A probabilistic greedy search algorithm for combinatorial optimisation with application to the set covering problem

We present a probabilistic greedy search method for combinatorial optimisation problems. This approach is implemented and evaluated for the Set Covering Problem (SCP) and shown to yield a simple, robust, and quite fast heuristic. Tests performed on a large set of benchmark instances with up to 1000 rows and 10?000 columns show that the algorithm consistently yields near-optimal solutions.     

Algorithms for large scale set covering problems

This paper is concerned with the set covering problem (SCP), and in particular with the development of a new algorithm capable of solving large-scale SCPs of the size found in real-life situations. The set covering problem has a wide variety of practical applications which, in general, yield large and sparse instances, normally with hundreds of rows and thousands of columns. In this paper, we present an algorithm capable of solving problems of this size and test problems up to 400 rows and 4000 columns are solved. The method developed in this paper consists of a tree-search procedure based on a combination of decomposition and state space relaxation which is a technique developed for obtaining lower bounds on the dynamic program associated with a combinatorial optimization problem. The large size SCPs are decomposed into many smaller SCPs which are then solved or bounded by state space relaxation (SSR). Before using the decomposition and SSR, reductions both in the number of columns and the number of rows of the problem are made by applying Lagrangian relaxation, linear programming and heuristic methods.     

An effective and simple heuristic for the set covering problem

This paper investigates the development of an effective heuristic to solve the set covering problem (SCP) by applying the meta-heuristic Meta-RaPS (Meta-heuristic for Randomized Priority Search). In Meta-RaPS, a feasible solution is generated by introducing random factors into a construction method. Then the feasible solutions can be improved by an improvement heuristic. In addition to applying the basic Meta-RaPS, the heuristic developed herein integrates the elements of randomizing the selection of priority rules, penalizing the worst columns when the searching space is highly condensed, and defining the core problem to speedup the algorithm. This heuristic has been tested on 80 SCP instances from the OR-Library. The sizes of the problems are up to 1000 rows × 10,000 columns for non-unicost SCP, and 28,160 rows × 11,264 columns for the unicost SCP. This heuristic is only one of two known SCP heuristics to find all optimal/best known solutions for those non-unicost instances. In addition, this heuristic is the best for unicost problems among the heuristics in terms of solution quality. Furthermore, evolving from a simple greedy heuristic, it is simple and easy to code. This heuristic enriches the options of practitioners in the optimization area.     

Mind the gap: a heuristic study of subway tours

What is the minimum tour visiting all lines in a subway network? In this paper we study the problem of constructing the shortest tour visiting all lines of a city railway system. This combinatorial optimization problem has links with the classic graph circuit problems and operations research. A broad set of fast algorithms is proposed and evaluated on simulated networks and example cities of the world. We analyze the trade-off between algorithm runtime and solution quality. Time evolution of the trade-off is also captured. Then, the algorithms are tested on a range of instances with diverse features. On the basis of the algorithm performance, measured with various quality indicators, we draw conclusions on the nature of the above combinatorial problem and the tacit assumptions made while designing the algorithms.     

An empirical study of hybrid genetic algorithms for the set covering problem

The purpose of this paper is to explore the computational performance of several hybrid algorithms that are extensions of a basic genetic algorithm (GA) approach for solving the set covering problem (SCP). We start by making several enhancements to a GA for the SCP that was proposed by Beasley and Chu. Next, several hybrid solution approaches are introduced that combine the GA with various local neighbourhood search approaches, with a form of the greedy randomized adaptive search procedure, and with an estimation of distribution algorithms approach. Using Beasley's library of SCPs extensive computational results are generated for the hybrid solution approaches defined in this paper. Statistical analyses of the results are performed.     

Designing greedy algorithms for the flow-shop problem by means of Empirically Adjusted Greedy Heuristics (EAGH)

This paper introduces Empirically Adjusted Greedy Heuristics (EAGH), a procedure for designing greedy algorithms for a given combinatorial optimization problem and illustrates the way in which EAGH works with an application to minimize the makespan in the permutation flow-shop problem. The basic idea behind EAGH is that a greedy heuristic can be seen as a member of an infinite set of heuristics, this set being defined by a function that depends on several parameters. Each set of values of the parameters corresponds to a specific greedy heuristic. Then, the best element of the set, for a training set of instances of the problem, is found by applying a non-linear optimization algorithm to a function that measures the quality of the obtained solutions to the instances of the training set, and which depends on the parameters that characterize each specific algorithm. EAGH allows improving known heuristics or finding good new ones.     

A Genetic Algorithm for the Set Covering Problem

In this paper, the set covering problem (SCP) is considered. Several algorithms have been suggested in the literature for solving it. We propose a new algorithm for solving the SCP which is based on the genetic technique. This algorithm has been implemented and tested on various standard and randomly generated test problems. Preliminary results are encouraging, and are better than the existing heuristics for the problem.     

On greedy randomized coordinate descent methods for solving large linear least‐squares problems

For solving large scale linear least‐squares problem by iteration methods, we introduce an effective probability criterion for selecting the working columns from the coefficient matrix and construct a greedy randomized coordinate descent method. It is proved that this method converges to the unique solution of the linear least‐squares problem when its coefficient matrix is of full rank, with the number of rows being no less than the number of columns. Numerical results show that the greedy randomized coordinate descent method is more efficient than the randomized coordinate descent method.     

GRASP and path relinking for the matrix bandwidth minimization

In this article we develop a greedy randomized adaptive search procedure (GRASP) for the problem of reducing the bandwidth of a matrix. This problem consists of finding a permutation of the rows and columns of a given matrix, which keeps the non-zero elements in a band that is as close as possible to the main diagonal. The proposed method may be coupled with a path relinking strategy to search for improved outcomes. Empirical results indicate that the proposed GRASP implementation compares favourably to classical heuristics. GRASP with path relinking is also found to be competitive with a recently published Tabu search algorithm that is considered one of the best currently available for bandwidth minimization.     

An algorithm for set covering problem

In this paper we present an algorithm for the set covering problem that combines problem reduction tests with dual ascent, subgradient optimisation and linear programming. Computational results are presented for problems involving up to 400 rows and 4000 columns.     

A hybrid method for multidimensional scaling using city-block distances

The problem of multidimensional scaling with city-block distances in the embedding space is reduced to a two level optimization problem consisting of a combinatorial problem at the upper level and a quadratic programming problem at the lower level. A hybrid method is proposed combining randomized search for the upper level problem with a standard quadratic programming algorithm for the lower level problem. Several algorithms for the combinatorial problem have been tested and an evolutionary global search algorithm has been proved most suitable. An experimental code of the proposed hybrid multidimensional scaling algorithm is developed and tested using several test problems of two- and three-dimensional scaling.     

Extracting embedded generalized networks from linear programming problems

If a linear program (LP) possesses a large generalized network (GN) submatrix, this structure can be exploited to decrease solution time. The problems of finding maximum sets of GN constraints and finding maximum embedded GN submatrices are shown to be NP-complete, indicating that reliable, efficient solution of these problems is difficult. Therefore, efficient heuristic algorithms are developed for identifying such structure and are tested on a selection of twenty-three real-world problems. The best of four algorithms for identifying GN constraint sets finds a set which is maximum in twelve cases and averages 99.1% of maximum. On average, the GN constraints identified comprise more than 62.3% of the total constraints in these problems. The algorithm for identifying embedded GN submatrices finds submatrices whose sizes, rows plus columns, average 96.8% of an LP upper bound. Over 91.3% of the total constraint matrix was identified as a GN submatrix in these problems, on average.The act of being wise is the act of knowing what to overlook.William James (ca. 1890)     

A biased random key genetic algorithm applied to the electric distribution network reconfiguration problem

This work presents a biased random-key genetic algorithm (BRKGA) to solve the electric distribution network reconfiguration problem (DNR). The DNR is one of the most studied combinatorial optimization problems in power system analysis. Given a set of switches of an electric network that can be opened or closed, the objective is to select the best configuration of the switches to optimize a given network objective while at the same time satisfying a set of operational constraints. The good performance of BRKGAs on many combinatorial optimization problems and the fact that it has never been applied to solve DNR problems are the main motivation for this research. A BRKGA is a variant of random-key genetic algorithms, where one of the parents used for mating is biased to be of higher fitness than the other parent. Solutions are encoded by using random keys, which are represented as vectors of real numbers in the interval (0,1), thus enabling an indirect search of the solution inside a proprietary search space. The genetic operators do not need to be modified to generate only feasible solutions, which is an exclusive task of the decoder of the problem. Tests were performed on standard distribution systems used in DNR studies found in the technical literature and the performance and robustness of the BRKGA were compared with other GA implementations.     

A Particle Swarm Optimization Algorithm with Path Relinking for the Location Routing Problem

This paper introduces a new hybrid algorithmic nature inspired approach based on particle swarm optimization, for solving successfully one of the most popular logistics management problems, the location routing problem (LRP). The proposed algorithm for the solution of the location routing problem, the hybrid particle swarm optimization (HybPSO-LRP), combines a particle swarm optimization (PSO) algorithm, the multiple phase neighborhood search – greedy randomized adaptive search procedure (MPNS-GRASP) algorithm, the expanding neighborhood search (ENS) strategy and a path relinking (PR) strategy. The algorithm is tested on a set of benchmark instances. The results of the algorithm are very satisfactory for these instances and for six of them a new best solution has been found.      

Variant of Greedy Randomized Gauss-Seidel Method for Ridge Regression

The variants of randomized Kaczmarz and randomized Gauss-Seidel algorithms are two effective stochastic iterative methods for solving ridge regression problems. For solving ordinary least squares regression problems, the greedy randomized Gauss-Seidel (GRGS) algorithm always performs better than the randomized Gauss-Seidel algorithm (RGS) when the system is overdetermined. In this paper, inspired by the greedy modification technique of the GRGS algorithm, we extend the variant of the randomized Gauss-Seidel algorithm, obtaining a variant of greedy randomized Gauss-Seidel (VGRGS) algorithm for solving ridge regression problems. In addition, we propose a relaxed VGRGS algorithm and the corresponding convergence theorem is established. Numerical experiments show that our algorithms outperform the VRK-type and the VRGS algorithms when $m > n$.     

Iterated greedy for the maximum diversity problem

The problem of choosing a subset of elements with maximum diversity from a given set is known as the maximum diversity problem. Many algorithms and methods have been proposed for this hard combinatorial problem, including several highly sophisticated procedures. By contrast, in this paper we present a simple iterated greedy metaheuristic that generates a sequence of solutions by iterating over a greedy construction heuristic using destruction and construction phases. Extensive computational experiments reveal that the proposed algorithm is highly effective as compared to the best-so-far metaheuristics for the problem under consideration.     

Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems

We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our problems range from the graph-theoretic (shortest path, vertex cover, facility location) to set-theoretic (set cover, bin packing), and contain representatives with different approximation ratios. The approximation ratio of the stochastic variant of a typical problem is found to be of the same order of magnitude as its deterministic counterpart. Furthermore, we show that common techniques for designing approximation algorithms such as LP rounding, the primal-dual method, and the greedy algorithm, can be adapted to obtain these results.     

AN ADAPTIVE MEMBRANE ALGORITHM FOR SOLVING COMBINATORIAL OPTIMIZATION PROBLEMS

Membrane algorithms （MAs）, which inherit from P systems, constitute a new parallel and distribute framework for approximate computation. In the paper, a membrane algorithm is proposed with the improvement that the involved parameters can be adaptively chosen. In the algorithm, some membranes can evolve dynamically during the computing process to specify the values of the requested parameters. The new algorithm is tested on a well-known combinatorial optimization problem, the travelling salesman problem. The em-pirical evidence suggests that the proposed approach is efficient and reliable when dealing with 11 benchmark instances, particularly obtaining the best of the known solutions in eight instances. Compared with the genetic algorithm, simulated annealing algorithm, neural net-work and a fine-tuned non-adaptive membrane algorithm, our algorithm performs better than them. In practice, to design the airline network that minimize the total routing cost on the CAB data with twenty-five US cities, we can quickly obtain high quality solutions using our algorithm.     

An adaptive membrane algorithm for solving combinatorial optimization problems

Membrane algorithms (MAs), which inherit from P systems, constitute a new parallel and distribute framework for approximate computation. In the paper, a membrane algorithm is proposed with the improvement that the involved parameters can be adaptively chosen. In the algorithm, some membranes can evolve dynamically during the computing process to specify the values of the requested parameters. The new algorithm is tested on a well-known combinatorial optimization problem, the travelling salesman problem. The empirical evidence suggests that the proposed approach is efficient and reliable when dealing with 11 benchmark instances, particularly obtaining the best of the known solutions in eight instances. Compared with the genetic algorithm, simulated annealing algorithm, neural network and a fine-tuned non-adaptive membrane algorithm, our algorithm performs better than them. In practice, to design the airline network that minimize the total routing cost on the CAB data with twenty-five US cities, we can quickly obtain high quality solutions using our algorithm.     

An adaptive,multiple restarts neural network algorithm for graph coloring

The graph coloring problem is amongst the most difficult ones in combinatorial optimization, with a diverse set of significant applications in science and industry. Previous neural network attempts at coloring graphs have not worked well. In particular, they do not scale up to large graphs. Furthermore, experimental evaluations on real-world graphs have been lacking, and so have comparisons with state of the art conventional algorithms. In this paper we address all of these issues. We develop an improved neural network algorithm for graph coloring that scales well with graph size. The algorithm employs multiple restarts, and adaptively reduces the network's size from restart as it learns bettwe ways to color a given graph. Hence it gets faster and leaner as it evolves. We evaluate this algorithm on a structurally diverse set of graphs that arise in different applications. We compare its performance with that of a state of the art conventional algorithm on identical graphs. The conventional algorithm works better overall, though ours is not far behind. Ours works better on some graphs. The inherent parallel and distributed nature of our algorithm, especially within a neural network architecture, is a potential advantage for implementation and speed up.