Hybrid constraint programming and metaheuristic methods for large scale optimization problems

This work presents hybrid Constraint Programming (CP) and metaheuristic methods for the solution of Large Scale Optimization Problems; it aims at integrating concepts and mechanisms from the metaheuristic methods to a CP-based tree search environment in order to exploit the advantages of both approaches. The modeling and solution of large scale combinatorial optimization problem is a topic which has arisen the interest of many researcherers in the Operations Research field; combinatorial optimization problems are widely spread in everyday life and the need of solving difficult problems is more and more urgent. Metaheuristic techniques have been developed in the last decades to effectively handle the approximate solution of combinatorial optimization problems; we will examine metaheuristics in detail, focusing on the common aspects of different techniques. Each metaheuristic approach possesses its own peculiarities in designing and guiding the solution process; our work aims at recognizing components which can be extracted from metaheuristic methods and re-used in different contexts. In particular we focus on the possibility of porting metaheuristic elements to constraint programming based environments, as constraint programming is able to deal with feasibility issues of optimization problems in a very effective manner. Moreover, CP offers a general paradigm which allows to easily model any type of problem and solve it with a problem-independent framework, differently from local search and metaheuristic methods which are highly problem specific. In this work we describe the implementation of the Local Branching framework, originally developed for Mixed Integer Programming, in a CP-based environment. Constraint programming specific features are used to ease the search process, still mantaining an absolute generality of the approach. We also propose a search strategy called Sliced Neighborhood Search, SNS, that iteratively explores slices of large neighborhoods of an incumbent solution by performing CP-based tree search and encloses concepts from metaheuristic techniques. SNS can be used as a stand alone search strategy, but it can alternatively be embedded in existing strategies as intensification and diversification mechanism. In particular we show its integration within the CP-based local branching. We provide an extensive experimental evaluation of the proposed approaches on instances of the Asymmetric Traveling Salesman Problem and of the Asymmetric Traveling Salesman Problem with Time Windows. The proposed approaches achieve good results on practical size problem, thus demonstrating the benefit of integrating metaheuristic concepts in CP-based frameworks.

Algorithms for network design and routing problems

In this thesis we study three combinatorial optimization problems belonging to the classes of Network Design and Vehicle Routing problems that are strongly linked in the context of the design and management of transportation networks: the Non-Bifurcated Capacitated Network Design Problem (NBP), the Period Vehicle Routing Problem (PVRP) and the Pickup and Delivery Problem with Time Windows (PDPTW). These problems are NP-hard and contain as special cases some well known difficult problems such as the Traveling Salesman Problem and the Steiner Tree Problem. Moreover, they model the core structure of many practical problems arising in logistics and telecommunications. The NBP is the problem of designing the optimum network to satisfy a given set of traffic demands. Given a set of nodes, a set of potential links and a set of point-to-point demands called commodities, the objective is to select the links to install and dimension their capacities so that all the demands can be routed between their respective endpoints, and the sum of link fixed costs and commodity routing costs is minimized. The problem is called non- bifurcated because the solution network must allow each demand to follow a single path, i.e., the flow of each demand cannot be splitted. Although this is the case in many real applications, the NBP has received significantly less attention in the literature than other capacitated network design problems that allow bifurcation. We describe an exact algorithm for the NBP that is based on solving by an integer programming solver a formulation of the problem strengthened by simple valid inequalities and four new heuristic algorithms. One of these heuristics is an adaptive memory metaheuristic, based on partial enumeration, that could be applied to a wider class of structured combinatorial optimization problems. In the PVRP a fleet of vehicles of identical capacity must be used to service a set of customers over a planning period of several days. Each customer specifies a service frequency, a set of allowable day-combinations and a quantity of product that the customer must receive every time he is visited. For example, a customer may require to be visited twice during a 5-day period imposing that these visits take place on Monday-Thursday or Monday-Friday or Tuesday-Friday. The problem consists in simultaneously assigning a day- combination to each customer and in designing the vehicle routes for each day so that each customer is visited the required number of times, the number of routes on each day does not exceed the number of vehicles available, and the total cost of the routes over the period is minimized. We also consider a tactical variant of this problem, called Tactical Planning Vehicle Routing Problem, where customers require to be visited on a specific day of the period but a penalty cost, called service cost, can be paid to postpone the visit to a later day than that required. At our knowledge all the algorithms proposed in the literature for the PVRP are heuristics. In this thesis we present for the first time an exact algorithm for the PVRP that is based on different relaxations of a set partitioning-like formulation. The effectiveness of the proposed algorithm is tested on a set of instances from the literature and on a new set of instances. Finally, the PDPTW is to service a set of transportation requests using a fleet of identical vehicles of limited capacity located at a central depot. Each request specifies a pickup location and a delivery location and requires that a given quantity of load is transported from the pickup location to the delivery location. Moreover, each location can be visited only within an associated time window. Each vehicle can perform at most one route and the problem is to satisfy all the requests using the available vehicles so that each request is serviced by a single vehicle, the load on each vehicle does not exceed the capacity, and all locations are visited according to their time window. We formulate the PDPTW as a set partitioning-like problem with additional cuts and we propose an exact algorithm based on different relaxations of the mathematical formulation and a branch-and-cut-and-price algorithm. The new algorithm is tested on two classes of problems from the literature and compared with a recent branch-and-cut-and-price algorithm from the literature.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

Multi-level models and infrastructures for simulating biological system development

The hierarchical organisation of biological systems plays a crucial role in the pattern formation of gene expression resulting from the morphogenetic processes, where autonomous internal dynamics of cells, as well as cell-to-cell interactions through membranes, are responsible for the emergent peculiar structures of the individual phenotype. Being able to reproduce the systems dynamics at different levels of such a hierarchy might be very useful for studying such a complex phenomenon of self-organisation. The idea is to model the phenomenon in terms of a large and dynamic network of compartments, where the interplay between inter-compartment and intra-compartment events determines the emergent behaviour resulting in the formation of spatial patterns. According to these premises the thesis proposes a review of the different approaches already developed in modelling developmental biology problems, as well as the main models and infrastructures available in literature for modelling biological systems, analysing their capabilities in tackling multi-compartment / multi-level models. The thesis then introduces a practical framework, MS-BioNET, for modelling and simulating these scenarios exploiting the potential of multi-level dynamics. This is based on (i) a computational model featuring networks of compartments and an enhanced model of chemical reaction addressing molecule transfer, (ii) a logic-oriented language to flexibly specify complex simulation scenarios, and (iii) a simulation engine based on the many-species/many-channels optimised version of Gillespie’s direct method. The thesis finally proposes the adoption of the agent-based model as an approach capable of capture multi-level dynamics. To overcome the problem of parameter tuning in the model, the simulators are supplied with a module for parameter optimisation. The task is defined as an optimisation problem over the parameter space in which the objective function to be minimised is the distance between the output of the simulator and a target one. The problem is tackled with a metaheuristic algorithm. As an example of application of the MS-BioNET framework and of the agent-based model, a model of the first stages of Drosophila Melanogaster development is realised. The model goal is to generate the early spatial pattern of gap gene expression. The correctness of the models is shown comparing the simulation results with real data of gene expression with spatial and temporal resolution, acquired in free on-line sources.

Algorithms for UAS insertion in civil air space

One of the most interesting challenge of the next years will be the Air Space Systems automation. This process will involve different aspects as the Air Traffic Management, the Aircrafts and Airport Operations and the Guidance and Navigation Systems. The use of UAS (Uninhabited Aerial System) for civil mission will be one of the most important steps in this automation process. In civil air space, Air Traffic Controllers (ATC) manage the air traffic ensuring that a minimum separation between the controlled aircrafts is always provided. For this purpose ATCs use several operative avoidance techniques like holding patterns or rerouting. The use of UAS in these context will require the definition of strategies for a common management of piloted and piloted air traffic that allow the UAS to self separate. As a first employment in civil air space we consider a UAS surveillance mission that consists in departing from a ground base, taking pictures over a set of mission targets and coming back to the same ground base. During all mission a set of piloted aircrafts fly in the same airspace and thus the UAS has to self separate using the ATC avoidance as anticipated. We consider two objective, the first consists in the minimization of the air traffic impact over the mission, the second consists in the minimization of the impact of the mission over the air traffic. A particular version of the well known Travelling Salesman Problem (TSP) called Time-Dependant-TSP has been studied to deal with traffic problems in big urban areas. Its basic idea consists in a cost of the route between two clients depending on the period of the day in which it is crossed. Our thesis supports that such idea can be applied to the air traffic too using a convenient time horizon compatible with aircrafts operations. The cost of a UAS sub-route will depend on the air traffic that it will meet starting such route in a specific moment and consequently on the avoidance maneuver that it will use to avoid that conflict. The conflict avoidance is a topic that has been hardly developed in past years using different approaches. In this thesis we purpose a new approach based on the use of ATC operative techniques that makes it possible both to model the UAS problem using a TDTSP framework both to use an Air Traffic Management perspective. Starting from this kind of mission, the problem of the UAS insertion in civil air space is formalized as the UAS Routing Problem (URP). For this reason we introduce a new structure called Conflict Graph that makes it possible to model the avoidance maneuvers and to define the arc cost function of the departing time. Two Integer Linear Programming formulations of the problem are proposed. The first is based on a TDTSP formulation that, unfortunately, is weaker then the TSP formulation. Thus a new formulation based on a TSP variation that uses specific penalty to model the holdings is proposed. Different algorithms are presented: exact algorithms, simple heuristics used as Upper Bounds on the number of time steps used, and metaheuristic algorithms as Genetic Algorithm and Simulated Annealing. Finally an air traffic scenario has been simulated using real air traffic data in order to test our algorithms. Graphic Tools have been used to represent the Milano Linate air space and its air traffic during different days. Such data have been provided by ENAV S.p.A (Italian Agency for Air Navigation Services).

Metaheuristics for Search Problems in Genomics - New Algorithms and Applications

In this thesis we made the first steps towards the systematic application of a methodology for automatically building formal models of complex biological systems. Such a methodology could be useful also to design artificial systems possessing desirable properties such as robustness and evolvability. The approach we follow in this thesis is to manipulate formal models by means of adaptive search methods called metaheuristics. In the first part of the thesis we develop state-of-the-art hybrid metaheuristic algorithms to tackle two important problems in genomics, namely, the Haplotype Inference by parsimony and the Founder Sequence Reconstruction Problem. We compare our algorithms with other effective techniques in the literature, we show strength and limitations of our approaches to various problem formulations and, finally, we propose further enhancements that could possibly improve the performance of our algorithms and widen their applicability. In the second part, we concentrate on Boolean network (BN) models of gene regulatory networks (GRNs). We detail our automatic design methodology and apply it to four use cases which correspond to different design criteria and address some limitations of GRN modeling by BNs. Finally, we tackle the Density Classification Problem with the aim of showing the learning capabilities of BNs. Experimental evaluation of this methodology shows its efficacy in producing network that meet our design criteria. Our results, coherently to what has been found in other works, also suggest that networks manipulated by a search process exhibit a mixture of characteristics typical of different dynamical regimes.