Instance-specific multi-objective parameter tuning based on fuzzy logic
Ries, Jana, Beullens, Patrick and Salt, David (2012) Instance-specific multi-objective parameter tuning based on fuzzy logic. European Journal of Operational Research, 218, 305-315. (doi:10.1016/j.ejor.2011.10.024).
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Description/Abstract
Finding good parameter values for meta-heuristics is known as the parameter setting problem. A new parameter tuning strategy, called IPTS, is proposed that is a novel instance-specific method to take the trade-off between solution quality and computational time into consideration. Two important steps in the method are an a priori statistical analysis to identify the factors that determine heuristic performance in both quality and time for a specific type of problem, and the transformation of these insights into a fuzzy inference system rule base which aims to return parameter values on the Pareto-front with respect to a decision maker’s preference.
Applied to the symmetric Travelling Salesman Problem and the meta-heuristic Guided Local Search, the approach is consistently faster than a traditional non-instance-specific parameter tuning strategy without significantly affecting solution quality; optimised for speed, computational times are shown to be on average 20 times faster while producing solutions of similar quality. A number of interesting areas for further research are discussed.
| Item Type: | Article |
|---|---|
| ISSNs: | 0377-2217 (print) |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | Faculty of Social and Human Sciences > Mathematical Sciences > Operational Research |
| Item ID: | 205873 |
| Date Deposited: | 14 Dec 2011 15:32 |
| Last Modified: | 03 Apr 2012 15:31 |
| Contributors: | Ries, Jana (Author) Beullens, Patrick (Author) Salt, David (Author) |
| Date: | 2012 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/205873 |
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