Global optimisation through hyper-heuristics : unfolding population-based metaheuristics

Optimisation has been with us since before the first humans opened their eyes to natural phenomena that inspire technological progress. Nowadays, it is quite hard to find a solver from the overpopulation of metaheuristics that properly deals with a given problem. This is even considered an additional problem. In this work, we propose a heuristic-based solver model for continuous optimisation problems by extending the existing concepts present in the literature. We name such solvers ‘unfolded’ metaheuristics (uMHs) since they comprise a heterogeneous sequence of simple heuristics obtained from delegating the control operator in the standard metaheuristic scheme to a high-level strategy. Therefore, we tackle the Metaheuristic Composition Optimisation Problem by tailoring a particular uMH that deals with a specific application. We prove the feasibility of this model via a two-fold experiment employing several continuous optimisation problems and a collection of diverse population-based operators with fixed dimensions from ten well-known metaheuristics in the literature. As a high-level strategy, we utilised a hyper-heuristic based on Simulated Annealing. Results demonstrate that our proposed approach represents a very reliable alternative with a low computational cost for tackling continuous optimisation problems with a tailored metaheuristic using a set of agents. We also study the implication of several parameters involved in the uMH model and their influence over the solver performance.