research-article

Algorithm selection for black-box continuous optimization problems

Authors:

Mario A. Muñoz,

Michael Kirley,

Saman K. HalgamugeAuthors Info & Claims

Information Sciences—Informatics and Computer Science, Intelligent Systems, Applications: An International Journal, Volume 317, Issue C

Pages 224 - 245

https://doi.org/10.1016/j.ins.2015.05.010

Published: 01 October 2015 Publication History

Abstract

Selecting the most appropriate algorithm to use when attempting to solve a black-box continuous optimization problem is a challenging task. Such problems typically lack algebraic expressions, it is not possible to calculate derivative information, and the problem may exhibit uncertainty or noise. In many cases, the input and output variables are analyzed without considering the internal details of the problem. Algorithm selection requires expert knowledge of search algorithm efficacy and skills in algorithm engineering and statistics. Even with the necessary knowledge and skills, success is not guaranteed.In this paper, we present a survey of methods for algorithm selection in the black-box continuous optimization domain. We start the review by presenting Rice's (1976) selection framework. We describe each of the four component spaces - problem, algorithm, performance and characteristic - in terms of requirements for black-box continuous optimization problems. This is followed by an examination of exploratory landscape analysis methods that can be used to effectively extract the problem characteristics. Subsequently, we propose a classification of the landscape analysis methods based on their order, neighborhood structure and computational complexity. We then discuss applications of the algorithm selection framework and the relationship between it and algorithm portfolios, hybrid meta-heuristics, and hyper-heuristics. The paper concludes with the identification of key challenges and proposes future research directions.

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cover image Information Sciences: an International Journal

Information Sciences: an International Journal Volume 317, Issue C

October 2015

369 pages

ISSN:0020-0255

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Published: 01 October 2015

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Qiblawi SMarkarian EKrishnan SDivakaran AThomas AAzar ERossetti MHunter S(2024)Informing Building Retrofits Using Surrogates of Physics-Based Simulation Models: A Comparison of Multi-Objective Optimization AlgorithmsProceedings of the Winter Simulation Conference10.5555/3712729.3712795(798-809)Online publication date: 15-Dec-2024
https://dl.acm.org/doi/10.5555/3712729.3712795
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Yasuda YTamura KYasuda KLi XHandl J(2024)Analyzing Violation Landscapes Using Different Definitions of Constraint ViolationProceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3638530.3664118(1815-1823)Online publication date: 14-Jul-2024
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Gallagher MMunoz MLi XHandl J(2024)Towards an Improved Understanding of Features for More Interpretable Landscape AnalysisProceedings of the Genetic and Evolutionary Computation Conference Companion10.1145/3638530.3654301(135-138)Online publication date: 14-Jul-2024
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Vodopija ACork JFilipič BLi XHandl J(2024)The Lunar Lander Landing Site Selection Benchmark Reexamined: Problem Characterization and Algorithm PerformanceProceedings of the Genetic and Evolutionary Computation Conference10.1145/3638529.3654229(1381-1389)Online publication date: 14-Jul-2024
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Long FFrenzel MKrause PGitterle MBäck TStein N(2024)Landscape-Aware Automated Algorithm Configuration Using Multi-output Mixed Regression and ClassificationParallel Problem Solving from Nature – PPSN XVIII10.1007/978-3-031-70068-2_6(87-104)Online publication date: 14-Sep-2024
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