旅行小偷问题的代理辅助优化
Surrogate Assisted Optimisation for Travelling Thief Problems
摘要:
旅行小偷问题(TTP)是一个多组件优化问题,涉及两个相互依赖的NP-难组件:旅行商问题(TSP)和背包问题(KP)。最新的TTP求解器以迭代和交错的方式修改底层TSP和KP解决方案。TSP解决方案(循环游览)通常以确定性的方式改变,而KP解决方案的改变通常涉及随机搜索,有效地导致TTP解决方案空间的准曲折探索。一旦达到平台期,通过使用新的初始TSP巡回重新开始TTP解空间的迭代搜索。我们建议通过自适应代理模型(基于自定义形式的支持向量回归)来提高搜索效率,该模型学习初始TSP旅行的特征,从而获得良好的TTP解决方案。该模型用于过滤掉没有希望的初始TSP旅游,实际上减少了寻找良好的TTP解决方案所花费的时间。广泛的基准TTP实例上的实验表明,所提出的方法过滤掉了相当数量的非有前途的初始旅游,在成本上省略只有一小部分的最佳TTP解决方案。
英文摘要:
The travelling thief problem (TTP) is a multi-component optimisation problem involving two interdependent NP-hard components: the travelling salesman problem (TSP) and the knapsack problem (KP). Recent state-of-the-art TTP solvers modify the underlying TSP and KP solutions in an iterative and interleaved fashion. The TSP solution (cyclic tour) is typically changed in a deterministic way, while changes to the KP solution typically involve a random search, effectively resulting in a quasi-meandering exploration of the TTP solution space. Once a plateau is reached, the iterative search of the TTP solution space is restarted by using a new initial TSP tour. We propose to make the search more efficient through an adaptive surrogate model (based on a customised form of Support Vector Regression) that learns the characteristics of initial TSP tours that lead to good TTP solutions. The model is used to filter out non-promising initial TSP tours, in effect reducing the amount of time spent to find a good TTP solution. Experiments on a broad range of benchmark TTP instances indicate that the proposed approach filters out a considerable number of non-promising initial tours, at the cost of omitting only a small number of the best TTP solutions.
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