Tuning Parameters in Heuristics by Using Design of Experiments Methods

With the growing complexity of today's large scale problems, it has become more difficult to find optimal solutions by using exact mathematical methods. The need to find near-optimal solutions in an acceptable time frame requires heuristic approaches. In many cases, however, most heuristics have several parameters that need to be "tuned" before they can reach good results. The problem then turns into "finding best parameter setting" for the heuristics to solve the problems efficiently and timely. One-Factor-At-a-Time (OFAT) approach for parameter tuning neglects the interactions between parameters. Design of Experiments (DOE) tools can be instead employed to tune the parameters more effectively. In this paper, we seek the best parameter setting for a Genetic Algorithm (GA) to solve the single machine total weighted tardiness problem in which n jobs must be scheduled on a single machine without preemption, and the objective is to minimize the total weighted tardiness. Benchmark instances for the problem are available in the literature. To fine tune the GA parameters in the most efficient way, we compare multiple DOE models including 2-level (2k ) full factorial design, orthogonal array design, central composite design, D-optimal design and signal-to-noise (SIN) ratios. In each DOE method, a mathematical model is created using regression analysis, and solved to obtain the best parameter setting. After verification runs using the tuned parameter setting, the preliminary results for optimal solutions of multiple instances were found efficiently.