of-the-art solvers on problems larger than 10,000 cities.