Policy learning in resource-constrained optimization

Abstract

We consider an optimization scenario in which resources are required in the evaluation process of candidate solutions. The challenge we are focussing on is that certain resources have to be committed to for some period of time whenever they are used by an optimizer. This has the effect that certain solutions may be temporarily non-evaluable during the optimization. Previous analysis revealed that evolutionary algorithms (EAs) can be effective against this resourcing issue when augmented with static strategies for dealing with non-evaluable solutions, such as repairing, waiting, or penalty methods. Moreover, it is possible to select a suitable strategy for resource-constrained problems offline if the resourcing issue is known in advance. In this paper we demonstrate that an EA that uses a reinforcement learning (RL) agent, here Sarsa(λ), to learn offline when to switch between static strategies, can be more effective than any of the static strategies themselves. We also show that learning the same task as the RL agent but online using an adaptive strategy selection method, here D-MAB, is not as effective; nevertheless, online learning is an alternative to static strategies.