An optimization modelling for string selection in molecular biology using Pareto optimality

A known class of computational problems in molecular biology is the consensus string problem, to which belongs the problem of string selection via comparison. This paper deals with one of these problems called Closest String Problem (CSP). A novel definition of CSP is provided, based upon the Pareto optimality notion, to obtain most useful sequences. Also, a zero-one optimization model to solve the new defined CSP is introduced. Finally, a comparison between the new definition (model) and a current one is given.     

Efficient heuristics for flowshop sequencing with the objectives of makespan and flowtime minimisation

In this paper we analyse the performance of flowshop sequencing heuristics with respect to the objectives of makespan and flowtime minimisation. For flowtime minimisation, we propose the strategy employed by the NEH heuristic to construct partial solutions. Results show that this approach outperforms the common fast heuristics for flowtime minimisation while performing similarly or slightly worse than others which, on reward, prove to be much more CPU time-consuming. Additionally, the suggested approach is well balanced with respect to makespan and flowtime minimisation. Based on the previous results, two algorithms are proposed for the sequencing problem with multiple objectives – makespan and flowtime minimisation. These algorithms provide the decision maker with a set of heuristically efficient solutions such that he/she may choose the most suitable sequence for a given ratio between costs associated with makespan and those assigned to flowtime. Computational experience shows both algorithms to perform better than the current heuristics designed for the two-criteria problem.     

Lagrangian heuristics for instructor scheduling in executive development programmes

In this paper we present the problem of scheduling instructors in a university management development programme. Problems of similar structure arise in a number of scheduling applications like assigning officials to athletic competitions, inspectors to sites and maintenance crews to jobs. The problem is formulated as a zero-one linear integer programme but is difficult to solve in real life situations because of problem size. The bounds on total assignments for different nested time periods give sub-problems that can be solved as network flow problems. Four Lagrangian relaxation heuristics are developed using different relaxations of the problem. Computational results are reported on 1350 random problems. In over 85% of these problems, the heuristics find solutions within 1% of the optimal. Heuristic performance is also analyzed in terms of average percent deviation from optimal, percent of times optimal solution is found and the cpu time. Computational results on two significantly larger real problems indicate that the heuristics are capable of solving real sized problems with tolerable deviations of around 4% from the optimal. An integrated strategy utilizing the strengths of the optimal and heuristic approaches is described for schedule generation and updating.     

Local search intensified: Very large-scale variable neighborhood search for the multi-resource generalized assignment problem

We introduce a heuristic for the Multi-Resource Generalized Assignment Problem (MRGAP) based on the concepts of Very Large-Scale Neighborhood Search and Variable Neighborhood Search. The heuristic is a simplified version of the Very Large-Scale Variable Neighborhood Search for the Generalized Assignment Problem. Our algorithm can be viewed as a k-exchange heuristic; but unlike traditional k-exchange algorithms, we choose larger values of k resulting in neighborhoods of very large size with high probability. Searching this large neighborhood (approximately) amounts to solving a sequence of smaller MRGAPs either by exact algorithms or by heuristics. Computational results on benchmark test problems are presented. We obtained improved solutions for many instances compared to some of the best known heuristics for the MRGAP within reasonable running time. The central idea of our heuristic can be used to develop efficient heuristics for other hard combinatorial optimization problems as well.     

General solutions to the single vehicle routing problem with pickups and deliveries

The single vehicle routing problem with pickups and deliveries (SVRPPD) is defined on a graph in which pickup and delivery demands are associated with the customer vertices. The problem consists of designing a least cost route for a vehicle of capacity Q. Each customer is allowed to be visited once for a combined pickup and delivery, or twice if these two operations are performed separately. This article proposes a mixed integer linear programming model for the SVRPPD. It introduces the concept of general solution which encompasses known solution shapes such as Hamiltonian, double-path and lasso. Classical construction and improvement heuristics, as well as a tabu search heuristic, are developed and tested over several instances. Computational results show that the best solutions generated by the heuristics are frequently non-Hamiltonian and may contain up to two customers visited twice.     

A Genetic Algorithm for the Multidimensional Knapsack Problem

In this paper we present a heuristic based upon genetic algorithms for the multidimensional knapsack problem. A heuristic operator which utilises problem-specific knowledge is incorporated into the standard genetic algorithm approach. Computational results show that the genetic algorithm heuristic is capable of obtaining high-quality solutions for problems of various characteristics, whilst requiring only a modest amount of computational effort. Computational results also show that the genetic algorithm heuristic gives superior quality solutions to a number of other heuristics.     

The Solution of Travelling Salesman Problems Based on Industrial Data

This paper partially replicates a comparison of travelling salesman heuristics carried out by Golden et al. more than a decade ago. It differs in two important ways, however. (1) We consider two heuristics—k-OPT and the space filling curve technique—which were developed after the original comparison. These new techniques appear to add little to the quality of solutions to the test problems utilized here. (2) Instead of test problems using geographical data, ours are based on programs for parts produced by a numerically controlled machine. Because of the different characteristics of these test problems we reach somewhat different conclusions concerning the efficacy of the different procedures.     

Selecting Portfolios with Fixed Costs and Minimum Transaction Lots

The original Markowitz model of portfolio selection has received a widespread theoretical acceptance and it has been the basis for various portfolio selection techniques. Nevertheless, this normative model has found relatively little application in practice when some additional features, such as fixed costs and minimum transaction lots, are relevant in the portfolio selection problem. In this paper different mixed-integer linear programming models dealing with fixed costs and possibly minimum lots are introduced. Due to the high computational complexity of the models, heuristic procedures, based on the construction and optimal solution of mixed integer subproblems, are proposed. Computational results obtained using data from the Milan Stock Exchange show how the proposed heuristics yield very good solutions in a short computational time and make possible some interesting financial conclusions on the impact of fixed costs and minimum lots on portfolio composition.     

Performance of simulated annealing-based heuristic for the unconstrained binary quadratic programming problem

The unconstrained binary quadratic programming problem (BQP) is known to be NP-hard and has many practical applications. This paper presents a simulated annealing (SA)-based heuristic for the BQP. The new SA heuristic for the BQP is based on a simple (1-opt) local search heuristic and designed with a simple cooling schedule, but the multiple annealing processes are adopted. To show practical performances of the SA, we test on publicly available benchmark instances of large size ranging from 500 to 2500 variables and compare them with other heuristics such as multi-start local search, the previous SA, tabu search, and genetic algorithm incorporating the 1-opt local search. Computational results indicate that our SA leads to high-quality solutions with short times and is more effective than the competitors particularly for the largest benchmark set. Furthermore, the values of new best-known solutions found by the SA for several large instances are also reported.     

Categorized Assignment Scheduling: a Tabu Search Approach

The assignment problem (AP) and bottleneck assignment problem (BAP) are well studied in operational research literature. In this paper we consider two related problems which simultaneously generalize both AP and BAP. Unlike AP and BAP, these generalizations are strongly NP-complete. We propose two heuristics to solve these generalized problems: one based on a greedy principle and the other based on tabu search. Computational results are presented which show that these heuristics, when used together, produce good quality solutions. Our adaptation of tabu search also gives some new insight into the application of tabu search on permutation problems.     

Solving the Asymmetric Travelling Salesman Problem with time windows by branch-and-cut

Many optimization problems have several equivalent mathematical models. It is often not apparent which of these models is most suitable for practical computation, in particular, when a certain application with a specific range of instance sizes is in focus. Our paper addresses the Asymmetric Travelling Salesman Problem with time windows (ATSP-TW) from such a point of view. The real–world application we aim at is the control of a stacker crane in a warehouse.?We have implemented codes based on three alternative integer programming formulations of the ATSP-TW and more than ten heuristics. Computational results for real-world instances with up to 233 nodes are reported, showing that a new model presented in a companion paper outperforms the other two models we considered – at least for our special application – and that the heuristics provide acceptable solutions. Received: August 1999 / Accepted: September 2000?Published online April 12, 2001     

Optimal management of cross-trained workers in services with negligible switching costs

In this paper we consider a retail service facility with cross-trained workers who can switch between the front room and the back room depending on the size of the queue in the front room. Two problems are presented. In the first problem, given a fixed number of cross-trained workers the objective is to find optimal switching points so that the expected customer waiting time is minimized subject to a back room service level constraint. In the second problem the number of workers is also a decision variable and the objective is to minimize it subject to both front room and back room service level constraints. The paper includes an analysis of the model and based on it several heuristics are suggested. Computational analysis with the recommended heuristics is presented and comparison to optimal solutions derived by complete enumeration shows excellent results.     

Search Heuristics for Resource Constrained Project Scheduling

We develop a search procedure for project scheduling problems with multiple resource constraints as well as precedence constraints. The procedure is applied to three popular search heuristics, simulated annealing, tabu search and genetic algorithms. In the heuristics, a solution is represented with a string of numbers each of which denotes priority of each activity. The priorities are used to select an activity for scheduling among competing ones. The search heuristics with this encoding method can always generate feasible neighbourhood solutions for a given solution. Moreover, this encoding method is very flexible in that problems with objective functions of a general functional form (such as a nonlinear function) and complex constraints can be considered without much difficulty. Results of computational tests on the performance of the search heuristics showed that the search heuristics, especially the simulated annealing and tabu search algorithms worked better than existing heuristics.     

An empirical study of a new metaheuristic for the traveling salesman problem

We present a deceptively simple, yet empirically powerful metaheuristic, called jump search, for solving traveling salesman problems that has been found to be more effective than tabu search on both random and benchmark test problems from the literature. While the underlying philosophy of jump search — applying local search from different starting points — has been discussed in the literature previously (using random starting points), the use of construction-based heuristic solutions has heretofore not been considered. Extensive empirical analysis shows the method to be surprisingly effective vis a vis a randomized strategy and in comparison with tabu search. The approach is quite robust and suggests that a systematic search among neighborhoods of good, not random, solutions provides distinct advantages. This suggests that further research be focused on better construction heuristics and hybrid schemes that incorporate jump search in, for example, tabu search.     

A tabu thresholding algorithm for arc crossing minimization in bipartite graphs

Acyclic directed graphs are commonly used to model complex systems. The most important criterion to obtain a readable map of an acyclic graph is that of minimizing the number of arc crossings. In this paper, we present a heuristic for solving the problem of minimizing the number of arc crossings in a bipartite graph. It consists of a novel and easier implementation of fundamental tabu search ideas without explicit use of memory structures (a tabu thresholding approach). Computational results are reported on a set of 250 randomly generated test problems. Our algorithm has been compared with the two best heuristics published in the literature and with the optimal solutions for the test problems, size permitting.This research was partially supported by the C.I.C.Y.T. with code tap92-0639.     

A cooperative hyper-heuristic search framework

In this paper, we aim to investigate the role of cooperation between low level heuristics within a hyper-heuristic framework. Since different low level heuristics have different strengths and weaknesses, we believe that cooperation can allow the strengths of one low level heuristic to compensate for the weaknesses of another. We propose an agent-based cooperative hyper-heuristic framework composed of a population of heuristic agents and a cooperative hyper-heuristic agent. The heuristic agents perform a local search through the same solution space starting from the same or different initial solution, and using different low level heuristics. The heuristic agents cooperate synchronously or asynchronously through the cooperative hyper-heuristic agent by exchanging the solutions of the low level heuristics. The cooperative hyper-heuristic agent makes use of a pool of the solutions of the low level heuristics for the overall selection of the low level heuristics and the exchange of solutions. Computational experiments carried out on a set of permutation flow shop benchmark instances illustrated the superior performance of the cooperative hyper-heuristic framework over sequential hyper-heuristics. Also, the comparative study of synchronous and asynchronous cooperative hyper-heuristics showed that asynchronous cooperative hyper-heuristics outperformed the synchronous ones.     

Heuristics for the Phylogeny Problem

A phylogeny is a tree that relates taxonomic units, based on their similarity over a set of characters. The problem of finding a phylogeny with the minimum number of evolutionary steps (the so-called parsimony criterion) is one of the main problems in comparative biology. In this work, we study different heuristic approaches to the phylogeny problem under the parsimony criterion. New algorithms based on metaheuristics are also proposed. All heuristics are implemented and compared under the same framework, leading to consistent and thorough comparative results. Computational results are reported for benchmark instances from the literature.     

SASEGASA: A New Generic Parallel Evolutionary Algorithm for Achieving Highest Quality Results

This paper presents a new generic Evolutionary Algorithm (EA) for retarding the unwanted effects of premature convergence. This is accomplished by a combination of interacting generic methods. These generalizations of a Genetic Algorithm (GA) are inspired by population genetics and take advantage of the interactions between genetic drift and migration. In this regard a new selection scheme is introduced, which is designed to directedly control genetic drift within the population by advantageous self-adaptive selection pressure steering. Additionally this new selection model enables a quite intuitive heuristics to detect premature convergence. Based upon this newly postulated basic principle the new selection mechanism is combined with the already proposed Segregative Genetic Algorithm (SEGA), an advanced Genetic Algorithm (GA) that introduces parallelism mainly to improve global solution quality. As a whole, a new generic evolutionary algorithm (SASEGASA) is introduced. The performance of the algorithm is evaluated on a set of characteristic benchmark problems. Computational results show that the new method is capable of producing highest quality solutions without any problem-specific additions.     

Production scheduling with supply and delivery considerations to minimize the makespan

In this paper we study a scheduling model that simultaneously considers production scheduling, material supply, and product delivery. One vehicle with limited loading capacity transports unprocessed jobs from the supplier’s warehouse to the factory in a fixed travelling time. Another capacitated vehicle travels between the factory and the customer to deliver finished jobs to the customer. The objective is to minimize the arrival time of the last delivered job to the customer. We show that the problem is NP-hard in the strong sense, and propose an O(n) time heuristic with a tight performance bound of 2. We identify some polynomially solvable cases of the problem, and develop heuristics with better performance bounds for some special cases of the problem. Computational results show that all the heuristics are effective in producing optimal or near-optimal solutions quickly.     

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.