Automatic generation of algorithms for robust optimisation problems using Grammar-Guided Genetic Programming

Hughes, M. and Goerigk, M. and Dokka, T. (2021) Automatic generation of algorithms for robust optimisation problems using Grammar-Guided Genetic Programming. Computers and Operations Research, 133. ISSN 0305-0548

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Abstract

We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly the aim is to find a robust one, where the worst case in an uncertainty neighbourhood around a solution still performs well. To investigate improved methods we employ an automatic generation of algorithms approach: Grammar-Guided Genetic Programming. We develop algorithmic building blocks in a Particle Swarm Optimisation framework, define the rules for constructing heuristics from these components, and evolve populations of search algorithms for robust problems. Our algorithmic building blocks combine elements of existing techniques and new features, resulting in the investigation of a novel heuristic solution space. We obtain algorithms which improve upon the current state of the art. We also analyse the component level breakdowns of the populations of algorithms developed against their performance, to identify high-performing heuristic components for robust problems. © 2021 The Authors

Item Type:
Journal Article
Journal or Publication Title:
Computers and Operations Research
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700
Subjects:
ID Code:
155126
Deposited By:
Deposited On:
21 May 2021 13:46
Refereed?:
Yes
Published?:
Published
Last Modified:
22 Nov 2021 16:25