A Parallel Multilevel Metaheuristic for Graph Partitioning

One significant problem of optimisation which occurs in many scientific areas is that of graph partitioning. Several heuristics, which pertain to high quality partitions, have been put forward. Multilevel schemes can in fact improve the quality of the solutions. However, the size of the graphs is very large in many applications, making it impossible to effectively explore the search space. In these cases, parallel processing becomes a very useful tool overcoming this problem. In this paper, we propose a new parallel algorithm which uses a hybrid heuristic within a multilevel scheme. It is able to obtain very high quality partitions and improvement on those obtained by other algorithms previously put forward.     

Heuristic algorithms for the cardinality constrained efficient frontier

This paper examines the application of genetic algorithm, tabu search and simulated annealing metaheuristic approaches to finding the cardinality constrained efficient frontier that arises in financial portfolio optimisation. We consider the mean-variance model of Markowitz as extended to include the discrete restrictions of buy-in thresholds and cardinality constraints. Computational results are reported for publicly available data sets drawn from seven major market indices involving up to 1318 assets. Our results are compared with previous results given in the literature illustrating the effectiveness of the proposed metaheuristics in terms of solution quality and computation time.     

Column-generation based bounds for the Homogeneous Areas Problem

Given an undirected graph and a collection of vertex subsets with suitable costs, we consider the problem of partitioning the graph into subgraphs of limited cost, splitting as little as possible the given subsets among different subgraphs. This problem originates from the organization of a region (the graph) including several towns (the vertices) into administrative areas (the subgraphs). The officers assigned to each area take care of activities which involve several towns at a time (the subsets). An activity involving towns from more areas engages the officers of all those areas, leading to redundancies which must be minimized.     

The development of a multi-objective Tabu Search algorithm for continuous optimisation problems

While there have been many adaptations of some of the more popular meta-heuristics for continuous multi-objective optimisation problems, Tabu Search has received relatively little attention, despite its suitability and effectiveness on a number of real-world design optimisation problems. In this paper we present an adaptation of a single-objective Tabu Search algorithm for multiple objectives. Further, inspired by path relinking strategies common in discrete optimisation problems, we enhance our algorithm to allow it to handle problems with large numbers of design variables. This is achieved by a novel parameter selection strategy that, unlike a full parametric analysis, avoids the use of objective function evaluations, thus keeping the overall computational cost of the procedure to a minimum. We assess the performance of our two Tabu Search variants on a range of standard test functions and compare it to a leading multi-objective Genetic Algorithm, NSGA-II. The path relinking-inspired parameter selection scheme gives a clear performance improvement over the basic multi-objective Tabu Search adaptation and both variants perform comparably with the NSGA-II.     

Variants of simulated annealing for the examination timetabling problem

This paper is concerned with the use of simulated annealing in the solution of the multi-objective examination timetabling problem. The solution method proposed optimizes groups of objectives in different phases. Some decisions from earlier phases may be altered later as long as the solution quality with respect to earlier phases does not deteriorate. However, such limitations may disconnect the solution space, thereby causing optimal or near-optimal solutions to be missed. Three variants of our basic simulated annealing implementation which are designed to overcome this problem are proposed and compared using real university data as well as artificial data sets. The underlying principles and conclusions stemming from the use of this method are generally applicable to many other multi-objective type problems.     

Heuristic Search Algorithms for the Minimum Volume Ellipsoid

Abstract

A method of robust estimation of multivariate location and shape that has attracted a lot of attention recently is Rousseeuw's minimum volume ellipsoid estimator (MVE). This estimator has a high breakdown point but is difficult to compute successfully. In this article, we apply methods of heuristic search to this problem, including simulated annealing, genetic algorithms, and tabu search, and compare the results to the undirected random search algorithm that is often cited. Heuristic search provides several effective algorithms that are far more computationally efficient than random search. Furthermore, random search, as currently implemented, is shown to be ineffective for larger problems.     

A Guided Tabu Search for the Vehicle Routing Problem with two-dimensional loading constraints

We present a metaheuristic methodology for the Capacitated Vehicle Routing Problem with two-dimensional loading constraints (2L-CVRP). 2L-CVRP is a generalisation of the Capacitated Vehicle Routing Problem, in which customer demand is formed by a set of two-dimensional, rectangular, weighted items. The purpose of this problem is to produce the minimum cost routes, starting and terminating at a central depot, to satisfy the customer demand. Furthermore, the transported items must be feasibly packed into the loading surfaces of the vehicles. We propose a metaheuristic algorithm which incorporates the rationale of Tabu Search and Guided Local Search. The loading aspects of the problem are tackled using a collection of packing heuristics. To accelerate the search process, we reduce the neighbourhoods explored, and employ a memory structure to record the loading feasibility information. Extensive experiments were conducted to calibrate the algorithmic parameters. The effectiveness of the proposed metaheuristic algorithm was tested on benchmark instances and led to several new best solutions.     

A New Table of Binary/Ternary Mixed Covering Codes

A table of upper bounds for K3,2(n1,n2;R), the minimum number of codewords in a covering code with n1 ternary coordinates, n2 binary coordinates, and covering radius R, in the range n = n1 + n2 13, R 3, is presented. Explicit constructions of codes are given to prove the new bounds and verify old bounds. These binary/ternary covering codes can be used as systems for the football pool game. The results include a new binary code with covering radius 1 proving K2(13,1) 736, and the following upper bound for the football pool problem for 9 matches: K3(9,1) 1356.     

Simulated N-Body: New Particle Physics-Based Heuristics for a Euclidean Location-Allocation Problem

The general facility location problem and its variants, including most location-allocation and P-median problems, are known to be NP-hard combinatorial optimization problems. Consequently, there is now a substantial body of literature on heuristic algorithms for a variety of location problems, among which can be found several versions of the well-known simulated annealing algorithm. This paper presents an optimization paradigm that, like simulated annealing, is based on a particle physics analogy but is markedly different from simulated annealing. Two heuristics based on this paradigm are presented and compared to simulated annealing for a capacitated facility location problem on Euclidean graphs. Experimental results based on randomly generated graphs suggest that one of the heuristics outperforms simulated annealing both in cost minimization as well as execution time. The particular version of location problem considered here, a location-allocation problem, involves determining locations and associated regions for a fixed number of facilities when the region sizes are given. Intended applications of this work include location problems with congestion costs as well as graph and network partitioning problems.     

并行机问题的模拟退火调度算法研究

研究了一类调度目标是最小化最大完成时间的并行机调度问题.考虑到此问题的NP-hard特性,引入模拟退火算法思想以获取高质量近优解.分析了现有此问题模拟退火算法的缺陷,定义了关键机器和非关键机器,设计了一个包含局部优化的模拟退火算法.除了交换变换,还引入插入变换以改变各子调度中作业个数.大量的随机数据实验用于验证算法解的质量和计算效率,实验结果表明该模拟退火算法能够在有限时间内为大规模问题求得高质量满意解.     

FRACTOP: A Geometric Partitioning Metaheuristic for Global Optimization

We propose a new metaheuristic, FRACTOP, for global optimization. FRACTOP is based on the geometric partitioning of the feasible region so that search metaheuristics such as Simulated Annealing (SA), or Genetic Algorithms (GA) which are activated in smaller subregions, have increased reliability in locating the global optimum. FRACTOP is able to incorporate any search heuristic devised for global optimization. The main contribution of FRACTOP is that it provides an intelligent guidance (through fuzzy measures) in locating the subregion containing the global optimum solution for the search heuristics imbedded in it. By executing the search in nonoverlapping subregions, FRACTOP eliminates the repetitive visits of the search heuristics to the same local area and furthermore, it becomes amenable for parallel processing. As FRACTOP conducts the search deeper into smaller subregions, many unpromising subregions are discarded from the feasible region. Thus, the initial feasible region gains a fractal structure with many space gaps which economizes on computation time. Computational experiments with FRACTOP indicate that the metaheuristic improves significantly the results obtained by random search (RS), SA and GA.     

A Neural-Tabu Search Heuristic for the Real Time Vehicle Routing Problem

The Real Time Vehicle Routing Problem RTVRP is a dynamic routing problem where requests are generated dynamically during the operation horizon without any previous knowledge. Received requests need to be answered as fast as possible and then assigned to a vehicle to be served. Due to timing constraints of the RTVRP, a solving approach should give the best compromise between the cost of the provided solution and the computation time needed to find it. In this paper, we present a neural-tabu search solving scheme for the RTVRP. The developed approach is composed by two phases; The first part consists of learning and reproducing previous routing decisions using a feed forward neural network with a particular structure. The second phase is based on a tabu search heuristic that takes its initial solution from the assignment provided by the neural module. If the reaction time is still available, the tabu search module will continue ameliorating the final solution. To evaluate the proposed approach a set of problems are simulated and solved. The obtained results are compared to those given by the First Come First Served FCFS and Nearest Neighbor NN policies and also to the optimal solutions provided by the GNU Linear Programming Kit GLPK.      

A tabu search algorithm for the Open Shop problem

In this paper we consider the minimum makespan Open Shop problem without preemption. It is well-known that the case with only two machines can be optimally solved in linear time, whereas the problem with an arbitrary number of machines is NP-hard in the strong sense. We propose a tabu search algorithm for the solution of the problem which uses simple list scheduling algorithms to build the starting solutions. The algorithm is extensively tested on randomly generated instances.     

A Heuristic for Moment-Matching Scenario Generation

In stochastic programming models we always face the problem of how to represent the random variables. This is particularly difficult with multidimensional distributions. We present an algorithm that produces a discrete joint distribution consistent with specified values of the first four marginal moments and correlations. The joint distribution is constructed by decomposing the multivariate problem into univariate ones, and using an iterative procedure that combines simulation, Cholesky decomposition and various transformations to achieve the correct correlations without changing the marginal moments.With the algorithm, we can generate 1000 one-period scenarios for 12 random variables in 16 seconds, and for 20 random variables in 48 seconds, on a Pentium III machine.     

A graph partitioning heuristic for the parallel pseudo-exhaustive logical test of VLSI combinational circuits

The logical test of integrated VLSI circuits is one of the main phases of their design and fabrication. The pseudo-exhaustive approach for the logical test of integrated circults consists in partitioning the original circuits to be tested into non-overlapping subcircuits with a small, bounded number of subcircuits, which are then exhaustively tested in parallel. In this work, we present an approximate algorithm for the problem of partitioning integrated combinational circuits, based on the tabu search metaheuristic. The proposed algorithm presents several original features, such as: the use of a reduced neighborhood, obtained from moves involving only a subset of boundary nodes; complex moves which entail several resulting moves, although the variations in the cost function are easily computable; a bi-criteria cost function combining the number of subcircuits and the number of cuts, which simultaneously adds a diversification strategy to the search; and the use of a bin-packing heuristic as a post-optimization step. The behavior of the proposed algorithm was evaluated through its application to a set of benchmark circuits. The computational results have been compared with those obtained by the other algorithms in the literature, with significant improvements. The average reduction rates have been of the order of 30% in the number of subcircuits in the partition, and of the order of 40% in the number of cuts.     

A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix

Summary  This paper presents a heuristic approach for multivariate random number generation. Our aim is to generate multivariate samples with specified marginal distributions and correlation matrix, which can be incorporated into risk analysis models to conduct simulation studies. The proposed sampling approach involves two distinct steps: first a univariate random sample from each specified probability distribution is generated; then a heuristic combinatorial optimization procedure is used to rearrange the generated univariate samples, in order to obtain the desired correlations between them. The combinatorial optimization step is performed with a simulated annealing algorithm, which changes only the positions and not the values of the numbers generated in the first step. The proposed multivariate sampling approach can be used with any type of marginal distributions: continuous or discrete, parametric or non-parametric, etc.     

A parallel build-up algorithm for global energy minimizations of molecular clusters using effective energy simulated annealing

This work studies the build-up method for the global minimization problem for molecular conformation, especially protein folding. The problem is hard to solve for large molecules using general minimization approaches because of the enormous amount of required computation. We therefore propose a build-up process to systematically construct the optimal molecular structures. A prototype algorithm is designed using the anisotropic effective energy simulated annealing method at each build-up stage. The algorithm has been implemented on the Intel iPSC/860 parallel computer, and tested with the Lennard-Jones microcluster conformation problem. The experiments showed that the algorithm was effective for relatively large test problems, and also very suitable for massively parallel computation. In particular, for the 72-atom Lennard-Jones microcluster, the algorithm found a structure whose energy is lower than any others found in previous studies.     

A hybrid Tabu-ascent algorithm for the linear Bilevel Programming Problem

The linear Bilevel Programming Problem (BLP) is an instance of a linear hierarchical decision process where the lower level constraint set is dependent on decisions taken at the upper level. In this paper we propose to solve this NP-hard problem using an adaptive search method related to the Tabu Search metaheuristic. Numerical results on large scale linear BLPs are presented.     

A comparison of several nearest neighbor classifier metrics using Tabu Search algorithm for the feature selection problem

The feature selection problem is an interesting and important topic which is relevant for a variety of database applications. This paper utilizes the Tabu Search metaheuristic algorithm to implement a feature subset selection procedure while the nearest neighbor classification method is used for the classification task. Tabu Search is a general metaheuristic procedure that is used in order to guide the search to obtain good solutions in complex solution spaces. Several metrics are used in the nearest neighbor classification method, such as the euclidean distance, the Standardized Euclidean distance, the Mahalanobis distance, the City block metric, the Cosine distance and the Correlation distance, in order to identify the most significant metric for the nearest neighbor classifier. The performance of the proposed algorithms is tested using various benchmark datasets from UCI Machine Learning Repository.     

基于模拟退火算法的矩形优化排样问题的研究

考虑了一种矩形优化排样系统中遗传算法和模拟退火算法的结合算法.首先建立了该系统的通用数学模型.然后给出了求解该问题的遗传模拟退火算法.最后用VC++6.0模拟算例的结果表明该算法是一种行之有效的方法.