NEApr 27, 2020
Single- and Multi-Objective Evolutionary Algorithms for the Knapsack Problem with Dynamically Changing ConstraintsVahid Roostapour, Aneta Neumann, Frank Neumann
Evolutionary algorithms are bio-inspired algorithms that can easily adapt to changing environments. Recent results in the area of runtime analysis have pointed out that algorithms such as the (1+1)~EA and Global SEMO can efficiently reoptimize linear functions under a dynamic uniform constraint. Motivated by this study, we investigate single- and multi-objective baseline evolutionary algorithms for the classical knapsack problem where the capacity of the knapsack varies over time. We establish different benchmark scenarios where the capacity changes every $τ$ iterations according to a uniform or normal distribution. Our experimental investigations analyze the behavior of our algorithms in terms of the magnitude of changes determined by parameters of the chosen distribution, the frequency determined by $τ$, and the class of knapsack instance under consideration. Our results show that the multi-objective approaches using a population that caters for dynamic changes have a clear advantage on many benchmarks scenarios when the frequency of changes is not too high. Furthermore, we demonstrate that the diversity mechanisms used in popular evolutionary multi-objective algorithms such as NSGA-II and SPEA2 do not necessarily result in better performance and even lead to inferior results compared to our simple multi-objective approaches.
NEApr 22, 2020
Runtime Analysis of Evolutionary Algorithms with Biased Mutation for the Multi-Objective Minimum Spanning Tree ProblemVahid Roostapour, Jakob Bossek, Frank Neumann
Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the structure of optimal solutions is given, which can be leveraged by means of biased search operators. We consider the Minimum Spanning Tree (MST) problem in a single- and multi-objective version, and introduce a biased mutation, which puts more emphasis on the selection of edges of low rank in terms of low domination number. We present example graphs where the biased mutation can significantly speed up the expected runtime until (Pareto-)optimal solutions are found. On the other hand, we demonstrate that bias can lead to exponential runtime if heavy edges are necessarily part of an optimal solution. However, on general graphs in the single-objective setting, we show that a combined mutation operator which decides for unbiased or biased edge selection in each step with equal probability exhibits a polynomial upper bound -- as unbiased mutation -- in the worst case and benefits from bias if the circumstances are favorable.
DSMar 6, 2019
Runtime Analysis of RLS and (1+1) EA for the Dynamic Weighted Vertex Cover ProblemMojgan Pourhassan, Vahid Roostapour, Frank Neumann
In this paper, we perform theoretical analyses on the behaviour of an evolutionary algorithm and a randomised search algorithm for the dynamic vertex cover problem based on its dual formulation. The dynamic vertex cover problem has already been theoretically investigated to some extent and it has been shown that using its dual formulation to represent possible solutions can lead to a better approximation behaviour. We improve some of the existing results, i.e. we find a linear expected re-optimization time for a (1+1) EA to re-discover a 2-approximation when edges are dynamically deleted from the graph. Furthermore, we investigate a different setting for applying the dynamism to the problem, in which a dynamic change happens at each step with a probability $P_D$. We also expand these analyses to the weighted vertex cover problem, in which weights are assigned to vertices and the goal is to find a cover set with minimum total weight. Similar to the classical case, the dynamic changes that we consider on the weighted vertex cover problem are adding and removing edges to and from the graph. We aim at finding a maximal solution for the dual problem, which gives a 2-approximate solution for the vertex cover problem. This is equivalent to the maximal matching problem for the classical vertex cover problem.
NEFeb 13, 2019
Analysis of Baseline Evolutionary Algorithms for the Packing While Travelling ProblemVahid Roostapour, Mojgan Pourhassan, Frank Neumann
The performance of base-line Evolutionary Algorithms (EAs) on combinatorial problems has been studied rigorously. From the theoretical viewpoint, the literature extensively investigates the linear problems, while the theoretical analysis of the non-linear problems is still far behind. In this paper, variations of the Packing While Travelling (PWT) -- also known as the non-linear knapsack problem -- are studied as an attempt to analyse the behaviour of EAs on non-linear problems from theoretical perspective. We investigate PWT for two cities and $n$ items with correlated weights and profits, using single-objective and multi-objective algorithms. Our results show that RLS\_swap, which differs from the classical RLS by having the ability to swap two bits in one iteration, finds the optimal solution in $O(n^3)$ expected time. We also study an enhanced version of GSEMO, which a specific selection operator to deal with exponential population size, and prove that it finds the Pareto front in the same asymptotic expected time. In the case of uniform weights, (1+1)~EA is able to find the optimal solution in expected time $O(n^2\log{(\max\{n,p_{\max}\})})$, where $p_{\max}$ is the largest profit of the given items. We also perform an experimental analysis to complement our theoretical investigations and provide additional insights into the runtime behavior.
DSNov 14, 2018
Pareto Optimization for Subset Selection with Dynamic Cost ConstraintsVahid Roostapour, Aneta Neumann, Frank Neumann et al.
We consider the subset selection problem for function $f$ with constraint bound $B$ that changes over time. Within the area of submodular optimization, various greedy approaches are commonly used. For dynamic environments we observe that the adaptive variants of these greedy approaches are not able to maintain their approximation quality. Investigating the recently introduced POMC Pareto optimization approach, we show that this algorithm efficiently computes a $φ= (α_f/2)(1-\frac{1}{e^{α_f}})$-approximation, where $α_f$ is the submodularity ratio of $f$, for each possible constraint bound $b \leq B$. Furthermore, we show that POMC is able to adapt its set of solutions quickly in the case that $B$ increases. Our experimental investigations for the influence maximization in social networks show the advantage of POMC over generalized greedy algorithms. We also consider EAMC, a new evolutionary algorithm with polynomial expected time guarantee to maintain $φ$ approximation ratio, and NSGA-II with two different population sizes as advanced multi-objective optimization algorithm, to demonstrate their challenges in optimizing the maximum coverage problem. Our empirical analysis shows that, within the same number of evaluations, POMC is able to perform as good as NSGA-II under linear constraint, while EAMC performs significantly worse than all considered algorithms in most cases.
NEJun 22, 2018
Analysis of Evolutionary Algorithms in Dynamic and Stochastic EnvironmentsVahid Roostapour, Mojgan Pourhassan, Frank Neumann
Many real-world optimization problems occur in environments that change dynamically or involve stochastic components. Evolutionary algorithms and other bio-inspired algorithms have been widely applied to dynamic and stochastic problems. This survey gives an overview of major theoretical developments in the area of runtime analysis for these problems. We review recent theoretical studies of evolutionary algorithms and ant colony optimization for problems where the objective functions or the constraints change over time. Furthermore, we consider stochastic problems under various noise models and point out some directions for future research.