Thomas Stützle

Christian Camacho-Villalón, Marco Dorigo, Thomas Stützle

Hybrid metaheuristics are powerful techniques for solving difficult optimization problems that exploit the strengths of different approaches in a single implementation. For algorithm designers, however, creating hybrid metaheuristic implementations has become increasingly challenging due to the vast number of design options available in the literature and the fact that they often rely on their knowledge and intuition to come up with new algorithm designs. In this paper, we propose a modular metaheuristic software framework, called METAFOR, that can be coupled with an automatic algorithm configuration tool to automatically design hybrid metaheuristics. METAFOR is specifically designed to hybridize Particle Swarm Optimization, Differential Evolution and Covariance Matrix Adaptation-Evolution Strategy, and includes a local search module that allows their execution to be interleaved with a subordinate local search. We use the configuration tool irace to automatically generate 17 different metaheuristic implementations and evaluate their performance on a diverse set of continuous optimization problems. Our results show that, across all the considered problem classes, automatically generated hybrid implementations are able to outperform configured single-approach implementations, while these latter offer advantages on specific classes of functions. We provide useful insights on the type of hybridization that works best for specific problem classes, the algorithm components that contribute to the performance of the algorithms, and the advantages and disadvantages of two well-known instance separation strategies, creating stratified training set using a fix percentage and leave-one-class-out cross-validation.

Daniel Karapetyan, Andrew J. Parkes, Thomas Stützle

One way to speed up the algorithm configuration task is to use short runs instead of long runs as much as possible, but without discarding the configurations that eventually do well on the long runs. We consider the problem of selecting the top performing configurations of the Conditional Markov Chain Search (CMCS), a general algorithm schema that includes, for examples, VNS. We investigate how the structure of performance on short tests links with those on long tests, showing that significant differences arise between test domains. We propose a "performance envelope" method to exploit the links; that learns when runs should be terminated, but that automatically adapts to the domain.

Holger H. Hoos, Thomas Stutzle

Stochastic search algorithms are among the most sucessful approaches for solving hard combinatorial problems. A large class of stochastic search approaches can be cast into the framework of Las Vegas Algorithms (LVAs). As the run-time behavior of LVAs is characterized by random variables, the detailed knowledge of run-time distributions provides important information for the analysis of these algorithms. In this paper we propose a novel methodology for evaluating the performance of LVAs, based on the identification of empirical run-time distributions. We exemplify our approach by applying it to Stochastic Local Search (SLS) algorithms for the satisfiability problem (SAT) in propositional logic. We point out pitfalls arising from the use of improper empirical methods and discuss the benefits of the proposed methodology for evaluating and comparing LVAs.