Hybrid adaptive methods for approximating a nonconvex multidimensional Pareto frontier

New hybrid methods for approximating the Pareto frontier of the feasible set of criteria vectors in nonlinear multicriteria optimization problems with nonconvex Pareto frontiers are considered. Since the approximation of the Pareto frontier is an ill-posed problem, the methods are based on approximating the Edgeworth-Pareto hull (EPH), i.e., the maximum set having the same Pareto frontier as the original feasible set of criteria vectors. The EPH approximation also makes it possible to visualize the Pareto frontier and to estimate the quality of the approximation. In the methods proposed, the statistical estimation of the quality of the current EPH approximation is combined with its improvement based on a combination of random search, local optimization, adaptive compression of the search region, and genetic algorithms.     

求解无容量设施选址问题的拉格朗日蝙蝠算法

无容量设施选址问题(Uncapacitated Facility Location Problem,UFLP)是一类经典的组合优化问题,被证明是一种NP-hard问题,易于描述却难于求解.首先根据UFLP的数学模型及其具体特征,重新设计了蝙蝠算法的操作算子,给出了求解UFLP的蝙蝠算法.其次构建出三种可行化方法,并将其与求解UFLP的蝙蝠算法和拉格朗日松弛算法相结合,设计了求解该问题的拉格朗日蝙蝠算法.最后通过仿真实例和与其他算法进行比较的方式,验证了该混合算法用来求解UFLP的可行性,是解决离散型问题的一种有效方式.     

Global search algorithms for minimum concave-cost network flow problems

We present algorithms for the single-source uncapacitated version of the minimum concave cost network flow problem. Each algorithm exploits the fact that an extreme feasible solution corresponds to a sub-tree of the original network. A global search heuristic based on random extreme feasible initial solutions and local search is developed. The algorithm is used to evaluate the complexity of the randomly generated test problems. An exact global search algorithm is developed, based on enumerative search of rooted subtrees. This exact technique is extended to bound the search based on cost properties and linear underestimation. The technique is accelerated by exploiting the network structure.     

A tabu search and a genetic algorithm for solving a bicriteria general job shop scheduling problem

This paper deals with a general job shop scheduling problem with multiple constraints, coming from printing and boarding industry. The objective is the minimization of two criteria, the makespan and the maximum lateness, and we are interested in finding an approximation of the Pareto frontier. We propose a fast and elitist genetic algorithm based on NSGA-II for solving the problem. The initial population of this algorithm is either randomly generated or partially generated by using a tabu search algorithm, that minimizes a linear combination of the two criteria. Both the genetic and the tabu search algorithms are tested on benchmark instances from flexible job shop literature and computational results show the interest of both methods to obtain an efficient and effective resolution method.     

Solving a new stochastic multi-mode p-hub covering location problem considering risk by a novel multi-objective algorithm

In this paper, we develop a novel stochastic multi-objective multi-mode transportation model for hub covering location problem under uncertainty. The transportation time between each pair of nodes is an uncertain parameter and also is influenced by a risk factor in the network. We extend the traditional comprehensive hub location problem by considering two new objective functions. So, our multi-objective model includes (i) minimization of total current investment costs and (ii) minimization of maximum transportation time between each origin–destination pair in the network. Besides, a novel multi-objective imperialist competitive algorithm (MOICA) is proposed to obtain the Pareto-optimal solutions of the problem. The performance of the proposed solution algorithm is compared with two well-known meta-heuristics, namely, non-dominated sorting genetic algorithm (NSGA-II) and Pareto archive evolution strategy (PAES). Computational results show that MOICA outperforms the other meta-heuristics.     

The Pareto fitness genetic algorithm: Test function study

Evolutionary algorithms have shown some success in solving multiobjective optimization problems. The methods of fitness assignment are mainly based on the information about the dominance relation between individuals. We propose a Pareto fitness genetic algorithm (PFGA) in which we introduce a modified ranking procedure and a promising way of sharing; a new fitness function based on the rank of the individual and its density value is designed. This is considered as our main contribution. The performance of our algorithm is evaluated on six multiobjective benchmarks with different Pareto front features. Computational results (quality of the approximation of the Pareto optimal set and the number of fitness function evaluations) proving its efficiency are reported.     

Dynamic programming algorithms for the bi-objective integer knapsack problem

This paper presents two new dynamic programming (DP) algorithms to find the exact Pareto frontier for the bi-objective integer knapsack problem. First, a property of the traditional DP algorithm for the multi-objective integer knapsack problem is identified. The first algorithm is developed by directly using the property. The second algorithm is a hybrid DP approach using the concept of the bound sets. The property is used in conjunction with the bound sets. Next, the numerical experiments showed that a promising partial solution can be sometimes discarded if the solutions of the linear relaxation for the subproblem associated with the partial solution are directly used to estimate an upper bound set. It means that the upper bound set is underestimated. Then, an extended upper bound set is proposed on the basis of the set of linear relaxation solutions. The efficiency of the hybrid algorithm is improved by tightening the proposed upper bound set. The numerical results obtained from different types of bi-objective instances show the effectiveness of the proposed approach.     

Expected runtimes of a simple evolutionary algorithm for the multi-objective minimum spanning tree problem

Evolutionary algorithms are applied to problems that are not well understood as well as to problems in combinatorial optimization. The analysis of these search heuristics has been started for some well-known polynomial solvable problems. Such analyses are starting points for the analysis of evolutionary algorithms on difficult problems. We present the first runtime analysis of a multi-objective evolutionary algorithm on a NP-hard problem. The subject of our analysis is the multi-objective minimum spanning tree problem for which we give upper bounds on the expected time until a simple evolutionary algorithm has produced a population including for each extremal point of the Pareto front a corresponding spanning tree. These points are of particular interest as they give a 2-approximation of the Pareto front. We show that in expected pseudopolynomial time a population is produced that includes for each extremal point a corresponding spanning tree.     

A methodology for assessing eco-efficiency in logistics networks

Recent literature on sustainable logistics networks points to two important questions: (i) How to spot the preferred solution(s) balancing environmental and business concerns? (ii) How to improve the understanding of the trade-offs between these two dimensions? We posit that a visual exploration of the efficient frontier and trade-offs between profitability and environmental impacts are particularly suitable to answer these two questions. The visual representation of the efficient frontier, however, presents two challenges. The first is to obtain a good approximation for such frontier without enumerating all extreme efficient solutions. The second is to obtain a good visual representation of the efficient frontier. We propose a two-phased heuristic to handle these two problems. The algorithm is designed for the multi-objective linear problem with three objectives: minimize costs, cumulative energy demand and waste in a reverse logistics network. We illustrate our approach by designing a complex recycling logistics network in Germany.     

Multi-objective Bayesian Artificial Immune System: Empirical Evaluation and Comparative Analyses

Recently, we have proposed a Multi-Objective Bayesian Artificial Immune System (MOBAIS) to deal effectively with building blocks (high-quality partial solutions coded in the solution vector) in combinatorial multi-objective problems. By replacing the mutation and cloning operators with a probabilistic model, more specifically a Bayesian network representing the joint distribution of promising solutions, MOBAIS takes into account the relationships among the variables of the problem, avoiding the disruption of already obtained high-quality partial solutions. The preliminary results have indicated that our proposal is able to properly build the Pareto front. Motivated by this scenario, this paper better formalizes the proposal and investigates its usefulness on more challenging problems. In addition, an important enhancement regarding the Bayesian network learning was incorporated into the algorithm in order to speed up its execution. To conclude, we compare MOBAIS with state-of-the-art algorithms taking into account quantitative aspects of the Pareto front found by the algorithms. MOBAIS outperforms the contenders in terms of the quality of the obtained solutions and requires an amount of computational resource inferior or compatible with the contenders.     

A reduction dynamic programming algorithm for the bi-objective integer knapsack problem

This paper presents a backward state reduction dynamic programming algorithm for generating the exact Pareto frontier for the bi-objective integer knapsack problem. The algorithm is developed addressing a reduced problem built after applying variable fixing techniques based on the core concept. First, an approximate core is obtained by eliminating dominated items. Second, the items included in the approximate core are subject to the reduction of the upper bounds by applying a set of weighted-sum functions associated with the efficient extreme solutions of the linear relaxation of the multi-objective integer knapsack problem. Third, the items are classified according to the values of their upper bounds; items with zero upper bounds can be eliminated. Finally, the remaining items are used to form a mixed network with different upper bounds. The numerical results obtained from different types of bi-objective instances show the effectiveness of the mixed network and associated dynamic programming algorithm.     

A facility location model with safety stock costs: analysis of the cost of single-sourcing requirements

We consider a supply chain setting where multiple uncapacitated facilities serve a set of customers with a single product. The majority of literature on such problems requires assigning all of any given customer??s demand to a single facility. While this single-sourcing strategy is optimal under linear (or concave) cost structures, it will often be suboptimal under the nonlinear costs that arise in the presence of safety stock costs. Our primary goal is to characterize the incremental costs that result from a single-sourcing strategy. We propose a general model that uses a cardinality constraint on the number of supply facilities that may serve a customer. The result is a complex mixed-integer nonlinear programming problem. We provide a generalized Benders decomposition algorithm for the case in which a customer??s demand may be split among an arbitrary number of supply facilities. The Benders subproblem takes the form of an uncapacitated, nonlinear transportation problem, a relevant and interesting problem in its own right. We provide analysis and insight on this subproblem, which allows us to devise a hybrid algorithm based on an outer approximation of this subproblem to accelerate the generalized Benders decomposition algorithm. We also provide computational results for the general model that permit characterizing the costs that arise from a single-sourcing strategy.     

LP extreme points and cuts for the fixed-charge network design problem

Many design decisions in transporation, communication, and manufacturing planning can be modeled as problems of routing multiple commodities between various origin and destination nodes of a directed network. Each arc of the network is uncapacitated and carries a fixed charge as well as a cost per unit of flow. We refer to the general problem of selecting a subset of arcs and routing the required multi-commodity flows along the chosen arcs at a minimum total cost as the fixed charge network design problem. This paper focuses on strenghthening the linear programming relaxation of a path-flow formulation for this problem. The considerable success achieved by researchers in solving many related design problems with algorithms that use strong linear programming-based lower bounds motivates this study. We first develop a convenient characterization of fractional extreme points for the network design linear programming relaxation. An auxiliary graph introduced for this characterization also serves to generate two families of cuts that exclude some fractional solutions without eliminating any feasible integer solutions. We discuss a separation procedure for one class of inequalities and demonstrate that many of our results generalize known properties of the plant location problem. Supported in part by grant number ECS-831-6224 of the National Science Foundation.     

Target aiming Pareto search and its application to the vehicle routing problem with route balancing

In this paper, we present a solution method for a bi-objective vehicle routing problem, called the vehicle routing problem with route balancing (VRPRB), in which the total length and balance of the route lengths are the objectives under consideration. The method, called Target Aiming Pareto Search, is defined to hybridize a multi-objective genetic algorithm for the VRPRB using local searches. The method is based on repeated local searches with their own appropriate goals. We also propose an implementation of the Target Aiming Pareto Search using tabu searches, which are efficient meta-heuristics for the vehicle routing problem. Assessments with standard metrics on classical benchmarks demonstrate the importance of hybridization as well as the efficiency of the Target Aiming Pareto Search.     

Approximation algorithm for facility location with service installation costs

In this paper, we study the uncapacitated facility location problem with service installation costs depending on the type of service required. We propose a polynomial-time approximation algorithm with approximation ratio 1.808 which improves the previous approximation ratio of 2.391 of Shmoys, Swamy, and Levi.     

Maximum lifetime coverage preserving scheduling algorithms in sensor networks

In wireless sensor networks, when each target is covered by multiple sensors, sensors can take turns to monitor the targets in order to extend the lifetime of the network. In this paper, we address how to improve network lifetime through optimal scheduling of sensor nodes. We present two algorithms to achieve the maximum lifetime while maintaining the required coverage: a linear programming-based exponential-time exact solution, and an approximation algorithm. Numerical simulation results from the approximation algorithm are compared to the exact solution and show a high degree of accuracy and efficiency.     

An evolutionary algorithm for the vehicle routing problem with route balancing

In this paper, we address a bi-objective vehicle routing problem in which the total length of routes is minimized as well as the balance of routes, i.e. the difference between the maximal route length and the minimal route length. We propose a meta-heuristic method based on an evolutionary algorithm involving classical multi-objective operators. To improve its efficiency, two mechanisms, which favor the diversification of the search, have been added. First, an elitist diversification mechanism is used in cooperation with classical diversification methodologies. Second, a parallel model designed to take into account the elitist diversification is proposed. Our method is tested on standard benchmarks for the vehicle routing problem. The contribution of the introduced mechanisms is evaluated by different performance metrics. All the experimentations indicate a strict improvement of the generated Pareto set.     

Algorithms for the single-source uncapacitated minimum concave-cost network flow problem

We investigate algorithms, applications, and complexity issues for the single-source uncapacitated (SSU) version of the minimum concave-cost network flow problem (MCNFP). We present applications arising from production planning, and prove complexity results for both global and local search. We formally state the local search algorithm of Gallo and Sodini [5], and present alternative local search algorithms. Computational results are provided to compare the various local search algorithms proposed and the effects of initial solution techniques.     

Approximate <Emphasis Type="Italic">k</Emphasis>-MSTs and <Emphasis Type="Italic">k</Emphasis>-Steiner trees via the primal-dual method and Lagrangean relaxation

Garg [10] gives two approximation algorithms for the minimum-cost tree spanning k vertices in an undirected graph. Recently Jain and Vazirani [15] discovered primal-dual approximation algorithms for the metric uncapacitated facility location and k-median problems. In this paper we show how Gargs algorithms can be explained simply with ideas introduced by Jain and Vazirani, in particular via a Lagrangean relaxation technique together with the primal-dual method for approximation algorithms. We also derive a constant factor approximation algorithm for the k-Steiner tree problem using these ideas, and point out the common features of these problems that allow them to be solved with similar techniques.     

Multi-objective Meta-heuristics for the Traveling Salesman Problem with Profits

We introduce and test a new approach for the bi-objective routing problem known as the traveling salesman problem with profits. This problem deals with the optimization of two conflicting objectives: the minimization of the tour length and the maximization of the collected profits. This problem has been studied in the form of a single objective problem, where either the two objectives have been combined or one of the objectives has been treated as a constraint. The purpose of our study is to find solutions to this problem using the notion of Pareto optimality, i.e. by searching for efficient solutions and constructing an efficient frontier. We have developed an ejection chain local search and combined it with a multi-objective evolutionary algorithm which is used to generate diversified starting solutions in the objective space. We apply our hybrid meta-heuristic to synthetic data sets and demonstrate its effectiveness by comparing our results with a procedure that employs one of the best single-objective approaches.