Automatically configuring multi-objective local search using multi-objective optimisation

Abstract

Automatic algorithm configuration (AAC) is becoming an increasingly crucial component in the design of high-performance solvers for many challenging combinatorial optimisation problems. This raises the question how to most effectively leverage AAC in the context of building or optimising multi-objective optimisation algorithms, and specifically, multi-objective local search procedures. Because the performance of multi-objective optimisation algorithms cannot be fully characterised by a single performance indicator, we believe that AAC for multi-objective local search should make use of multi-objective configuration procedures. We test this belief by using MO-ParamILS to automatically configure a highly parametric iterated local search framework for the classical and widely studied bi-objective permutation flowshop problem. To the best of our knowledge, this is the first time a multi-objective optimisation algorithm is automatically configured in a multi-objective fashion, and our results demonstrate that this approach can produce very good results as well as interesting insights into the efficacy of various strategies and components of a flexible multi-objective local search framework.