Metaheuristics for multiobjective optimisation

This is a summary of the author’s PhD thesis supervised by Laetitia Jourdan and El-Ghazali Talbi and defended on 8 December 2009 at the Université Lille 1. The thesis is written in French and is available from . This work deals with the design, implementation and experimental analysis of metaheuristics for solving multiobjective optimisation problems, with a particular interest on hard and large combinatorial problems from the field of logistics. After focusing on a unified view of multiobjective metaheuristics, we propose new cooperative, adaptive and parallel approaches. The performance of these methods are experimented on a scheduling and a routing problem involving two or three objective functions. We finally discuss how to adapt such metaheuristics during the search process in order to handle uncertainty that may occur from many different sources.     

Order acceptance and scheduling with earliness and tardiness penalties

This paper addresses a production scheduling problem in a single-machine environment, where a job can be either early, on time, late, or rejected. In order acceptance and scheduling contexts, it is assumed that the production capacity of a company is overloaded. The problem is therefore to decide which orders to accept and how to sequence their production. In contrast with the existing literature, the considered problem jointly takes into account the following features: earliness and tardiness penalties (which can be linear or quadratic), sequence-dependent setup times and costs, rejection penalties, and the possibility of having idle times. The practical relevance of this new NP-hard problem is discussed and various solution methods are proposed, ranging from a basic greedy algorithm to refined metaheuristics (e.g., tabu search, the adaptive memory algorithm, population-based approaches loosely inspired on ant algorithms). The methods are compared for instances with various structures containing up to 200 jobs. For small linear instances, the metaheuristics are favorably compared with an exact formulation using CPLEX 12.2. Managerial insights and recommendations are finally given.     

On solving the forward kinematics of 3RPR planar parallel manipulator using hybrid metaheuristics

Hybrid metaheuristics have been applied with success in solving many real-world problems. This work introduces hybrid metaheuristics to the field of kinematics problem, in particular, for solving the forward kinematics of the 3RPR parallel manipulator. It implements a combination of genetic algorithms and simulated annealing into two popular hybrid metaheuristic techniques. They are combined as teamwork and relay collaborative hybrid metaheuristics and compared to the performance of genetic algorithms and simulated annealing alone. The results show that the meta-heuristic approaches give robust and high quality solutions. Genetic algorithms and teamwork collaborative metaheuristics showed better performance than simulated annealing and relay collaborative metaheuristics. The given metaheuristic methods obtain all the unique solutions and comparisons with algebraic methods show promising results.     

Evolutionary,constructive and hybrid procedures for the bi-objective set packing problem

The bi-objective set packing problem is a multi-objective combinatorial optimization problem similar to the well-known set covering/partitioning problems. To our knowledge and surprise, this problem has not yet been studied whereas several applications have been reported. Unfortunately, solving the problem exactly in a reasonable time using a generic solver is only possible for small instances. We designed three alternative procedures for approximating solutions to this problem. The first is derived from the original ‘Strength Pareto Evolutionary Algorithm’, which is a population-based metaheuristic. The second is an adaptation of the ‘Greedy Randomized Adaptative Search Procedure’, which is a constructive metaheuristic. As underlined in the overview of the literature summarized here, almost all the recent, effective procedures designed for approximating optimal solutions to multi-objective combinatorial optimization problems are based on a blend of techniques, called hybrid metaheuristics. Thus, the third alternative, which is the primary subject of this paper, is an original hybridization of the previous two metaheuristics. The algorithmic aspects, which differ from the original definition of these metaheuristics, are described, so that our results can be reproduced. The performance of our procedures is reported and the computational results for 120 numerical instances are discussed.     

Combining metaheuristics with mathematical programming, constraint programming and machine learning

During the last years, interest on hybrid metaheuristics has risen considerably in the field of optimization and machine learning. The best results found for many optimization problems in science and industry are obtained by hybrid optimization algorithms. Combinations of optimization tools such as metaheuristics, mathematical programming, constraint programming and machine learning, have provided very efficient optimization algorithms. Four different types of combinations are considered in this paper: (i) Combining metaheuristics with complementary metaheuristics. (ii) Combining metaheuristics with exact methods from mathematical programming approaches which are mostly used in the operations research community. (iii) Combining metaheuristics with constraint programming approaches developed in the artificial intelligence community. (iv) Combining metaheuristics with machine learning and data mining techniques.     

Vehicle and personnel routing optimization in the service sector: application to water distribution and treatment

We present an overview of the author’s Ph.D. thesis, supervised by P. Dejax and N. Bostel, which was defended in February 2006 at école des Mines de Nantes, France. The thesis is written in French, and is available at . It was conducted in the context of a research contract with a water distribution company. In a first section, we define multiperiod routing problems for service technicians. In a second section, we present some heuristics and a memetic algorithm used to solve these problems. The third section introduces optimal and near-optimal approaches based on column generation. Finally, we present some applications to the real-life case. The methods presented in Sects. 2, 3 and 4 were tested over several sets of problems, based on real-life statistics provided by the company.      

Solving the capacitated location-routing problem

This is a summary of the main results presented in the author’s Ph.D thesis, available at http://prodhonc.free.fr/homepage. This thesis, written in French, was supervised by Christian Prins and Roberto Wolfler-Calvo, and defended on 16 October 2006 at the Université de Technologie de Troyes. Several new approaches are proposed to solve the capacitated location-routing problem (CLRP): heuristic, cooperative and exact methods. Their performances are tested on various kinds of instances with capacitated vehicles and capacitated or uncapacitated depots.      

The noising methods: A generalization of some metaheuristics

In this paper, an exhaustive review of the principles and of the applications of the noising methods, recent combinatorial optimization metaheuristics, is attempted. The features and the variants of the noising methods are detailed and the tunings of their parameters when applied to different combinatorial optimization problems are summarized. The links between the noising methods and two other metaheuristics (namely, the simulated annealing method and the threshold accepting algorithm) are also studied and that the noising methods can be considered as generalizations of these metaheuristics when their components are properly chosen is shown.     

A comprehensive review and evaluation of permutation flowshop heuristics

In this work we present a review and comparative evaluation of heuristics and metaheuristics for the well-known permutation flowshop problem with the makespan criterion. A number of reviews and evaluations have already been proposed. However, the evaluations do not include the latest heuristics available and there is still no comparison of metaheuristics. Furthermore, since no common benchmarks and computing platforms are used, the results cannot be generalised. We propose a comparison of 25 methods, ranging from the classical Johnson's algorithm or dispatching rules to the most recent metaheuristics, including tabu search, simulated annealing, genetic algorithms, iterated local search and hybrid techniques. For the evaluation we use the standard test of Taillard [Eur. J. Operation. Res. 64 (1993) 278] composed of 120 instances of different sizes. In the evaluations we use the experimental design approach to obtain valid conclusions on the effectiveness and efficiency of the different methods tested.     

Combining variable neighborhood search and estimation of distribution algorithms in the protein side chain placement problem

The aim of this work is to introduce several proposals for combining two metaheuristics: variable neighborhood search (VNS) and estimation of distribution algorithms (EDAs). Although each of these metaheuristics has been previously hybridized in several ways, this paper constitutes the first attempt to combine both optimization methods. The different ways of combining VNS and EDAs will be classified into three groups. In the first group, we will consider combinations where the philosophy underlying VNS is embedded in EDAs. Considering different neighborhood spaces (points, populations or probability distributions), we will obtain instantiations for the approaches in this group. The second group of algorithms is obtained when probabilistic models (or any other machine learning paradigm) are used in order to exploit the good and bad shakes of the randomly generated solutions in a reduced variable neighborhood search. The last group of algorithms contains the results of alternating VNS and EDAs. An application of the first approach is presented in the protein side chain placement problem. The results obtained show the superiority of the hybrid algorithm in comparison with EDAs and VNS.     

Model-Based Search for Combinatorial Optimization: A Critical Survey

In this paper we introduce model-based search as a unifying framework accommodating some recently proposed metaheuristics for combinatorial optimization such as ant colony optimization, stochastic gradient ascent, cross-entropy and estimation of distribution methods. We discuss similarities as well as distinctive features of each method and we propose some extensions.     

Simulated annealing and tabu search for multi-mode resource-constrained project scheduling with positive discounted cash flows and different payment models

In this paper the multi-mode resource-constrained project scheduling problem with discounted cash flows is considered. A project is represented by an activity-on-node (AoN) network. A positive cash flow is associated with each activity. Four different payment models are considered: lump-sum payment at the completion of the project, payments at activities' completion times, payments at equal time intervals and progress payments. The objective is to maximize the net present value of all cash flows of the project. Local search metaheuristics: simulated annealing and tabu search are proposed to solve this strongly NP-hard problem. A comprehensive computational experiment is described, performed on a set of instances based on standard test problems constructed by the ProGen project generator, where, additionally, the activities' cash flows are generated randomly with the uniform distribution. The metaheuristics are computationally compared, the results are analyzed and discussed and some conclusions are given.     

DC-GRASP: directing the search on continuous-GRASP

Several papers in the scientific literature use metaheuristics to solve continuous global optimization. To perform this task, some metaheuristics originally proposed for solving combinatorial optimization problems, such as Greedy Randomized Adaptive Search Procedure (GRASP), Tabu Search and Simulated Annealing, among others, have been adapted to solve continuous global optimization problems. Proposed by Hirsch et al., the Continuous-GRASP (C-GRASP) is one example of this group of metaheuristics. The C-GRASP is an adaptation of GRASP proposed to solve continuous global optimization problems under box constraints. It is simple to implement, derivative-free and widely applicable method. However, according to Hedar, due to its random construction, C-GRASP may fail to detect promising search directions especially in the vicinity of minima, which may result in a slow convergence. To minimize this problem, in this paper we propose a set of methods to direct the search on C-GRASP, called Directed Continuous-GRASP (DC-GRASP). The proposal is to combine the ability of C-GRASP to diversify the search over the space with some efficient local search strategies to accelerate its convergence. We compare the DC-GRASP with the C-GRASP and other metaheuristics from literature on a set of standard test problems whose global minima are known. Computational results show the effectiveness and efficiency of the proposed methods, as well as their ability to accelerate the convergence of the C-GRASP.     

Fitness Landscape Analysis and Metaheuristics Efficiency

Landscape analysis has been identified as a promising way to develop efficient optimization methods. Nevertheless, the links between properties of the landscape and efficiency of methods is not easy to understand. In this article, we propose to give a contribution in this field using a vehicle routing problem as an illustration. Metaheuristics use a neighborhood operator that connects solutions of the search space. Thus, this operator acts on the dynamics of the search and impacts metaheuristics efficiency. Therefore, we characterize two landscapes differenciated by their neighborhood function and then, we analyze the performance of classical metaheuristics using one or the other neighborhood operator. Finally, a discussion provides insights on the relations between results of the landscape analysis and results of methods performance.     

Parametric enhancements of the Esau–Williams heuristic for the capacitated minimum spanning tree problem

The Capacitated Minimum Spanning Tree Problem is NP-hard and several heuristic solution methods have been proposed. They can be classified as classical ones and metaheuristics. Recent developments have shown that metaheuristics outperform classical heuristics. However, they require long computation times and there are difficulties in their parameter calibration and coding phases. This explains the popularity of the Esau–Williams (EW) heuristic in practice, and its use in many successful metaheuristics and second-order greedy methods. In this work, we are concerned with the EW heuristic and we propose simple new enhancements. Based on our computational experiments, we can say that they considerably improve its accuracy with minor increase in computation time, and without harming its simplicity.     

A contribution to the stochastic flow shop scheduling problem

This paper deals with performance evaluation and scheduling problems in m machine stochastic flow shop with unlimited buffers. The processing time of each job on each machine is a random variable exponentially distributed with a known rate. We consider permutation flow shop. The objective is to find a job schedule which minimizes the expected makespan. A classification of works about stochastic flow shop with random processing times is first given. In order to solve the performance evaluation problem, we propose a recursive algorithm based on a Markov chain to compute the expected makespan and a discrete event simulation model to evaluate the expected makespan. The recursive algorithm is a generalization of a method proposed in the literature for the two machine flow shop problem to the m machine flow shop problem with unlimited buffers. In deterministic context, heuristics (like CDS [Management Science 16 (10) (1970) B630] and Rapid Access [Management Science 23 (11) (1977) 1174]) and metaheuristics (like simulated annealing) provide good results. We propose to adapt and to test this kind of methods for the stochastic scheduling problem. Combinations between heuristics or metaheuristics and the performance evaluation models are proposed. One of the objectives of this paper is to compare the methods together. Our methods are tested on problems from the OR-Library and give good results: for the two machine problems, we obtain the optimal solution and for the m machine problems, the methods are mutually validated.     

Landscape analysis and efficient metaheuristics for solving the n-queens problem

The n-queens problem is a classical combinatorial optimization problem which has been proved to be NP-hard. The goal is to place n non-attacking queens on an n×n chessboard. In this paper, two single-solution-based (Local Search (LS) and Tuned Simulated Annealing (SA)) and two population-based metaheuristics (two versions of Scatter Search (SS)) are presented for solving the problem. Since parameters of heuristic and metaheuristic algorithms have great influence on their performance, a TOPSIS-Taguchi based parameter tuning method is proposed, which not only considers the number of fitness function evaluations, but also aims to minimize the runtime of the presented metaheuristics. The performance of the suggested approaches was investigated through computational analyses, which showed that the Local Search method outperformed the other two algorithms in terms of average runtimes and average number of fitness function evaluations. The LS was also compared to the Cooperative PSO (CPSO) and SA algorithms, which are currently the best algorithms in the literature for finding the first solution to the n-queens problem, and the results showed that the average fitness function evaluation of the LS is approximately 21 and 8 times less than that of SA and CPSO, respectively. Also, a fitness analysis of landscape for the n-queens problem was conducted which indicated that the distribution of local optima is uniformly random and scattered over the search space. The landscape is rugged and there is no significant correlation between fitness and distance of solutions, and so a local search heuristic can search a rugged plain landscape effectively and find a solution quickly. As a result, it was statistically and analytically proved that single-solution-based metaheuristics outperform population-based metaheuristics in finding the first solution of the n-queens problem.     

Using GRASP to Solve the Unit Commitment Problem

In this paper, the Unit Commitment (UC) problem is presented and solved, following an innovative approach based on a metaheuristic procedure. The problem consists on deciding which electric generators must be committed, over a given planning horizon, and on defining the production levels that are required for each generator, so that load and spinning reserve requirements are verified, at minimum production costs. Due to its complexity, exact methods proved to be inefficient when real size problems were considered. Therefore, heuristic methods have for long been developed and, in recent years, metaheuristics have also been applied with some success to the problem. Methods like Simulated Annealing, Tabu Search and Evolutionary Programming can be found in several papers, presenting results that are sufficiently interesting to justify further research in the area. In this paper, a resolution framework based on GRASP – Greedy Randomized Adaptive Search Procedure – is presented. To obtain a general optimisation tool, capable of solving different problem variants and of including several objectives, the operations involved in the optimisation process do not consider any particular characteristics of the classical UC problem. Even so, when applied to instances with very particular structures, the computational results show the potential of this approach.