Multilevel refinement for combinatorial optimisation problems

We consider the multilevel paradigm and its potential to aid the solution of combinatorial optimisation problems. The multilevel paradigm is a simple one, which involves recursive coarsening to create a hierarchy of approximations to the original problem. An initial solution is found (sometimes for the original problem, sometimes the coarsest) and then iteratively refined at each level. As a general solution strategy, the multilevel paradigm has been in use for many years and has been applied to many problem areas (most notably in the form of multigrid techniques). However, with the exception of the graph partitioning problem, multilevel techniques have not been widely applied to combinatorial optimisation problems. In this paper we address the issue of multilevel refinement for such problems and, with the aid of examples and results in graph partitioning, graph colouring and the travelling salesman problem, make a case for its use as a metaheuristic. The results provide compelling evidence that, although the multilevel framework cannot be considered as a panacea for combinatorial problems, it can provide an extremely useful addition to the combinatorial optimisation toolkit. We also give a possible explanation for the underlying process and extract some generic guidelines for its future use on other combinatorial problems.

Multilevel refinement for combinatorial optimisation: boosting metaheuristic performance

The multilevel paradigm as applied to combinatorial optimisation problems is a simple one, which at its most basic involves recursive coarsening to create a hierarchy of approximations to the original problem. An initial solution is found, usually at the coarsest level, and then iteratively refined at each level, coarsest to finest, typically by using some kind of heuristic optimisation algorithm (either a problem-specific local search scheme or a metaheuristic). Solution extension (or projection) operators can transfer the solution from one level to another. As a general solution strategy, the multilevel paradigm has been in use for many years and has been applied to many problem areas (for example multigrid techniques can be viewed as a prime example of the paradigm). Overview papers such as [] attest to its efficacy. However, with the exception of the graph partitioning problem, multilevel techniques have not been widely applied to combinatorial problems and in this chapter we discuss recent developments. In this chapter we survey the use of multilevel combinatorial techniques and consider their ability to boost the performance of (meta)heuristic optimisation algorithms.

Multilevel approaches applied to the capacitated clustering problem

This paper presents two multilevel refinement algorithms for the capacitated clustering problem. Multilevel refinement is a collaborative technique capable of significantly aiding the solution process for optimisation problems. The central methodologies of the technique are filtering solutions from the search space and reducing the level of problem detail to be considered at each level of the solution process. The first multilevel algorithm uses a simple tabu search while the other executes a standard local search procedure. Both algorithms demonstrate that the multilevel technique is capable of aiding the solution process for this combinatorial optimisation problem.

FUELGEN: effective evolutionary design of refuellings for pressurized water reactors

The paper describes the design of an efficient and robust genetic algorithm for the nuclear fuel loading problem (i.e., refuellings: the in-core fuel management problem) - a complex combinatorial, multimodal optimisation., Evolutionary computation as performed by FUELGEN replaces heuristic search of the kind performed by the FUELCON expert system (CAI 12/4), to solve the same problem. In contrast to the traditional genetic algorithm which makes strong requirements on the representation used and its parameter setting in order to be efficient, the results of recent research results on new, robust genetic algorithms show that representations unsuitable for the traditional genetic algorithm can still be used to good effect with little parameter adjustment. The representation presented here is a simple symbolic one with no linkage attributes, making the genetic algorithm particularly easy to apply to fuel loading problems with differing core structures and assembly inventories. A nonlinear fitness function has been constructed to direct the search efficiently in the presence of the many local optima that result from the constraint on solutions.

Nested heuristic methods for the location-routeing problem

The concept of 'nested methods' is adopted to solve the location-routeing problem. Unlike the sequential and iterative approaches, in this method we treat the routeing element as a sub-problem within the larger problem of location. Efficient techniques that take into account the above concept and which use a neighbourhood structure inspired from computational geometry are presented. A simple version of tabu search is also embedded into our methods to improve the solutions further. Computational testing is carried out on five sets of problems of 400 customers with five levels of depot fixed costs, and the results obtained are encouraging.

The open shop scheduling problem with a given sequence of jobs on one machine

The paper considers the open shop scheduling problem to minimize the make-span, provided that one of the machines has to process the jobs according to a given sequence. We show that in the preemptive case the problem is polynomially solvable for an arbitrary number of machines. If preemption is not allowed, the problem is NP-hard in the strong sense if the number of machines is variable, and is NP-hard in the ordinary sense in the case of two machines. For the latter case we give a heuristic algorithm that runs in linear time and produces a schedule with the makespan that is at most 5/4 times the optimal value. We also show that the two-machine problem in the nonpreemptive case is solvable in pseudopolynomial time by a dynamic programming algorithm, and that the algorithm can be converted into a fully polynomial approximation scheme. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 705–731, 1998

The many-to-many location-routing problem

In this paper the many to many location routing problem is introduced, and its relationship to various problems in distribution management is emphasised. Useful mathematical formulations which can be easily extended to cater for other related problems are produced. Techniques for tackling this complex distribution problem are also outlined.

Analysis of species hyper-diversity in the tropical rain forests of Indonesia: the problem of non-observance

The main interest in the assessment of forest species diversity for conservation purposes is in the rare species. The main problem in the tropical rain forests is that most of the species are rare. Assessment of species diversity in the tropical rain forests is therefore often concerned with estimating that which is not observed in recorded samples. Statistical methodology is therefore required to try to estimate the truncated tail of the species frequency distribution, or to estimate the asymptote of species/diversity-area curves. A Horvitz-Thompson estimator of the number of unobserved (“virtual”) species in each species intensity class is proposed. The approach allows a definition of an extended definition of diversity, ( or generalised Renyi entropy). The paper presents a case study from data collected in Jambi, Sumatra, and the “extended diversity measure” is used on the species data.

Heuristics for the two-stage job shop scheduling problem with a bottleneck machine

The paper considers the job shop scheduling problem to minimize the makespan. It is assumed that each job consists of at most two operations, one of which is to be processed on one of m⩾2 machines, while the other operation must be performed on a single bottleneck machine, the same for all jobs. For this strongly NP-hard problem we present two heuristics with improved worst-case performance. One of them guarantees a worst-case performance ratio of 3/2. The other algorithm creates a schedule with the makespan that exceeds the largest machine workload by at most the length of the largest operation.

Group technology approach to the open shop scheduling problem with batch setup times

This paper studies the problem of scheduling jobs in a two-machine open shop to minimize the makespan. Jobs are grouped into batches and are processed without preemption. A batch setup time on each machine is required before the first job is processed, and when a machine switches from processing a job in some batch to a job of another batch. For this NP-hard problem, we propose a linear-time heuristic algorithm that creates a group technology schedule, in which no batch is split into sub-batches. We demonstrate that our heuristic is a -approximation algorithm. Moreover, we show that no group technology algorithm can guarantee a worst-case performance ratio less than 5/4.

An open shop scheduling problem with a non-bottleneck machine

This paper considers the problem of processing n jobs in a two-machine non-preemptive open shop to minimize the makespan, i.e., the maximum completion time. One of the machines is assumed to be non-bottleneck. It is shown that, unlike its flow shop counterpart, the problem is NP-hard in the ordinary sense. On the other hand, the problem is shown to be solvable by a dynamic programming algorithm that requires pseudopolynomial time. The latter algorithm can be converted into a fully polynomial approximation scheme that runs in time. An O(n log n) approximation algorithm is also designed whi finds a schedule with makespan at most 5/4 times the optimal value, and this bound is tight.

A heuristic for the two-machine open-shop scheduling problem with transportation times

The paper considers a problem of scheduling n jobs in a two-machine open shop to minimize the makespan, provided that preemption is not allowed and the interstage transportation times are involved. This problem is known to be unary NP-hard. We present an algorithm that requires O (n log n) time and provides a worst-case performance ratio of 3/2.

A multilevel approach to the travelling salesman problem

We motivate, derive, and implement a multilevel approach to the travelling salesman problem.The resulting algorithm progressively coarsens the problem, initialises a tour, and then employs either the Lin-Kernighan (LK) or the Chained Lin-Kernighan (CLK) algorithm to refine the solution on each of the coarsened problems in reverse order.In experiments on a well-established test suite of 80 problem instances we found multilevel configurations that either improved the tour quality by over 25% as compared to the standard CLK algorithm using the same amount of execution time, or that achieved approximately the same tour quality over seven times more rapidly. Moreover, the multilevel variants seem to optimise far better the more clustered instances with which the LK and CLK algorithms have the most difficulties.