OSCAR: Online Selection of Algorithm Portfolios with Case Study on Memetic Algorithms
Abstract
This paper introduces an automated approach called OSCAR that combines algorithm portfolios and online algorithm selection. The goal of algorithm portfolios is to construct a subset of algorithms with diverse problem solving capabilities. The portfolio is then used to select algorithms from for solving a particular (set of) instance(s). Traditionally, algorithm selection is usually performed in an offline manner and requires the need of domain knowledge about the target problem; while online algorithm selection techniques tend not to pay much attention to a careful construction of algorithm portfolios. By combining algorithm portfolios and online selection, our hope is to design a problem-independent hybrid strategy with diverse problem solving capability. We apply OSCAR to design a portfolio of memetic operator combinations, each including one crossover, one mutation and one local search rather than single operator selection. An empirical analysis is performed on the Quadratic Assignment and Flowshop Scheduling problems to verify the feasibility, efficacy, and robustness of our proposed approach.