Theoretical analyses of forward and backward heuristics of multiple recursive random number generators

This article focuses on heuristic algorithms that are capable of finding multiple recursive generators (MRGs) with maximum spectral value criterion in a short period of time. Two promising algorithms, provided by Kao and Tang, are the forward and backward heuristics. Here we provide a deep understanding of the forward and backward heuristics for an MRG. The forward heuristic finds a sequence of partial sets of multipliers that lead toward a better spectral value. For the second-order MRGs, the performance of the backward heuristic theoretically outperforms that of the forward heuristic. The effectiveness of the backward heuristic is numerically confirmed by the experiments we present.     

Time lag size in multiple operations flow shop scheduling heuristics

This paper considers a multistage flow shop where jobs require multiple operations at each stage and a finish-to-start time lag between any two consecutive operations of a job: the next operation of a job cannot start until the time lag after the former operation of that job has elapsed. The effect of the size of this time lag is considered when studying the effectiveness of solution approaches for this problem. Since the problem of minimizing the makespan is shown to be NP-hard even for the two-stage case, we present a lower bound based heuristic approach that is used to construct several heuristic procedures. These heuristics use lower bounds on the minimum makespan to solve the problem. The effectiveness of these heuristics is empirically evaluated for various time lag sizes by solving a large number of randomly generated problems. We show that the relative performance of the heuristics depends on the size of the time lag. If the ratio of mean time lag and mean processing time is 20% or more, heuristics that construct an active schedule perform less well than heuristics that construct a non-delay schedule. The opposite holds true if this ratio is smaller. The performance of the widely used Shortest Processing Time heuristic (SPT) deteriorates quickly if the size of the time lags increases. We propose instead to use the Earliest Finish Time heuristic (EFT) in case time lags are present. EFT performs much better in this case and is identical to SPT if all time lags are zero. The use of the lower bound based heuristics results in an improvement of the makespan performance of up to 50% as compared with the performance of some simple dispatching heuristics that take the presence of multiple operations and time lags into account. This effect increases with the size of the time lags.     

No-wait flowshops with bicriteria of makespan and total completion time

We consider the m-machine no-wait flowshop scheduling problem with the objective of minimizing a weighted sum of makespan and total completion time. For the two-machine problem, we develop a dominance relation and embed it within a proposed branch-and-bound algorithm. For the m-machine problem, we propose a heuristic. Computational experiments show that the proposed heuristic outperforms the best existing multi-criteria heuristics and the best single criterion heuristics for makespan and total completion time. The efficiency of the dominance relation and branch-and-bound algorithm is also investigated and shown to be effective.     

Greedy algorithm for the general multidimensional knapsack problem

In this paper, we propose a new greedy-like heuristic method, which is primarily intended for the general MDKP, but proves itself effective also for the 0-1 MDKP. Our heuristic differs from the existing greedy-like heuristics in two aspects. First, existing heuristics rely on each item’s aggregate consumption of resources to make item selection decisions, whereas our heuristic uses the effective capacity, defined as the maximum number of copies of an item that can be accepted if the entire knapsack were to be used for that item alone, as the criterion to make item selection decisions. Second, other methods increment the value of each decision variable only by one unit, whereas our heuristic adds decision variables to the solution in batches and consequently improves computational efficiency significantly for large-scale problems. We demonstrate that the new heuristic significantly improves computational efficiency of the existing methods and generates robust and near-optimal solutions. The new heuristic proves especially efficient for high dimensional knapsack problems with small-to-moderate numbers of decision variables, usually considered as “hard” MDKP and no computationally efficient heuristic is available to treat such problems. Supported in part by the NSF grant DMI 9812994.     

Constructive and composite heuristic solutions to the P//∑Ci scheduling problem

In this paper, we study the permutation flowshop scheduling problem with the criterion of minimising the total flow time. We propose a new constructive heuristic procedure to solve the problem. This procedure is flexible in the computational effort required, as it can be adjusted to the requirements of the problem. We combine this procedure with local search methods, whose computational requirements can also be varied, to study the efficiency and effectiveness of different ways of forming composite solution methods. Computational experiments on standard benchmark problems are carried out. The results show that the new heuristic performs significantly better than previous ones and that combining constructive and search heuristics not only further improves the solution quality but also saves computation time. Discussions on the results are provided and future research is suggested.     

Adaptive linear combination of heuristic orderings in constructing examination timetables

In this paper, we investigate adaptive linear combinations of graph coloring heuristics with a heuristic modifier to address the examination timetabling problem. We invoke a normalisation strategy for each parameter in order to generalise the specific problem data. Two graph coloring heuristics were used in this study (largest degree and saturation degree). A score for the difficulty of assigning each examination was obtained from an adaptive linear combination of these two heuristics and examinations in the list were ordered based on this value. The examinations with the score value representing the higher difficulty were chosen for scheduling based on two strategies. We tested for single and multiple heuristics with and without a heuristic modifier with different combinations of weight values for each parameter on the Toronto and ITC2007 benchmark data sets. We observed that the combination of multiple heuristics with a heuristic modifier offers an effective way to obtain good solution quality. Experimental results demonstrate that our approach delivers promising results. We conclude that this adaptive linear combination of heuristics is a highly effective method and simple to implement.     

A theoretical justification of the set covering greedy heuristic of Caprara et al.

Large scale set covering problems have often been approached by constructive greedy heuristics, and much research has been devoted to the design and evaluation of various greedy criteria for such heuristics. A criterion proposed by Caprara et al. (1999) is based on reduced costs with respect to the yet unfulfilled constraints, and the resulting greedy heuristic is reported to be superior to those based on original costs or ordinary reduced costs.We give a theoretical justification of the greedy criterion proposed by Caprara et al. by deriving it from a global optimality condition for general non-convex optimisation problems. It is shown that this criterion is in fact greedy with respect to incremental contributions to a quantity which at termination coincides with the deviation between a Lagrangian dual bound and the objective value of the feasible solution found.     

Average-weight-controlled bin-oriented heuristics for the one-dimensional bin-packing problem

Bin-oriented heuristics for one-dimensional bin-packing problem construct solutions by packing one bin at a time. Several such heuristics consider two or more subsets for each bin and pack the one with the largest total weight. These heuristics sometimes generate poor solutions, due to a tendency to use many small items early in the process. To address this problem, we propose a method of controlling the average weight of items packed by bin-oriented heuristics. Constructive heuristics and an improvement heuristic based on this approach are introduced. Additionally, reduction methods for bin-oriented heuristics are presented. The results of an extensive computational study show that: (1) controlling average weight significantly improves solutions and reduces computation time of bin-oriented heuristics; (2) reduction methods improve solutions and processing times of some bin-oriented heuristics; and (3) the new improvement heuristic outperforms all other known complex heuristics, in terms of both average solution quality and computation time.     

An efficient heuristic for scheduling in a flowshop to minimize total weighted flowtime of jobs

The problem of scheduling in a flowshop is considered with the objective of minimizing the total weighted flowtime of jobs. A heuristic algorithm is developed by the introduction of lower bounds on the completion times of jobs and the development of heuristic preference relations for the scheduling problem under study. An improvement scheme is incorporated in the heuristic to enhance the quality of its solution. The proposed heuristic, with and without the improvement scheme, and the existing heuristics are evaluated by a large number of randomly generated problems. The results of an extensive computational investigation for various problem sizes are presented. It has been observed that both versions of the proposed heuristic perform better than the existing heuristics in giving a superior solution quality and that the proposed heuristic without the improvement scheme yields a good solution by requiring a negligible CPU time. In addition, an experimental investigation is carried out to evaluate the effectiveness of the improvement scheme when implemented in the proposed heuristic and the existing heuristics, as well as the effectiveness of a variant of the scheme. The results are also discussed.     

Minimizing the total completion time in a two-machine flowshop with sequence-independent setup times

We consider the problem of minimizing the sum of completion times in a two-machine permutation flowshop subject to setup times. We propose a new priority rule, several constructive heuristics, local search procedures, as well as an effective multiple crossover genetic algorithm. Computational experiments carried out on a large set of randomly generated instances provide evidence that a constructive heuristic based on newly derived priority rule dominates all the proposed constructive heuristics. More specifically, we show that one of our proposed constructive heuristics outperforms the best constructive heuristic in the literature in terms of both error and computational time. Furthermore, we show that one of our proposed local search-based heuristics outperforms the best local search heuristic in the literature in terms of again both error and computational time. We also show that, in terms of quality-to-CPU time ratio, the multiple crossover genetic algorithm performs consistently well.     

An Improved Petal Heuristic for the Vehicle Routeing Problem

Solutions produced by the first generation of heuristics for the vehicle routeing problem are often far from optimal. Recent adaptations of local search improvement heuristics, like tabu search, produce much better solutions but require increased computing time. However there are situations where good solutions must be obtained quickly. The algorithm proposed in this paper yields solutions almost as good as those produced by tabu search adaptations, but at only a small fraction of their computing time. This heuristic can be seen as an improved version of the original petal heuristic. On 14 benchmark test problems, the proposed heuristic yields solutions whose values lie on average within 2.38% of that of the best known solutions.     

ZI round,a MIP rounding heuristic

We introduce a new pure integer rounding heuristic, ZI Round, and compare this heuristic to recent extremely fast pure integer rounding heuristic Simple Rounding. Simple Rounding was introduced in the non-commercial code SCIP. ZI Round attempts to round each fractional variable while using row slacks to maintain primal feasibility. We use the MIPLIB 2003 library for the test set. The average time in our run per instance for both Simple Rounding and ZI Round was 0.8 milliseconds, but ZI Round found more feasible solutions with a the same or better objective value. Also the average time to solve the lp relaxation per instance was 2.2 seconds, so these two rounding heuristics are several magnitudes faster than other heuristics which must use the lp solver, including diving heuristics. We also show that ZI Round performs well on a set covering class and a railway crew scheduling class.     

Scheduling multi-stage parallel-processor services to minimize average response time

The problem of scheduling on a multi-stage parallel-processor architecture in computer centres is addressed with the objective of minimizing average completion time of a set of requests. The problem is modelled as a flexible flowshop problem for which few heuristics exist in the flowshop scheduling literature. A new three-phase heuristic is proposed in this paper. An extensive computational experiment has been conducted to compare the performance of the existing heuristics and the proposed heuristic. The results indicate that the proposed heuristic significantly outperforms the existing ones. More specifically, the overall average error of the best existing heuristic is about five times that of the proposed heuristic while the overall average CPU time of the proposed heuristic is about half of the best existing one. More importantly, as the number of requests increases, the CPU time of the proposed heuristic decreases considerably (compared to the best existing heuristic) while the ratio of the error (of the best existing to the proposed heuristic) of about five times remains almost the same.     

Heuristics for the Phylogeny Problem

A phylogeny is a tree that relates taxonomic units, based on their similarity over a set of characters. The problem of finding a phylogeny with the minimum number of evolutionary steps (the so-called parsimony criterion) is one of the main problems in comparative biology. In this work, we study different heuristic approaches to the phylogeny problem under the parsimony criterion. New algorithms based on metaheuristics are also proposed. All heuristics are implemented and compared under the same framework, leading to consistent and thorough comparative results. Computational results are reported for benchmark instances from the literature.     

A self-adaptive differential evolution heuristic for two-stage assembly scheduling problem to minimize maximum lateness with setup times

The two-stage assembly flowshop scheduling problem has been addressed with respect to different criteria in the literature where setup times are ignored. For some applications, setup times are essential to be explicitly considered since they may take considerable amount of time. We address the two-stage assembly flowshop scheduling problem with respect to maximum lateness criterion where setup times are treated as separate from processing times. We formulate the problem and obtain a dominance relation. Moreover, we propose a self-adaptive differential evolution heuristic. To the best of our knowledge, this is the first attempt to use a self-adaptive differential evolution heuristic to a scheduling problem. We conduct extensive computational experiments to compare the performance of the proposed heuristic with those of particle swarm optimization (PSO), tabu search, and EDD heuristics. The computational analysis indicates that PSO performs much better than tabu and EDD. Moreover, the analysis indicates that the proposed self-adaptive differential evolution heuristic performs as good as PSO in terms of the average error while only taking one-third of CPU time of PSO.     

Beam search heuristics for quadratic earliness and tardiness scheduling

In this paper, we present beam search heuristics for the single machine scheduling problem with quadratic earliness and tardiness costs, and no machine idle time. These heuristics include classic beam search procedures, as well as filtered and recovering algorithms. We consider three dispatching heuristics as evaluation functions, in order to analyse the effect of different rules on the performance of the beam search procedures. The computational results show that using better dispatching heuristics improves the effectiveness of the beam search algorithms. The performance of the several heuristics is similar for instances with low variability. For high variability instances, however, the detailed, filtered and recovering beam search (RBS) procedures clearly outperform the best existing heuristic. The detailed beam search algorithm performs quite well, and is recommended for small- to medium-sized instances. For larger instances, however, this procedure requires excessive computation times, and the RBS algorithm then becomes the heuristic of choice.     

A new bidirectional search algorithm with shortened postprocessing

For finding a shortest path in a network bidirectional A^∗ is a widely known algorithm. This algorithm distinguishes between the main phase and the postprocessing phase. The version of bidirectional A^∗ that is considered the most appropriate in literature hitherto, uses a so-called balanced heuristic estimate. This type of heuristic is chosen, as it accounts for a short postprocessing phase. In this paper, we do not restrict ourselves any longer to balanced heuristics. First, we introduce an algorithm containing a new method for the postprocessing phase, reducing this phase considerably for non-balanced heuristics. For a balanced heuristic the new algorithm is nearly equivalent to the existing versions of bidirectional A^∗. An obvious choice for a non-balanced heuristic turns out to be superior in terms of storage space and computation time. Second, we show that the main phase on its own, when using this non-balanced heuristic estimate, is a useful algorithm, which provides us quickly with a feasible approximation.     

A study of heuristic combinations for hyper-heuristic systems for the uncapacitated examination timetabling problem

Research in the domain of examination timetabling is moving towards developing methods that generalise well over a range of problems. This is achieved by implementing hyper-heuristic systems to find the best heuristic or heuristic combination to allocate examinations when constructing a timetable for a problem. Heuristic combinations usually take the form of a list of low-level heuristics that are applied sequentially. This study proposes an alternative representation for heuristic combinations, namely, a hierarchical combination of heuristics. Furthermore, the heuristics in each combination are applied simultaneously rather than sequentially. The study also introduces a new low-level heuristic, namely, highest cost. A set of heuristic combinations of this format have been tested on the 13 Carter benchmarks. The quality of the examination timetables induced using these combinations are comparable to, and in some cases better than, those produced by hyper-heuristic systems combining and applying heuristic combinations sequentially.     

Multi-Path Approach for Reliability-Redundancy Allocation Using a Scaling Method

The reliability-redundancy allocation problem is an optimization problem that achieves better system reliability by determining levels of component redundancies and reliabilities simultaneously. The problem is classified with the hardest problems in the reliability optimization field because the decision variables are mixed-integer and the system reliability function is nonlinear, non-separable, and non-convex. Thus, iterative heuristics are highly recommended for solving the problem due to their reasonable solution quality and relatively short computation time. At present, most iterative heuristics use sensitivity factors to select an appropriate variable which significantly improves the system reliability. The sensitivity factor represents the impact amount of each variable to the system reliability at a designated iteration. However, these heuristics are inefficient in terms of solution quality and computation time because the sensitivity factor calculations are performed only at integer variables. It results in degradation of the exploration and growth in the number of subsequent continuous nonlinear programming (NLP) subproblems. To overcome the drawbacks of existing iterative heuristics, we propose a new scaling method based on the multi-path iterative heuristics introduced by Ha (2004). The scaling method is able to compute sensitivity factors for all decision variables and results in a decreased number of NLP subproblems. In addition, the approximation heuristic for NLP subproblems helps to avoid redundant computation of NLP subproblems caused by outlined solution candidates. Numerical experimental results show that the proposed heuristic is superior to the best existing heuristic in terms of solution quality and computation time.     

Maximizing the Net Present Value of a Project Under Resource Constraints Using a Lagrangian Relaxation Based Heuristic with Tight Upper Bounds

Resource-constrained project scheduling under a net present value objective attracts growing interest. Because this is an NP-hard problem, it is unlikely that optimum solutions can be computed for large instances within reasonable computation time. Thus, heuristics have become a popular research field. Up to now, however, upper bounds are not well researched. Therefore, most researchers evaluate their heuristics on the basis of a best known lower bound, but it is unclear how good the performance really is. With this contribution we close this gap and derive tight upper bounds on the basis of a Lagrangian relaxation of the resource constraints. We also use this approach as a basis for a heuristic and show that our heuristic as well as the cash flow weight heuristic proposed by Baroum and Patterson yield solutions very close to the optimum result. Furthermore, we discuss the proper choice of a test-bed and emphasize that discount rates must be carefully chosen to give realistic instances.