The heterogeneous meta-hyper-heuristic : from low level heuristics to low level meta-heuristics

Abstract

Meta-heuristics have already been used extensively for the successful solution of a wide range of real world problems. A few industrial engineering examples include inventory optimization, production scheduling, and vehicle routing, all areas which have a significant impact on the economic success of society. Unfortunately, it is not always easy to predict which meta-heuristic from the multitude of algorithms available, will be best to address a specific problem. Furthermore, many algorithm development options exist with regards to operator selection and parameter setting. Within this context, the idea of working towards a higher level of automation in algorithm design was born. Hyper-heuristics promote the design of more generally applicable search methodologies and tend to focus on performing relatively well on a large set of different types of problems.

This thesis develops a heterogeneous meta-hyper-heuristic algorithm (HMHH) for single-objective unconstrained continuous optimization problems. The algorithm development process focused on investigating the use of meta-heuristics as low level heuristics in a hyper-heuristic context. This strategy is in stark contrast to the problem-specific low level heuristics traditionally employed in a hyper-heuristic framework. Alternative low level meta-heuristics, entity-to-algorithm allocation strategies, and strategies for incorporating local search into the HMHH algorithm were evaluated to obtain an algorithm which performs well against both its constituent low level meta-heuristics and four state- of-the-art multi-method algorithms.

Finally, the impact of diversity management on the HMHH algorithm was investigated. Hyper-heuristics lend themselves to two types of diversity management, namely solution space diversity (SSD) management and heuristic space diversity (HSD) management. The concept of heuristic space diversity was introduced and a quantitative metric was defined to measure heuristic space diversity. An empirical evaluation of various solution space diversity and heuristic space diversity intervention mechanisms showed that the systematic control of heuristic space diversity has a significant impact on hyper-heuristic performance.