Title

Instance-specific multi-objective parameter tuning based on fuzzy logic

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.

Keywords

Metaheuristics, combinatorial optimisation, traveling salesman problem, parameter setting, fuzzy logic

Date of this Version

2012

Authoritative Citation

European Journal of Operational Research, Volume 218, Issue 2, 16 April 2012, Pages 305–315