Journal of the Operational Research Society · 2013 · 36 citations · 22 references
Natural SciencesDecision SciencesArtificial IntelligenceOptimizationCombinatorial OptimizationDynamic OptimizationEvolutionary ComputationHeuristic OptimizationHeuristic SearchMetaheuristic OptimizationDynamic Heuristic SearchEvolutionary AlgorithmsHeuristicsHyper-heuristicsSelection Operators
Current state-of-the-art methodologies are mostly developed for stationary optimization problems. However, many real-world problems are dynamic in nature, where different types of changes may occur over time. Population-based approaches, such as evolutionary algorithms, are frequently used for solving dynamic environment problems. Selection hyper-heuristics are highly adaptive search methodologies that aim to raise the level of generality by providing solutions to a diverse set of problems having different characteristics. In this study, the performances of 35 single-point-search-based selection hyper-heuristics are investigated on continuous dynamic environments exhibiting various change dynamics, produced by the Moving Peaks Benchmark generator. Even though there are many successful applications of selection hyper-heuristics to discrete optimization problems, to the best of our knowledge, this study is one of the initial applications of selection hyper-heuristics to real-valued optimization as well as being among the very few which address dynamic optimization issues using these techniques. The empirical results indicate that learning selection hyper-heuristics incorporating compatible components can react to different types of changes in the environment and are capable of tracking them. This study shows the suitability of selection hyper-heuristics as solvers in dynamic environments.
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Evolution strategies – A comprehensive introduction
Hans-Georg Beyer, Hans–Paul Schwefel · Natural Computing · 2002 · 2.8K citations
Harry M. Markowitz, John F. Muth, Gerald L. Thompson · Econometrica · 1964 · 861 citations