Runtime Analysis of Ant Colony Optimization with Best-So-Far Reinforcement

The paper provides some theoretical results on the analysis of the expected time needed by a class of Ant Colony Optimization algorithms to solve combinatorial optimization problems. A part of the study refers to some general results on the expected runtime of the considered class of algorithms. These results are then specialized to the case of pseudo-Boolean functions. In particular, three well known functions and a combination of two of them are considered: the OneMax, the Needle-in-a-Haystack, the LeadingOnes, and the OneMax-Needle-in-a-Haystack. The results obtained for these functions are also compared to those from the well-investigated (1+1)-Evolutionary Algorithm. The results shed light on a suitable parameter choice for the considered class of algorithms. Furthermore, it turns out that for two of the four studied problems, the expected runtime for the considered class, expressed in terms of the problem size, is of the same order as that for (1+1)-Evolutionary Algorithm. For the other two problems, the results are significantly in favour of the considered class of Ant Colony Optimization algorithms.      

Nondifferentiable optimization via smooth approximation: General analytical approach

In this paper we present a method for nondifferentiable optimization, based on smoothed functionals which preserve such useful properties of the original function as convexity and continuous differentiability. We show that smoothed functionals are convenient for implementation on computers. We also show how some earlier results in nondifferentiable optimization based on smoothing-out of kink points can be fitted into the framework of smoothed functionals. We obtain polynomial approximations of any order from smoothed functionals with kernels given by Beta distributions. Applications of smoothed functionals to optimization of min-max and other problems are also discussed.     

求解最小Steiner树的蚁群优化算法及其收敛性

最小Steiner树问题是NP难问题,它在通信网络等许多实际问题中有着广泛的应用．蚁群优化算法是最近提出的求解复杂组合优化问题的启发式算法．本文以无线传感器网络中的核心问题之一,路由问题为例,给出了求解最小Steiner树的蚁群优化算法的框架．把算法的迭代过程看作是离散时间的马尔科夫过程,证明了在一定的条件下,该算法所产生的解能以任意接近于1的概率收敛到路由问题的最优解．     

An ant colony optimization approach for the multidimensional knapsack problem

Ant colony optimization is a metaheuristic that has been applied to a variety of combinatorial optimization problems. In this paper, an ant colony optimization approach is proposed to deal with the multidimensional knapsack problem. It is an extension of Max Min Ant System which imposes lower and upper trail limits on pheromone values to avoid stagnation. In order to choose the lower trail limit, we provide a new method which takes into account the influence of heuristic information. Furthermore, a local search procedure is proposed to improve the solutions constructed by ants. Computational experiments on benchmark problems are carried out. The results show that the proposed algorithm can compete efficiently with other promising approaches to the problem.     

An Extended Ant Colony Algorithm and Its Convergence Analysis

In this work, we propose a stochastic algorithm for solving combinatorial optimization problems. The procedure is formulated within the Ant Colony Optimization (ACO) framework, and extends the so-called Graph-based Ant System with time-dependent evaporation factor, (GBAS/tdev) studied in Gutjahr (2002). In particular, we consider an ACO search procedure which also takes into account the objective function value. We provide a rigorous theoretical study on the convergence of the proposed algorithm. Further, for a toy example, we compare by simulation the rate of convergence of the proposed algorithm with those from the Random Search (RS) and from the corresponding procedure in Gutjahr (2002).AMS 2000 Subject Classification: 9OC15, 9OC27     

The Million-Variable “March” for Stochastic Combinatorial Optimization

Combinatorial optimization problems have applications in a variety of sciences and engineering. In the presence of data uncertainty, these problems lead to stochastic combinatorial optimization problems which result in very large scale combinatorial optimization problems. In this paper, we report on the solution of some of the largest stochastic combinatorial optimization problems consisting of over a million binary variables. While the methodology is quite general, the specific application with which we conduct our experiments arises in stochastic server location problems. The main observation is that stochastic combinatorial optimization problems are comprised of loosely coupled subsystems. By taking advantage of the loosely coupled structure, we show that decomposition-coordination methods provide highly effective algorithms, and surpass the scalability of even the most efficiently implemented backtracking search algorithms.     

A Bionomic Approach to the Capacitated p-Median Problem

This paper advocates the use of the bionomic algorithm, a recently proposed metaheuristic technique, as an effective method to solve capacitated p-median problems (CPMP). Bionomic algorithms already proved to be an effective framework for finding good solutions to combinatorial optimization problems, when good local optimization algorithms are available. The paper also presents an effective local search technique for the CPMP. Computational results show the effectiveness of the proposed approach, when compared to the best performing heuristics so far presented in the literature.     

On the need for special purpose algorithms for minimax eigenvalue problems

It has been recently reported that minimax eigenvalue problems can be formulated as nonlinear optimization problems involving smooth objective and constraint functions. This result seems very appealing since minimax eigenvalue problems are known to be typically nondifferentiable. In this paper, we show, however, that general purpose nonlinear optimization algorithms usually fail to find a solution to these smooth problems even in the simple case of minimization of the maximum eigenvalue of an affine family of symmetric matrices, a convex problem for which efficient algorithms are available.This work was supported in part by NSF Engineering Research Centers Program No. NSFD-CDR-88-03012 and NSF Grant DMC-84-20740. The author wishes to thank Drs. M. K. H. Fan and A. L. Tits for their many useful suggestions.     

Combinatorial flexibility problems and their computational complexity

The concept of flexibility—originated in the context of heat exchanger networks—is associated with a substructure which guarantees the performance of the original structure, in a given range of possible states. We extend this concept to combinatorial optimization problems, and prove several computational complexity results in this new framework.Under some monotonicity conditions, we prove that a combinatorial optimization problem polynomially transforms to its associated flexibility problem, but that the converse need not be true.In order to obtain polynomial flexibility problems, we have to restrict ourselves to combinatorial optimization problems on matroids. We also prove that, when relaxing in different ways the matroid structure, the flexibility problems become NP-complete. This fact is shown by proving the NP-completeness of the flexibility problems associated with the Shortest Path, Minimum Cut and Weighted Matching problems.     

Generating quadratic assignment test problems with known optimal permutations

The quadratic assignment problem (QAP) is a well-known combinatorial optimization problem of which the travelling-salesman problem is a special case. Although the QAP has been extensively studied during the past three decades, this problem remains very hard to solve. Problems of sizes greater than 15 are generally impractical to solve. For this reason, many heuristics have been developed. However, in the literature, there is a lack of test problems with known optimal solutions for evaluating heuristic algorithms. Only recently Paulubetskis proposed a method to generate test problems with known optimal solutions for a special type of QAP. This paper concerns the generation of test problems for the QAP with known optimal permutations. We generalize the result of Palubetskis and provide test-problem generators for more general types of QAPs. The test-problem generators proposed are easy to implement and were also tested on several well-known heuristic algorithms for the QAP. Computatinal results indicate that the test problems generated can be used to test the effectiveness of heuristic algorithms for the QAP. Comparison with Palubetskis' procedure was made, showing the superiority of the new test-problem generators. Three illustrative test problems of different types are also provided in an appendix, together with the optimal permutations and the optimal objective function values.     

On relaxations of the max k-cut problem formulations

A tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max k-cut problem is a fundamental combinatorial optimization problem with multiple notorious mixed integer optimization formulations. In this paper, we explore four existing mixed integer optimization formulations of the max k-cut problem. Specifically, we show that the continuous relaxation of a binary quadratic optimization formulation of the problem is: (i) stronger than the continuous relaxation of two mixed integer linear optimization formulations and (ii) at least as strong as the continuous relaxation of a mixed integer semidefinite optimization formulation. We also conduct a set of experiments on multiple sets of instances of the max k-cut problem using state-of-the-art solvers that empirically confirm the theoretical results in item (i). Furthermore, these numerical results illustrate the advances in the efficiency of global non-convex quadratic optimization solvers and more general mixed integer nonlinear optimization solvers. As a result, these solvers provide a promising option to solve combinatorial optimization problems. Our codes and data are available on GitHub.     

Global Method for Monotone Variational Inequality Problems with Inequality Constraints

We consider optimization methods for monotone variational inequality problems with nonlinear inequality constraints. First, we study the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original variational inequality problem is reformulated as simple bounded minimization. Under certain assumptions, we show that any stationary point of the optimization problem is a solution of the problem considered. Finally, we propose a descent method for the variational inequality problem and prove its global convergence.     

求解最大团问题的熵正则化方法

最大团问题是组合优化的一个经典问题.在Motzkin和Straus的二次规划模型基础上,给出一种求解该问题的熵正则化算法.引进熵函数有两个目的,一是将问题的求解纳入信息论方法的框架,二是通过它的引进改善问题的凸性.几个标准考题的计算结果表明,该算法稳定有效.     

Bottleneck combinatorial optimization problems with uncertain costs and the OWA criterion

In this paper a class of bottleneck combinatorial optimization problems with uncertain costs is discussed. The uncertainty is modeled by specifying a discrete scenario set containing a finite number of cost vectors, called scenarios. In order to choose a solution the Ordered Weighted Averaging aggregation operator (OWA for short) is applied. The OWA operator generalizes traditional criteria in decision making under uncertainty such as the maximum, minimum, average, median, or Hurwicz criterion. New complexity and approximation results in this area are provided. These results are general and remain valid for many problems, in particular for a wide class of network problems.     

Ants can orienteer a thief in their robbery

The Thief Orienteering Problem (ThOP) is a multi-component problem that combines features of two classic combinatorial optimization problems: Orienteering Problem and Knapsack Problem. The ThOP is challenging due to the given time constraint and the interaction between its components. We propose an Ant Colony Optimization algorithm together with a new packing heuristic to deal individually and interactively with problem components. Our approach outperforms existing work on more than 90% of the benchmarking instances, with an average improvement of over 300%.     

On the Convergence of the Cross-Entropy Method

The cross-entropy method is a relatively new method for combinatorial optimization. The idea of this method came from the simulation field and then was successfully applied to different combinatorial optimization problems. The method consists of an iterative stochastic procedure that makes use of the importance sampling technique. In this paper we prove the asymptotical convergence of some modifications of the cross-entropy method.     

二次分配问题的大洪水算法求解

大洪水算法是一种求解组合优化问题的独特方法,该方法通过模拟洪水上涨的过程来达到求解一些组合优化难题的目的.本文运用该方法求解二次分配问题(QAP),设计了相应的算法程序,并对QAPLIB(二次分配基准问题库)中的算例进行了实验测试,结果表明,大洪水算法可以快速有效地求得二次分配问题的优化解,是求解二次分配问题的一个新的较好方案.     

Ant colony optimization for the examination scheduling problem

Ant colony optimization is an evolutionary search procedure based on the way that ant colonies cooperate in locating shortest routes to food sources. Early implementations focussed on the travelling salesman and other routing problems but it is now being applied to an increasingly diverse range of combinatorial optimization problems. This paper is concerned with its application to the examination scheduling problem. It builds on an existing implementation for the graph colouring problem to produce clash-free timetables and goes on to consider the introduction of a number of additional practical constraints and objectives. A number of enhancements and modifications to the original algorithm are introduced and evaluated. Results based on real-examination scheduling problems including standard benchmark data (the Carter data set) show that the final implementation is able to compete effectively with the best-known solution approaches to the problem.     

Extended well-posedness of optimization problems

The well-posedness concept introduced in Ref. 1 for global optimization problems with a unique solution is generalized here to problems with many minimizers, under the name of extended well-posedness. It is shown that this new property can be characterized by metric criteria, which parallel to some extent those known about generalized Tikhonov well-posedness.This work was partially supported by MURST, Fondi 40%, Rome, Italy.     

改进蚁群算法优化周期性车辆路径问题

周期性车辆路径问题(PVRP)是标准车辆路径问题(VRP)的扩展,PVRP将配送期由单一配送期延伸到T(T＞1)期,因此,PVRP需要优化每个配送期的顾客组合和配送路径。由于PVRP是一个内嵌VRP的问题,其比标准VRP问题更加复杂,难于求解。本文采用蚁群算法对PVRP进行求解,并提出采用两种改进措施——多维信息素的运用和基于扫描法的局部优化方法来提高算法的性能。最后,通过9个经典PVRP算例对该算法进行了数据实验,结果表明本文提出的改进蚁群算法求解PVRP问题是可行有效的,同时也表明两种改进措施可以显著提高算法的性能。