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Taxonomy of Hybrid Metaheuristics

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Title: Taxonomy of Hybrid Metaheuristics


1
Taxonomy of Hybrid
Metaheuristics
  • Presented by Xiaojun Bao
    Lijun Wang
  • School of
    Engineering
  • University of
    Guelph
  • Paper review for ENGG6140 Optimization

2
Outline
  • Introduction
  • Design issues of Hybrid Metaheuristics
  • Implementation issues of Hybrid Metaheuristics
  • A Grammar for extended hybrid schemes
  • Conclusion
  • 6. Reference

3
Introduction
  • 1.1 Single-solution algorithms
  • - descent local search
  • - greedy heuristic
  • - simulated annealing
  • - tabu search

4
Introduction
  • 1.2 Metaheuristic algorithms
  • - evolutionary algorithms

EA genetic algorithms
evolution strategies
genetic programming
5
Introduction
  • - ant colonies
  • - scater search
  • - and so on.

6
Hybridization
  • 1.3 Hybrid Metaheuristics
  • So far, many hybrid metaheuristic algorithms have
    been proposed and implemented to solve many
    combinatorial optimization problems, e.g. those
    known as NP-hard.
  • The best results found for various practical
    problems have proven that combination of
    different algorithms are very powerful, in case
    of large and difficult problems.

7
Hybridization
  • A taxonomy of hybrid algorithms is presented to
    provide a common terminology and classification
    mechanism
  • Based on the general taxonomy, we could make the
    comparison of the hybrid algorithms in a
    qualitative way.

8
Hybridization
  • Hybridization of heuristics involves a few major
    issues which may be classified as design and
    implementation respectively.

functionality
design
architecture
9
Hybridization
hardware platform
programming model
implementation
environment
10
Design issues
  • 2.1 Hierarchical classification
  • The structure of the hierarchical portion of
    the taxonomy is shown as follows

11
Design issues
Figure 1. Classification (design issues)
12
Hierarchical classification
  • 2.1.1 Low-level versus High-level
  • The low-level hybridization addresses the
    functional composition of a single optimization
    method. In this hybrid class, a given function of
    a metaheuristic is replaced by another
    metaheuristic.

13
Hierarchical classification
  • In high-level hybrid algorithms, the different
    metaheuristics are self-contained. We have no
    direct relationship to the internal workings of a
    metaheuristic.

14
Hierarchical classification
  • 2.1.2 Relay versus Co-evolutionary
  • In relay hybridization, a set of
    meta-heuristics is applied one after another,
    each using the output of the previous as its
    input, acting in a pipeline fashion.

15
Hierarchical classification
  • Co-evolutionary hybridization represents
    cooperative optimization models, in which we have
    many parallel cooperating agents, each agent
    carries out a search in a solution space.

16
Hierarchical classification
  • Four classes are divided from this
    hierarchical taxonomy
  • LRH (Low-level Relay Hybrid).
  • This class of hybrids represents
    algorithms in which a given metaheuristic is
    embedded into a single-solution metaheuristic.
    Few examples from the literature belong to this
    class.
  • Let us look at the following example

17
Hierarchical classification
  • Figure 2. An example of LRH hybridization
    embedding local search in simulated
  • annealing

18
Hierarchical classification
  • LCH (Low-level Co-evolutionary Hybrid)
  • Two competing goals govern the design of a
    metaheuristic exploration and exploitation.
  • In order to achieve the best performance,
    most efficient population-based heuristics (i.e.,
    genetic algorithms, scatter search, ant colonies,
    etc.) have been coupled with local search method
    such as hill-climbing, simulated annealing and
    tabu search.

19
Hierarchical classification
  • An example
  • Figure 3. LCH. For instance, a tabu search is
    used as a mutation operator and a greedy
    heuristic as a crossover operator in a genetic
    algorithm

GA Individuals individual Crossover
mutation
Greedy heuristic
tabu
20
Hierarchical classification
  • HRH (High-level Relay Hybrid).
  • In HRH hybrid, self-contained
    metaheuristics are executed in a sequence.
  • For example, evolutionary algorithms are
    not well suited for fine-tuning structures which
    are very close to optimal solutions. Instead, the
    strength of EA is in quickly locating the high
    performance regions of vast and complex search
    spaces. Once those regions are located, it may be
    useful to apply local search heuristics to the
    high performance structures evolved by the EA.

21
Hierarchical classification
  • Three instances of this hybridization scheme

Greedy heuristic
GA
Greedy heuristic
Initial population
Population to exploit
Initial population
GA
Tabu
Population to exploit
GA
Tabu
22
Hierarchical classification
  • HCH (High-level Co-evolutionary Hybrid).
  • The HCH scheme involves several
    self-contained algorithms performing a search in
    parallel, and cooperating to find an optimum.
    Intuitively, HCH will ultimately perform at least
    as well as one algorithm alone, more often
    perform better, each algorithm providing
    information to the others to help them.

23
Hierarchical classification
  • An example of HCH based on GA is the island
    model

Figure 4. The island model of genetic algorithms
as an example of High-level Co-evolutionary
Hybrid.
24
Hierarchical classification
  • a) The population is partitioned into
    small subpopulations
  • by geographic isolation.
  • c) A GA evolves each subpopulation
  • b) Individuals can migrate between
    subpopulations
  • d) The model is controlled by several
    parameters
  • - topology
  • - migration rate
  • - replacement strategy
  • - migration interval

25
Hierarchical classification
  • e) The results of many experiment done based
    on this model show that
  • the global optimum was found more often
    when migration (with cooperation) was used than
    in completely isolated cases (without
    cooperation).

26
Flat classification
  • 2.2 Flat classification
  • 2.2.1 Homogeneous versus Heterogeneous
  • - In homogeneous hybrids, all the combined
    algorithms use the same metaheuristic. In
    general, different parameters are used for the
    algorithms.
  • - In heterogeneous algorithms, different
    metaheuristics are used.

27
Flat classification
  • Figure 5. High-level Co-evolutionary
    Hybridization
  • HCH(heterogeneous, global,
    general). Several search
  • algorithms cooperate, co-adapt,
    and co-solve a solution.

28
Flat classification
  • The GRASP method may be seen as an iterated
    heterogeneous HRH hybrid, in which local search
    is repeated from a number of initial solutions
    generated by randomized greedy heuristic.

29
Flat classification
  • 2.2.2 Global versus Partial
  • - In global hybrids, all the algorithms
    search in the whole research space. The goal is
    here to explore the space more thoroughly.
  • - In partial hybrids, the problem to be
    solved is decomposed into sub-problems, each one
    having its own search space. Then each algorithm
    is dedicated to the search in one of these
    sub-space.

30
Flat classification
  • 2.2.3 Specialist versus General
  • - In general hybrids, all the algorithms
    solve the same target optimization problem. All
    the above mentioned hybrids are general hybrids.
  • - Specialist hybrids combine algorithms
    which solve different problems. An example of
    such a HCH approach has been developed to solve
    the quadratic assignment problem(QAP).

31
Flat classification
  • Figure 6. High-level Co-evolutionary
    hybridization HCH(Global, Heterogeneous,
    Specialist). Several search algorithms solve
    different problems

32
Flat classification
  • Another approach of specialist hybrid HRH
    heuristic is to use an heuristic to optimize
    another heuristic, i.e. find the optimal values
    of the parameters of the heuristic. This approach
    has been used to optimize simulated annealing by
    GA, ant colonies by GA, and a GA by a GA.

33
Implementation issues
  • The structure of the taxonomy concerning
    implementation issues is shown in Figure 7.

34
Implementation issues
  • Figure 7. Classification of hybrid
    metaheuristics(implementation issues).

35
Implementation issues
  • Specific versus General-purpose computers
  • - Application specific computers differ
    from general purpose ones in that they usually
    only solve a small range of problems, but often
    at much higher rates and lower costs. Their
    internal structure is tailored for a particular
    problem, and thus can achieve much higher
    efficiency and hardware utilization than a
    processor which must handle a wide range of
    tasks.

36
Implementation issues
  • Sequential versus Parallel
  • - Most of the proposed hybrid metaheuristics
    are sequential.
  • - According to the size of problems,
    parallel implementations of hybrid algorithms
    have been considered. Parallel hybrids may be
    classified using the different characteristics of
    the target parallel architecture
  • SIMD versus MIMD
  • In SIMD (Single Instruction stream,
    Multiple Data Stream) parallel machines, the
    processors are restricted to execute the same
    program. They are very efficient in executing
    synchronized parallel algorithms that contain
    regular computations and regular data structure.

37
Implementation issues
  • In parallel MIMD (Multiple Instruction
    stream, Multiple data stream), the processors are
    allowed to perform different types of
    instructions on different data. HCH hybrids based
    respectively on tabu search, simulated annealing,
    and genetic algorithms have been implemented on
    networks of transputers.
  • Shared-memory versus Distributed-memory
  • Shared-memory parallel architecture
    simplicity
  • Distributed-memory parallel architecture
    flexible and

  • fault-tolerant

  • programming

  • platform

38
Implementation issues
  • Homogeneous versus Heterogeneous
  • - Most of massively parallel machines
    (MPP) and cluster of processors such as IBM SP/2,
    Cray T3D, and DEC Alpha-farms are composed of
    homogeneous processors.
  • - Heterogeneous network of workstations
    comp up as platforms for high-performance
    computing due to the availability of powerful
    workstations and fast communication networks.
  • Look at the following example

39
Implementation issues
  • Figure 8. Parallel implementation of
    heterogeneous HCH algorithms.

40
Implementation issues
  • 3.3 Static, Dynamic or Adaptive
  • static This category represents parallel
    heuristics in which
  • both the number of tasks of the
    application and the
  • location of the work (tasks or
    data) are generated at
  • compile time (static scheduling).
    The allocation of
  • processors to tasks (or data)
    remains unchanged
  • during the execution of the
    application regardless of
  • the current state of the parallel
    machines. Most of
  • the proposed parallel heuristics
    belong to this class.

41
The major disadvantage
When there are noticeable load or power
differences between processors, a significant
number of tasks are often idle waiting for other
tasks to complete their work.
42
Implementation issues
  • dynamic To improve the performance of
    parallel static
  • heuristics, dynamic
    load balancing must be
  • introduced. This class
    represents heuristics
  • for which the number of
    tasks is fixed at
  • compile-time, but the
    location of work (tasks,
  • data) is determined
    and/or changed at run-
  • time. For example,
    load-balancing requirement
  • can be met by a dynamic
    redistribution of
  • work between
    processors.

43
Disadvantage
When the number of tasks exceeds the number of
idle nodes, multiple tasks are assigned to the
same node. Moreover, when there are more idle
nodes than tasks , some of them will not be used.
44
Implementation issues
  • adaptive Parallel adaptive programs are
    parallel
  • computations with a
    dynamically changing set of
  • tasks. Tasks may be created
    or killed as a function
  • of the load state of the
    parallel machine. A task is
  • created automatically when a
    node become idle.
  • When a node becomes busy,
    the task is killed.

45
A grammar for extended hybrids
  • lthybrid metaheuristic gt ltdesign issuesgt
    ltimplementation issuesgt
  • ltdesign issuesgt lt hierarchical gtlt flat gt
  • lt hierarchical gt lt LRH gt lt LCH gt lt HRH gt
    lt HCH gt
  • lt LRH gt LRH (lt metaheuristic gt(lt
    metaheuristic gt))
  • lt LCH gt LCH (lt metaheuristic gt(lt
    metaheuristic gt))
  • lt HRH gt HRH (lt metaheuristic gt lt
    metaheuristic gt)
  • lt HCH gt HCH (lt metaheuristic gt )
  • lt HCH gt HCH (lt metaheuristic gt, lt
    metaheuristic gt )
  • lt flat gt ( lt nature gt, lt optimization gt,
    lt function gt )
  • lt nature gt homogeneous heterogeneous
  • lt optimization gt global partial

46
A grammar for extended hybrids
  • lt function gt general specialist
  • ltimplementation issuesgt sequential
    parallel lt schedulinggt
  • lt schedulinggt static dynamic adaptive
  • lt metaheuristic gt LS TS SA GA ES GP
    NN
  • lt metaheuristic gt GH AC SS NM CLP
    lthybrid-metaheuristicgt

Figure 9. A grammar for extended hybridization
schemes
47
A grammar for extended hybrids
  • Some hybridization examples
  • HCH(HRH(GHLCH(GA(LS)))) hierarchical scheme was
    used to solve set partitioning problem.
  • HRH(GHLSLCH(GA(GHLS))) scheme was used for
    traveling salesman problem.
  • Three metaheuristics, GA, SA, and TS have been
    combined in a LCH(GA(HRH(SATS))) scheme to solve
    a scheduling problem.

48
Conclusion
  • A taxonomy for hybrid metaheuristics has been
    presented.
  • It considers solutions to design and
    implementation issues.
  • Treating the two problems orthogonally is
    beneficial because it allows one to study,
    understand, classify and evaluate the algorithms
    using a well defined set of criteria.

49
Conclusion
  • Hybrid metaheuristics that hybridize
    population-based metaheuristics with local search
    heuristics have been proved to be very efficient
    for large size and hard optimization problem.
  • The HCH proposes natural way to efficiently
    implement algorithms on heterogeneous computer
    environment

50
References
  • E-G. Talbi. A Taxonomy of Hybrid Metaheuristics.
    Journal of Combinatorial Optimization, 1-45, 1999
  • V. Bachelet, P. Preux, and E-G. Talbi. Parallel
    Hybrid Meta-heuristics Application to the
    Quadratic Assignment Problem. May, 1996
  • Olivier C. Martin, and Steve W. Otto. Combining
    Simulated Annealing with Local Search Heuristics.
    Annals of Operations Research, 1996
  • D.E. Brown, C. L. Huntley, and A. R. Spillane. A
    parallel genetic heuristic for the quadratic
    assignment problem. In Third Int. Conf. On
    Genetic Algorithms ICGA 89, San Mateo, USA, July
    1989

51
The End
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