Section: Research Program

Hybrid multi-objective optimization methods

The success of metaheuristics is based on their ability to find efficient solutions in a reasonable time [43]. But with very large problems and/or multi-objective problems, efficiency of metaheuristics may be compromised. Hence, in this context it is necessary to integrate metaheuristics in more general schemes in order to develop even more efficient methods. For instance, this can be done by different strategies such as cooperation and parallelization.

The DOLPHIN project deals with “a posteriori” multi-objective optimization where the set of Pareto solutions (solutions of best compromise) have to be generated in order to give the decision maker the opportunity to choose the solution that interests him/her.

Population-based methods, such as evolutionary algorithms, are well fitted for multi-objective problems, as they work with a set of solutions [39], [42]. To be convinced one may refer to the list of references on Evolutionary Multi-objective Optimization maintained by Carlos A. Coello (http://delta.cs.cinvestav.mx/~ccoello/EMOO/EMOObib.html), which contains more than 5500 references. One of the objectives of the project is to propose advanced search mechanisms for intensification and diversification. These mechanisms have been designed in an adaptive manner, since their effectiveness is related to the landscape of the MOP and to the instance solved.

In order to assess the performances of the proposed mechanisms, we always proceed in two steps: first, we carry out experiments on academic problems, for which some best known results exist; second, we use real industrial problems to cope with large and complex MOPs. The lack of references in terms of optimal or best known Pareto set is a major problem. Therefore, the obtained results in this project and the test data sets will be available at the URL http://dolphin.lille.inria.fr/ at 'benchmark'.

Cooperation of metaheuristics

In order to benefit from the various advantages of the different metaheuristics, an interesting idea is to combine them. Indeed, the hybridization of metaheuristics allows the cooperation of methods having complementary behaviors. The efficiency and the robustness of such methods depend on the balance between the exploration of the whole search space and the exploitation of interesting areas.

Hybrid metaheuristics have received considerable interest these last years in the field of combinatorial optimization. A wide variety of hybrid approaches have been proposed in the literature and give very good results on numerous single objective optimization problems, which are either academic (traveling salesman problem, quadratic assignment problem, scheduling problem, etc) or real-world problems. This efficiency is generally due to the combinations of single-solution based methods (iterative local search, simulated annealing, tabu search, etc) with population-based methods (genetic algorithms, ants search, scatter search, etc). A taxonomy of hybridization mechanisms may be found in [45]. It proposes to decompose these mechanisms into four classes:

• LRH class - Low-level Relay Hybrid: This class contains algorithms in which a given metaheuristic is embedded into a single-solution metaheuristic. Few examples from the literature belong to this class.

• LTH class - Low-level Teamwork Hybrid: In this class, a metaheuristic is embedded into a population-based metaheuristic in order to exploit strengths of single-solution and population-based metaheuristics.

• HRH class - High-level Relay Hybrid: Here, self contained metaheuristics are executed in a sequence. For instance, a population-based metaheuristic is executed to locate interesting regions and then a local search is performed to exploit these regions.

• HTH class - High-level Teamwork Hybrid: This scheme involves several self-contained algorithms performing a search in parallel and cooperating. An example will be the island model, based on GAs, where the population is partitioned into small subpopulations and a GA is executed per subpopulation. Some individuals can migrate between subpopulations.

Let us notice that, hybrid methods have been studied in the mono-criterion case, their application in the multi-objective context is not yet widely spread. The objective of the DOLPHIN project is to integrate specificities of multi-objective optimization into the definition of hybrid models.

Cooperation between metaheuristics and exact methods

Until now only few exact methods have been proposed to solve multi-objective problems. They are based either on a Branch-and-bound approach, on the algorithm $A^{☆}$, or on dynamic programming. However, these methods are limited to two objectives and, most of the time, cannot be used on a complete large scale problem. Therefore, sub search spaces have to be defined in order to use exact methods. Hence, in the same manner as hybridization of metaheuristics, the cooperation of metaheuristics and exact methods is also a main issue in this project. Indeed, it allows us to use the exploration capacity of metaheuristics, as well as the intensification ability of exact methods, which are able to find optimal solutions in a restricted search space. Sub search spaces have to be defined along the search. Such strategies can be found in the literature, but they are only applied to mono-objective academic problems.

We have extended the previous taxonomy for hybrid metaheuristics to the cooperation between exact methods and metaheuristics. Using this taxonomy, we are investigating cooperative multi-objective methods. In this context, several types of cooperations may be considered, according to the way the metaheuristic and the exact method cooperate. For instance, a metaheuristic can use an exact method for intensification or an exact method can use a metaheuristic to reduce the search space.

Moreover, a part of the DOLPHIN project deals with studying exact methods in the multi-objective context in order: i) to be able to solve small size problems and to validate proposed heuristic approaches; ii) to have more efficient/dedicated exact methods that can be hybridized with metaheuristics. In this context, the use of parallelism will push back limits of exact methods, which will be able to explore larger size search spaces  [40].

Goals

Based on the previous works on multi-objective optimization, it appears that to improve metaheuristics, it becomes essential to integrate knowledge about the problem structure. This knowledge can be gained during the search. This would allow us to adapt operators which may be specific for multi-objective optimization or not. The goal here is to design auto-adaptive methods that are able to react to the problem structure. Moreover, regarding the hybridization and the cooperation aspects, the objectives of the DOLPHIN project are to deepen these studies as follows:

• Design of metaheuristics for the multi-objective optimization: To improve metaheuristics, it becomes essential to integrate knowledge about the problem structure, which we may get during the execution. This would allow us to adapt operators that may be specific for multi-objective optimization or not. The goal here is to design auto-adaptive methods that are able to react to the problem structure.

• Design of cooperative metaheuristics: Previous studies show the interest of hybridization for a global optimization and the importance of problem structure study for the design of efficient methods. It is now necessary to generalize hybridization of metaheuristics and to propose adaptive hybrid models that may evolve during the search while selecting the appropriate metaheuristic. Multi-objective aspects have to be introduced in order to cope with the specificities of multi-objective optimization.

• Design of cooperative schemes between exact methods and metaheuristics: Once the study on possible cooperation schemes is achieved, we will have to test and compare them in the multi-objective context.

• Design and conception of parallel metaheuristics: Our previous works on parallel metaheuristics allow us to speed up the resolution of large scale problems. It could be also interesting to study the robustness of the different parallel models (in particular in the multi-objective case) and to propose rules that determine, given a specific problem, which kind of parallelism to use. Of course these goals are not disjoined and it will be interesting to simultaneously use hybrid metaheuristics and exact methods. Moreover, those advanced mechanisms may require the use of parallel and distributed computing in order to easily make cooperating methods evolve simultaneously and to speed up the resolution of large scale problems.

• Validation: In order to validate the obtained results we always proceed in two phases: validation on academic problems, for which some best known results exist and use on real problems (industrial) to cope with problem size constraints.

  Moreover, those advanced mechanisms are to be used in order to integrate the distributed multi-objective aspects in the ParadisEO platform (see the paragraph on software platform).