Multiobjective GRASP with Path Relinking

In this paper we review and propose different adaptations of the GRASP metaheuristic to solve multiobjective combinatorial optimization problems. In particular, we describe several alternatives to specialize the construction and improvement components of GRASP when two or more objectives are considered. GRASP has been successfully coupled with Path Relinking for single-objective optimization. Moreover, we propose different hybridizations of GRASP and Path Relinking for multiobjective optimization. We apply the proposed GRASP with Path Relinking variants to two combinatorial optimization problems, the biobjective orienteering problem and the biobjective path dissimilarity problem. We report on empirical tests with 70 instances and 30 algorithms, that show that the proposed heuristics are competitive with the state-of-the-art methods for these problems.     

Hybrid scatter search and path relinking for the capacitated p-median problem

In this paper we propose heuristic algorithms for the capacitated p-median problem. In the first one solutions are obtained with Scatter Search whereas the second algorithm uses Path Relinking. A third approach that combines Path Relinking with Scatter Search is also analyzed. The GRASP methodology is used to generate the initial Reference Set both for Scatter Search and Path Relinking. Computational experiments have been carried out with different data sets in order to evaluate the performance of the approaches. In general, Scatter Search outperforms Path Relinking, but the use of Path Relinking prior to Scatter Search has shown to enhance the performance of Scatter Search, specially in terms of the computation times required, due to the improvement of the initial Reference Set. The obtained results, that have been compared with previous approaches, show the efficiency of the methods both in terms of the quality of the solutions found and of the required computation times, even for very large instances.     

Comparing Metaheuristic Algorithms for Sonet Network Design Problems

This paper considers two problems that arise in the design of optical telecommunication networks when a ring-based topology is adopted, namely the SONET Ring Assignment Problem and the Intraring Synchronous Optical Network Design Problem. We show that these two network topology problems correspond to graph partitioning problems with capacity constraints: the first is a vertex partitioning problem, while the latter is an edge partitioning problem. We consider solution methods for both problems, based on metaheuristic algorithms. We first describe variable objective functions that depend on the transition from one solution to a neighboring one, then we apply several diversification and intensification techniques including Path Relinking, eXploring Tabu Search and Scatter Search. Finally we propose a diversification method based on the use of multiple neighborhoods. A set of extensive computational results is used to compare the behaviour of the proposed methods and objective functions.     

Tabu search for the linear ordering problem with cumulative costs

Given a matrix of weights, the Linear Ordering Problem (LOP) consists of finding a permutation of the columns and rows in order to maximize the sum of the weights in the upper triangle. This well known NP-complete problem can also be formulated on a complete weighted graph, where the objective is to find an acyclic tournament that maximizes the sum of arc weights. The variant of the LOP that we target here was recently introduced and adds a cumulative non-linear propagation of the costs to the sum of the arc weights. We first review the previous methods for the LOP and for this variant with cumulative costs (LOPCC) and then propose a heuristic algorithm for the LOPCC, which is based on the Tabu Search (TS) methodology. Our method achieves search intensification and diversification through the implementation of both short and long term memory structures. Our extensive experimentation with 224 instances shows that the proposed procedure outperforms existing methods in terms of solution quality and has reasonable computing-time requirements.     

Scatter search for the cutwidth minimization problem

The cutwidth minimization problem consists of finding a linear layout of a graph so that the maximum linear cut of edges is minimized. This NP-hard problem has applications in network scheduling, automatic graph drawing and information retrieval. We propose a heuristic method based on the Scatter Search (SS) methodology for finding approximate solutions to this optimization problem. This metaheuristic explores solution space by evolving a set of reference points. Our SS method is based on a GRASP constructive algorithm, a local search strategy based on insertion moves and voting-based combination methods. We also introduce a new measure to control the diversity in the search process. Empirical results with 252 previously reported instances indicate that the proposed procedure compares favorably to previous metaheuristics for this problem, such as Simulated Annealing and Evolutionary Path Relinking.     

GRASP with path relinking for the orienteering problem

In this paper, we address an optimization problem resulting from the combination of the well-known travelling salesman and knapsack problems. In particular, we target the orienteering problem, originated in the context of sport, which consists of maximizing the total score associated with the vertices visited in a path within the available time. The problem, also known as the selective travelling salesman problem, is NP-hard and can be formulated as an integer linear program. Since the 1980s, several solution methods for this problem have been developed and applied to a variety of fields, particularly in routing and tourism. We propose a heuristic method—based on the Greedy Randomized Adaptive Search Procedure (GRASP) and the Path Relinking methodologies—for finding approximate solutions to this optimization problem. We explore different constructive methods and combine two neighbourhoods in the local search of GRASP. Our experimentation with 196 previously reported instances shows that the proposed procedure obtains high-quality solutions employing short computing times.     

Load balancing optimization of telecommunication networks with two differentiated services

The Differentiated Services architecture is a scalable solution to provide differentiated Quality of Service. In this paper, we address the network load balancing optimization of such networks based on bandwidth differentiation between two services. We define the optimization problem as an Integer Programming model and propose a heuristic algorithm based on GRASP with Path Relinking. We present computational results showing that (i) good quality solutions can be computed and (ii) proper load balancing can efficiently obtain service differentiation.     

Solving the weighted MAX-SAT problem using the dynamic convexized method

Satisfiability (SAT) and maximum satisfiability (MAX-SAT) are difficult combinatorial problems that have many important real-world applications. In this paper we investigate the performance of the dynamic convexized method based heuristics on the weighted MAX-SAT problem. We first present an auxiliary function which is constructed based on a penalty function, and minimize the function by a local search method which can escape successfully from previously converged local minimizers by increasing the value of a parameter. Two algorithms of the approach are implemented and compared with the Greedy Randomized Adaptive Search Procedure (GRASP) and the GRASP with Path Relinking (GRASP + PR). Experimental results illustrate efficient and faster convergence of our two algorithms.     

GRASP and Path Relinking for the Clustered Prize-collecting Arc Routing Problem

The Clustered Prize-collecting Arc Routing Problem is an arc routing problem where each demand edge is associated with a profit which is collected once if the edge is serviced, independently of the number of times it is traversed. It is further required that if a demand edge is serviced, then all the demand edges of its component are also serviced. This paper presents GRASP and Path Relinking heuristics for the Clustered Prize-collecting Arc Routing Problem. For the constructive phase of the GRASP two different strategies are considered. One of them follows a bottom-up style whereas the other one is a top-down procedure. The best solutions obtained with both strategies are used as elite solutions for the Path Relinking. The results of extensive computational experiments are presented and analyzed.     

An integer linear programming formulation and heuristics for the minmax relative regret robust shortest path problem

The well-known Shortest Path problem (SP) consists in finding a shortest path from a source to a destination such that the total cost is minimized. The SP models practical and theoretical problems. However, several shortest path applications rely on uncertain data. The Robust Shortest Path problem (RSP) is a generalization of SP. In the former, the cost of each arc is defined by an interval of possible values for the arc cost. The objective is to minimize the maximum relative regret of the path from the source to the destination. This problem is known as the minmax relative regret RSP and it is NP-Hard. We propose a mixed integer linear programming formulation for this problem. The CPLEX branch-and-bound algorithm based on this formulation is able to find optimal solutions for all instances with 100 nodes, and has an average gap of 17 % on the instances with up to 1,500 nodes. We also develop heuristics with emphasis on providing efficient and scalable methods for solving large instances for the minmax relative regret RSP, based on Pilot method and random-key genetic algorithms. To the best of our knowledge, this is the first work to propose a linear formulation, an exact algorithm and metaheuristics for the minmax relative regret RSP.     

Heuristics for matrix bandwidth reduction

In this work, we provide two heuristic algorithms for the matrix bandwidth reduction problem. The first is a genetic algorithm and the second uses node label adjustments. Experiments show these heuristics improve solution quality when compared with the well-known GPS algorithm and recently-developed methods using tabu search and GRASP with Path Relinking. Further, the node adjustment approach obtains solutions at speeds comparable to the fast GPS algorithm.     

A lexicographic minimax algorithm for multiperiod resource allocation

Resource allocation problems are typically formulated as mathematical programs with some special structure that facilitates the development of efficient algorithms. We consider a multiperiod problem in which excess resources in one period can be used in subsequent periods. The objective minimizes lexicographically the nonincreasingly sorted vector of weighted deviations of cumulative activity levels from cumulative demands. To this end, we first develop a new minimax algorithm that minimizes the largest weighted deviation among all cumulative activity levels. The minimax algorithm handles resource constraints, ordering constraints, and lower and upper bounds. At each iteration, it fixes certain variables at their lower bounds, and sets groups of other variables equal to each other as long as no lower bounds are violated. The algorithm takes advantage of the problem's special structure; e.g., each term in the objective is a linear decreasing function of only one variable. This algorithm solves large problems very fast, orders of magnitude faster than well known linear programming packages. (The latter are, of course, not designed to solve such minimax problems efficiently.) The lexicographic procedure repeatedly employs the minimax algorithm described above to solve problems, each of the same format but with smaller dimension.     

Algorithms for single machine total tardiness scheduling with sequence dependent setups

We consider the problem of scheduling a single machine to minimize total tardiness with sequence dependent setup times. We present two algorithms, a problem space-based local search heuristic and a Greedy Randomized Adaptive Search Procedure (GRASP) for this problem. With respect to GRASP, our main contributions are—a new cost function in the construction phase, a new variation of Variable Neighborhood Search in the improvement phase, and Path Relinking using three different search neighborhoods. The problem space-based local search heuristic incorporates local search with respect to both the problem space and the solution space. We compare our algorithms with Simulated Annealing, Genetic Search, Pairwise Interchange, Branch and Bound and Ant Colony Search on a set of test problems from literature, showing that the algorithms perform very competitively.     

Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes

We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on the notion of autoregressive Hilbert processes that represent a generalization of the classical autoregressive processes to random variables with values in a Hilbert space. A careful analysis reveals, in particular, that this approach is related to the theory of function estimation in linear ill-posed inverse problems. In the deterministic literature, such problems are usually solved by suitable regularization techniques. We describe some recent approaches from the deterministic literature that can be adapted to obtain fast and feasible predictions. For large sample sizes, however, these approaches are not computationally efficient.With this in mind, we propose three linear wavelet methods to efficiently address the aforementioned prediction problem. We present regularization techniques for the sample paths of the stochastic process and obtain consistency results of the resulting prediction estimators. We illustrate the performance of the proposed methods in finite sample situations by means of a real-life data example which concerns with the prediction of the entire annual cycle of climatological El Niño-Southern Oscillation time series 1 year ahead. We also compare the resulting predictions with those obtained by other methods available in the literature, in particular with a smoothing spline interpolation method and with a SARIMA model.     

Some effective heuristics for no-wait flowshops with setup times to minimize total completion time

In this work, we consider a complex flowshop scheduling problem in which both no-wait and separate setup times are considered. The optimisation criterion is the minimisation of the total completion time. We propose an effective dominance rule for the four machine case that can also be used for m machines. Five simple and fast heuristics are proposed along with two easy to code stochastic local search methods, one of them being based on Iterated Local Search (ILS). An extensive computational evaluation is carried out with two sets of 5,400 instances. All seven methods are compared to two recent algorithms. The results, confirmed by thorough statistical analyses, show that the proposed methods are more effective and efficient when compared to the best existing algorithms in the literature for the considered problem.     

Smoothing method in multi-criteria transportation network equilibrium problem

ABSTRACT

This paper is aimed to study a single-product multi-criteria transportation network with capacity constraints. We use a vector version of the Heaviside Step function to construct an optimization problem, the solutions of which form the set of equilibria of our model. We propose two methods to solve this problem. The first one is based on a modified Frank-Wolfe gradient algorithm, and the second one is based on smoothing the objective function, the optimal solutions of which can be obtained by optimization tools. Numerical examples are also given to illustrate our approaches.     

A new approach for solving fully intuitionistic fuzzy transportation problems

In this paper, a well-known network-structured problem called the transportation problem (TP) is considered in an uncertain environment. The transportation costs, supply and demand are represented by trapezoidal intuitionistic fuzzy numbers (TrIFNs) which are the more generalized form of trapezoidal fuzzy numbers involving a degree of acceptance and a degree of rejection. We formulate the intuitionistic fuzzy TP (IFTP) and propose a solution approach to solve the problem. The IFTP is converted into a deterministic linear programming (LP) problem, which is solved using standard LP algorithms. The main contributions of this paper are fivefold: (1) we convert the formulated IFTP into a deterministic classical LP problem based on ordering of TrIFNs using accuracy function; (2) in contrast to most existing approaches, which provide a crisp solution, we propose a new approach that provides an intuitionistic fuzzy optimal solution; (3) in contrast to existing methods that include negative parts in the obtained intuitionistic fuzzy optimal solution and intuitionistic fuzzy optimal cost, we propose a new method that provides non-negative intuitionistic fuzzy optimal solution and optimal cost; (4) we discuss about the advantages of the proposed method over the existing methods for solving IFTPs; (5) we demonstrate the feasibility and richness of the obtained solutions in the context of two application examples.     

A minimization method with approximation of feasible set and epigraph of objective function

For a convex programming problem we propose a solution method which belongs to the class of cutting-plane methods. When constructing approximate solutions to the problem, this technique concurrently approximates its feasible set and the epigraph of the objective function. Planes for cutting the iteration points are being constructed with the help of subgradients of the objective function and left-hand sides of constraints. In this connection, one can find each iteration point by solving a linear programming problem. As distinct from most other well-known cuttingplane methods, the proposed technique allows the possibility to periodically update approximating sets by dropping accumulated constraints. We substantiate the convergence of the proposed method and discuss its numerical realization.     

On the Smoothing of the Square-Root Exact Penalty Function for Inequality Constrained Optimization

In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original optimization problem. We develop an algorithm for solving the optimization problem based on the smoothed penalty function and prove the convergence of the algorithm. The efficiency of the smoothed penalty function is illustrated with some numerical examples, which show that the algorithm seems efficient.     

A Riccati-based primal interior point solver for multistage stochastic programming

We propose a new method for certain multistage stochastic programs with linear or nonlinear objective function, combining a primal interior point approach with a linear-quadratic control problem over the scenario tree. The latter problem, which is the direction finding problem for the barrier subproblem is solved through dynamic programming using Riccati equations. In this way we combine the low iteration count of interior point methods with an efficient solver for the subproblems. The computational results are promising. We have solved a financial problem with 1,000,000 scenarios, 15,777,740 variables and 16,888,850 constraints in 20 hours on a moderate computer.