A comparison of local search methods for flow shop scheduling

Local search techniques are widely used to obtain approximate solutions to a variety of combinatorial optimization problems. Two important categories of local search methods are neighbourhood search and genetic algorithms. Commonly used neighbourhood search methods include descent, threshold accepting, simulated annealing and tabu search. In this paper, we present a computational study that compares these four neighbourhood search methods, a genetic algorithm, and a hybrid method in which descent is incorporated into the genetic algorithm. The performance of these six local search methods is evaluated on the problem of scheduling jobs in a permutation flow shop to minimize the total weighted completion time. Based on the results of extensive computational tests, simulated annealing is found to generate better quality solutions than the other neighborhood search methods. However, the results also indicate that the hybrid genetic descent algorithm is superior to simulated annealing.     

Modeling lotsizing and scheduling problems with sequence dependent setups

Several production environments require simultaneous planing of sizing and scheduling of sequences of production lots. Integration of sequencing decisions in lotsizing and scheduling problems has received an increased attention from the research community due to its inherent applicability to real world problems. A two-dimensional classification framework is proposed to survey and classify the main modeling approaches to integrate sequencing decisions in discrete time lotsizing and scheduling models. The Asymmetric Traveling Salesman Problem can be an important source of ideas to develop more efficient models and methods to this problem. Following this research line, we also present a new formulation for the problem using commodity flow based subtour elimination constraints. Computational experiments are conducted to assess the performance of the various models, in terms of running times and upper bounds, when solving real-word size instances.     

Homogeneous grouping of nuclear fuel cans through simulated annealing and tabu search

Collections of cans containing nuclear fuel have to be grouped in batches that are as homogeneous as possible with respect to several criteria. This highly combinatorial problem, which can be described as grouping or clustering, is tackled using simulated annealing and tabu search. Both approaches are submitted to extensive experimentation on a real data set and several artificial ones. Two variants of the basic approaches called Locally optimized simulated annealing and Tabu search with variable offset are also tested. Sensitivity to parameter choice and to problem size are investigated. All four algorithms outperform a local search heuristic previously proposed in the literature; on the class of instances dealt with, a remarkably stable ranking of the four algorithms emerges.     

An Interactive Method for 0-1 Multiobjective Problems Using Simulated Annealing and Tabu Search

This paper presents an interactive method for solving general 0-1 multiobjective linear programs using Simulated Annealing and Tabu Search. The interactive protocol with the decision maker is based on the specification of reservation levels for the objective function values. These reservation levels narrow the scope of the search in each interaction in order to identify regions of major interest to the decision maker. Metaheuristic approaches are used to generate potentially nondominated solutions in the computational phases. Generic versions of Simulated Annealing and Tabu Search for 0-1 single objective linear problems were developed which include a general routine for repairing unfeasible solutions. This routine improves significantly the results of single objective problems and, consequently, the quality of the potentially nondominated solutions generated for the multiobjective problems. Computational results and examples are presented.     

Metaheuristics for a Flexible Assembly System Design Problem

Flexibility has become an important priority in the formulation and implementation of manufacturing strategies. This in turn has opened up a new class of design problems for such systems. Flexible assembly systems (FAS), consisting of a variety of processors and operations, provide the opportunity for improving product manufacturing flexibility, hence gaining competitive advantages. This paper considers a particular design decision problem for FAS. A matrix-based, polynomial-time lower bound algorithm is presented. Simulated annealing and tabu search metaheuristics are formulated to address the problems. Computational experience with these metaheuristics is reported.     

Metastrategy simulated annealing and tabu search algorithms for the vehicle routing problem

The vehicle routing problem (VRP) under capacity and distance restrictions involves the design of a set of minimum cost delivery routes, originating and terminating at a central depot, which services a set of customers. Each customer must be supplied exactly once by one vehicle route. The total demand of any vehicle must not exceed the vehicle capacity. The total length of any route must not exceed a pre-specified bound. Approximate methods based on descent, hybrid simulated annealing/tabu search, and tabu search algorithms are developed and different search strategies are investigated. A special data structure for the tabu search algorithm is implemented which has reduced notably the computational time by more than 50%. An estimate for the tabu list size is statistically derived. Computational results are reported on a sample of seventeen bench-mark test problems from the literature and nine randomly generated problems. The new methods improve significantly both the number of vehicles used and the total distances travelled on all results reported in the literature.     

Metaheuristics for High School Timetabling

In this paper we present the results of an investigation of the possibilities offered by three well-known metaheuristic algorithms to solve the timetable problem, a multi-constrained, NP-hard, combinatorial optimization problem with real-world applications. First, we present our model of the problem, including the definition of a hierarchical structure for the objective function, and of the neighborhood search operators which we apply to matrices representing timetables. Then we report about the outcomes of the utilization of the implemented systems to the specific case of the generation of a school timetable. We compare the results obtained by simu lated annealing, tabu search and two versions, with and without local search, of the genetic algorithm. Our results show that GA with local search and tabu search based on temporary problem relaxations both outperform simulated annealing and handmade timetables.     

A Hybrid Meta-Heuristic for Multi-Objective Optimization: MOSATS

Real optimization problems often involve not one, but multiple objectives, usually in conflict. In single-objective optimization there exists a global optimum, while in the multi-objective case no optimal solution is clearly defined but rather a set of solutions, called the Pareto-optimal front. Thus, the goal of multi-objective strategies is to generate a set of non-dominated solutions as an approximation to this front. However, the majority of problems of this kind cannot be solved exactly because they have very large and highly complex search spaces. In recent years, meta-heuristics have become important tools for solving multi-objective problems encountered in industry as well as in the theoretical field. This paper presents a novel approach based on hybridizing Simulated Annealing and Tabu Search. Experiments on the Graph Partitioning Problem show that this new method is a better tool for approximating the efficient set than other strategies also based on these meta-heuristics.     

Tabu search for graph partitioning

In this paper, we develop a tabu search procedure for solving the uniform graph partitioning problem. Tabu search, an abstract heuristic search method, has been shown to have promise in solving several NP-hard problems, such as job shop and flow shop scheduling, vehicle routing, quadratic assignment, and maximum satisfiability. We compare tabu search to other heuristic procedures for graph partitioning, and demonstrate that tabu search is superior to other solution approaches for the uniform graph partitioning problem both with respect to solution quality and computational requirements.     

Solving real-life vehicle routing problems efficiently using tabu search

This paper presents a tabu search based method for finding good solutions to a real-life vehicle routing problem. The problem considered deals with some new features beyond those normally associated with the classical problems of the literature: in addition to capacity constraints for vehicles and time windows for deliveries, it takes the heterogeneous character of the fleet into account, in the sense that utilization costs are vehicle-dependent and that some accessibility restrictions have to be fulfilled. It also deals with the use of trailers. In spite of the intricacy of the problem, the proposed tabu search approach is easy to implement and can be easily adapted to many other applications. An emphasis is placed on means that have to be used to speed up the search. In a few minutes of computation on a personal workstation, our approach obtains solutions that are significantly better than those previously developed and implemented in practice.     

On the use of some known methods forT-colorings of graphs

A generalization of the classical graph coloring model is studied in this paper. The problem we are interested in is a variant of the generalT-coloring problem related in the literature. We want to color the vertices of a graph in such a way that the two colors assigned to two adjacent verticesi andj differ by at least _ij , wheret _ij is a fixed coefficient associated to the edge [i, j]. The goal is to minimize the length of the spectrum of colors used. We present here the results produced by well-known heuristics (tabu search and simulated annealing) applied to the considered problem. The results are compared with optimal colorings obtained by a branch-and-bound algorithm.     

Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

Many problems faced by decision makers are characterized by a multistage decision process with uncertainty about the future and some decisions constrained to take on values of either zero or one (for example, either open a facility at a location or do not open it). Although some mathematical theory exists concerning such problems, no general-purpose algorithms have been available to address them. In this article, we introduce the first implementation of general purpose methods for finding good solutions to multistage, stochastic mixed-integer (0, 1) programming problems. The solution method makes use of Rockafellar and Wets' progressive hedging algorithm that averages solutions rather than data. Solutions to the induced quadratic (0,1) mixed-integer subproblems are obtained using a tabu search algorithm. We introduce the notion of integer convergence for progressive hedging. Computational experiments verify that the method is effective. The software that we have developed reads standard (SMPS) data files.     

A Tabu Search Based Approach for Solving a Class of Bilevel Programming Problems in Chemical Engineering

In this paper an approach based on the tabu search paradigm to tackle the bilevel programming problems is presented. The algorithm has been tested for a number of benchmark problems and the results obtained show superiority of the approach over the conventional methods in solving such problems.     

Annealing-tabu PAES: a multi-objective hybrid meta-heuristic

Most real-life optimization problems require taking into account not one, but multiple objectives simultaneously. In most cases these objectives are in conflict, i.e. the improvement of some objectives implies the deterioration of others. In single-objective optimization there exists a global optimum, while in the multi-objective case no optimal solution is clearly defined, but rather a set of solutions. In the last decade most papers dealing with multi-objective optimization use the concept of Pareto-optimality. The goal of Pareto-based multi-objective strategies is to generate a front (set) of non-dominated solutions as an approximation to the true Pareto-optimal front. However, this front is unknown for problems with large and highly complex search spaces, which is why meta-heuristic methods have become important tools for solving this kind of problem. Hybridization in the multi-objective context is nowadays an open research area. This article presents a novel extension of the well-known Pareto archived evolution strategy (PAES) which combines simulated annealing and tabu search. Experiments on several mathematical problems show that this hybridization allows an improvement in the quality of the non-dominated solutions in comparison with PAES, and also with its extension M-PAES.     

A Parallel Multilevel Metaheuristic for Graph Partitioning

One significant problem of optimisation which occurs in many scientific areas is that of graph partitioning. Several heuristics, which pertain to high quality partitions, have been put forward. Multilevel schemes can in fact improve the quality of the solutions. However, the size of the graphs is very large in many applications, making it impossible to effectively explore the search space. In these cases, parallel processing becomes a very useful tool overcoming this problem. In this paper, we propose a new parallel algorithm which uses a hybrid heuristic within a multilevel scheme. It is able to obtain very high quality partitions and improvement on those obtained by other algorithms previously put forward.     

Solving the discrete lotsizing and scheduling problem with sequence dependent set-up costs and set-up times using the Travelling Salesman Problem with time windows

In this paper we consider the Discrete Lotsizing and Scheduling Problem with sequence dependent set-up costs and set-up times (DLSPSD). DLSPSD contains elements from lotsizing and from job scheduling, and is known to be NP-Hard. An exact solution procedure for DLSPSD is developed, based on a transformation of DLSPSD into a Travelling Salesman Problem with Time Windows (TSPTW). TSPTW is solved by a novel dynamic programming approach due to Dumas et al. (1993). The results of a computational study show that the algorithm is the first one capable of solving DLSPSD problems of moderate size to optimality with a reasonable computational effort.     

Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization

This paper presents some simple technical conditions that guarantee the convergence of a general class of adaptive stochastic global optimization algorithms. By imposing some conditions on the probability distributions that generate the iterates, these stochastic algorithms can be shown to converge to the global optimum in a probabilistic sense. These results also apply to global optimization algorithms that combine local and global stochastic search strategies and also those algorithms that combine deterministic and stochastic search strategies. This makes the results applicable to a wide range of global optimization algorithms that are useful in practice. Moreover, this paper provides convergence conditions involving the conditional densities of the random vector iterates that are easy to verify in practice. It also provides some convergence conditions in the special case when the iterates are generated by elliptical distributions such as the multivariate Normal and Cauchy distributions. These results are then used to prove the convergence of some practical stochastic global optimization algorithms, including an evolutionary programming algorithm. In addition, this paper introduces the notion of a stochastic algorithm being probabilistically dense in the domain of the function and shows that, under simple assumptions, this is equivalent to seeing any point in the domain with probability 1. This, in turn, is equivalent to almost sure convergence to the global minimum. Finally, some simple results on convergence rates are also proved.     

A tabu search algorithm for assigning teachers to courses

In this paper we deal with the problem of assigning teachers to courses in a secondary school. The problem appears when a timetable is to be built and the teaching assignments are not fixed. We have developed a tabu search algorithm to solve the problem. The parameters involved in the algorithm have been estimated by using multiple regression techniques. The computational results, obtained on a set of Spanish secondary schools, show that the solutions obtained by this automatic procedure can be favourably compared with the solutions proposed by the experts.     

Dynamic tabu search strategies for the traveling purchaser problem

Tabu search is a metastrategy for guiding known heuristics to overcome local optimality with a large number of successful applications reported in the literature. In this paper we investigate two dynamic strategies, the reverse elimination method and the cancellation sequence method. The incorporation of strategic oscillation as well as a combination of these methods are developed. The impact of the different methods is shown with respect to the traveling purchaser problem, a generalization of the classical traveling salesman problem. The traveling purchaser problem is the problem of determining a tour of a purchaser buying several items in different shops by minimizing the total amount of travel and purchase costs. A comparison of the tabu search strategies with a simulated annealing approach is presented, too.     

Solving the sum-of-ratios problems by a harmony search algorithm

The sum-of-ratios problems have numerous applications in economy and engineering. The sum-of-ratios problems are considered to be difficult, as these functions are highly nonconvex and multimodal. In this study, we propose a harmony search algorithm for solving a sum-of-ratios problem. Numerical examples are also presented to demonstrate the effectiveness and robustness of the proposed method. In all cases, the solutions obtained using this method are superior to those obtained from other methods.