Genetic Algorithms and Genetic Programming Lecture 13

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Transcription:

Genetic Algorithms and Genetic Programming Lecture 13 Gillian Hayes 9th November 2007

Ant Colony Optimisation and Bin Packing Problems Ant Colony Optimisation - review Pheromone Trail and Heuristic The Bin Packing Problem (BPP) Applying ACO to the BPP Adding a local search procedure Comparing to other approaches Summing Up 1

Ant Colony Optimisation Probability of choosing next town in TSP (see lecture 12) 2 Two components: p(i, j) = g allowed [τ(i, j)].[η(i, j)] β [τ(i, g)].[η(i, g)]β Strength of pheromone τ(i, j) is favourability of j following i Visibility η(i, j) = 1/d(i, j) is a simple heuristic guiding construction Need to find an interpretation and formula for pheromone strength deposited at each iteration positive feedback process Need to find an interpretation and formula for the heuristic the greedy force See τ(i, j) as the components of a matrix: the pheromone matrix

Bin Packing Problems 3 2 3 4 3 8 7 5 5 Packing a number of items in bins of a fixed capacity Bins have capacity C, set of items S with size/weight w i Pack items into as few bins as possible Lower bound on no. bins: L 1 = w i /C ( x is smallest integer x) Slack = L 1 C w i

Solving the BPP 4 Greedy algorithm: first fit decreasing (FFD): Order items in order of non-increasing weight/size Pick up one by one and place into first bin that is still empty enough to hold them If no bin is left that the item can fit in, start a new bin Or apply Ant Colony Optimisation: what is the trail/pheromone? what is the visibility?

Applying ACO to the BPP 5 1. How can good packings be reinforced via a pheromone matrix? 2. How can the solutions be constructed stochastically, with influence from the pheromone matrix and a simple heuristic? 3. How should the pheromone matrix be updated after each iteration? 4. What fitness function should be used to recognised good solutions? 5. What local search technique should be used to improve the solutions generated by the ants? AntBin: Levine and Ducatelle

AntBin 1: Pheromone Matrix 6 BPP as an ordering problem? TSP is an ordering problem put cities into some order. But in BPP many orderings are possible: 82 73 54 53 = 53 73 82 54 = 35 73 28 54 BPP as a grouping problem? τ(i, j) expresses the favourability of having items of size i and j in the same bin YES Pheromone matrix works on item sizes, not items themselves There can be several items of size i or j, but there are fewer item sizes than there are items, so small pheromone matrix Pheromone matrix encodes good packing patterns combinations of sizes

AntBin 2: Building Solutions 7 Every ant k starts with an empty bin b New items j are added to k s partial solution s stochastically: p k (s,b, j) = [τ b (j)] α.[η(j)] β g allowed [τ b(g)] α.[η(g)] β The allowed items are those that are still small enough to fit in bin b. η(j) is the weight/size of the item, so η(j) = j prefer largest τ b (j) is the sum of pheromone between item of size j and the items already in bin b divided by the number of items in bin b α and β are empirical parameters, e.g. 1 and 2, giving the relative weighting of local and global terms

AntBin 3: Pheromone Updating Pheromone trail evaporates a small amount after every iteration (i.e. when all ants have solutions) τ(i, j) = ρ.τ(i, j) + m.f(s best ) Minimum pheromone level set by parameter τ min, evaporation parameter ρ The pheromone is increased for every time items of size i and j are combined in a bin in the best solution (combined m times) Only the iteration best ant increases the pheromone trail (quite aggressive, but allows exploration) Occasionally (every γ iterations) update with the global best ant instead (strong exploitation) 8

AntBin 4: Evaluation Function Total number of bins in solution? Would give an extremely unfriendly evaluation landscape no guidance from N + 1 bins to N bins there may be many possible solutions with just one bin more than the optimal Need large reward for full or nearly full bins 9 f(s k ) = N b=1 (F b/c) 2 N N the number of bins in s k, F b the sum of items in bin b, C the bin capacity Includes how full the bins are and number of bins Promotes full bins with the spare capacity in one big lump not spread among lots of bins

AntBin 5: Local Search 10 In every ant s solution, the n bins least full bins are opened and their contents are made free Items in the remaining bins are replaced by larger free items This gives fuller bins with larger items and smaller free items to reinsert The free items are reinserted via FFD (first-fit-decreasing) The procedure is repeated until no further improvement is possible Deterministic and fast local search procedure ACO gives coarse-grained search, local search gives finer-grained search

Setting the Parameters 11 Ducatelle used 10 existing problems for which solutions known to investigate parameter setting β = 2 n ants = 10 n bins = 3 to be opened in local search τ min = 0.001 ρ = 0.75 Alternate global and iteration best ant laying pheromone 1/1 n iter = 50000 Local search: replace 2 current items by 2 free items; then 2 current by 1 free; then 1 current by 1 free

Comparison Results Compare with published solutions to some standard problems (see reference). For how many problem instances does AntBin find the optimal solution? N inst Scholl Flszar Alvim AntBin uniform 80-79 79.6 79.2 triplets 80-80 80.0 7.0 scholl 1 720 709 710 718.8 719.0 scholl 2 480 476 477 480.0 477.0 scholl 3 10 10 9 10.0 10.0 schwerin 200 - - 200.0 200.0 waescher 17 - - 10.0 13.1 Triplets hard. Optimal solution: 3 items, two smaller than 1 3 bin, one larger than 1 3 bin. Can fit 3 small items in bin or 2 large items. Optimal solution often missed. 12

Waescher and Gau New Optima 13 Instance Bins Iterations Time TEST0082 24 21 0.75s TEST0058 20 344 9.95s TEST0005 28 2465 81.4s TEST0030 27 28957 941.5s TEST0014 23 1226866 37451s See G. Waescher, T. Gau: Heuristics for the integer one-dimensional cutting stock problem: A computational study. OR Spectrum, 18(3), 131 144, 1996. Randomly generates 4000 cutting stock problems. See reading for comparison with other algorithms and application to Cutting Stock Problem.

AntBin Conclusions 14 Competitive algorithm for some problem classes Does very badly at triplets and other zero-slack problems due to the simple local search being used Can solve both BPP and cutting-stock problem Does very well at Waescher and Gau s (1996) problem set, identifies 5 new optima How to improve: Do better local search Put onto multiprocessors Reading: Levine and Ducatelle paper linked to web page

Applying Ant Methods to Optimisation What we need to set up an ACO Problem representation that allows the solution to be built up incrementally Desirability heuristic η to help in building up the solution Constraints that permit only feasible/valid solutions to be constructed Pheromone update rule incorporating quality of the solution Probability rule that is a function of desirability and pheromone strength 15

TSP Requirements for the Travelling Salesperson Problem 16 Problem representation: a graph of cities, edges indicate connections and distances between cities, one city at a time added to partial solution Desirability heuristic: 1/d ij Constraints: tabu list, don t visit same city twice, visit all cities Pheromone update rule: evaporate and deposit, (length of tour) 1 Probability rule: standard rule prob. of adding city j after city i

Bin Packing Requirements for the Bin Packing Problem 17 Problem representation: grouping problem on item sizes, one item added at a time to the current bin Desirability heuristic: j, the size of the item Constraints: only choose items that are small enough to fit in bin b, stop when no more items to add Pheromone update rule: evaporate and deposit, proportional to no. times items of size i and j are combined in best solution Probability rule: standard rule prob. of adding item of size j to a bin b in the partial solution s, average pheromone strength between chosen item and all items in the bin

Other Applications of ACO 18 Job shop scheduling: assign jobs to machines, minimum time to complete all jobs Fuzzy and crisp rule induction: selecting antecedents in a rule to cover instances from a training set (ANT-MINER, FRANTIC) Quadratic assignment: assign activities to locations so that those activities with the highest flow of information between them are as close as possible Graph colouring: so that neighbouring nodes in the graph have differing colours Vehicle routing problem: get all the goods to the customers with as few trips back to the depot as possible, don t exceed capacity of vehicle Routing in telecomms networks: when capacity of routing nodes exceeded use alternative routes that are as short as possible, losing no data