Optimisation of gravity-fed water distribution network design: A critical review

This paper surveys the literature on the optimisation of water distribution network design. The water distribution network design (WDND) optimisation problem entails finding the material and diameter of each pipe in the network so that the total cost of the network is minimised without violating any hydraulic constraints. This is a difficult combinatorial optimisation problem, in which decision variables are discrete and both cost function and constraints are non-linear. Over the past 30 years, a large number of methods, especially in the field of (meta) heuristics, have been developed to solve this problem, most of which obtain good results on the available benchmark networks. In addition to outlining the basic features of each method, a detailed computational comparison is presented. Based on this comparison, some issues with the current state of the art in this domain are discussed, and some future research directions are suggested. Additionally, the need for an adequate set of benchmark instances is motivated, and the minimal requirements for an instance set generator are discussed.     

Two improved formulations for the minimum latency problem

In network problems, latency is associated with the metric used to evaluate the length of the path from a root vertex to each vertex in the network. In this work we are dealing with two applications or variations of the minimum latency problem known as the repairman problem and the deliveryman problem. We have developed two integer formulations for the minimum latency problem and compared them with other two formulations from the literature for the time-dependent traveling salesman problem. The present work highlights the similarities and differences between the different formulations. In addition, we discuss the convenience of including a set of constraints in order to reduce the computation time needed to reach the optimal solution. We have carried out extensive computational experimentation on asymmetrical instances, since they provide the characteristics of the deliveryman and repairman problems in a better way.     

A meta-heuristic approach for solving the Urban Network Design Problem

This paper proposes an optimisation model and a meta-heuristic algorithm for solving the urban network design problem. The problem consists in optimising the layout of an urban road network by designing directions of existing roads and signal settings at intersections. A non-linear constrained optimisation model for solving this problem is formulated, adopting a bi-level approach in order to reduce the complexity of solution methods and the computation times. A Scatter Search algorithm based on a random descent method is proposed and tested on a real dimension network. Initial results show that the proposed approach allows local optimal solutions to be obtained in reasonable computation times.     

Lexicographic maximin optimisation for fair bandwidth allocation in computer networks

This paper addresses the problem of bandwidth allocation in multi-application computer network environments. Allocations are determined from the solution of a multiple objective optimisation problem under network constraints, where the lexicographic maximin criterion is applied to solve the problem and guarantees fairness and efficiency properties to the solution. An algorithm based on a series of maximum concurrent multicommodity flow subproblems is proposed. Numerical results show the advantage of the approach compared to other traditional bandwidth allocation solutions.     

Traditional heuristic versus Hopfield neural network approaches to a car sequencing problem

This paper considers the problem of optimally sequencing different car models along an assembly line according to some contiguity constraints, while ensuring that the demands for each of the models are satisfied. This car sequencing problem (CSP) is a practical NP-hard combinatorial optimisation problem. The CSP is formulated as a nonlinear integer programming problem and it is shown that exact solutions to the problem are difficult to obtain due to the indefinite quadratic form of the CSP objective function. Two traditional heuristics (steepest descent and simulated annealing) are employed to solve the CSP approximately. Several Hopfield neural network (HNN) approaches are also presented. The process of mapping an optimisation problem onto a HNN is demonstrated explicitly, and modifications to the existing neural approaches are presented which guarantee feasibility of solutions. Further modifications are proposed to improve the solution quality by permitting escape from local minima in an attempt to locate the global optimum. Results from all solutions techniques are compared on a set of instances of the CSP, and conclusions drawn.     

Optimisation of multi-position machines and transfer lines

A new optimisation problem for design of multi-position machines and automatic transfer lines is considered. To reduce the number of pieces of equipment, machining operations are grouped into blocks. The operations of the same block are performed simultaneously by one piece of equipment (multi-spindle head). At the studied design stage, constraints related to the design of blocks and workstations, as well as precedence constraints for operations are known. The problem consists in an optimal grouping of the operations into blocks minimizing the total number of blocks and workstations while reaching a given cycle time (productivity). A constrained shortest path algorithm is developed and tested.     

An Interactive Planning Model for the New Zealand Dairy Industry

A long-term planning model for a large New Zealand dairy company is described. The model presents an integrated view of the company's operation, including transportation and processing. The model used is based on a network formulation, NETPLAN, developed by the authors to carry out the optimisation. NETPLAN is highly flexible, interactive and provides graphical output of the results. The optimisation maximises net revenue based on product prices, variable process costs and variable transport costs subject to factory capacity, product demand and raw material supply constraints.     

A new method to solve the fully connected Reserve Network Design Problem

In selecting sites for conservation purposes connectivity of habitat is important for allowing species to move freely within a protected area. The aim of the Reserve Network Design Problem is to choose a network of contiguous sites which maximises some conservation objective subject to various constraints. The problem has been solved using both heuristic and exact methods. Heuristic methods can handle much larger problems than exact methods but cannot guarantee an optimal solution. Improvements in both computer power and optimisation algorithms have increased the attractiveness of exact methods. The aim of this work is to formulate an improved algorithm for solving the Reserve Network Design Problem.     

The multi-layered network design problem

We address the problem of designing a network built on several layers. This problem occurs in practical applications but has not been studied extensively from the point of view of global optimisation, since the problem of designing a single-layered network is complex. An example of an application is the design of a virtual network (Internet Protocol) built on a sparse optical transport network.     

Nonlinear network optimization on a massively parallel connection machine

Optimization problems with network constraints arise in several instances in engineering, management, statistical and economic applications. The (usually) large size of such problems motivated research in designing efficient algorithms and software for this problem class. The introduction of parallelism in the design of computer systems adds a new element of complexity to the field. This paper describes the implementation of a distributed relaxation algorithm for strictly convex network problems on a massively parallel computer. A Connection Machine CM-1 configured with 16,384 processing elements serves as the testbed of the implementation. We report computational results with a series of stick percolation and quadratic transportation problems. The algorithm is compared with an implementation of the primal truncated Newton on an IBM 3081-D mainframe, an Alliant FX/8 shared memory vector multiprocessor and the IBM 3090-600 vector supercomputer. One of the larger test problems with approximately 2500 nodes and 8000 arcs requires 1.5 minutes of CPU time on the vector supercomputer. The same problem is solved using relaxation on the CM-1 in less that a second.     

Lexicographic optimisation in generalised network flow problems

In this paper the lexicographic optimisation of the multiobjective generalised network flow problem is considered. Optimality conditions are proved on the basis of the equivalence of this problem and a weighted generalised network flow problem. These conditions are used to develop a network-based algorithm which properly modifies primal-dual algorithms for minimum cost generalised network flow problems. Computational results indicate that this algorithm is faster than general-purpose algorithms for linear lexicographic optimisation. Besides, this model is used for approaching a water resource system design problem.     

A new diversity induction mechanism for a multi-objective ant colony algorithm to solve a real-world time and space assembly line balancing problem

Time and space assembly line balancing considers realistic multi-objective versions of the classical assembly line balancing industrial problems. It involves the joint optimisation of conflicting criteria such as the cycle time, the number of stations, and/or the area of these stations. The different problems included in this area also inherit the precedence constraints and the cycle time limitations from assembly line balancing problems. The presence of these hard constraints and their multi-criteria nature make these problems very hard to solve. Multi-objective constructive metaheuristics (in particular, multi-objective ant colony optimisation) have demonstrated to be suitable approaches to solve time and space assembly line balancing problems. The aim of this contribution is to present a new mechanism to induce diversity in an existing multi-objective ant colony optimisation algorithm for the 1/3 variant of the time and space assembly line balancing problem. This variant is quite realistic in the automative industry as it involves the joint minimisation of the number and the area of the stations given a fixed cycle time limit. The performance of our proposal is validated considering ten real-like problem instances. Moreover, the diversity induction mechanism is also tested on a real-world instance from the Nissan plant in Barcelona (Spain).     

QUAD01: A data-structured implementation of Hansen's quadratic zero-one programming algorithm

The QUAD01 program described here implements an implicit-enumeration algorithm for quadratic zero-one programming devised by Pierre Hansen just over twenty years ago. The present author's implementation is written in the C programming language and uses an efficient linked-list structure to store and manipulate constraint and objective data. This use, together with the increased speed of modern microcomputers and improved optimisation of generated code, has led to a marked reduction in running times compared with the original implementation (in FORTRAN) by Hansen. Further reductions of running times have been obtained by incorporating dynamic ordering of constraints into QUAD01. Problems having up to 50–100 variables and 100–200 constraints have been solved; some results are reported here.     

Bilevel multiplicative problems: A penalty approach to optimality and a cutting plane based algorithm

Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. They are characterised by the existence of two optimisation problems in which the constraint region of the upper level problem is implicitly determined by the lower level optimisation problem. In this paper we focus on the class of bilevel problems in which the upper level objective function is linear multiplicative, the lower level one is linear and the common constraint region is a bounded polyhedron. After replacing the lower level problem by its Karush–Kuhn–Tucker conditions, the existence of an extreme point which solves the problem is proved by using a penalty function approach. Besides, an algorithm based on the successive introduction of valid cutting planes is developed obtaining a global optimal solution. Finally, we generalise the problem by including upper level constraints which involve both level variables.     

Scheduling surgical procedures

The scheduling of surgical procedures in hospitals is examined in the context of an optimisation problem. The solution procedure proposed uses simulated annealing to find improved solutions. An assessment of current practice reveals that customising of any automated procedure will be necessary as the constraints used to describe the problem are often hospital specific.     

A neural network system for solving an assortment problem in the steel industry

A neural network model for solving an assortment problem found in the iron and steel industry is discussed in this paper. The problem arises in the yard where steel plate is cut into rectangular pieces. The neural network model can be categorized as a Hopfield model, but the model is expanded to handle inequality constraints. The idea of a penalty function is used. A large penalty is applied to the network if a constraint is not satisfied. The weights are updated based on the penalty values. A special term is added to the energy function of the network to guarantee the convergence of the neural network which has this feature. The performance of the neural network was evaluated by comparison with an existing expert system. The results showed that the neural network has the potential to identify in a short time near-optimal solutions to the assortment problem. The neural network is used as the core of a system for dealing with the assortment problem. In building the neural networks system for practical use, there were many implementation issues. Some of them are presented here, and the fundamental ideas are explained. The performance of the neural network system is compared to that of the expert system and evaluated from the practical viewpoint. The results show that the neural network system is useful in handling the assortment problem.     

The island confinement method for reducing search space in local search methods

Typically local search methods for solving constraint satisfaction problems such as GSAT, WalkSAT, DLM, and ESG treat the problem as an optimisation problem. Each constraint contributes part of a penalty function in assessing trial valuations. Local search examines the neighbours of the current valuation, using the penalty function to determine a “better” neighbour valuation to move to, until finally a solution which satisfies all the constraints is found. In this paper we investigate using some of the constraints as “hard” constraints, that are always satisfied by every trial valuation visited, rather than as part of a penalty function. In this way these constraints reduce the possible neighbours in each move and also the overall search space. The treating of some constraints as hard requires that the space of valuations that are satisfied is “connected” in order to guarantee that a solution can be found from any starting position within the region; thus the concept of islands and the name “island confinement method” arises. Treating some constraints as hard provides new difficulties for the search mechanism since the search space becomes more jagged, and there are more deep local minima. A new escape strategy is needed. To demonstrate the feasibility and generality of our approach, we show how the island confinement method can be incorporated in, and significantly improve, the search performance of two successful local search procedures, DLM and ESG, on SAT problems arising from binary CSPs. A preliminary version of this paper appeared in AAAI’2002.     

Constraint Handling in Genetic Algorithms: The Set Partitioning Problem

In this paper we present a genetic algorithm-based heuristic for solving the set partitioning problem (SPP). The SPP is an important combinatorial optimisation problem used by many airlines as a mathematical model for flight crew scheduling.A key feature of the SPP is that it is a highly constrained problem, all constraints being equalities. New genetic algorithm (GA) components: separate fitness and unfitness scores, adaptive mutation, matching selection and ranking replacement, are introduced to enable a GA to effectively handle such constraints. These components are generalisable to any GA for constrained problems.We present a steady-state GA in conjunction with a specialised heuristic improvement operator for solving the SPP. The performance of our algorithm is evaluated on a large set of real-world problems. Computational results show that the genetic algorithm-based heuristic is capable of producing high-quality solutions.     

The location of protection devices on electrical tree networks: a heuristic approach

The problem of determining the number of protection devices and their locations on an electrical tree network with subtrees dependency is investigated. The aim is to reduce the amount of inconvenience caused to customers that are affected by any given fault on the network. A constructive heuristic and an appropriate implementation of tabu search are proposed and compared against a method currently used by the electrical supply companies. Computational tests are performed on randomly generated electrical tree networks varying in size and branch complexity. Both the proposed methods outperformed the one used in practice. In particular our tabu search implementation was found to produce the best results without taking an excessive amount of computational time.     

A neural approach for obstacle detection with a linear stereoscopic sensor

A neural implementation for achieving real-time obstacle detection in front of a moving vehicle using a linear stereoscopic sensor is presented. The key problem is the so-called “correspondence problem” which consists in matching features in two stereo images that are projections of the same physical entity in the three-dimensional world. In our approach, the set of edge points extracted from each linear image is first split into two classes. Within each of these classes, the matching problem is turned into an optimization task where an energy function, which represents the constraints on the solution, is to be minimized. The optimization problem is then performed thanks to an analog Hopfield neural network. The preliminary discrimination of the edge points allows us to implement the matching process as two networks running in parallel. Experimental results are presented to demonstrate the effectiveness of the approach for 3-D reconstruction in real traffic conditions.