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Thomas Bäck

Thomas Bäck contributes to research discovery and scholarly infrastructure.

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Published work

25 published item(s)

preprint2026arXiv

Adversarial Instance Generation and Robust Training for Neural Combinatorial Optimization with Multiple Objectives

Deep reinforcement learning (DRL) has shown great promise in addressing multi-objective combinatorial optimization problems (MOCOPs). Nevertheless, the robustness of these learning-based solvers has remained insufficiently explored, especially across diverse and complex problem distributions. In this paper, we propose a unified robustness-oriented framework for preference-conditioned DRL solvers for MOCOPs. Within this framework, we develop a preference-based adversarial attack to generate hard instances that expose solver weaknesses, and quantify the attack impact by the resulting degradation on Pareto-front quality. We further introduce a defense strategy that integrates hardness-aware preference selection into adversarial training to reduce overfitting to restricted preference regions and improve out-of-distribution performance. The experimental results on multi-objective traveling salesman problem (MOTSP), multi-objective capacitated vehicle routing problem (MOCVRP), and multi-objective knapsack problem (MOKP) verify that our attack method successfully learns hard instances for different solvers. Furthermore, our defense method significantly strengthens the robustness and generalizability of neural solvers, delivering superior performance on hard or out-of-distribution instances.

preprint2026arXiv

MM-OptBench: A Solver-Grounded Benchmark for Multimodal Optimization Modeling

Optimization modeling translates real decision-making problems into mathematical optimization models and solver-executable implementations. Although language models are increasingly used to generate optimization formulations and solver code, existing benchmarks are almost entirely text-only. This omits many optimization-modeling tasks that arise in operational practice, where requirements are described in text but instance information is conveyed through visual artifacts such as tables, graphs, maps, schedules, and dashboards. We introduce multimodal optimization modeling, a benchmark setting in which models must construct both a mathematical formulation and executable solver code from a text-and-visual problem specification. To evaluate this setting, we develop a solver-grounded framework that generates structured optimization instances, verifies each with an exact solver, and builds both the model-facing inputs and hidden reference files from the same verified source. We instantiate the framework as MM-OptBench, a benchmark of 780 solver-verified instances spanning 6 optimization families, 26 subcategories, and 3 structural difficulty levels. We evaluate 9 multimodal large language models (MLLMs), including 6 frontier general-purpose models and 3 math-specialized models, with aggregate, family-level, difficulty-level, and failure-mode analyses. The results show that the task remains far from solved: the best two models reach 52.1% and 51.3% pass@1, while on average across the six general-purpose MLLMs, pass@1 is 43.4% on easy instances and 15.9% on hard instances. All three math-specialized MLLMs solve 0/780 instances. Failure attribution shows that errors arise both when extracting instance data from text and visuals and when turning extracted data into solver-correct formulations and code. MM-OptBench provides a testbed for solver-grounded, decision-oriented multimodal intelligence.

preprint2023arXiv

Switching between Numerical Black-box Optimization Algorithms with Warm-starting Policies

When solving optimization problems with black-box approaches, the algorithms gather valuable information about the problem instance during the optimization process. This information is used to adjust the distributions from which new solution candidates are sampled. In fact, a key objective in evolutionary computation is to identify the most effective ways to collect and exploit instance knowledge. However, while considerable work is devoted to adjusting hyper-parameters of black-box optimization algorithms on the fly or exchanging some of its modular components, we barely know how to effectively switch between different black-box optimization algorithms. In this work, we build on the recent study of Vermetten et al. [GECCO 2020], who presented a data-driven approach to investigate promising switches between pairs of algorithms for numerical black-box optimization. We replicate their approach with a portfolio of five algorithms and investigate whether the predicted performance gains are realized when executing the most promising switches. Our results suggest that with a single switch between two algorithms, we outperform the best static choice among the five algorithms on 48 out of the 120 considered problem instances, the 24 BBOB functions in five different dimensions. We also show that for switching between BFGS and CMA-ES, a proper warm-starting of the parameters is crucial to realize high-performance gains. Lastly, with a sensitivity analysis, we find the actual performance gain per run is largely affected by the switching point, and in some cases, the switching point yielding the best actual performance differs from the one computed from the theoretical gain.

preprint2022arXiv

Analyzing the Impact of Undersampling on the Benchmarking and Configuration of Evolutionary Algorithms

The stochastic nature of iterative optimization heuristics leads to inherently noisy performance measurements. Since these measurements are often gathered once and then used repeatedly, the number of collected samples will have a significant impact on the reliability of algorithm comparisons. We show that care should be taken when making decisions based on limited data. Particularly, we show that the number of runs used in many benchmarking studies, e.g., the default value of 15 suggested by the COCO environment, can be insufficient to reliably rank algorithms on well-known numerical optimization benchmarks. Additionally, methods for automated algorithm configuration are sensitive to insufficient sample sizes. This may result in the configurator choosing a `lucky' but poor-performing configuration despite exploring better ones. We show that relying on mean performance values, as many configurators do, can require a large number of runs to provide accurate comparisons between the considered configurations. Common statistical tests can greatly improve the situation in most cases but not always. We show examples of performance losses of more than 20%, even when using statistical races to dynamically adjust the number of runs, as done by irace. Our results underline the importance of appropriately considering the statistical distribution of performance values.

preprint2022arXiv

Automated Configuration of Genetic Algorithms by Tuning for Anytime Performance

Finding the best configuration of algorithms' hyperparameters for a given optimization problem is an important task in evolutionary computation. We compare in this work the results of four different hyperparameter tuning approaches for a family of genetic algorithms on 25 diverse pseudo-Boolean optimization problems. More precisely, we compare previously obtained results from a grid search with those obtained from three automated configuration techniques: iterated racing, mixed-integer parallel efficient global optimization, and mixed-integer evolutionary strategies. Using two different cost metrics, expected running time and the area under the empirical cumulative distribution function curve, we find that in several cases the best configurations with respect to expected running time are obtained when using the area under the empirical cumulative distribution function curve as the cost metric during the configuration process. Our results suggest that even when interested in expected running time performance, it might be preferable to use anytime performance measures for the configuration task. We also observe that tuning for expected running time is much more sensitive with respect to the budget that is allocated to the target algorithms.

preprint2022arXiv

Differential evolution outside the box

This paper investigates how often the popular configurations of Differential Evolution generate solutions outside the feasible domain. Following previous publications in the field, we argue that what the algorithm does with such solutions and how often this has to happen is important for the overall performance of the algorithm and interpretation of results. Based on observations therein, we conclude that significantly more solutions than what is usually assumed by practitioners need to undergo some sort of 'correction' to conform with the definition of the problem's search domain. A wide range of popular Differential Evolution configurations is considered in this study. Conclusions are made regarding the effect the Differential Evolution components and parameter settings have on the distribution of proportions of infeasible solutions generated in a series of independent runs. Results shown in this study suggest strong dependencies between proportions of generated infeasible solutions and every aspect mentioned above. Further investigation of the distribution of proportions of generated infeasible solutions is required.

preprint2022arXiv

Explainable Artificial Intelligence for Exhaust Gas Temperature of Turbofan Engines

Data-driven modeling is an imperative tool in various industrial applications, including many applications in the sectors of aeronautics and commercial aviation. These models are in charge of providing key insights, such as which parameters are important on a specific measured outcome or which parameter values we should expect to observe given a set of input parameters. At the same time, however, these models rely heavily on assumptions (e.g., stationarity) or are "black box" (e.g., deep neural networks), meaning that they lack interpretability of their internal working and can be viewed only in terms of their inputs and outputs. An interpretable alternative to the "black box" models and with considerably less assumptions is symbolic regression (SR). SR searches for the optimal model structure while simultaneously optimizing the model's parameters without relying on an a-priori model structure. In this work, we apply SR on real-life exhaust gas temperature (EGT) data, collected at high frequencies through the entire flight, in order to uncover meaningful algebraic relationships between the EGT and other measurable engine parameters. The experimental results exhibit promising model accuracy, as well as explainability returning an absolute difference of 3°C compared to the ground truth and demonstrating consistency from an engineering perspective.

preprint2022arXiv

Finding Efficient Trade-offs in Multi-Fidelity Response Surface Modeling

In the context of optimization approaches to engineering applications, time-consuming simulations are often utilized which can be configured to deliver solutions for various levels of accuracy, commonly referred to as different fidelity levels. It is common practice to train hierarchical surrogate models on the objective functions in order to speed-up the optimization process. These operate under the assumption that there is a correlation between the high- and low-fidelity versions of the problem that can be exploited to cheaply gain information. In the practical scenario where the computational budget has to be allocated between multiple fidelities, limited guidelines are available to help make that division. In this paper we evaluate a range of different choices for a two-fidelity setup that provide helpful intuitions about the trade-off between evaluating in high- or low-fidelity. We present a heuristic method based on subsampling from an initial Design of Experiments (DoE) to find a suitable division of the computational budget between the fidelity levels. This enables the setup of multi-fidelity optimizations which utilize the available computational budget efficiently, independent of the multi-fidelity model used.

preprint2022arXiv

IOHanalyzer: Detailed Performance Analyses for Iterative Optimization Heuristics

Benchmarking and performance analysis play an important role in understanding the behaviour of iterative optimization heuristics (IOHs) such as local search algorithms, genetic and evolutionary algorithms, Bayesian optimization algorithms, etc. This task, however, involves manual setup, execution, and analysis of the experiment on an individual basis, which is laborious and can be mitigated by a generic and well-designed platform. For this purpose, we propose IOHanalyzer, a new user-friendly tool for the analysis, comparison, and visualization of performance data of IOHs. Implemented in R and C++, IOHanalyzer is fully open source. It is available on CRAN and GitHub. IOHanalyzer provides detailed statistics about fixed-target running times and about fixed-budget performance of the benchmarked algorithms with a real-valued codomain, single-objective optimization tasks. Performance aggregation over several benchmark problems is possible, for example in the form of empirical cumulative distribution functions. Key advantages of IOHanalyzer over other performance analysis packages are its highly interactive design, which allows users to specify the performance measures, ranges, and granularity that are most useful for their experiments, and the possibility to analyze not only performance traces, but also the evolution of dynamic state parameters. IOHanalyzer can directly process performance data from the main benchmarking platforms, including the COCO platform, Nevergrad, the SOS platform, and IOHexperimenter. An R programming interface is provided for users preferring to have a finer control over the implemented functionalities.

preprint2022arXiv

IOHexperimenter: Benchmarking Platform for Iterative Optimization Heuristics

We present IOHexperimenter, the experimentation module of the IOHprofiler project, which aims at providing an easy-to-use and highly customizable toolbox for benchmarking iterative optimization heuristics such as local search, evolutionary and genetic algorithms, Bayesian optimization techniques, etc. IOHexperimenter can be used as a stand-alone tool or as part of a benchmarking pipeline that uses other components of IOHprofiler such as IOHanalyzer, the module for interactive performance analysis and visualization. IOHexperimenter provides an efficient interface between optimization problems and their solvers while allowing for granular logging of the optimization process. These logs are fully compatible with existing tools for interactive data analysis, which significantly speeds up the deployment of a benchmarking pipeline. The main components of IOHexperimenter are the environment to build customized problem suites and the various logging options that allow users to steer the granularity of the data records.

preprint2022arXiv

Non-Elitist Selection Can Improve the Performance of Irace

Modern optimization strategies such as evolutionary algorithms, ant colony algorithms, Bayesian optimization techniques, etc. come with several parameters that steer their behavior during the optimization process. To obtain high-performing algorithm instances, automated algorithm configuration techniques have been developed. One of the most popular tools is irace, which evaluates configurations in sequential races, making use of iterated statistical tests to discard poorly performing configurations. At the end of the race, a set of elite configurations are selected from those survivor configurations that were not discarded, using greedy truncation selection. We study two alternative selection methods: one keeps the best survivor and selects the remaining configurations uniformly at random from the set of survivors, while the other applies entropy to maximize the diversity of the elites. These methods are tested for tuning ant colony optimization algorithms for traveling salesperson problems and the quadratic assignment problem and tuning an exact tree search solver for satisfiability problems. The experimental results show improvement on the tested benchmarks compared to the default selection of irace. In addition, the obtained results indicate that non-elitist can obtain diverse algorithm configurations, which encourages us to explore a wider range of solutions to understand the behavior of algorithms.

preprint2022arXiv

Optimally Weighted Ensembles of Regression Models: Exact Weight Optimization and Applications

Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than selecting a single ('best') regression model, and outline an efficient method that obtains optimally weighted convex linear combination from a heterogeneous set of regression models. More specifically, in this paper, a heuristic weight optimization, used in a preceding conference paper, is replaced by an exact optimization algorithm using convex quadratic programming. We prove convexity of the quadratic programming formulation for the straightforward formulation and for a formulation with weighted data points. The novel weight optimization is not only (more) exact but also more efficient. The methods we develop in this paper are implemented and made available via github-open source. They can be executed on commonly available hardware and offer a transparent and easy to interpret interface. The results indicate that the approach outperforms model selection methods on a range of data sets, including data sets with mixed variable type from drug discovery applications.

preprint2022arXiv

Quantum-Enhanced Selection Operators for Evolutionary Algorithms

Genetic algorithms have unique properties which are useful when applied to black box optimization. Using selection, crossover, and mutation operators, candidate solutions may be obtained without the need to calculate a gradient. In this work, we study results obtained from using quantum-enhanced operators within the selection mechanism of a genetic algorithm. Our approach frames the selection process as a minimization of a binary quadratic model with which we encode fitness and distance between members of a population, and we leverage a quantum annealing system to sample low energy solutions for the selection mechanism. We benchmark these quantum-enhanced algorithms against classical algorithms over various black-box objective functions, including the OneMax function, and functions from the IOHProfiler library for black-box optimization. We observe a performance gain in average number of generations to convergence for the quantum-enhanced elitist selection operator in comparison to classical on the OneMax function. We also find that the quantum-enhanced selection operator with non-elitist selection outperform benchmarks on functions with fitness perturbation from the IOHProfiler library. Additionally, we find that in the case of elitist selection, the quantum-enhanced operators outperform classical benchmarks on functions with varying degrees of dummy variables and neutrality.

preprint2022arXiv

Unsupervised strategies for identifying optimal parameters in Quantum Approximate Optimization Algorithm

As combinatorial optimization is one of the main quantum computing applications, many methods based on parameterized quantum circuits are being developed. In general, a set of parameters are being tweaked to optimize a cost function out of the quantum circuit output. One of these algorithms, the Quantum Approximate Optimization Algorithm stands out as a promising approach to tackling combinatorial problems. However, finding the appropriate parameters is a difficult task. Although QAOA exhibits concentration properties, they can depend on instances characteristics that may not be easy to identify, but may nonetheless offer useful information to find good parameters. In this work, we study unsupervised Machine Learning approaches for setting these parameters without optimization. We perform clustering with the angle values but also instances encodings (using instance features or the output of a variational graph autoencoder), and compare different approaches. These angle-finding strategies can be used to reduce calls to quantum circuits when leveraging QAOA as a subroutine. We showcase them within Recursive-QAOA up to depth $3$ where the number of QAOA parameters used per iteration is limited to $3$, achieving a median approximation ratio of $0.94$ for MaxCut over $200$ Erdős-Rényi graphs. We obtain similar performances to the case where we extensively optimize the angles, hence saving numerous circuit calls.

preprint2021arXiv

Benchmarking Discrete Optimization Heuristics with IOHprofiler

Automated benchmarking environments aim to support researchers in understanding how different algorithms perform on different types of optimization problems. Such comparisons provide insights into the strengths and weaknesses of different approaches, which can be leveraged into designing new algorithms and into the automation of algorithm selection and configuration. With the ultimate goal to create a meaningful benchmark set for iterative optimization heuristics, we have recently released IOHprofiler, a software built to create detailed performance comparisons between iterative optimization heuristics. With this present work we demonstrate that IOHprofiler provides a suitable environment for automated benchmarking. We compile and assess a selection of 23 discrete optimization problems that subscribe to different types of fitness landscapes. For each selected problem we compare performances of twelve different heuristics, which are as of now available as baseline algorithms in IOHprofiler. We also provide a new module for IOHprofiler which extents the fixed-target and fixed-budget results for the individual problems by ECDF results, which allows one to derive aggregated performance statistics for groups of problems.

preprint2021arXiv

Learning adaptive differential evolution algorithm from optimization experiences by policy gradient

Differential evolution is one of the most prestigious population-based stochastic optimization algorithm for black-box problems. The performance of a differential evolution algorithm depends highly on its mutation and crossover strategy and associated control parameters. However, the determination process for the most suitable parameter setting is troublesome and time-consuming. Adaptive control parameter methods that can adapt to problem landscape and optimization environment are more preferable than fixed parameter settings. This paper proposes a novel adaptive parameter control approach based on learning from the optimization experiences over a set of problems. In the approach, the parameter control is modeled as a finite-horizon Markov decision process. A reinforcement learning algorithm, named policy gradient, is applied to learn an agent (i.e. parameter controller) that can provide the control parameters of a proposed differential evolution adaptively during the search procedure. The differential evolution algorithm based on the learned agent is compared against nine well-known evolutionary algorithms on the CEC'13 and CEC'17 test suites. Experimental results show that the proposed algorithm performs competitively against these compared algorithms on the test suites.

preprint2021arXiv

Leveraging Benchmarking Data for Informed One-Shot Dynamic Algorithm Selection

A key challenge in the application of evolutionary algorithms in practice is the selection of an algorithm instance that best suits the problem at hand. What complicates this decision further is that different algorithms may be best suited for different stages of the optimization process. Dynamic algorithm selection and configuration are therefore well-researched topics in evolutionary computation. However, while hyper-heuristics and parameter control studies typically assume a setting in which the algorithm needs to be chosen while running the algorithms, without prior information, AutoML approaches such as hyper-parameter tuning and automated algorithm configuration assume the possibility of evaluating different configurations before making a final recommendation. In practice, however, we are often in a middle-ground between these two settings, where we need to decide on the algorithm instance before the run ("oneshot" setting), but where we have (possibly lots of) data available on which we can base an informed decision. We analyze in this work how such prior performance data can be used to infer informed dynamic algorithm selection schemes for the solution of pseudo-Boolean optimization problems. Our specific use-case considers a family of genetic algorithms.

preprint2021arXiv

Tuning as a Means of Assessing the Benefits of New Ideas in Interplay with Existing Algorithmic Modules

Introducing new algorithmic ideas is a key part of the continuous improvement of existing optimization algorithms. However, when introducing a new component into an existing algorithm, assessing its potential benefits is a challenging task. Often, the component is added to a default implementation of the underlying algorithm and compared against a limited set of other variants. This assessment ignores any potential interplay with other algorithmic ideas that share the same base algorithm, which is critical in understanding the exact contributions being made. We introduce a more extensive procedure, which uses hyperparameter tuning as a means of assessing the benefits of new algorithmic components. This allows for a more robust analysis by not only focusing on the impact on performance, but also by investigating how this performance is achieved. We implement our suggestion in the context of the Modular CMA-ES framework, which was redesigned and extended to include some new modules and several new options for existing modules, mostly focused on the step-size adaptation method. Our analysis highlights the differences between these new modules, and identifies the situations in which they have the largest contribution.

preprint2020arXiv

A Modular Hybridization of Particle Swarm Optimization and Differential Evolution

In swarm intelligence, Particle Swarm Optimization (PSO) and Differential Evolution (DE) have been successfully applied in many optimization tasks, and a large number of variants, where novel algorithm operators or components are implemented, has been introduced to boost the empirical performance. In this paper, we first propose to combine the variants of PSO or DE by modularizing each algorithm and incorporating the variants thereof as different options of the corresponding modules. Then, considering the similarity between the inner workings of PSO and DE, we hybridize the algorithms by creating two populations with variation operators of PSO and DE respectively, and selecting individuals from those two populations. The resulting novel hybridization, called PSODE, encompasses most up-to-date variants from both sides, and more importantly gives rise to an enormous number of unseen swarm algorithms via different instantiations of the modules therein. In detail, we consider 16 different variation operators originating from existing PSO- and DE algorithms, which, combined with 4 different selection operators, allow the hybridization framework to generate 800 novel algorithms. The resulting set of hybrid algorithms, along with the combined 30 PSO- and DE algorithms that can be generated with the considered operators, is tested on the 24 problems from the well-known COCO/BBOB benchmark suite, across multiple function groups and dimensionalities.

preprint2020arXiv

A Tailored NSGA-III Instantiation for Flexible Job Shop Scheduling

A customized multi-objective evolutionary algorithm (MOEA) is proposed for the multi-objective flexible job shop scheduling problem (FJSP). It uses smart initialization approaches to enrich the first generated population, and proposes various crossover operators to create a better diversity of offspring. Especially, the MIP-EGO configurator, which can tune algorithm parameters, is adopted to automatically tune operator probabilities. Furthermore, different local search strategies are employed to explore the neighborhood for better solutions. In general, the algorithm enhancement strategy can be integrated with any standard EMO algorithm. In this paper, it has been combined with NSGA-III to solve benchmark multi-objective FJSPs, whereas an off-the-shelf implementation of NSGA-III is not capable of solving the FJSP. The experimental results show excellent performance with less computing budget.

preprint2020arXiv

Benchmarking a $(μ+λ)$ Genetic Algorithm with Configurable Crossover Probability

We investigate a family of $(μ+λ)$ Genetic Algorithms (GAs) which creates offspring either from mutation or by recombining two randomly chosen parents. By scaling the crossover probability, we can thus interpolate from a fully mutation-only algorithm towards a fully crossover-based GA. We analyze, by empirical means, how the performance depends on the interplay of population size and the crossover probability. Our comparison on 25 pseudo-Boolean optimization problems reveals an advantage of crossover-based configurations on several easy optimization tasks, whereas the picture for more complex optimization problems is rather mixed. Moreover, we observe that the ``fast'' mutation scheme with its are power-law distributed mutation strengths outperforms standard bit mutation on complex optimization tasks when it is combined with crossover, but performs worse in the absence of crossover. We then take a closer look at the surprisingly good performance of the crossover-based $(μ+λ)$ GAs on the well-known LeadingOnes benchmark problem. We observe that the optimal crossover probability increases with increasing population size $μ$. At the same time, it decreases with increasing problem dimension, indicating that the advantages of the crossover are not visible in the asymptotic view classically applied in runtime analysis. We therefore argue that a mathematical investigation for fixed dimensions might help us observe effects which are not visible when focusing exclusively on asymptotic performance bounds.

preprint2020arXiv

Improving Many-Objective Evolutionary Algorithms by Means of Edge-Rotated Cones

Given a point in $m$-dimensional objective space, any $\varepsilon$-ball of a point can be partitioned into the incomparable, the dominated and dominating region. The ratio between the size of the incomparable region, and the dominated (and dominating) region decreases proportionally to $1/2^{m-1}$, i.e., the volume of the Pareto dominating orthant as compared to all other volumes. Due to this reason, it gets increasingly unlikely that dominating points can be found by random, isotropic mutations. As a remedy to stagnation of search in many objective optimization, in this paper, we suggest to enhance the Pareto dominance order by involving an obtuse convex dominance cone in the convergence phase of an evolutionary optimization algorithm. We propose edge-rotated cones as generalizations of Pareto dominance cones for which the opening angle can be controlled by a single parameter only. The approach is integrated in several state-of-the-art multi-objective evolutionary algorithms (MOEAs) and tested on benchmark problems with four, five, six and eight objectives. Computational experiments demonstrate the ability of these edge-rotated cones to improve the performance of MOEAs on many-objective optimization problems.

preprint2020arXiv

On Initializing Airline Crew Pairing Optimization for Large-scale Complex Flight Networks

Crew pairing optimization (CPO) is critically important for any airline, since its crew operating costs are second-largest, next to the fuel-cost. CPO aims at generating a set of flight sequences (crew pairings) covering a flight-schedule, at minimum-cost, while satisfying several legality constraints. For large-scale complex flight networks, billion-plus legal pairings (variables) are possible, rendering their offline enumeration intractable and an exhaustive search for their minimum-cost full flight-coverage subset impractical. Even generating an initial feasible solution (IFS: a manageable set of legal pairings covering all flights), which could be subsequently optimized is a difficult (NP-complete) problem. Though, as part of a larger project the authors have developed a crew pairing optimizer (AirCROP), this paper dedicatedly focuses on IFS-generation through a novel heuristic based on divide-and-cover strategy and Integer Programming. For real-world large and complex flight network datasets (including over 3200 flights and 15 crew bases) provided by GE Aviation, the proposed heuristic shows upto a ten-fold speed improvement over another state-of-the-art approach. Unprecedentedly, this paper presents an empirical investigation of the impact of IFS-cost on the final (optimized) solution-cost, revealing that too low an IFS-cost does not necessarily imply faster convergence for AirCROP or even lower cost for the optimized solution.

preprint2020arXiv

Sequential vs. Integrated Algorithm Selection and Configuration: A Case Study for the Modular CMA-ES

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which need to be tuned in order to achieve the best performance possible. Usually, this problem is separated into two parts: algorithm selection and algorithm configuration. With the significant advances made in Machine Learning, however, these problems can be integrated into a combined algorithm selection and hyperparameter optimization task, commonly known as the CASH problem. In this work we compare sequential and integrated algorithm selection and configuration approaches for the case of selecting and tuning the best out of 4608 variants of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) tested on the Black Box Optimization Benchmark (BBOB) suite. We first show that the ranking of the modular CMA-ES variants depends to a large extent on the quality of the hyperparameters. This implies that even a sequential approach based on complete enumeration of the algorithm space will likely result in sub-optimal solutions. In fact, we show that the integrated approach manages to provide competitive results at a much smaller computational cost. We also compare two different mixed-integer algorithm configuration techniques, called irace and Mixed-Integer Parallel Efficient Global Optimization (MIP-EGO). While we show that the two methods differ significantly in their treatment of the exploration-exploitation balance, their overall performances are very similar.

preprint2020arXiv

Towards Dynamic Algorithm Selection for Numerical Black-Box Optimization: Investigating BBOB as a Use Case

One of the most challenging problems in evolutionary computation is to select from its family of diverse solvers one that performs well on a given problem. This algorithm selection problem is complicated by the fact that different phases of the optimization process require different search behavior. While this can partly be controlled by the algorithm itself, there exist large differences between algorithm performance. It can therefore be beneficial to swap the configuration or even the entire algorithm during the run. Long deemed impractical, recent advances in Machine Learning and in exploratory landscape analysis give hope that this dynamic algorithm configuration~(dynAC) can eventually be solved by automatically trained configuration schedules. With this work we aim at promoting research on dynAC, by introducing a simpler variant that focuses only on switching between different algorithms, not configurations. Using the rich data from the Black Box Optimization Benchmark~(BBOB) platform, we show that even single-switch dynamic Algorithm selection (dynAS) can potentially result in significant performance gains. We also discuss key challenges in dynAS, and argue that the BBOB-framework can become a useful tool in overcoming these.