A Parallel Grasp for the Steiner Tree Problem in Graphs Using a Hybrid Local Search Strategy

In this paper, we present a parallel greedy randomized adaptive search procedure (GRASP) for the Steiner problem in graphs. GRASP is a two-phase metaheuristic. In the first phase, solutions are constructed using a greedy randomized procedure. Local search is applied in the second phase, leading to a local minimum with respect to a specified neighborhood. In the Steiner problem in graphs, feasible solutions can be characterized by their non-terminal nodes (Steiner nodes) or by their key-paths. According to this characterization, two GRASP procedures are described using different local search strategies. Both use an identical construction procedure. The first uses a node-based neighborhood for local search, while the second uses a path-based neighborhood. Computational results comparing the two procedures show that while the node-based variant produces better quality solutions, the path-based variant is about twice as fast. A hybrid GRASP procedure combining the two neighborhood search strategies is then proposed. Computational experiments with a parallel implementation of the hybrid procedure are reported, showing that the algorithm found optimal solutions for 45 out of 60 benchmark instances and was never off by more than 4% of the optimal solution value. The average speedup results observed for the test problems show that increasing the number of processors reduces elapsed times with increasing speedups. Moreover, the main contribution of the parallel algorithm concerns the fact that larger speedups of the same order of the number of processors are obtained exactly for the most difficult problems.     

Saving-based algorithms for vehicle routing problem with simultaneous pickup and delivery

The vehicle routing problem (VRP) with simultaneous pickup and delivery (VRPSPD) is an extension of the classical capacitated VRP (CVRP). In this paper, we present the saving heuristic and the parallel saving heuristic for VRPSPD. Checking the feasibility of a route in VRPSPD is difficult because of the fluctuating load on the route. In the saving heuristic, a new route is created by merging the two existing routes. We use a cumulative net-pickup approach for checking the feasibility when two existing routes are merged. The numerical results show that the performance of the proposed heuristics is qualitatively better than the existing insertion-based heuristics.     

Matheuristic for the decentralized factories scheduling problem

In this study, a novel mixed integer linear programming (MILP) model is developed for the decentralized factories scheduling problem, where a set of transporters is used for shipping goods among parallel factories to minimize the production costs over all of the factories. Due to its typical features, such as multiple heterogeneous factories and transportation times, this problem is extremely difficult to solve, especially for large-scale problems. In order to address this difficulty, the main aim of this study is to develop a new solution algorithm based on the interoperation of metaheuristics and mathematical programming techniques to minimize the production costs for jobs. The algorithm comprises an electromagnetism-like algorithm and variable neighborhood search. In this hybridization based on MILP relaxation, the guiding principle involves the ordering of neighborhood structures. The results obtained by the proposed algorithm and MILP are analyzed and compared for various test problems.     

A variable neighborhood search for the network design problem with relays

Given a set of commodities to be routed over a network, the network design problem with relays involves selecting a route for each commodity and determining the location of relays where the commodities must be reprocessed at certain distance intervals. We propose a hybrid approach based on variable neighborhood search. The variable neighborhood algorithm searches for the route for each commodity and the optimal relay locations for a given set of routes are determined by an implicit enumeration algorithm. We show that dynamic programming can be used to determine the optimal relay locations for a single commodity. Dynamic programming is embedded into the implicit enumeration algorithm to solve the relay location problem optimally for multiple commodities. The special structure of the problem is leveraged for computational efficiency. In the variable neighborhood search algorithm, the routes of the current solution are perturbed and reconstructed to generate neighbor solutions using random and greedy construction heuristics. Computational experiments on three sets of problems (80 instances) show that the variable neighborhood search algorithm with optimal relay allocations outperforms all existing algorithms in the literature.     

Ends of strata of the moduli space of quadratic differentials

Very few results are known about the topology of the strata of the moduli space of quadratic differentials. In this paper, we prove that any connected component of such strata has only one topological end. A typical flat surface in a neighborhood of the boundary is naturally split by a collection of parallel short saddle connections, but the discrete data associated to this splitting can be quite difficult to describe. In order to bypass these difficulties, we use the Veech zippered rectangles construction and the corresponding (extended) Rauzy classes.     

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。     

Connectedness of Efficient Solutions in Multiple Objective Combinatorial Optimization

Connectedness of efficient solutions is a powerful property in multiple objective combinatorial optimization since it allows the construction of the complete efficient set using neighborhood search techniques. However, we show that many classical multiple objective combinatorial optimization problems do not possess the connectedness property in general, including, among others, knapsack problems (and even several special cases) and linear assignment problems. We also extend known non-connectedness results for several optimization problems on graphs like shortest path, spanning tree and minimum cost flow problems. Different concepts of connectedness are discussed in a formal setting, and numerical tests are performed for two variants of the knapsack problem to analyze the likelihood with which non-connected adjacency graphs occur in randomly generated instances.     

A nonmonotone GRASP

A greedy randomized adaptive search procedure (GRASP) is an iterative multistart metaheuristic for difficult combinatorial optimization problems. Each GRASP iteration consists of two phases: a construction phase, in which a feasible solution is produced, and a local search phase, in which a local optimum in the neighborhood of the constructed solution is sought. Repeated applications of the construction procedure yields different starting solutions for the local search and the best overall solution is kept as the result. The GRASP local search applies iterative improvement until a locally optimal solution is found. During this phase, starting from the current solution an improving neighbor solution is accepted and considered as the new current solution. In this paper, we propose a variant of the GRASP framework that uses a new “nonmonotone” strategy to explore the neighborhood of the current solution. We formally state the convergence of the nonmonotone local search to a locally optimal solution and illustrate the effectiveness of the resulting Nonmonotone GRASP on three classical hard combinatorial optimization problems: the maximum cut problem (MAX-CUT), the weighted maximum satisfiability problem (MAX-SAT), and the quadratic assignment problem (QAP).     

A tabu search approach for proportionate multiprocessor open shop scheduling

In the multiprocessor open shop scheduling problem, jobs are to be processed on a set of processing centers—each having one or more parallel identical machines, while jobs do not have a pre-specified obligatory route. A special case is the proportionate multiprocessor open shop scheduling problem (PMOSP) in which the processing time on a given center is not job-dependent. Applications of the PMOSP are evident in health care systems, maintenance and repair shops, and quality auditing and final inspection operations in industry. In this paper, a tabu search (TS) approach is presented for solving the PMOSP with the objective of minimizing the makespan. The TS approach utilizes a neighborhood search function that is defined over a network representation of feasible solutions. A set of 100 benchmark problems from the literature is used to evaluate the performance of the developed approach. Experimentations show that the developed approach outperforms a previously developed genetic algorithm as it produces solutions with an average of less than 5 % deviation from a lower bound, and 40 % of its solutions are provably optimal.     

Analytical and stochastic modelling techniques

In mining supply chains, large combinatorial optimization problems arise. These are NP-hard and typically require a large number of computing resources to solve them. In particular, the run-time overheads can become increasingly prohibitive with increasing problem sizes. Parallel methods provide a way to manage such run-time issues by utilising several processors in independent or shared memory architectures. However it is not obvious how to adapt serial optimisation algorithms to perform best in a parallel environment. Here, we consider a resource constrained scheduling problem which is motivated in mining supply chains and present two popular meta-heuristics, ant colony optimization (ACO) and simulated annealing and investigate how best to parallelize these methods on a shared memory architecture consisting of several cores. ACO’s solution construction framework is inherently parallel allowing a relatively straightforward parallel implementation. However, for best performance, ACO needs an element of local search. This significantly complicates the paralellization. Several alternative schemes for parallel ACO with elements of local search are considered and evaluated empirically. We find that ACO with local search is the most effective single-threaded algorithm. The best parallel implementation can obtain similar quality results to the serial method in significantly less elapsed time.     

Analyzing the Complexity of Finding Good Neighborhood Functions for Local Search Algorithms

A drawback to using local search algorithms to address NP-hard discrete optimization problems is that many neighborhood functions have an exponential number of local optima that are not global optima (termed L-locals). A neighborhood function η is said to be stable if the number of L-locals is polynomial. A stable neighborhood function ensures that the number of L-locals does not grow too large as the instance size increases and results in improved performance for many local search algorithms. This paper studies the complexity of stable neighborhood functions for NP-hard discrete optimization problems by introducing neighborhood transformations. Neighborhood transformations between discrete optimization problems consist of a transformation of problem instances and a corresponding transformation of solutions that preserves the ordering imposed by the objective function values. In this paper, MAX Weighted Boolean SAT (MWBS), MAX Clause Weighted SAT (MCWS), and Zero-One Integer Programming (ZOIP) are shown to be NPO-complete with respect to neighborhood transformations. Therefore, if MWBS, MCWS, or ZOIP has a stable neighborhood function, then every problem in NPO has a stable neighborhood function. These results demonstrate the difficulty of finding effective neighborhood functions for NP-hard discrete optimization problems.This research is supported in part by the Air Force Office of Scientific Research (F49620-01-1-0007, FA9550-04-1-0110).     

A parallel competitive colonial algorithm for JIT flowshop scheduling

This paper proposes two parallel algorithms which are improved by heuristics for a bi-objective flowshop scheduling problem with sequence-dependent setup times in a just-in-time environment. In the proposed algorithms, the population will be decomposed into the several sub-populations in parallel. Multiple objectives are combined with min–max method then each sub-population evolves separately in order to obtain a good approximation of the Pareto-front. After unifying the obtained results, we propose a variable neighborhood algorithm and a hybrid variable neighborhood search/tabu search algorithm to improve the Pareto-front. The non-dominated sets obtained from our proposed algorithms, a genetic local search and restarted iterated Pareto greedy algorithm are compared. It is found that most of the solutions in the net non-dominated front are yielded by our proposed algorithms.     

A basic variable neighborhood search heuristic for the uncapacitated multiple allocation <Emphasis Type="Italic">p</Emphasis>-hub center problem

The uncapacitated multiple allocation p-hub center problem (UMApHCP) consists of choosing p hub locations from a set of nodes with pairwise traffic demands in order to route the traffic between the origin-destination pairs such that the maximum cost between origin-destination pairs is minimum. It is assumed that transportation between non-hub nodes is possible only via chosen hub nodes. In this paper we propose a basic variable neighborhood search (VNS) heuristic for solving this NP hard problem. In addition we apply two mathematical formulations of the UMApHCP in order to detect limitations of the current state-of-the-art solver used for this problem. The heuristics are tested on benchmark instances for p-hub problems. The obtained results reveal the superiority of the proposed basic VNS over the state-of-the-art as well as over a multi-start local search heuristic developed by us in this paper.     

Matching based very large-scale neighborhoods for?parallel machine scheduling

In this paper we study very large-scale neighborhoods for the minimum total weighted completion time problem on parallel machines, which is known to be strongly $\mathcal{NP}$ -hard. We develop two different ideas leading to very large-scale neighborhoods in which the best improving neighbor can be determined by calculating a weighted matching. The first neighborhood is introduced in a general fashion using combined operations of a basic neighborhood. Several examples for basic neighborhoods are given. The second approach is based on a partitioning of the job sets on the machines and a reassignment of them. In a computational study we evaluate the possibilities and the limitations of the presented very large-scale neighborhoods.     

Parallel solution of elasticity problems using overlapping aggregations

The finite element (FE) solution of geotechnical elasticity problems leads to the solution of a large system of linear equations. For solving the system, we use the preconditioned conjugate gradient (PCG) method with two-level additive Schwarz preconditioner. The preconditioning is realised in parallel. A coarse space is usually constructed using an aggregation technique. If the finite element spaces for coarse and fine problems on structural grids are fully compatible, relations between elements of matrices of the coarse and fine problems can be derived. By generalization of these formulae, we obtain an overlapping aggregation technique for the construction of a coarse space with smoothed basis functions. The numerical tests are presented at the end of the paper.     

Parallel tabu search message-passing synchronous strategies for task scheduling under precedence constraints

This paper presents parallelization strategies for a tabu search algorithm for the task scheduling problem on heterogeneous processors under task precedence constraints. Parallelization relies exclusively on the decompostion of the solution space exploration. Four different parallel strategies are proposed and implemented on an asynchronous parallel machine under PVM: the master-slave model, with two different schemes for improved load balancing, and the single-program-multiple-data model, with single-token and multiple-token message passing schemes. The comparative analysis of these strategies shows that the tabu search approach for this problem is very suitable to the parallelization of the neighborhood search, with efficiency results almost always close to one for problems over a certain size.     

Principles for the Design of Large Neighborhood Search

Large neighborhood search (LNS) is a combination of constraint programming (CP) and local search (LS) that has proved to be a very effective tool for solving complex optimization problems. However, the practice of applying LNS to real world problems remains an art which requires a great deal of expertise. In this paper, we show how adaptive techniques can be used to create algorithms that adjust their behavior to suit the problem instance being solved. We present three design principles towards this goal: cost-based neighborhood heuristics, growing neighborhood sizes, and the application of learning algorithms to combine portfolios of neighborhood heuristics. Our results show that the application of these principles gives strong performance on a challenging set of job shop scheduling problems. More importantly, we are able to achieve robust solving performance across problem sets and time limits. This material is based upon works supported by the Science Foundation Ireland under Grant No. 00/PI.1/C075, the Embark Initiative of the Irish Research Council of Science Engineering and Technology under Grant PD2002/21, and ILOG, S.A.     

Stability estimates for h-p spectral element methods for elliptic problems

In a series of papers of which this is the first we study how to solve elliptic problems on polygonal domains using spectral methods on parallel computers. To overcome the singularities that arise in a neighborhood of the corners we use a geometrical mesh. With this mesh we seek a solution which minimizes a weighted squared norm of the residuals in the partial differential equation and a fractional Sobolev norm of the residuals in the boundary conditions and enforce continuity by adding a term which measures the jump in the function and its derivatives at inter-element boundaries, in an appropriate fractional Sobolev norm, to the functional being minimized. Since the second derivatives of the actual solution are not square integrable in a neighborhood of the corners we have to multiply the residuals in the partial differential equation by an appropriate power of r_k, where r_k measures the distance between the pointP and the vertexA _k in a sectoral neighborhood of each of these vertices. In each of these sectoral neighborhoods we use a local coordinate system (τ_k, θ_k) where τ_k = lnr_k and (r_k, θ_k) are polar coordinates with origin at A_k, as first proposed by Kondratiev. We then derive differentiability estimates with respect to these new variables and a stability estimate for the functional we minimize. In [6] we will show that we can use the stability estimate to obtain parallel preconditioners and error estimates for the solution of the minimization problem which are nearly optimal as the condition number of the preconditioned system is polylogarithmic inN, the number of processors and the number of degrees of freedom in each variable on each element. Moreover if the data is analytic then the error is exponentially small inN.     

A parallel insert method for the capacitated arc routing problem

The arc routing problem involves the total distance covered in traversing a certain number of arcs in a network. In the capacitated version of this problem of a finite capacity is associated with each vehicle. In this paper we introduce a new approximate solution strategy for the capacitated arc routing problem (CARP). This strategy usesd an insertion procedure to generate many routes in parallel. The purpose is to obtain a better balance between the costs of each route. Computational results are reported.     

Parallel computing in nonconvex programming

In this paper, we are concerned with the development of parallel algorithms for solving some classes of nonconvex optimization problems. We present an introductory survey of parallel algorithms that have been used to solve structured problems (partially separable, and large-scale block structured problems), and algorithms based on parallel local searches for solving general nonconvex problems. Indefinite quadratic programming posynomial optimization, and the general global concave minimization problem can be solved using these approaches. In addition, for the minimum concave cost network flow problem, we are going to present new parallel search algorithms for large-scale problems. Computational results of an efficient implementation on a multi-transputer system will be presented.