Reproducibility in Optimization Research
Mathematical Optimization, Metaheuristics and Evolutionary Computation
are mostly empirical fields. However, reproducibility of published results
is not always easy or possible. We published a paper describing the main obstacles to
reproducibility and suggestions to overcome them. I have also given
shorter lectures for various summer schools summarizing the topic and giving
practical advice (and a reproducibility checklist) to make your research in optimization
more reproducible.
Expensive Combinatorial Optimization Problems
We have proposed the "The Asteroid
Routing Problem: A Benchmark for Expensive Black-Box Permutation
Optimization".
With Ekhine Irurozki, we have proposed UMM, an
estimation-of-distribution algorithm based on mallows models for expensive
black-box permutation problems. Our initial results indicate that UMM
produces similar results to GP-based approaches, but it less computationally
demanding and can tackle larger problems.
With Leslie Pérez Cáceres and Thomas Stützle, we have examined the
performance of
different ant colony optimization (ACO) algorithms under a strongly
limited budget of 1K evaluations. We compared the performance of
classical ACO algorithms to an ACO algorithm that makes use of surrogate
modeling of the search landscapes (which we call EGACO).
We not only show that tuning algorithms for the limited budget case is of
uttermost importance, but also that, surprisingly, direct search by the
classical ACO algorithms keeps an edge over the EGACO variants using
surrogate modeling.
Machine Decision-Makers
- The performance assessment of interactive multi-objective
(multi-criteria) optimization algorithms is complicated because of the need
of a realistic decision-maker that interacts with the algorithm. Together
with Joshua Knowles, we have proposed a conceptual framework for the
problem of quantitative assessment, based on the definition of machine decision-makers (machine DMs, also
called virtual DMs), made somewhat realistic by the incorporation of
various non-idealities. The machine DM proposed draws from earlier models
of DM biases and inconsistencies in the MCDM literature.
Anytime Behavior of Optimization Algorithms
Automatic Configuration of Optimization Algorithms
- I am one of the two developers, and current maintainer, of the irace software package,
which implements the Iterated F-Race procedure for automatic configuration
(offline parameter tuning) of optimization algorithms.
Automatic Design of Optimization Algorithms
Local Search and Local Optima in Multi-Objective
Optimization
Multi-Objective Optimization
Multi-objective Permutation Flow-shop Scheduling
Travelling Salesman Problem with Time Windows (TSPTW)
Operational Research applied to Space Exploration
We have proposed the "The Asteroid
Routing Problem" as a simplified model of the problem of visiting
multiple asteroids while minimizing fuel cost and travel time.
I have given two tutorials at GECCO on the topic of Optimization
Challenges at the European Space Agency.
Pump Scheduling in Water Distribution Networks
- The extended EPANET Toolkit is a modified
version of the EPANET Toolkit that provides additional functions and
features for its use in optimisation algorithms without breaking backwards
compatibility (under some assumptions). This version has been mainly tested
on GNU/Linux, but it should also compile under Win32 environments.
- I have also developed a thread-safe
variant of EPANET Toolkit to be used by parallel applications.
- Instances of the Pump Scheduling Problem,
that is, examples of Water Distribution Networks published in the
literature and their corresponding EPANET input files.
IRIDIA BibTeX Repository
The IRIDIA BibTeX
Repository is a collection of high-quality BibTeX files related to my
research. Contributions are welcome via github.