置换流水车间调度问题的中心引力优化算法求解

目前求解置换流水车间调度问题的智能优化算法都是随机型优化方法,存在的一个问题是解的稳定性较差。针对该问题,本文给出一种确定型智能优化算法——中心引力优化算法的求解方法。为处理基本中心引力优化算法对初始解选择要求高的问题,利用低偏差序列生成初始解,提高初始解质量;利用加速度和位置迭代方程更新解的状态;利用两位置交换排序法进行局部搜索,提高算法的优化性能。采用置换流水车间调度问题标准测试算例进行数值实验,并和基本中心引力优化算法、NEH启发式算法、微粒群优化算法和萤火虫算法进行比较。结果表明该算法不仅具有更好的解的稳定性,而且具有更高的计算精度,为置换流水车间调度问题的求解提供了一种可行有效的方法。     

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.     

Flow-shop scheduling with a learning effect

The paper is devoted to some flow-shop scheduling problems with a learning effect. The objective is to minimize one of the two regular performance criteria, namely, makespan and total flowtime. A heuristic algorithm with worst-case bound m for each criteria is given, where m is the number of machines. Furthermore, a polynomial algorithm is proposed for both of the special cases: identical processing time on each machine and an increasing series of dominating machines. An example is also constructed to show that the classical Johnson's rule is not the optimal solution for the two-machine flow-shop scheduling to minimize makespan with a learning effect. Some extensions of the problem are also shown.     

A variable neighbourhood search for hybrid flow-shop scheduling problem with rework and set-up times

This paper deals with hybrid flow-shop scheduling problem with rework. In this problem, jobs are inspected at the last stage, and poorly processed jobs were returned and processed again. Thus, a job may visit a stage more than once, and we have a hybrid flow-shop with re-entrant flow. This kind of a shop may occur in many industries, such as final inspection system in automotive manufacturing. The criterion is to minimize the makespan of the system. We developed a 0–1 mixed-integer program of the problem. Since the hybrid flow-shop scheduling problem is NP-hard, an algorithm for finding an optimal solution in polynomial time does not exist. So we generalized some heuristic methods based on several basic dispatching rules and proposed a variable neighbourhood search (VNS) for the problem with sequence-dependent set-up times and unrelated parallel machines. The computational experiments show that VNS provides better solutions than heuristic methods.     

Robust regret for uncertain linear programs with application to co-production models

This paper considers the regret optimization criterion for linear programming problems with uncertainty in the data inputs. The problems of study are more challenging than those considered in previous works that address only interval objective coefficients, and furthermore the uncertainties are allowed to arise from arbitrarily specified polyhedral sets. To this end a safe approximation of the regret function is developed so that the maximum regret can be evaluated reasonably efficiently by leveraging on previous established results and solution algorithms. The proposed approach is then applied to a two-stage co-production newsvendor problem that contains uncertainties in both supplies and demands. Computational experiments demonstrate that the proposed regret approximation is reasonably accurate, and the corresponding regret optimization model performs competitively well against other optimization approaches such as worst-case and sample average optimization across different performance measures.     

Min–max and min–max (relative) regret approaches to representatives selection problem

The following optimization problem is studied. There are several sets of integer positive numbers whose values are uncertain. The problem is to select one representative of each set such that the sum of the selected numbers is minimum. The uncertainty is modeled by discrete and interval scenarios, and the min?Cmax and min?Cmax (relative) regret approaches are used for making a selection decision. The arising min?Cmax, min?Cmax regret and min?Cmax relative regret optimization problems are shown to be polynomially solvable for interval scenarios. For discrete scenarios, they are proved to be NP-hard in the strong sense if the number of scenarios is part of the input. If it is part of the problem type, then they are NP-hard in the ordinary sense, pseudo-polynomially solvable by a dynamic programming algorithm and possess an FPTAS. This study is motivated by the problem of selecting tools of minimum total cost in the design of a production line.     

A novel particle swarm optimization algorithm for permutation flow-shop scheduling to minimize makespan

It is well known that the flow-shop scheduling problem (FSSP) is a branch of production scheduling and is NP-hard. Now, many different approaches have been applied for permutation flow-shop scheduling to minimize makespan, but current algorithms even for moderate size problems cannot be solved to guarantee optimality. Some literatures searching PSO for continuous optimization problems are reported, but papers searching PSO for discrete scheduling problems are few. In this paper, according to the discrete characteristic of FSSP, a novel particle swarm optimization (NPSO) algorithm is presented and successfully applied to permutation flow-shop scheduling to minimize makespan. Computation experiments of seven representative instances (Taillard) based on practical data were made, and comparing the NPSO with standard GA, we obtain that the NPSO is clearly more efficacious than standard GA for FSSP to minimize makespan.     

改进二元分布估计算法求解置换流水车间调度问题

针对置换流水车间调度这类组合最优化问题的求解,提出了一种改进二元分布估计算法(Improved binary estimation distribution algorithm, I-EDA)。算法以二元分布估计算法为架构,使用NEH(Nawaz-Enscore-Ham)启发式算法生成初始解,提高了初始解的质量;通过对优势解的统计采样构建位置矩阵模型和链接矩阵模型,依照两个矩阵模型的合并概率组合链接区块产生子代。提出了NEH插入式重组策略和基于位置概率的交换策略和两种全新局部搜索机制替代原二元分布估计算法的相邻交换法,以进一步筛选优势解。最后通过对Reeves标准测试集的仿真实验和算法比较验证了所提出算法的有效性。     

Design of cooperative algorithms for multi-objective optimization: application to the flow-shop scheduling problem

This is a summary of the main results presented in the author’s PhD thesis. This thesis was supervised by El-Ghazali Talbi, and defended on 21 June 2005 at the University of Lille (France). It is written in French and is available at http://www.lifl.fr/~basseur/These.pdf. This work deals with the conception of cooperative methods in order to solve multi-objective combinatorial optimization problems. Many cooperation schemes between exact and/or heuristic methods have been proposed in the literature. We propose a classification of such schemes. We propose a new heuristic called adaptive genetic algorithm (AGA), that is designed for an efficient exploration of the search space. We consider several cooperation schemes between AGA and other methods (exact or heuristic). The performance of these schemes are tested on a bi-objective permutation flow-shop scheduling problem, in order to evaluate the interest of each type of cooperation.     

Multistart Tabu Search Strategies for the Unconstrained Binary Quadratic Optimization Problem

This paper describes and experimentally compares five rather different multistart tabu search strategies for the unconstrained binary quadratic optimization problem: a random restart procedure, an application of a deterministic heuristic to specially constructed subproblems, an application of a randomized procedure to the full problem, a constructive procedure using tabu search adaptive memory, and an approach based on solving perturbed problems. In the solution improvement phase a modification of a standard tabu search implementation is used. A computational trick applied to this modification – mapping of the current solution to the zero vector – allowed to significantly reduce the time complexity of the search. Computational results are provided for the 25 largest problem instances from the OR-Library and, in addition, for the 18 randomly generated larger and more dense problems. For 9 instances from the OR-Library new best solutions were found.     

PSOHS: an efficient two-stage approach for data clustering

Cluster analysis is an important task in data mining and refers to group a set of objects such that the similarities among objects within the same group are maximal while similarities among objects from different groups are minimal. The particle swarm optimization algorithm (PSO) is one of the famous metaheuristic optimization algorithms, which has been successfully applied to solve the clustering problem. However, it has two major shortcomings. The PSO algorithm converges rapidly during the initial stages of the search process, but near global optimum, the convergence speed will become very slow. Moreover, it may get trapped in local optimum if the global best and local best values are equal to the particle’s position over a certain number of iterations. In this paper we hybridized the PSO with a heuristic search algorithm to overcome the shortcomings of the PSO algorithm. In the proposed algorithm, called PSOHS, the particle swarm optimization is used to produce an initial solution to the clustering problem and then a heuristic search algorithm is applied to improve the quality of this solution by searching around it. The superiority of the proposed PSOHS clustering method, as compared to other popular methods for clustering problem is established for seven benchmark and real datasets including Iris, Wine, Crude Oil, Cancer, CMC, Glass and Vowel.     

The just-in-time scheduling problem in a flow-shop scheduling system

We study the problem of maximizing the weighted number of just-in-time (JIT) jobs in a flow-shop scheduling system under four different scenarios. The first scenario is where the flow-shop includes only two machines and all the jobs have the same gain for being completed JIT. For this scenario, we provide an O(n³) time optimization algorithm which is faster than the best known algorithm in the literature. The second scenario is where the job processing times are machine-independent. For this scenario, the scheduling system is commonly referred to as a proportionate flow-shop. We show that in this case, the problem of maximizing the weighted number of JIT jobs is NP-hard in the ordinary sense for any arbitrary number of machines. Moreover, we provide a fully polynomial time approximation scheme (FPTAS) for its solution and a polynomial time algorithm to solve the special case for which all the jobs have the same gain for being completed JIT. The third scenario is where a set of identical jobs is to be produced for different customers. For this scenario, we provide an O(n³) time optimization algorithm which is independent of the number of machines. We also show that the time complexity can be reduced to O(n log n) if all the jobs have the same gain for being completed JIT. In the last scenario, we study the JIT scheduling problem on m machines with a no-wait restriction and provide an O(mn²) time optimization algorithm.     

On some properties of the control problem under a program disturbance in a formalization based on the minimax risk (regret) criterion

A control problem under uncertainty for a system described by an ordinary differential equation with a terminal performance index is considered. The control and disturbance are subject to geometric constraints. The problem is formalized in classes of nonanticipating control strategies and program disturbances with the use of constructive ideal motions and the Savage minimax risk (regret) criterion. The properties of the used motion bundles are described and a number of relations characterizing the optimal risk function, which is an element of the formalization, are presented.     

Managing pharmaceuticals delivery service using a hybrid particle swarm intelligence approach

Medicines or drugs have unique characteristics of short life cycle, small size, light weight, restrictive distribution time and the need of temperature and humidity control (selected items only). Thus, logistics companies often use different types of vehicles with different carrying capacities, and considering fixed and variable costs in service delivery, which make the vehicle assignment and route optimization more complicated. In this study, we formulate the problem to a multi-type vehicle assignment and mixed integer programming route optimization model with fixed fleet size under the constraints of distribution time and carrying capacity. Given non-deterministic polynomial hard and optimal algorithm can only be used to solve small-size problem, a hybrid particle swarm intelligence (PSI) heuristic approach, which adopts the crossover and mutation operators from genetic algorithm and 2-opt local search strategy, is proposed to solve the problem. We also adapt a principle based on cost network and Dijkstra’s algorithm for vehicle scheduling to balance the distribution time limit and the high loading rate. We verify the relative performance of the proposed method against several known optimal or heuristic solutions using a standard data set for heterogeneous fleet vehicle routing problem. Additionally, we compare the relative performance of our proposed Hybrid PSI algorithm with two intelligent-based algorithms, Hybrid Population Heuristic algorithm and Improved Genetic Algorithm, using a real-world data set to illustrate the practical and validity of the model and algorithm.

     

Single machine earliness and tardiness scheduling

We examine the problem of scheduling a given set of jobs on a single machine to minimize total early and tardy costs without considering machine idle time. We decompose the problem into two subproblems with a simpler structure. Then the lower bound of the problem is the sum of the lower bounds of two subproblems. A lower bound of each subproblem is obtained by Lagrangian relaxation. Rather than using the well-known subgradient optimization approach, we develop two efficient multiplier adjustment procedures with complexity O(nlog n) to solve two Lagrangian dual subproblems. A branch-and-bound algorithm based on the two efficient procedures is presented, and is used to solve problems with up to 50 jobs, hence doubling the size of problems that can be solved by existing branch-and-bound algorithms. We also propose a heuristic procedure based on the neighborhood search approach. The computational results for problems with up to 3 000 jobs show that the heuristic procedure performs much better than known heuristics for this problem in terms of both solution efficiency and quality. In addition, the results establish the effectiveness of the heuristic procedure in solving realistic problems to optimality or near optimality.     

Heuristic algorithms for the multiple-choice multidimensional knapsack problem

In this paper, we propose several heuristics for approximately solving the multiple-choice multidimensional knapsack problem (noted MMKP), an NP-Hard combinatorial optimization problem. The first algorithm is a constructive approach used especially for constructing an initial feasible solution for the problem. The second approach is applied in order to improve the quality of the initial solution. Finally, we introduce the main algorithm, which starts by applying the first approach and tries to produce a better solution to the MMKP. The last approach can be viewed as a two-stage procedure: (i) the first stage is applied in order to penalize a chosen feasible solution and, (ii) the second stage is used in order to normalize and to improve the solution given by the firs stage. The performance of the proposed approaches has been evaluated based problem instances extracted from the literature. Encouraging results have been obtained.     

Image registration with iterated local search

This contribution is devoted to the application of iterated local search to image registration, a very complex, real-world problem in the field of image processing. To do so, we first re-define this parameter estimation problem as a combinatorial optimization problem, then analyze the use of image-specific information to guide the search in the form of an heuristic function, and finally propose its solution by iterated local search. Our algorithm is tested by comparing its performance to that of two different baseline algorithms: iterative closest point, a well-known, image registration technique, a hybrid algorithm including the latter technique within a simulated annealing approach, a multi-start local search procedure, that allows us to check the influence of the search scheme considered in the problem solving, and a real coded genetic algorithm. Four different problem instances are tackled in the experimental study, resulting from two images and two transformations applied on them. Three parameter settings are analyzed in our approach in order to check three heuristic information scenarios where the heuristic is not used at all, is partially used or almost completely guides the search process, as well as two different number of iterations in the algorithms outer-inner loops. This work was partially supported by the Spanish Ministerio de Ciencia y Tecnología under project TIC2003-00877 (including FEDER fundings) and under Network HEUR TIC2002-10866-E.     

Variable-sized uncertainty and inverse problems in robust optimization

In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at finding a set of robust solutions that covers all possible uncertainty set outcomes. We refer to these problems as robust optimization with variable-sized uncertainty. We discuss how to construct smallest possible sets of min–max robust solutions and give bounds on their size.A special case of this perspective is to analyze for which uncertainty sets a nominal solution ceases to be a robust solution, which amounts to an inverse robust optimization problem. We consider this problem with a min–max regret objective and present mixed-integer linear programming formulations that can be applied to construct suitable uncertainty sets.Results on both variable-sized uncertainty and inverse problems are further supported with experimental data.     

A constructive heuristic for staff scheduling in the glass industry

In this paper a constructive heuristic for solving the staff scheduling problem of a glass manufacture unit is proposed. Based on simple calculations and algorithms, the developed procedure assigns working shifts and days-off to teams of employees, ensuring the satisfaction of a mandatory sequence of working shifts and the balance of the workload between employees. The computational times for the experiments with the case study company, with three eight-hour working shifts and five teams of employees, fell consistently below 5 seconds for a set of different planning periods. Results are compared with the ones achieved with an optimization model (MIP), demonstrating the good performance of the heuristic, also in terms of the quality of the achieved solutions. The heuristic rarely fails to produce a feasible solution and whenever the solution is feasible then it is also optimal. When tackling problems with a large number of teams, the heuristic maintains the good performance while the MIP model is not able to find any solution within 16 hours of running time. Although it was designed for a particular problem of the glass industry, tests show that the heuristic is flexible enough to be applied to problems with different features, from other activity sectors, encouraging further extensions of this work.