A framework for analyzing sub-optimal performance of local search algorithms

This paper presents a framework for analyzing and comparing sub-optimal performance of local search algorithms for hard discrete optimization problems. The β-acceptable solution probability is introduced that captures how effectively an algorithm has performed to date and how effectively an algorithm can be expected to perform in the future. Using this probability, the necessary conditions for a local search algorithm to converge in probability to β-acceptable solutions are derived. To evaluate and compare the effectiveness of local search algorithms, two estimators for the expected number of iterations to visit a β-acceptable solution are obtained. Computational experiments are reported with simulated annealing and tabu search applied to four small traveling salesman problem instances, and the Lin-Kernighan-Helsgaun algorithm applied to eight medium to large traveling salesman problem instances (all with known optimal solutions), to illustrate the application of these estimators.     

Creating very large scale neighborhoods out of smaller ones by compounding moves

This paper discusses neighborhood search algorithms where the size of the neighborhood is “very large” with respect to the size of the input data. We concentrate on such a very large scale neighborhood (VLSN) search technique based on compounding independent moves (CIM) such as 2-opts, swaps, and insertions. We present a systematic way of creating and searching CIM neighborhoods for routing problems with side constraints. For such problems, the exact search of the CIM neighborhood becomes NP-hard. We introduce a multi-label shortest path algorithm for searching these neighborhoods heuristically. Results of a computational study on the vehicle routing problem with capacity and distance restrictions shows that CIM algorithms are very competitive approaches for solving vehicle routing problems. Overall, the solutions generated by the CIM algorithm have the best performance among the current solution methodologies in terms of percentage deviation from the best-known solutions for large-scale capacitated VRP instances.     

A Constraint Programming Framework for Local Search Methods

We propose in this paper a novel integration of local search algorithms within a constraint programming framework for combinatorial optimization problems, in an attempt to gain both the efficiency of local search methods and the flexibility of constraint programming while maintaining a clear separation between the constraints of the problem and the actual search procedure. Each neighborhood exploration is performed by branch-and-bound search, whose potential pruning capabilities open the door to more elaborate local moves, which could lead to even better approximate results. Two illustrations of this framework are provided, including computational results for the traveling salesman problem with time windows. These results indicate that it is one order of magnitude faster than the customary constraint programming approach to local search and that it is competitive with a specialized local search algorithm.     

A distributed exact algorithm for the multiple resource constrained sequencing problem

Sequencing problems arise in the context of process scheduling both in isolation and as subproblems for general scenarios. Such sequencing problems can often be posed as an extension of the Traveling Salesman Problem. We present an exact parallel branch and bound algorithm for solving the Multiple Resource Constrained Traveling Salesman Problem (MRCTSP), which provides a platform for addressing a variety of process sequencing problems. The algorithm is based on a linear programming relaxation that incorporates two families of inequalities via cutting plane techniques. Computational results show that the lower bounds provided by this method are strong for the types of problem generators that we considered as well as for some industrially derived sequencing instances. The branch and bound algorithm is parallelized using the processor workshop model on a network of workstations connected via Ethernet. Results are presented for instances with up to 75 cities, 3 resource constraints, and 8 workstations.     

The break scheduling problem: complexity results and practical algorithms

Break scheduling problems arise in working areas where breaks are indispensable, e.g., in air traffic control, supervision, or assembly lines. We regard such a problem from the area of supervision personnel. The objective is to find a break assignment for an existing shiftplan such that various constraints reflecting legal demands or ergonomic criteria are satisfied and such that staffing requirement violations are minimised. We prove the NP-completeness of this problem when all possible break patterns for each shift are given explicitly as part of the input. To solve our problem we propose two variations of a memetic algorithm. We define genetic operators, a local search based on three neighbourhoods, and a penalty system that helps to avoid local optima. Parameters influencing the algorithms are experimentally evaluated and assessed with statistical methods. We compare our algorithms, each with the best parameter setting according to the evaluation, with the state-of-the-art algorithm on a set of 30 real-life and randomly generated instances that are publicly available. One of our algorithms returns improved results on 28 out of the 30 benchmark instances. To the best of our knowledge, our improved results for the real-life instances constitute new upper bounds for this problem     

Self-adaptive differential evolution incorporating a heuristic mixing of operators

A considerable number of differential evolution variants have been proposed in the last few decades. However, no variant was able to consistently perform over a wide range of test problems. In this paper, propose two novel differential evolution based algorithms are proposed for solving constrained optimization problems. Both algorithms utilize the strengths of multiple mutation and crossover operators. The appropriate mix of the mutation and crossover operators, for any given problem, is determined through an adaptive learning process. In addition, to further accelerate the convergence of the algorithm, a local search technique is applied to a few selected individuals in each generation. The resulting algorithms are named as Self-Adaptive Differential Evolution Incorporating a Heuristic Mixing of Operators. The algorithms have been tested by solving 60 constrained optimization test instances. The results showed that the proposed algorithms have a competitive, if not better, performance in comparison to the-state-of-the-art algorithms.     

Iterative improvement methods for a multiperiod network design problem

We address an important problem in telecommunications planning: the multiperiod network expansion problem. Our aim is to show that it can be efficiently solved using a new local search approach. To achieve our goal, we first show how to adapt the problem's formulation to meet our local search program's requirements. We then describe GLIT (Generic Local Improvement Template), a new, generic auto-calibrating local search algorithm; the different neighbouring strategies that we designed specifically for this problem; as well as a Genetic algorithm for this problem. We compare and discuss the performance of these algorithms using extensive computational tests on a large range of instances with up to 7500 arcs. These experiments show that GLIT clearly outperforms competitive approaches, especially when it is coupled with Genetic algorithms. We also show that the hybrid algorithms Genetic/Tabu, Genetic/Simulated Annealing, and finally Genetic/GLIT all outperform both pure Genetic and pure local search algorithms.     

A simulated annealing based genetic local search algorithm for multi-objective multicast routing problems

This paper presents a new hybrid evolutionary algorithm to solve multi-objective multicast routing problems in telecommunication networks. The algorithm combines simulated annealing based strategies and a genetic local search, aiming at a more flexible and effective exploration and exploitation in the search space of the complex problem to find more non-dominated solutions in the Pareto Front. Due to the complex structure of the multicast tree, crossover and mutation operators have been specifically devised concerning the features and constraints in the problem. A new adaptive mutation probability based on simulated annealing is proposed in the hybrid algorithm to adaptively adjust the mutation rate according to the fitness of the new solution against the average quality of the current population during the evolution procedure. Two simulated annealing based search direction tuning strategies are applied to improve the efficiency and effectiveness of the hybrid evolutionary algorithm. Simulations have been carried out on some benchmark multi-objective multicast routing instances and a large amount of random networks with five real world objectives including cost, delay, link utilisations, average delay and delay variation in telecommunication networks. Experimental results demonstrate that both the simulated annealing based strategies and the genetic local search within the proposed multi-objective algorithm, compared with other multi-objective evolutionary algorithms, can efficiently identify high quality non-dominated solution set for multi-objective multicast routing problems and outperform other conventional multi-objective evolutionary algorithms in the literature.     

A particle swarm optimization-based hybrid algorithm for minimum concave cost network flow problems

Traditionally, minimum cost transshipment problems have been simplified as linear cost problems, which are not practical in real applications. Some advanced local search algorithms have been developed to solve concave cost bipartite network problems. These have been found to be more effective than the traditional linear approximation methods and local search methods. Recently, a genetic algorithm and an ant colony system algorithm were employed to develop two global search algorithms for solving concave cost transshipment problems. These two global search algorithms were found to be more effective than the advanced local search algorithms for solving concave cost transshipment problems. Although the particle swarm optimization algorithm has been used to obtain good results in many applications, to the best of our knowledge, it has not yet been applied in minimum concave cost network flow problems. Thus, in this study, we employ an arc-based particle swarm optimization algorithm, coupled with some genetic algorithm and threshold accepting method techniques, as well as concave cost network heuristics, to develop a hybrid global search algorithm for efficiently solving minimum cost network flow problems with concave arc costs. The proposed algorithm is evaluated by solving several randomly generated network flow problems. The results indicate that the proposed algorithm is more effective than several other recently designed methods, such as local search algorithms, genetic algorithms and ant colony system algorithms, for solving minimum cost network flow problems with concave arc costs.     

Scheduling open shops with parallel machines to minimize total completion time

This paper explores scheduling a realistic variant of open shops with parallel machines per working stage. Since real production floors seldom employ a single machine for each operation, the regular open shop problem is very often in practice extended with a set of parallel machines at each stage. The purpose of duplicating machines in parallel is to either eliminate or to reduce the impact of bottleneck stages on the overall shop efficiency. The objective is to find the sequence which minimizes total completion times of jobs. We first formulate the problem as an effective mixed integer linear programming model, and then we employ memetic algorithms to solve the problem. We employ Taguchi method to evaluate the effects of different operators and parameters on the performance of memetic algorithm. To further enhance the memetic algorithm, we hybridize it with a simple form of simulated annealing as its local search engine. To assess the performance of the model and algorithms, we establish two computational experiments. The first one is small-sized instances by which the model and general performance of the algorithms are evaluated. The second one consists of large-sized instances by which we further evaluate the algorithms.     

求解混合流水线调度问题的离散人工蜂群算法

本文给出了一种离散的人工蜂群算法(HDABC)用于求解混合流水车间调度(HFS)问题。采用工件排序的编码方式,并设计了四种邻域结构。雇佣蜂依次分派到解集中每个解,采用结合问题特征的局部搜索策略完成挖掘搜索工作。跟随蜂随机选择两个解并挑选较优者作为当前解,完成进一步的探优过程。侦察蜂采用三种策略跳出局部极小。通过34个同构并行机HFS问题和2个异构并行机HFS实际调度问题的实验,并与当前文献中的典型算法对比,验证了本文提出的算法无论在算法时间还是在求解质量上,都具备良好的性能。     

Progressive genetic algorithm for solution of optimization problems with nonlinear equality and inequality constraints

A new approach, identified as progressive genetic algorithm (PGA), is proposed for the solutions of optimization problems with nonlinear equality and inequality constraints. Based on genetic algorithms (GAs) and iteration method, PGA divides the optimization process into two steps; iteration and search steps. In the iteration step, the constraints of the original problem are linearized using truncated Taylor series expansion, yielding an approximate problem with linearized constraints. In the search step, GA is applied to the problem with linearized constraints for the local optimal solution. The final solution is obtained from a progressive iterative process. Application of the proposed method to two simple examples is given to demonstrate the algorithm.     

A memetic algorithm for the orienteering problem with hotel selection

In this paper, a memetic algorithm is developed to solve the orienteering problem with hotel selection (OPHS). The algorithm consists of two levels: a genetic component mainly focuses on finding a good sequence of intermediate hotels, whereas six local search moves embedded in a variable neighborhood structure deal with the selection and sequencing of vertices between the hotels. A set of 176 new and larger benchmark instances of OPHS are created based on optimal solutions of regular orienteering problems. Our algorithm is applied on these new instances as well as on 224 benchmark instances from the literature. The results are compared with the known optimal solutions and with the only other existing algorithm for this problem. The results clearly show that our memetic algorithm outperforms the existing algorithm in terms of solution quality and computational time. A sensitivity analysis shows the significant impact of the number of possible sequences of hotels on the difficulty of an OPHS instance.     

Finding all nondominated points of multi-objective integer programs

We develop exact algorithms for multi-objective integer programming (MIP) problems. The algorithms iteratively generate nondominated points and exclude the regions that are dominated by the previously-generated nondominated points. One algorithm generates new points by solving models with additional binary variables and constraints. The other algorithm employs a search procedure and solves a number of models to find the next point avoiding any additional binary variables. Both algorithms guarantee to find all nondominated points for any MIP problem. We test the performance of the algorithms on randomly-generated instances of the multi-objective knapsack, multi-objective shortest path and multi-objective spanning tree problems. The computational results show that the algorithms work well.     

An Application of a Multi-Objective Tabu Search Algorithm to a Bicriteria Flowshop Problem

This paper proposes a new tabu search algorithm for multi-objective combinatorial problems with the goal of obtaining a good approximation of the Pareto-optimal or efficient solutions. The algorithm works with several paths of solutions in parallel, each with its own tabu list, and the Pareto dominance concept is used to select solutions from the neighborhoods. In this way we obtain at each step a set of local nondominated points. The dispersion of points is achieved by a clustering procedure that groups together close points of this set and then selects the centroids of the clusters as search directions. A nice feature of this multi-objective algorithm is that it introduces only one additional parameter, namely, the number of paths. The algorithm is applied to the permutation flowshop scheduling problem in order to minimize the criteria of makespan and maximum tardiness. For instances involving two machines, the performance of the algorithm is tested against a Branch-and-Bound algorithm proposed in the literature, and for more than two machines it is compared with that of a tabu search algorithm and a genetic local search algorithm, both from the literature. Computational results show that the heuristic yields a better approximation than these algorithms.     

Boosting local search with Lagrangian relaxation

Local search algorithms play an essential role in solving large-scale combinatorial optimization problems. Traditionally, the local search procedure is guided mainly by the objective function of the problem. Hence, the greedy improvement paradigm poses the potential threat of prematurely getting trapped in low quality attraction basins. In this study, we intend to utilize the information extracted from the relaxed problem, to enhance the performance of the local search process. Considering the Lin-Kernighan-based local search (LK-search) for the p-median problem as a case study, we propose the Lagrangian relaxation Assisted Neighborhood Search (LANS). In the proposed algorithm, two new mechanisms, namely the neighborhood reduction and the redundancy detection, are developed. The two mechanisms exploit the information gathered from the relaxed problem, to avoid the search from prematurely targeting low quality directions, and to cut off the non-promising searching procedure, respectively. Extensive numerical results over the benchmark instances demonstrate that LANS performs favorably to LK-search, which is among the state-of-the-art local search algorithms for the p-median problem. Furthermore, by embedding LANS into other heuristics, the best known upper bounds over several benchmark instances could be updated. Besides, run-time distribution analysis is also employed to investigate the reason why LANS works. The findings of this study confirm that the idea of improving local search by leveraging the information induced from relaxed problem is feasible and practical, and might be generalized to a broad class of combinatorial optimization problems.     

A filter-and-fan approach to the job shop scheduling problem

The job shop scheduling problem (JSSP) is a notoriously difficult problem in combinatorial optimization. Extensive investigation has been devoted to developing efficient algorithms to find optimal or near-optimal solutions. This paper proposes a new heuristic algorithm for the JSSP that effectively combines the classical shifting bottleneck procedure (SBP) with a dynamic and adaptive neighborhood search procedure. Our new search method, based on a filter-and-fan (F&F) procedure, uses the SBP as a subroutine to generate a starting solution and to enhance the best schedules produced. The F&F approach is a local search procedure that generates compound moves by a strategically abbreviated form of tree search. Computational results carried out on a standard set of 43 benchmark problems show that our F&F algorithm performs more robustly and effectively than a number of leading metaheuristic algorithms and rivals the best of these algorithms.     

Reinforcement learning enhanced multi-neighborhood tabu search for the max-mean dispersion problem

This paper presents a highly effective reinforcement learning enhancement of multi-neighborhood tabu search for the max-mean dispersion problem. The reinforcement learning component uses the Q-learning mechanism that incorporates the accumulated feedback information collected from the actions performed during the search to guide the generation of diversified solutions. The tabu search component employs 1-flip and reduced 2-flip neighborhoods to collaboratively perform the neighborhood exploration for attaining high-quality local optima. A learning automata method is integrated in tabu search to adaptively determine the probability of selecting each neighborhood. Computational experiments on 80 challenging benchmark instances demonstrate that the proposed algorithm is favorably competitive with the state-of-the-art algorithms in the literature, by finding new lower bounds for 3 instances and matching the best known results for the other instances. Key elements and properties are also analyzed to disclose the source of the benefits of our integration of learning mechanisms and tabu search.     

A comprehensive simplex-like algorithm for network optimization and perturbation analysis

The family of network optimization problems includes the following prototype models: assignment, critical path, max flow, shortest path, and transportation. Although it is long known that these problems can be modeled as linear programs (LP), this is generally not done. Due to the relative inefficiency and complexity of the simplex methods (primal, dual, and other variations) for network models, these problems are usually treated by one of over 100 specialized algorithms. This leads to several difficulties. The solution algorithms are not unified and each algorithm uses a different strategy to exploit the special structure of a specific problem. Furthermore, small variations in the problem, such as the introduction of side constraints, destroys the special structure and requires modifying andjor restarting the algorithm. Also, these algorithms obtain solution efficiency at the expense of managerial insight, as the final solutions from these algorithms do not have sufficient information to perform postoptimality analysis.

Another approach is to adapt the simplex to network optimization problems through network simplex. This provides unification of the various problems but maintains all the inefficiencies of simplex, as well as, most of the network inflexibility to handle changes such as side constraints. Even ordinary sensitivity analysis (OSA), long available in the tabular simplex, has been only recently transferred to network simplex.

This paper provides a single unified algorithm for all five network models. The proposed solution algorithm is a variant of the self-dual simplex with a warm start. This algorithm makes available the full power of LP perturbation analysis (PA) extended to handle optimal degeneracy. In contrast to OSA, the proposed PA provides ranges for which the current optimal strategy remains optimal, for simultaneous dependent or independent changes from the nominal values in costs, arc capacities, or suppliesJdemands. The proposed solution algorithm also facilitates incorporation of network structural changes and side constraints. It has the advantage of being computationally practical, easy for managers to understand and use, and provides useful PA information in all cases. Computer implementation issues are discussed and illustrative numerical examples are provided in the Appendix     

A tabu search heuristic procedure for the capacitated facility location problem

A tabu search heuristic procedure is developed, implemented and computationally tested for the capacitated facility location problem. The procedure uses different memory structures. Visited solutions are stored in a primogenitary linked quad tree. For each facility, the recent move at which the facility changed its status and the frequency it has been open are also stored. These memory structures are used to guide the main search process as well as the diversification and intensification processes. Lower bounds on the decreases of total cost are used to measure the attractiveness of the moves and to select moves in the search process. A specialized network algorithm is developed to exploit the problem structure in solving transportation problems. Criterion altering, solution reconciling and path relinking are used to perform intensification functions. The performance of the procedure is tested through computational experiments using test problems from the literature and new test problems randomly generated. It found optimal solutions for almost all test problems from the literature. As compared to the heuristic method of Lagrangean relaxation with improved subgradient scheme, the tabu search heuristic procedure found much better solutions using much less CPU time.