A graph-based hyper heuristic for timetabling problems

This paper presents an investigation of a simple generic hyper-heuristic approach upon a set of widely used constructive heuristics (graph coloring heuristics) in timetabling. Within the hyperheuristic framework, a Tabu Search approach is employed to search for permutations of graph heuristics which are used for constructing timetables in exam and course timetabling problems. This underpins a multi-stage hyper-heuristic where the Tabu Search employs permutations upon a different number of graph heuristics in two stages. We study this graph-based hyper-heuristic approach within the context of exploring fundamental issues concerning the search space of the hyper-heuristic (the heuristic space) and the solution space. Such issues have not been addressed in other hyper-heuristic research. These approaches are tested on both exam and course benchmark timetabling problems and are compared with the fine-tuned bespoke state-of-the-art approaches. The results are within the range of the best results reported in the literature. The approach described here represents a significantly more generally applicable approach than the current state of the art in the literature. Future work will extend this hyper-heuristic framework by employing methodologies which are applicable on a wider range of timetabling and scheduling problems.

Hybrid Graph Heuristics within a Hyper-heuristic Approach to Exam Timetabling Problems

This paper is concerned with the hybridization of two graph coloring heuristics (Saturation Degree and Largest Degree), and their application within a hyperheuristic for exam timetabling problems. Hyper-heuristics can be seen as algorithms which intelligently select appropriate algorithms/heuristics for solving a problem. We developed a Tabu Search based hyper-heuristic to search for heuristic lists (of graph heuristics) for solving problems and investigated the heuristic lists found by employing knowledge discovery techniques. Two hybrid approaches (involving Saturation Degree and Largest Degree) including one which employs Case Based Reasoning are presented and discussed. Both the Tabu Search based hyper-heuristic and the hybrid approaches are tested on random and real-world exam timetabling problems. Experimental results are comparable with the best state-of-the-art approaches (as measured against established benchmark problems). The results also demonstrate an increased level of generality in our approach.

A graph-based hyper heuristic for timetabling problems

This paper presents an investigation of a simple generic hyper-heuristic approach upon a set of widely used constructive heuristics (graph coloring heuristics) in timetabling. Within the hyperheuristic framework, a Tabu Search approach is employed to search for permutations of graph heuristics which are used for constructing timetables in exam and course timetabling problems. This underpins a multi-stage hyper-heuristic where the Tabu Search employs permutations upon a different number of graph heuristics in two stages. We study this graph-based hyper-heuristic approach within the context of exploring fundamental issues concerning the search space of the hyper-heuristic (the heuristic space) and the solution space. Such issues have not been addressed in other hyper-heuristic research. These approaches are tested on both exam and course benchmark timetabling problems and are compared with the fine-tuned bespoke state-of-the-art approaches. The results are within the range of the best results reported in the literature. The approach described here represents a significantly more generally applicable approach than the current state of the art in the literature. Future work will extend this hyper-heuristic framework by employing methodologies which are applicable on a wider range of timetabling and scheduling problems.

A New Paradigm for Heuristic Decision Making, Invited Keynote Talk

Over the last few years, more and more heuristic decision making techniques have been inspired by nature, e.g. evolutionary algorithms, ant colony optimisation and simulated annealing. More recently, a novel computational intelligence technique inspired by immunology has emerged, called Artificial Immune Systems (AIS). This immune system inspired technique has already been useful in solving some computational problems. In this keynote, we will very briefly describe the immune system metaphors that are relevant to AIS. We will then give some illustrative real-world problems suitable for AIS use and show a step-by-step algorithm walkthrough. A comparison of AIS to other well-known algorithms and areas for future work will round this keynote off. It should be noted that as AIS is still a young and evolving field, there is not yet a fixed algorithm template and hence actual implementations might differ somewhat from the examples given here.

Nurse Rostering with Genetic Algorithms

In recent years genetic algorithms have emerged as a useful tool for the heuristic solution of complex discrete optimisation problems. In particular there has been considerable interest in their use in tackling problems arising in the areas of scheduling and timetabling. However, the classical genetic algorithm paradigm is not well equipped to handle constraints and successful implementations usually require some sort of modification to enable the search to exploit problem specific knowledge in order to overcome this shortcoming. This paper is concerned with the development of a family of genetic algorithms for the solution of a nurse rostering problem at a major UK hospital. The hospital is made up of wards of up to 30 nurses. Each ward has its own group of nurses whose shifts have to be scheduled on a weekly basis. In addition to fulfilling the minimum demand for staff over three daily shifts, nurses’ wishes and qualifications have to be taken into account. The schedules must also be seen to be fair, in that unpopular shifts have to be spread evenly amongst all nurses, and other restrictions, such as team nursing and special conditions for senior staff, have to be satisfied. The basis of the family of genetic algorithms is a classical genetic algorithm consisting of n-point crossover, single-bit mutation and a rank-based selection. The solution space consists of all schedules in which each nurse works the required number of shifts, but the remaining constraints, both hard and soft, are relaxed and penalised in the fitness function. The talk will start with a detailed description of the problem and the initial implementation and will go on to highlight the shortcomings of such an approach, in terms of the key element of balancing feasibility, i.e. covering the demand and work regulations, and quality, as measured by the nurses’ preferences. A series of experiments involving parameter adaptation, niching, intelligent weights, delta coding, local hill climbing, migration and special selection rules will then be outlined and it will be shown how a series of these enhancements were able to eradicate these difficulties. Results based on several months’ real data will be used to measure the impact of each modification, and to show that the final algorithm is able to compete with a tabu search approach currently employed at the hospital. The talk will conclude with some observations as to the overall quality of this approach to this and similar problems.

A Component Based Heuristic Search Method with AdaptivePerturbations for Hospital Personnel Scheduling

Nurse rostering is a complex scheduling problem that affects hospital personnel on a daily basis all over the world. This paper presents a new component-based approach with adaptive perturbations, for a nurse scheduling problem arising at a major UK hospital. The main idea behind this technique is to decompose a schedule into its components (i.e. the allocated shift pattern of each nurse), and then mimic a natural evolutionary process on these components to iteratively deliver better schedules. The worthiness of all components in the schedule has to be continuously demonstrated in order for them to remain there. This demonstration employs a dynamic evaluation function which evaluates how well each component contributes towards the final objective. Two perturbation steps are then applied: the first perturbation eliminates a number of components that are deemed not worthy to stay in the current schedule; the second perturbation may also throw out, with a low level of probability, some worthy components. The eliminated components are replenished with new ones using a set of constructive heuristics using local optimality criteria. Computational results using 52 data instances demonstrate the applicability of the proposed approach in solving real-world problems.

Biased Random-key Genetic Algorithms For The Winner Determination Problem In Combinatorial Auctions.

Abstract In this paper, we address the problem of picking a subset of bids in a general combinatorial auction so as to maximize the overall profit using the first-price model. This winner determination problem assumes that a single bidding round is held to determine both the winners and prices to be paid. We introduce six variants of biased random-key genetic algorithms for this problem. Three of them use a novel initialization technique that makes use of solutions of intermediate linear programming relaxations of an exact mixed integer-linear programming model as initial chromosomes of the population. An experimental evaluation compares the effectiveness of the proposed algorithms with the standard mixed linear integer programming formulation, a specialized exact algorithm, and the best-performing heuristics proposed for this problem. The proposed algorithms are competitive and offer strong results, mainly for large-scale auctions.

A hybrid heuristic for the multi-plant capacitated lot sizing problem with setup carry-over

This paper addresses the capacitated lot sizing problem (CLSP) with a single stage composed of multiple plants, items and periods with setup carry-over among the periods. The CLSP is well studied and many heuristics have been proposed to solve it. Nevertheless, few researches explored the multi-plant capacitated lot sizing problem (MPCLSP), which means that few solution methods were proposed to solve it. Furthermore, to our knowledge, no study of the MPCLSP with setup carry-over was found in the literature. This paper presents a mathematical model and a GRASP (Greedy Randomized Adaptive Search Procedure) with path relinking to the MPCLSP with setup carry-over. This solution method is an extension and adaptation of a previously adopted methodology without the setup carry-over. Computational tests showed that the improvement of the setup carry-over is significant in terms of the solution value with a low increase in computational time.

Bayesian online algorithms for learning in discrete Hidden Markov Models

We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.

Social interaction as a heuristic for combinatorial optimization problems

We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.

An algorithmic Friedman-Pippenger theorem on tree embeddings and applications

An (n, d)-expander is a graph G = (V, E) such that for every X subset of V with vertical bar X vertical bar <= 2n - 2 we have vertical bar Gamma(G)(X) vertical bar >= (d + 1) vertical bar X vertical bar. A tree T is small if it has at most n vertices and has maximum degree at most d. Friedman and Pippenger (1987) proved that any ( n; d)- expander contains every small tree. However, their elegant proof does not seem to yield an efficient algorithm for obtaining the tree. In this paper, we give an alternative result that does admit a polynomial time algorithm for finding the immersion of any small tree in subgraphs G of (N, D, lambda)-graphs Lambda, as long as G contains a positive fraction of the edges of Lambda and lambda/D is small enough. In several applications of the Friedman-Pippenger theorem, including the ones in the original paper of those authors, the (n, d)-expander G is a subgraph of an (N, D, lambda)-graph as above. Therefore, our result suffices to provide efficient algorithms for such previously non-constructive applications. As an example, we discuss a recent result of Alon, Krivelevich, and Sudakov (2007) concerning embedding nearly spanning bounded degree trees, the proof of which makes use of the Friedman-Pippenger theorem. We shall also show a construction inspired on Wigderson-Zuckerman expander graphs for which any sufficiently dense subgraph contains all trees of sizes and maximum degrees achieving essentially optimal parameters. Our algorithmic approach is based on a reduction of the tree embedding problem to a certain on-line matching problem for bipartite graphs, solved by Aggarwal et al. (1996).

Node-Depth Encoding and Multiobjective Evolutionary Algorithm Applied to Large-Scale Distribution System Reconfiguration

The power loss reduction in distribution systems (DSs) is a nonlinear and multiobjective problem. Service restoration in DSs is even computationally hard since it additionally requires a solution in real-time. Both DS problems are computationally complex. For large-scale networks, the usual problem formulation has thousands of constraint equations. The node-depth encoding (NDE) enables a modeling of DSs problems that eliminates several constraint equations from the usual formulation, making the problem solution simpler. On the other hand, a multiobjective evolutionary algorithm (EA) based on subpopulation tables adequately models several objectives and constraints, enabling a better exploration of the search space. The combination of the multiobjective EA with NDE (MEAN) results in the proposed approach for solving DSs problems for large-scale networks. Simulation results have shown the MEAN is able to find adequate restoration plans for a real DS with 3860 buses and 632 switches in a running time of 0.68 s. Moreover, the MEAN has shown a sublinear running time in function of the system size. Tests with networks ranging from 632 to 5166 switches indicate that the MEAN can find network configurations corresponding to a power loss reduction of 27.64% for very large networks requiring relatively low running time.

GOOAL: A routine based on Genetic Algorithms to track harmonics in electric power systems

Voltage and current waveforms of a distribution or transmission power system are not pure sinusoids. There are distortions in these waveforms that can be represented as a combination of the fundamental frequency, harmonics and high frequency transients. This paper presents a novel approach to identifying harmonics in power system distorted waveforms. The proposed method is based on Genetic Algorithms, which is an optimization technique inspired by genetics and natural evolution. GOOAL, a specially designed intelligent algorithm for optimization problems, was successfully implemented and tested. Two kinds of representations concerning chromosomes are utilized: binary and real. The results show that the proposed method is more precise than the traditional Fourier Transform, especially considering the real representation of the chromosomes.

Hybrid Algorithms for Routing and Assignment Wavelengths in Optical Networks

This paper presents a strategy for the solution of the WDM optical networks planning. Specifically, the problem of Routing and Wavelength Allocation (RWA) in order to minimize the amount of wavelengths used. In this case, the problem is known as the Min-RWA. Two meta-heuristics (Tabu Search and Simulated Annealing) are applied to take solutions of good quality and high performance. The key point is the degradation of the maximum load on the virtual links in favor of minimization of number of wavelengths used; the objective is to find a good compromise between the metrics of virtual topology (load in Gb/s) and of the physical topology (quantity of wavelengths). The simulations suggest good results when compared to some existing in the literature.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.