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Permutation-based Combinatorial
Optimization Problems under the Microscope
Josu Ceberio
Intelligent Systems Group
Department of Computer Science and Artificial Intelligence
University of the Basque Country (UPV/EHU)
1
Permutation-based Problems
2
Travelling Salesman Problem (TSP)
1
2
6
3 5
4
8
7
Combinatorial Optimization Problems
Whose solutions are represented as
permutations
= 12367854
n!
8! = 40320
20! = 2.43 ⇥ 1018
The search space consist of
solutions
20! = 2.43 ⇥ 1018
8! = 40320
n!
= 12367854
NP-Hard in most of the cases
3	
ß	4920	results!!!
•  Branch	&	Bound	
•  Branch	&	Cut	
•  Linear	Programming	
•  Genetic	Algorithms	
•  Variable	Neighborhood	Search	
•  Variable	Neighborhood	Descent	
•  Memetic	Algorithm	
•  Estimation	of	Distribution	Algorithms	
•  Constructive	Algorithms	
•  Local	Search	
	
4	
Revised approaches…
•  Ant	Colony	Optimization	
•  Tabu	Search	
•  Scatter	Search	
•  Genetic	Programming	
•  Cutting	Plane	Algorithms	
•  Particle	Swarm	Optimization	
•  Simulated	Annealing	
•  Cuckoo	Search	
•  Differential	Evolution	
•  Artificial	Bee	Colony	Algorithm
5	
“…propose	that	a	theory	of	heuristic	
(as	opposed	to	algorithmic	or	exact)	
problem-solving	should	focus	on	
intuition,	insight	and	learning.”	
“In	order	to	design	algorithms	
practitioners	should	gain	a	deep	
insight	into	the	structure	of	the	
problem	that	is	to	be	
solved.”	(Sorensen	2012).
6	
Permutation Flowshop Scheduling Problem
and Estimation of Distribution Algorithms
Example 1
= 13254= 1325= 132= 13
Permutation Flowshop Scheduling Problem
Total flow time (TFT)
f( ) =
nX
i=1
c (i),m
m1
m2
m3
m4
j4j1 j3j2 j5
•  jobs
•  machines
•  processing times
n
m
pij
5 x 4
7	
= 1
•  Branch	&	Bound	
•  Branch	&	Cut	
•  Linear	Programming	
•  Genetic	Algorithms	
•  Variable	Neighborhood	Search	
•  Variable	Neighborhood	Descent	
•  Memetic	Algorithm	
•  Estimation	of	Distribution	Algorithms	
•  Constructive	Algorithms	
•  Local	Search	
	
8	
Revised approaches…
•  Ant	Colony	Optimization	
•  Tabu	Search	
•  Scatter	Search	
•  Genetic	Programming	
•  Cutting	Plane	Algorithms	
•  Particle	Swarm	Optimization	
•  Simulated	Annealing	
•  Cuckoo	Search	
•  Differential	Evolution	
•  Artificial	Bee	Colony	Algorithm	
	
	
Why?
Estimation of distribution algorithms
9	
Generate a set
of solutions
10	
Generate a set
of solutions
Evaluate
Estimation of distribution algorithms
11	
Generate a set
of solutions
Evaluate Select
Estimation of distribution algorithms
12	
P( )
Generate a set
of solutions
Evaluate Select
Learn a probability
distribution
Estimation of distribution algorithms
13	
P( )
Generate a set
of solutions
Evaluate Select
Sample new
solutions
Learn a probability
distribution
Estimation of distribution algorithms
Estimation of distribution algorithms
14	
P( )
Generate a set
of solutions
Evaluate Select
Sample new
solutions
Evaluate
Learn a probability
distribution
Estimation of distribution algorithms
15	
Generate a set
of solutions
Evaluate Select
Sample new
solutions
Evaluate
Update the set
of solutions
Learn a probability
distribution
P( )
16	
EDAs reported
in the literature
Permutation Problems
IDEA-ICE[Bosman, 2001]
…
Sn
Combinatorial Problems
UMDA [Mühlenbein, 1998]
MIMIC [DeBonet, 1997]
FDA [Mühlenbein, 1999]
EBNA[Etxeberria, 1999]
BOA [Pelikan, 2000]
EHBSA[Tsutsui, 2003]
NHBSA[Tsutsui, 2006]
TREE[Pelikan, 2007]
REDA[Romero, 2009]
⌦
Continuous Problems
UMDAc [Larrañaga, 2000]
MIMICc [Larrañaga, 2000]
EGNA[Larrañaga, 2000]
EMNA[Larrañaga, 2001]
IDEA[Bosman, 2000]
Rn
17	
1
REDAMIMIC
NHBSAWT REDAUMDA
NHBSAWO
EHBSAWT
EHBSAWO
2 3 4 5 6 7
EBNABIC
UMDA EGNAee UMDAc
OmeGA
TREEMIMIC
141312111098
ICE
Univariate	and	bivariate	models!!!	
Experiments on
Permutation Flowshop Scheduling Problem
Position
1 2 3 4 5
Item
1 0.2 0.1 0.2 0.1 0.4
2 0.4 0.3 0 0.2 0.1
3 0.1 0.3 0.3 0.1 0.2
4 0.1 0.2 0.4 0.1 0.2
5 0.2 0.1 0.1 0.5 0.1
•  Node and Edge Histogram-based Sampling Algorithms (EHBSA & NHBSA)
(Tsutsui et al. 2002, Tsutsui et al. 2006)
18	
Node Histogram
54123
42351
12354
24351
31452
23415
23451
25431
12543
53124
Population
Experiments on
Permutation Flowshop Scheduling Problem
Item j
1 2 3 4 5
Itemi
1 - 0.4 0.3 0.3 0.4
2 0.4 - 0.5 0.3 0.3
3 0.3 0.5 - 0.5 0.4
4 0.3 0.3 0.5 - 0.6
5 0.4 0.3 0.4 0.6 -
•  Node and Edge Histogram-based Sampling Algorithms (EHBSA & NHBSA)
(Tsutsui et al. 2002, Tsutsui et al. 2006)
19	
Edge Histogram
54123
42351
12354
24351
31452
23415
23451
25431
12543
53124
Population
Experiments on
Permutation Flowshop Scheduling Problem
20	
111 211 311
112 212 312
113 213 313
121 221 321
122 222 322
123 223 323
131 231 331
132 232 332
133 233 333
n = 3
The group of permutations as a subset
of integers group
111 211 311
112 212 312
113 213 313
121 221 321
122 222 322
123 223 323
131 231 331
132 232 332
133 233 333
21	
n = 3
The group of permutations as a subset
of integers group
Probability Models on Rankings
22	
Bibliography
à  M. A. Fligner and J. S. Verducci (1998), Multistage Ranking Models, Journal of the American
Statistical Association, vol. 83, no. 403, pp. 892-901.
à  D. E. Critchlow, M. A. Fligner, and J. S. Verducci (1991), Probability Models on Rankings, Journal of
Mathematical Psychology, vol. 35, no. 3, pp. 294-318.
à  P. Diaconis (1988), Group Representations in Probability and Statistics, Institute of Mathematical
Statistics.
à  M. A. Fligner and J. S. Verducci (1986), Distance based Ranking Models, Journal of Royal
Statistical Society, Series B, vol. 48, no. 3, pp. 359-369.
à  R. L. Plackett (1975), The Analysis of Permutations, Applied Statistics, vol. 24, no. 10, pp. 193-202.
à  D. R. Luce (1959), Individual Choice Behaviour, Wiley.
à  R. A. Bradley AND M. E. Terry (1952), Rank Analysis of Incomplete Block Designs: I. The Method of
Paired Comparisons, Biometrika, vol. 39, no. 3, pp. 324-345.
à  L. L. Thurstone (1927), A law of comparative judgment, Psychological Review, vol 34, no. 4, pp.
273-286.
23	
P( ) =
1
(✓)
e ✓D( , 0)
Mallows
P( ) =
1
(✓)
e
Pn 1
j=1 ✓j Sj ( , 0)
Generalized Mallows
P( ) =
n 1Y
i=1
w (i)
Pn
j=i w (j)
Plackett-Luce
P( ) =
n 1Y
i=1
nY
j=i+1
w (i)
w (i) + w (j)
Bradley-Terry
Distance-based
Order statistics
Probability Models on Rankings
•  A distance-based exponential probability model
•  Central permutation
•  Spread parameter
•  A distance on permutations
0
✓
24	
P( ) =
e ✓D( , 0)
(✓)
Probability Models on Rankings
The Mallows Model
•  A distance-based exponential probability model
•  Central permutation
•  Spread parameter
•  A distance on permutations
0
✓
25	
P( ) =
e ✓D( , 0)
(✓)
Probability Models on Rankings
The Mallows Model
•  A distance-based exponential probability model
•  Central permutation
•  Spread parameter
•  A distance on permutations
0
✓
26	
P( ) =
e ✓D( , 0)
(✓)
Probability Models on Rankings
The Mallows Model
D⌧ ( A, B) = 8
27	
•  Kendall’s-τ distance: calculates the number of pairwise disagreements.

1-2
1-3
1-4
1-5
2-3
2-4
2-5
3-4
3-5
4-5
A = 53412
B = 12345
D⌧ ( A, B) =?
1 2
3 1 3 ⌃ 1
4 1 4 ⌃ 1
5 1 5 ⌃ 1
3 2 3 ⌃ 2
4 2
5 2
4 ⌃ 2
5 ⌃ 2
3 4 3 4
1 2
5 3 5 ⌃ 3
5 ⌃ 45 4
A B
Probability Models on Rankings
Kendall’s-τ distance
1 2 3 4 5 6 7 8
6.68
6.7
6.72
6.74
6.76
6.78
6.8
6.82
6.84
x 10
6
Evaluations ( times x max_eval )
Fitness
Configuration 500 x 20
AGA
HGM−EDA
Guided HGM−EDA
28	
Probability Models on Rankings
J. Ceberio et al. (2013) A Distance-based Ranking Model EDA for the PFSP.
IEEE Transactions On Evolutionary Computation , vol 18, No. 2, Pp. 286-300.
Improved state-
of-the-art !!!
29	
Linear Ordering Problem
and Neighborhood Topology
Example 2
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
Linear Ordering Problem (LOP)
B = [bk,l]5⇥5
30
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
f( ) = 138
B = [bk,l]5⇥5
31	
f( ) =
n 1X
i=1
nX
j=i+1
b (i), (j)
= 12345
Linear Ordering Problem (LOP)
9
22
21
26
0
15
2425
26
22
14
16157
12 23
13 11 0
0
11
0
0
28 30
12435
1
2
4
3
5
B = [bk,l]5⇥5
32	
f( ) =
n 1X
i=1
nX
j=i+1
b (i), (j)
= 53421
f( ) = 247
Linear Ordering Problem (LOP)
The insert neighborhood
Moving to Landscape Context…
•  Two solutions and are neighbors if is obtained by moving an item
of from position to position
0 0
i j
52 41 3
33
52 41 3
•  Two solutions and are neighbors if is obtained by moving an item
of from position to position
0 0
i j
34	
The insert neighborhood
Moving to Landscape Context…
1 52 43
•  Two solutions and are neighbors if is obtained by moving an item
of from position to position
0 0
i j
35	
The insert neighborhood
Moving to Landscape Context…
•  Two solutions and are neighbors if is obtained by moving an item
of from position to position
0 0
i j
1 524 3
How is the operation translated to the LOP?
36	
The insert neighborhood
Moving to Landscape Context…
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
B = [bk,l]5⇥5
37	
Linear Ordering Problem (LOP)
An insert operation…
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
B = [bk,l]5⇥5
38	
Linear Ordering Problem (LOP)
An insert operation…
0 15 716 11
26
30
22
21
12
13
9
11
14
26
22
2425
15
23 0
0
28
0
0
54321
5
4
3
2
1
B = [bk,l]5⇥5
39	
Linear Ordering Problem (LOP)
An insert operation…
0 15 716 11
26
30
22
21
12
13
9
11
14
26
22
2425
15
23 0
0
28
0
0
54321
5
4
3
2
1
B = [bk,l]5⇥5
40	
Linear Ordering Problem (LOP)
An insert operation…
0 71615 11
26
30
22
21
12
9
0 1122
14
2524
15
26 23 0
0
28 0
13
54 321
5
4
3
2
1
B = [bk,l]5⇥5
41	
Linear Ordering Problem (LOP)
An insert operation…
f( ) = 130
0 71615 11
26
30
22
21
12
9
0 1122
14
2524
15
26 23 0
0
28 0
13
54 321
5
4
3
2
1
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
Before After
= 12345 0
= 14235
f( ) = 138
42	
Linear Ordering Problem (LOP)
An insert operation…
f( ) = 130
0 71615 11
26
30
22
21
12
9
0 1122
14
2524
15
26 23 0
0
28 0
13
54 321
5
4
3
2
1
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
Before After
= 12345 0
= 14235
f( ) = 138
43	
Linear Ordering Problem (LOP)
An insert operation…
f( ) = 130
0 71615 11
26
30
22
21
12
9
0 1122
14
2524
15
26 23 0
0
28 0
13
54 321
5
4
3
2
1
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
Before After
= 12345 0
= 14235
f( ) = 138
Two pairs of entries associated to the item 4 exchanged their position.
44	
Linear Ordering Problem (LOP)
An insert operation…
f( ) = 130
0 71615 11
26
30
22
21
12
9
0 1122
14
2524
15
26 23 0
0
28 0
13
54 321
5
4
3
2
1
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
Before After
= 12345 0
= 14235
f( ) = 138
45	
The contribution of the item 4 to the objective function varied from 69 to 61.
Linear Ordering Problem (LOP)
An insert operation…
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
46	
Linear Ordering Problem (LOP)
The contribution of an item to f
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
47	
Linear Ordering Problem (LOP)
The contribution of an item to f
9
16
14
22
21 15
23
0
28
2
2
48	
Linear Ordering Problem (LOP)
The contribution of an item to f
9
16
14
22
21 15
23
0
28
2
2
9-5 7 19(2,2)
9(2,1) 7 19-5
(2,3)-5 7 199
7-5 (2,4) 199
7-5 19 (2,5)9
Contribution: 54
Vector of differences
49	
16-21
23-14
22-15
28-9
Linear Ordering Problem (LOP)
The contribution of an item to f
22
28
23
91521 14 0
16
2
2
9-5 7 19(2,2)
9(2,1) 7 19-5
(2,3)-5 7 199
7-5 (2,4) 199
7-5 19 (2,5)9
Vector of differences
Contribution: 89
50	
16-21
23-14
22-15
28-9
Linear Ordering Problem (LOP)
The contribution of an item to f
719 (2,4) -59
The vector of differences
Local optima
What happens in local optimal solutions?
There is no movement that improves the contribution of any item
7 > 0 0 < -5
9 + 7 > 0
19 + 9 + 7 > 0
All the partial sums of
differences to the left
must be positive
Depends on the overall solution
51	
All the partial sums of
differences to the right
must be negative
But,
-13-23 (5,4) -11-19
Negative sumsPositive sums
In order to produce local optima,
item 5 must be placed in the first position
The vector of differences
Local optima
52
The restrictions matrix
We propose an algorithm to calculate the restricted positions of the items:
9
16
14
22
21 15
23
0
28
2
2
9-5 7 19(2,2)
1. Vector of differences.
719 -59
2. Sort differences
(1)
3. Study the most favorable ordering
of differences in each positions
53	
All the partial sums of
differences to the right
must be negative
The restrictions matrix
We propose an algorithm to calculate the restricted positions of the items:
9
16
14
22
21 15
23
0
28
2
2
9-5 7 19(2,2)
1. Vector of differences.
719 -59
2. Sort differences
3. Study the most favorable ordering
of differences in each positions
54	
7(1) 9 19-5
All the partial sums of
differences to the right
must be negative
The restrictions matrix
We propose an algorithm to calculate the restricted positions of the items:
9
16
14
22
21 15
23
0
28
2
2
9-5 7 19(2,2)
1. Vector of differences.
719 -59
2. Sort differences
3. Study the most favorable ordering
of differences in each positions
-519 7 9(2)
7(1) 9 19-5
(3)9 -5 719
197 (4) -59
9-5 19 (5)7
Non-local
optima
Possible local
optima
55
22
12
13
9
0
11
1116
14
26
22
242530
21 15
26 23 0
0
28
0
0
15 7
54321
5
4
3
2
1
0
0
1
1
0
1
00
0
0
1
001
0 1
1 1 0
0
0
1
0
0 1
54321
5
4
3
2
1
RB
The restrictions matrix
56	
Time complexity: O(n3
)
57	
The restricted insert neighborhood
•  Incorporate the restrictions matrix to the insert neighborhood.
•  Discard the insert operations that move items to the restricted positions.
Theorem
Given a non local optima solution , for every item (i), i = 1, . . . , n, the
insert movement that maximises its contribution to the fitness function is not
given in a restricted position
The restricted insert neighborhood
58	
Insert
neighborhood
Restricted Insert
neighborhood
The restricted insert neighborhood
59	
Insert
neighborhood
Restricted Insert
neighborhood
Evaluations:
Evaluations:
10
5
The restricted insert neighborhood
60	
Insert
neighborhood
Restricted Insert
neighborhood
Evaluations:
Evaluations:
10
5
The restricted insert neighborhood
61	
Insert
neighborhood
Restricted Insert
neighborhood
Evaluations:
Evaluations:
10
5
The restricted insert neighborhood
62	
Insert
neighborhood
Restricted Insert
neighborhood
Evaluations:
Evaluations:
20
11
The restricted insert neighborhood
63	
Insert
neighborhood
Restricted Insert
neighborhood
Evaluations:
Evaluations:
30
17
The restricted insert neighborhood
Insert
neighborhood
Restricted Insert
neighborhood
Same final
solution
Evaluations:
Evaluations:
30
17
J. Ceberio et al. (2014) The Linear Ordering Problem Revisited. European Journal of Operational Research.
1000n2
evals.
150 250 300 500 750 1000 Total
MAr vs MA 35 (4) 31 (8) 39 (11) 43 (7) 41 (9) 37 (13) 226 (52)
ILSr vs ILS 37 (2) 37 (2) 49 (1) 48 (2) 50 (0) 50 (0) 271 (7)
5000n2
evals.
150 250 300 500 750 1000 Total
MAr vs MA 37 (2) 39 (0) 50 (0) 49 (1) 44 (6) 44 (6) 263 (15)
ILSr vs ILS 38 (1) 36 (3) 50 (0) 45 (5) 46 (4) 47 (3) 262 (16)
10000n2
evals.
150 250 300 500 750 1000 Total
MAr vs MA 39 (0) 34 (5) 43 (7) 50 (0) 50 (0) 49 (1) 265 (13)
ILSr vs ILS 33 (6) 37 (2) 46 (4) 42 (8) 43 (7) 45 (5) 246 (32)
278 instances
Experiments
Two state-of-the-art algorithms
•  Schiavinotto, T., Stützle, T., 2004. The linear ordering problem: instances, search space analysis
and algorithms. Journal of Mathematical Modelling and Algorithms.
65	278 instances
271	
7	
Iterated	Local	Search	
ILSr	
Tie	
226	
52	
Memetic Algorithm
Mar	
Tie
66	
Quadratic Assignment Problem
and Elementary Landscapes
Example 3
Elementary Landscape Decomposition
The quadratic assignment problem (QAP)
Quadratic Assignment Problem (QAP)
67	
1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
8
68	
f( ) =
nX
i=1
nX
j=1
di,jh (i), (j)
D = [di,j]n⇥n, H = [hk,l]n⇥n
1
2
3
4
5
6
7
8
1
2
3
4
5
6
7
8
= 87625341
Quadratic Assignment Problem (QAP)
Elementary landscapes
Definitions
avg
⇡2N( )
{f(⇡)} = f( ) + k
|N( )| ( ¯f f( ))
Groover’s wave equation
69	
A landscape is
(Sn, f, N)
An elementary landscape fulfills
If the neighborhood N is
for all , ⇡ 2 Sn, ⇡ 2 N( ) () 2 N(⇡)
Symmetric
|N( )| = d > 0 for all 2 Sn
Regular
then the landscape can be decomposed as a sum of elementary landscapes
70	
According to Chicano et al. 2010
Elementary landscape decomposition
… of the QAP
Elementary landscape decomposition
… of the QAP
g( ) =
nX
i,j,p,q=1
ijpq'(i,j)(p,q)( )
Generalized QAP
71	
f( ) =
nX
i=1
nX
j=1
di,jh (i), (j)
QAP
According to Chicano et al. 2010
g( ) =
nX
i, j, p, q = 1
i 6= j
p 6= q
ijpq
⌦1
(i,j)(p,q)( )
2n
+
⌦2
(i,j)(p,q)( )
2(n 2)
+
⌦3
(i,j)(p,q)( )
n(n 2)
!
g( ) =
nX
i,j,p,q=1
ijpq'(i,j)(p,q)( )
Generalized QAP
72	
According to Chicano et al. 2010
Landscape 1 Landscape 2 Landscape 3
Under the interchange neighborhood
Elementary landscape decomposition
… of the QAP
Decomposed QAP	
g( ) =
nX
i, j, p, q = 1
i 6= j
p 6= q
ijpq
⌦1
(i,j)(p,q)( )
2n
+
⌦2
(i,j)(p,q)( )
2(n 2)
+
⌦3
(i,j)(p,q)( )
n(n 2)
!
Landscape 1 Landscape 2 Landscape 3
f( ) = +
nX
i, j, p, q = 1
i 6= j
p 6= q
ijpq
⌦2
(i,j)(p,q)( )
2(n 2)
+
nX
i, j, p, q = 1
i 6= j
p 6= q
ijpq
⌦3
(i,j)(p,q)( )
n(n 2)
73	
In the classic QAP the matrix is symmetric, as a resultD = [di,j]n⇥n
Elementary landscape decomposition
… of the QAP
Single-objective
Problem
	
	
	
	
	
	
⇤
= arg max
2Sn
f( )
74	
Multi-objective
Problem
	
	
	
	
	
	
F( ) = [f1( ), . . . , fm( )]
maximize F( ), 2 Sn
where
Decomposed QAP	
f( ) = +
nX
i, j, p, q = 1
i 6= j
p 6= q
ijpq
⌦2
(i,j)(p,q)( )
2(n 2)
+
nX
i, j, p, q = 1
i 6= j
p 6= q
ijpq
⌦3
(i,j)(p,q)( )
n(n 2)
Multi-objectivization
… of the QAP
75	
Algorithms:
•  SGA
•  NSGA2
•  SPEA2
Movies !!
J. Ceberio et al. (2018) Multi-
objectivising Combinatorial
Optimization Problems by
means of Elementary
Landscape Decomposition.
Evolutionary Computation.
76	
Algorithms:
•  SGA
•  NSGA2
•  SPEA2
Movies !!
J. Ceberio et al. (2018) Multi-
objectivising Combinatorial
Optimization Problems by
means of Elementary
Landscape Decomposition.
Evolutionary Computation.
77	
Multi-objectivization
… of other problems?
78	
Future Research Possibilities
Other Considerations
79	
Benchmarking and difficulty:
•  Random generation of
instances
•  Difficulty of instances.
•  Distribution of instances.
Possible Future Lines
Permutation
Problems
Non-Standard Permutation Problems:
•  Partially Permutation Problems
•  Quasi Permutation Problems
•  Multi Permutation Problems
Possible codifications:
•  Vector of integers
•  Vector of continuous values
•  Matrices
•  Cycles
Problem Types:
-  Problems with constrains
-  Multi-objective
-  Deceptive problems
-  Dynamic Problems
80
Instances as Rankings of Solutions: Linear Ordering Problem
f( ) =
n 1X
i=1
nX
j=i+1
b (i), (j)
2 Sn
123
213
132
231
312
321
n = 3
How many rankings
can be generated?
(|Sn|)! = (n!)!
(3!)! = 720
Are We Generating Instances
Uniformly At Random?
Only 48 different
rankings...
105 LOPinstances; n=3 à 720 possible rankings ; bkl sampled from [0,100] u.a.r.
0
1000
2000
3000
4000
1
23
45
67
89
111
133
155
177
199
221
243
265
287
309
331
353
375
397
419
441
463
485
507
529
551
573
595
617
639
661
683
705
Count
Ranking ID
81	
Are We Generating Instances
Uniformly At Random?
Only 48 different
rankings...
105 LOPinstances; n=3 à 720 possible rankings ; bkl sampled from [0,100] u.a.r.
0
1000
2000
3000
4000
1
23
45
67
89
111
133
155
177
199
221
243
265
287
309
331
353
375
397
419
441
463
485
507
529
551
573
595
617
639
661
683
705
Count
Ranking ID
82	
Are We Generating Instances
Uniformly At Random?
Linear Ordering Problem
n! 1 = (41523)
n! = (53241)
1 = (14235)
2 = (32514)
.	
.	
.	
Reverse
✓
n!
2
◆
!
n!/2
X
i=0
✓
n!/2
i
◆
Only 48 different
rankings...
105 LOPinstances; n=3 à 720 possible rankings ; bkl sampled from [0,100] u.a.r.
0
1000
2000
3000
4000
1
23
45
67
89
111
133
155
177
199
221
243
265
287
309
331
353
375
397
419
441
463
485
507
529
551
573
595
617
639
661
683
705
Count
Ranking ID
83	
Are We Generating Instances
Uniformly At Random?
The rankings were not
uniformly sampled:
XL: 3560 ± 84
L: 2531 ± 62
M: 1268 ± 63
S: 752 ± 25
Experiment
Constraints among consecutive solutions
84	
XL Ranking
L Ranking
M Ranking
S Ranking
Defined over all
the parameters
14
0
16
0
26
21
110
23
x12 > x21
x21 > x12
x21 + x23 > x12 + x32
x21 + x23 > x12 + x32
Analysis of Local Optima
85	
132
312
321
231
213
123
XL ranking
231
312
321
132
213
123
L ranking
213
321
132
312
123
231
M ranking
231
312
123
132
213
321
S ranking
Within each group equal number of local optima were found!
And at the same ranks!
Are We Generating Instances
Uniformly At Random?
105 instances QAP; n=3 à 720 possible rankings ; parameters sampled from [0,100] u.a.r.
86	
0	
50	
100	
150	
200	
250	
300	
350	
1	
25	
49	
73	
97	
121	
145	
169	
193	
217	
241	
265	
289	
313	
337	
361	
385	
409	
433	
457	
481	
505	
529	
553	
577	
601	
625	
649	
673	
697	
Count	
Ranking	ID	
All the possible rankings
were created (720)
Symmetry can be observed
Are We Generating Instances
Uniformly At Random?
105 instances PFSP; n=3 x m=10 à 720 possible rankings ; parameters sampled from [0,100] u.a.r.
87	
All the possible rankings
were created (720)
Symmetry can be observed
Large variance
0	
200	
400	
600	
800	
1000	
1200	
1400	
1600	
1	
26	
51	
76	
101	
126	
151	
176	
201	
226	
251	
276	
301	
326	
351	
376	
401	
426	
451	
476	
501	
526	
551	
576	
601	
626	
651	
676	
701	
Count	
Ranking	ID	
Are We Generating Instances
Uniformly At Random?
88	
1.  Study the problem and gain insight
2.  Algorithm design
3.  A lot of research to do yet
To take home…
Permutation-based Combinatorial
Optimization Problems under the Microscope
Josu Ceberio
89	
Thank you for your attention!

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Permutation-based Combinatorial Optimization Problems under the Microscope

  • 1. Permutation-based Combinatorial Optimization Problems under the Microscope Josu Ceberio Intelligent Systems Group Department of Computer Science and Artificial Intelligence University of the Basque Country (UPV/EHU) 1
  • 2. Permutation-based Problems 2 Travelling Salesman Problem (TSP) 1 2 6 3 5 4 8 7 Combinatorial Optimization Problems Whose solutions are represented as permutations = 12367854 n! 8! = 40320 20! = 2.43 ⇥ 1018 The search space consist of solutions 20! = 2.43 ⇥ 1018 8! = 40320 n! = 12367854 NP-Hard in most of the cases
  • 4. •  Branch & Bound •  Branch & Cut •  Linear Programming •  Genetic Algorithms •  Variable Neighborhood Search •  Variable Neighborhood Descent •  Memetic Algorithm •  Estimation of Distribution Algorithms •  Constructive Algorithms •  Local Search 4 Revised approaches… •  Ant Colony Optimization •  Tabu Search •  Scatter Search •  Genetic Programming •  Cutting Plane Algorithms •  Particle Swarm Optimization •  Simulated Annealing •  Cuckoo Search •  Differential Evolution •  Artificial Bee Colony Algorithm
  • 6. 6 Permutation Flowshop Scheduling Problem and Estimation of Distribution Algorithms Example 1
  • 7. = 13254= 1325= 132= 13 Permutation Flowshop Scheduling Problem Total flow time (TFT) f( ) = nX i=1 c (i),m m1 m2 m3 m4 j4j1 j3j2 j5 •  jobs •  machines •  processing times n m pij 5 x 4 7 = 1
  • 8. •  Branch & Bound •  Branch & Cut •  Linear Programming •  Genetic Algorithms •  Variable Neighborhood Search •  Variable Neighborhood Descent •  Memetic Algorithm •  Estimation of Distribution Algorithms •  Constructive Algorithms •  Local Search 8 Revised approaches… •  Ant Colony Optimization •  Tabu Search •  Scatter Search •  Genetic Programming •  Cutting Plane Algorithms •  Particle Swarm Optimization •  Simulated Annealing •  Cuckoo Search •  Differential Evolution •  Artificial Bee Colony Algorithm Why?
  • 9. Estimation of distribution algorithms 9 Generate a set of solutions
  • 10. 10 Generate a set of solutions Evaluate Estimation of distribution algorithms
  • 11. 11 Generate a set of solutions Evaluate Select Estimation of distribution algorithms
  • 12. 12 P( ) Generate a set of solutions Evaluate Select Learn a probability distribution Estimation of distribution algorithms
  • 13. 13 P( ) Generate a set of solutions Evaluate Select Sample new solutions Learn a probability distribution Estimation of distribution algorithms
  • 14. Estimation of distribution algorithms 14 P( ) Generate a set of solutions Evaluate Select Sample new solutions Evaluate Learn a probability distribution
  • 15. Estimation of distribution algorithms 15 Generate a set of solutions Evaluate Select Sample new solutions Evaluate Update the set of solutions Learn a probability distribution P( )
  • 16. 16 EDAs reported in the literature Permutation Problems IDEA-ICE[Bosman, 2001] … Sn Combinatorial Problems UMDA [Mühlenbein, 1998] MIMIC [DeBonet, 1997] FDA [Mühlenbein, 1999] EBNA[Etxeberria, 1999] BOA [Pelikan, 2000] EHBSA[Tsutsui, 2003] NHBSA[Tsutsui, 2006] TREE[Pelikan, 2007] REDA[Romero, 2009] ⌦ Continuous Problems UMDAc [Larrañaga, 2000] MIMICc [Larrañaga, 2000] EGNA[Larrañaga, 2000] EMNA[Larrañaga, 2001] IDEA[Bosman, 2000] Rn
  • 17. 17 1 REDAMIMIC NHBSAWT REDAUMDA NHBSAWO EHBSAWT EHBSAWO 2 3 4 5 6 7 EBNABIC UMDA EGNAee UMDAc OmeGA TREEMIMIC 141312111098 ICE Univariate and bivariate models!!! Experiments on Permutation Flowshop Scheduling Problem
  • 18. Position 1 2 3 4 5 Item 1 0.2 0.1 0.2 0.1 0.4 2 0.4 0.3 0 0.2 0.1 3 0.1 0.3 0.3 0.1 0.2 4 0.1 0.2 0.4 0.1 0.2 5 0.2 0.1 0.1 0.5 0.1 •  Node and Edge Histogram-based Sampling Algorithms (EHBSA & NHBSA) (Tsutsui et al. 2002, Tsutsui et al. 2006) 18 Node Histogram 54123 42351 12354 24351 31452 23415 23451 25431 12543 53124 Population Experiments on Permutation Flowshop Scheduling Problem
  • 19. Item j 1 2 3 4 5 Itemi 1 - 0.4 0.3 0.3 0.4 2 0.4 - 0.5 0.3 0.3 3 0.3 0.5 - 0.5 0.4 4 0.3 0.3 0.5 - 0.6 5 0.4 0.3 0.4 0.6 - •  Node and Edge Histogram-based Sampling Algorithms (EHBSA & NHBSA) (Tsutsui et al. 2002, Tsutsui et al. 2006) 19 Edge Histogram 54123 42351 12354 24351 31452 23415 23451 25431 12543 53124 Population Experiments on Permutation Flowshop Scheduling Problem
  • 20. 20 111 211 311 112 212 312 113 213 313 121 221 321 122 222 322 123 223 323 131 231 331 132 232 332 133 233 333 n = 3 The group of permutations as a subset of integers group
  • 21. 111 211 311 112 212 312 113 213 313 121 221 321 122 222 322 123 223 323 131 231 331 132 232 332 133 233 333 21 n = 3 The group of permutations as a subset of integers group
  • 22. Probability Models on Rankings 22 Bibliography à  M. A. Fligner and J. S. Verducci (1998), Multistage Ranking Models, Journal of the American Statistical Association, vol. 83, no. 403, pp. 892-901. à  D. E. Critchlow, M. A. Fligner, and J. S. Verducci (1991), Probability Models on Rankings, Journal of Mathematical Psychology, vol. 35, no. 3, pp. 294-318. à  P. Diaconis (1988), Group Representations in Probability and Statistics, Institute of Mathematical Statistics. à  M. A. Fligner and J. S. Verducci (1986), Distance based Ranking Models, Journal of Royal Statistical Society, Series B, vol. 48, no. 3, pp. 359-369. à  R. L. Plackett (1975), The Analysis of Permutations, Applied Statistics, vol. 24, no. 10, pp. 193-202. à  D. R. Luce (1959), Individual Choice Behaviour, Wiley. à  R. A. Bradley AND M. E. Terry (1952), Rank Analysis of Incomplete Block Designs: I. The Method of Paired Comparisons, Biometrika, vol. 39, no. 3, pp. 324-345. à  L. L. Thurstone (1927), A law of comparative judgment, Psychological Review, vol 34, no. 4, pp. 273-286.
  • 23. 23 P( ) = 1 (✓) e ✓D( , 0) Mallows P( ) = 1 (✓) e Pn 1 j=1 ✓j Sj ( , 0) Generalized Mallows P( ) = n 1Y i=1 w (i) Pn j=i w (j) Plackett-Luce P( ) = n 1Y i=1 nY j=i+1 w (i) w (i) + w (j) Bradley-Terry Distance-based Order statistics Probability Models on Rankings
  • 24. •  A distance-based exponential probability model •  Central permutation •  Spread parameter •  A distance on permutations 0 ✓ 24 P( ) = e ✓D( , 0) (✓) Probability Models on Rankings The Mallows Model
  • 25. •  A distance-based exponential probability model •  Central permutation •  Spread parameter •  A distance on permutations 0 ✓ 25 P( ) = e ✓D( , 0) (✓) Probability Models on Rankings The Mallows Model
  • 26. •  A distance-based exponential probability model •  Central permutation •  Spread parameter •  A distance on permutations 0 ✓ 26 P( ) = e ✓D( , 0) (✓) Probability Models on Rankings The Mallows Model
  • 27. D⌧ ( A, B) = 8 27 •  Kendall’s-τ distance: calculates the number of pairwise disagreements. 1-2 1-3 1-4 1-5 2-3 2-4 2-5 3-4 3-5 4-5 A = 53412 B = 12345 D⌧ ( A, B) =? 1 2 3 1 3 ⌃ 1 4 1 4 ⌃ 1 5 1 5 ⌃ 1 3 2 3 ⌃ 2 4 2 5 2 4 ⌃ 2 5 ⌃ 2 3 4 3 4 1 2 5 3 5 ⌃ 3 5 ⌃ 45 4 A B Probability Models on Rankings Kendall’s-τ distance
  • 28. 1 2 3 4 5 6 7 8 6.68 6.7 6.72 6.74 6.76 6.78 6.8 6.82 6.84 x 10 6 Evaluations ( times x max_eval ) Fitness Configuration 500 x 20 AGA HGM−EDA Guided HGM−EDA 28 Probability Models on Rankings J. Ceberio et al. (2013) A Distance-based Ranking Model EDA for the PFSP. IEEE Transactions On Evolutionary Computation , vol 18, No. 2, Pp. 286-300. Improved state- of-the-art !!!
  • 29. 29 Linear Ordering Problem and Neighborhood Topology Example 2
  • 30. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 Linear Ordering Problem (LOP) B = [bk,l]5⇥5 30
  • 31. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 f( ) = 138 B = [bk,l]5⇥5 31 f( ) = n 1X i=1 nX j=i+1 b (i), (j) = 12345 Linear Ordering Problem (LOP)
  • 32. 9 22 21 26 0 15 2425 26 22 14 16157 12 23 13 11 0 0 11 0 0 28 30 12435 1 2 4 3 5 B = [bk,l]5⇥5 32 f( ) = n 1X i=1 nX j=i+1 b (i), (j) = 53421 f( ) = 247 Linear Ordering Problem (LOP)
  • 33. The insert neighborhood Moving to Landscape Context… •  Two solutions and are neighbors if is obtained by moving an item of from position to position 0 0 i j 52 41 3 33
  • 34. 52 41 3 •  Two solutions and are neighbors if is obtained by moving an item of from position to position 0 0 i j 34 The insert neighborhood Moving to Landscape Context…
  • 35. 1 52 43 •  Two solutions and are neighbors if is obtained by moving an item of from position to position 0 0 i j 35 The insert neighborhood Moving to Landscape Context…
  • 36. •  Two solutions and are neighbors if is obtained by moving an item of from position to position 0 0 i j 1 524 3 How is the operation translated to the LOP? 36 The insert neighborhood Moving to Landscape Context…
  • 37. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 B = [bk,l]5⇥5 37 Linear Ordering Problem (LOP) An insert operation…
  • 38. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 B = [bk,l]5⇥5 38 Linear Ordering Problem (LOP) An insert operation…
  • 39. 0 15 716 11 26 30 22 21 12 13 9 11 14 26 22 2425 15 23 0 0 28 0 0 54321 5 4 3 2 1 B = [bk,l]5⇥5 39 Linear Ordering Problem (LOP) An insert operation…
  • 40. 0 15 716 11 26 30 22 21 12 13 9 11 14 26 22 2425 15 23 0 0 28 0 0 54321 5 4 3 2 1 B = [bk,l]5⇥5 40 Linear Ordering Problem (LOP) An insert operation…
  • 41. 0 71615 11 26 30 22 21 12 9 0 1122 14 2524 15 26 23 0 0 28 0 13 54 321 5 4 3 2 1 B = [bk,l]5⇥5 41 Linear Ordering Problem (LOP) An insert operation…
  • 42. f( ) = 130 0 71615 11 26 30 22 21 12 9 0 1122 14 2524 15 26 23 0 0 28 0 13 54 321 5 4 3 2 1 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 Before After = 12345 0 = 14235 f( ) = 138 42 Linear Ordering Problem (LOP) An insert operation…
  • 43. f( ) = 130 0 71615 11 26 30 22 21 12 9 0 1122 14 2524 15 26 23 0 0 28 0 13 54 321 5 4 3 2 1 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 Before After = 12345 0 = 14235 f( ) = 138 43 Linear Ordering Problem (LOP) An insert operation…
  • 44. f( ) = 130 0 71615 11 26 30 22 21 12 9 0 1122 14 2524 15 26 23 0 0 28 0 13 54 321 5 4 3 2 1 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 Before After = 12345 0 = 14235 f( ) = 138 Two pairs of entries associated to the item 4 exchanged their position. 44 Linear Ordering Problem (LOP) An insert operation…
  • 45. f( ) = 130 0 71615 11 26 30 22 21 12 9 0 1122 14 2524 15 26 23 0 0 28 0 13 54 321 5 4 3 2 1 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 Before After = 12345 0 = 14235 f( ) = 138 45 The contribution of the item 4 to the objective function varied from 69 to 61. Linear Ordering Problem (LOP) An insert operation…
  • 46. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 46 Linear Ordering Problem (LOP) The contribution of an item to f
  • 47. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 47 Linear Ordering Problem (LOP) The contribution of an item to f
  • 48. 9 16 14 22 21 15 23 0 28 2 2 48 Linear Ordering Problem (LOP) The contribution of an item to f
  • 49. 9 16 14 22 21 15 23 0 28 2 2 9-5 7 19(2,2) 9(2,1) 7 19-5 (2,3)-5 7 199 7-5 (2,4) 199 7-5 19 (2,5)9 Contribution: 54 Vector of differences 49 16-21 23-14 22-15 28-9 Linear Ordering Problem (LOP) The contribution of an item to f
  • 50. 22 28 23 91521 14 0 16 2 2 9-5 7 19(2,2) 9(2,1) 7 19-5 (2,3)-5 7 199 7-5 (2,4) 199 7-5 19 (2,5)9 Vector of differences Contribution: 89 50 16-21 23-14 22-15 28-9 Linear Ordering Problem (LOP) The contribution of an item to f
  • 51. 719 (2,4) -59 The vector of differences Local optima What happens in local optimal solutions? There is no movement that improves the contribution of any item 7 > 0 0 < -5 9 + 7 > 0 19 + 9 + 7 > 0 All the partial sums of differences to the left must be positive Depends on the overall solution 51 All the partial sums of differences to the right must be negative
  • 52. But, -13-23 (5,4) -11-19 Negative sumsPositive sums In order to produce local optima, item 5 must be placed in the first position The vector of differences Local optima 52
  • 53. The restrictions matrix We propose an algorithm to calculate the restricted positions of the items: 9 16 14 22 21 15 23 0 28 2 2 9-5 7 19(2,2) 1. Vector of differences. 719 -59 2. Sort differences (1) 3. Study the most favorable ordering of differences in each positions 53 All the partial sums of differences to the right must be negative
  • 54. The restrictions matrix We propose an algorithm to calculate the restricted positions of the items: 9 16 14 22 21 15 23 0 28 2 2 9-5 7 19(2,2) 1. Vector of differences. 719 -59 2. Sort differences 3. Study the most favorable ordering of differences in each positions 54 7(1) 9 19-5 All the partial sums of differences to the right must be negative
  • 55. The restrictions matrix We propose an algorithm to calculate the restricted positions of the items: 9 16 14 22 21 15 23 0 28 2 2 9-5 7 19(2,2) 1. Vector of differences. 719 -59 2. Sort differences 3. Study the most favorable ordering of differences in each positions -519 7 9(2) 7(1) 9 19-5 (3)9 -5 719 197 (4) -59 9-5 19 (5)7 Non-local optima Possible local optima 55
  • 56. 22 12 13 9 0 11 1116 14 26 22 242530 21 15 26 23 0 0 28 0 0 15 7 54321 5 4 3 2 1 0 0 1 1 0 1 00 0 0 1 001 0 1 1 1 0 0 0 1 0 0 1 54321 5 4 3 2 1 RB The restrictions matrix 56 Time complexity: O(n3 )
  • 57. 57 The restricted insert neighborhood •  Incorporate the restrictions matrix to the insert neighborhood. •  Discard the insert operations that move items to the restricted positions. Theorem Given a non local optima solution , for every item (i), i = 1, . . . , n, the insert movement that maximises its contribution to the fitness function is not given in a restricted position
  • 58. The restricted insert neighborhood 58 Insert neighborhood Restricted Insert neighborhood
  • 59. The restricted insert neighborhood 59 Insert neighborhood Restricted Insert neighborhood Evaluations: Evaluations: 10 5
  • 60. The restricted insert neighborhood 60 Insert neighborhood Restricted Insert neighborhood Evaluations: Evaluations: 10 5
  • 61. The restricted insert neighborhood 61 Insert neighborhood Restricted Insert neighborhood Evaluations: Evaluations: 10 5
  • 62. The restricted insert neighborhood 62 Insert neighborhood Restricted Insert neighborhood Evaluations: Evaluations: 20 11
  • 63. The restricted insert neighborhood 63 Insert neighborhood Restricted Insert neighborhood Evaluations: Evaluations: 30 17
  • 64. The restricted insert neighborhood Insert neighborhood Restricted Insert neighborhood Same final solution Evaluations: Evaluations: 30 17 J. Ceberio et al. (2014) The Linear Ordering Problem Revisited. European Journal of Operational Research.
  • 65. 1000n2 evals. 150 250 300 500 750 1000 Total MAr vs MA 35 (4) 31 (8) 39 (11) 43 (7) 41 (9) 37 (13) 226 (52) ILSr vs ILS 37 (2) 37 (2) 49 (1) 48 (2) 50 (0) 50 (0) 271 (7) 5000n2 evals. 150 250 300 500 750 1000 Total MAr vs MA 37 (2) 39 (0) 50 (0) 49 (1) 44 (6) 44 (6) 263 (15) ILSr vs ILS 38 (1) 36 (3) 50 (0) 45 (5) 46 (4) 47 (3) 262 (16) 10000n2 evals. 150 250 300 500 750 1000 Total MAr vs MA 39 (0) 34 (5) 43 (7) 50 (0) 50 (0) 49 (1) 265 (13) ILSr vs ILS 33 (6) 37 (2) 46 (4) 42 (8) 43 (7) 45 (5) 246 (32) 278 instances Experiments Two state-of-the-art algorithms •  Schiavinotto, T., Stützle, T., 2004. The linear ordering problem: instances, search space analysis and algorithms. Journal of Mathematical Modelling and Algorithms. 65 278 instances 271 7 Iterated Local Search ILSr Tie 226 52 Memetic Algorithm Mar Tie
  • 66. 66 Quadratic Assignment Problem and Elementary Landscapes Example 3
  • 67. Elementary Landscape Decomposition The quadratic assignment problem (QAP) Quadratic Assignment Problem (QAP) 67 1 2 3 4 5 6 7 8 1 2 3 4 5 6 7 8
  • 68. 68 f( ) = nX i=1 nX j=1 di,jh (i), (j) D = [di,j]n⇥n, H = [hk,l]n⇥n 1 2 3 4 5 6 7 8 1 2 3 4 5 6 7 8 = 87625341 Quadratic Assignment Problem (QAP)
  • 69. Elementary landscapes Definitions avg ⇡2N( ) {f(⇡)} = f( ) + k |N( )| ( ¯f f( )) Groover’s wave equation 69 A landscape is (Sn, f, N) An elementary landscape fulfills
  • 70. If the neighborhood N is for all , ⇡ 2 Sn, ⇡ 2 N( ) () 2 N(⇡) Symmetric |N( )| = d > 0 for all 2 Sn Regular then the landscape can be decomposed as a sum of elementary landscapes 70 According to Chicano et al. 2010 Elementary landscape decomposition … of the QAP
  • 71. Elementary landscape decomposition … of the QAP g( ) = nX i,j,p,q=1 ijpq'(i,j)(p,q)( ) Generalized QAP 71 f( ) = nX i=1 nX j=1 di,jh (i), (j) QAP According to Chicano et al. 2010
  • 72. g( ) = nX i, j, p, q = 1 i 6= j p 6= q ijpq ⌦1 (i,j)(p,q)( ) 2n + ⌦2 (i,j)(p,q)( ) 2(n 2) + ⌦3 (i,j)(p,q)( ) n(n 2) ! g( ) = nX i,j,p,q=1 ijpq'(i,j)(p,q)( ) Generalized QAP 72 According to Chicano et al. 2010 Landscape 1 Landscape 2 Landscape 3 Under the interchange neighborhood Elementary landscape decomposition … of the QAP
  • 73. Decomposed QAP g( ) = nX i, j, p, q = 1 i 6= j p 6= q ijpq ⌦1 (i,j)(p,q)( ) 2n + ⌦2 (i,j)(p,q)( ) 2(n 2) + ⌦3 (i,j)(p,q)( ) n(n 2) ! Landscape 1 Landscape 2 Landscape 3 f( ) = + nX i, j, p, q = 1 i 6= j p 6= q ijpq ⌦2 (i,j)(p,q)( ) 2(n 2) + nX i, j, p, q = 1 i 6= j p 6= q ijpq ⌦3 (i,j)(p,q)( ) n(n 2) 73 In the classic QAP the matrix is symmetric, as a resultD = [di,j]n⇥n Elementary landscape decomposition … of the QAP
  • 74. Single-objective Problem ⇤ = arg max 2Sn f( ) 74 Multi-objective Problem F( ) = [f1( ), . . . , fm( )] maximize F( ), 2 Sn where Decomposed QAP f( ) = + nX i, j, p, q = 1 i 6= j p 6= q ijpq ⌦2 (i,j)(p,q)( ) 2(n 2) + nX i, j, p, q = 1 i 6= j p 6= q ijpq ⌦3 (i,j)(p,q)( ) n(n 2) Multi-objectivization … of the QAP
  • 75. 75 Algorithms: •  SGA •  NSGA2 •  SPEA2 Movies !! J. Ceberio et al. (2018) Multi- objectivising Combinatorial Optimization Problems by means of Elementary Landscape Decomposition. Evolutionary Computation.
  • 76. 76 Algorithms: •  SGA •  NSGA2 •  SPEA2 Movies !! J. Ceberio et al. (2018) Multi- objectivising Combinatorial Optimization Problems by means of Elementary Landscape Decomposition. Evolutionary Computation.
  • 79. 79 Benchmarking and difficulty: •  Random generation of instances •  Difficulty of instances. •  Distribution of instances. Possible Future Lines Permutation Problems Non-Standard Permutation Problems: •  Partially Permutation Problems •  Quasi Permutation Problems •  Multi Permutation Problems Possible codifications: •  Vector of integers •  Vector of continuous values •  Matrices •  Cycles Problem Types: -  Problems with constrains -  Multi-objective -  Deceptive problems -  Dynamic Problems
  • 80. 80 Instances as Rankings of Solutions: Linear Ordering Problem f( ) = n 1X i=1 nX j=i+1 b (i), (j) 2 Sn 123 213 132 231 312 321 n = 3 How many rankings can be generated? (|Sn|)! = (n!)! (3!)! = 720 Are We Generating Instances Uniformly At Random?
  • 81. Only 48 different rankings... 105 LOPinstances; n=3 à 720 possible rankings ; bkl sampled from [0,100] u.a.r. 0 1000 2000 3000 4000 1 23 45 67 89 111 133 155 177 199 221 243 265 287 309 331 353 375 397 419 441 463 485 507 529 551 573 595 617 639 661 683 705 Count Ranking ID 81 Are We Generating Instances Uniformly At Random?
  • 82. Only 48 different rankings... 105 LOPinstances; n=3 à 720 possible rankings ; bkl sampled from [0,100] u.a.r. 0 1000 2000 3000 4000 1 23 45 67 89 111 133 155 177 199 221 243 265 287 309 331 353 375 397 419 441 463 485 507 529 551 573 595 617 639 661 683 705 Count Ranking ID 82 Are We Generating Instances Uniformly At Random? Linear Ordering Problem n! 1 = (41523) n! = (53241) 1 = (14235) 2 = (32514) . . . Reverse ✓ n! 2 ◆ ! n!/2 X i=0 ✓ n!/2 i ◆
  • 83. Only 48 different rankings... 105 LOPinstances; n=3 à 720 possible rankings ; bkl sampled from [0,100] u.a.r. 0 1000 2000 3000 4000 1 23 45 67 89 111 133 155 177 199 221 243 265 287 309 331 353 375 397 419 441 463 485 507 529 551 573 595 617 639 661 683 705 Count Ranking ID 83 Are We Generating Instances Uniformly At Random? The rankings were not uniformly sampled: XL: 3560 ± 84 L: 2531 ± 62 M: 1268 ± 63 S: 752 ± 25
  • 84. Experiment Constraints among consecutive solutions 84 XL Ranking L Ranking M Ranking S Ranking Defined over all the parameters 14 0 16 0 26 21 110 23 x12 > x21 x21 > x12 x21 + x23 > x12 + x32 x21 + x23 > x12 + x32
  • 85. Analysis of Local Optima 85 132 312 321 231 213 123 XL ranking 231 312 321 132 213 123 L ranking 213 321 132 312 123 231 M ranking 231 312 123 132 213 321 S ranking Within each group equal number of local optima were found! And at the same ranks! Are We Generating Instances Uniformly At Random?
  • 86. 105 instances QAP; n=3 à 720 possible rankings ; parameters sampled from [0,100] u.a.r. 86 0 50 100 150 200 250 300 350 1 25 49 73 97 121 145 169 193 217 241 265 289 313 337 361 385 409 433 457 481 505 529 553 577 601 625 649 673 697 Count Ranking ID All the possible rankings were created (720) Symmetry can be observed Are We Generating Instances Uniformly At Random?
  • 87. 105 instances PFSP; n=3 x m=10 à 720 possible rankings ; parameters sampled from [0,100] u.a.r. 87 All the possible rankings were created (720) Symmetry can be observed Large variance 0 200 400 600 800 1000 1200 1400 1600 1 26 51 76 101 126 151 176 201 226 251 276 301 326 351 376 401 426 451 476 501 526 551 576 601 626 651 676 701 Count Ranking ID Are We Generating Instances Uniformly At Random?
  • 88. 88 1.  Study the problem and gain insight 2.  Algorithm design 3.  A lot of research to do yet To take home…
  • 89. Permutation-based Combinatorial Optimization Problems under the Microscope Josu Ceberio 89 Thank you for your attention!