Algoritmos experimentais para o problema biobjetivo da árvore geradora quadrática em adjacência de arestas

The Quadratic Minimum Spanning Tree (QMST) problem is a generalization of the Minimum Spanning Tree problem in which, beyond linear costs associated to each edge, quadratic costs associated to each pair of edges must be considered. The quadratic costs are due to interaction costs between the edges. When interactions occur between adjacent edges only, the problem is named Adjacent Only Quadratic Minimum Spanning Tree (AQMST). Both QMST and AQMST are NP-hard and model a number of real world applications involving infrastructure networks design. Linear and quadratic costs are summed in the mono-objective versions of the problems. However, real world applications often deal with conflicting objectives. In those cases, considering linear and quadratic costs separately is more appropriate and multi-objective optimization provides a more realistic modelling. Exact and heuristic algorithms are investigated in this work for the Bi-objective Adjacent Only Quadratic Spanning Tree Problem. The following techniques are proposed: backtracking, branch-and-bound, Pareto Local Search, Greedy Randomized Adaptive Search Procedure, Simulated Annealing, NSGA-II, Transgenetic Algorithm, Particle Swarm Optimization and a hybridization of the Transgenetic Algorithm with the MOEA-D technique. Pareto compliant quality indicators are used to compare the algorithms on a set of benchmark instances proposed in literature.

Tactical Vehicle Routing Planning with Application to Milk Collection and Distribution

De nombreux problèmes pratiques qui se posent dans dans le domaine de la logistique, peuvent être modélisés comme des problèmes de tournées de véhicules. De façon générale, cette famille de problèmes implique la conception de routes, débutant et se terminant à un dépôt, qui sont utilisées pour distribuer des biens à un nombre de clients géographiquement dispersé dans un contexte où les coûts associés aux routes sont minimisés. Selon le type de problème, un ou plusieurs dépôts peuvent-être présents. Les problèmes de tournées de véhicules sont parmi les problèmes combinatoires les plus difficiles à résoudre. Dans cette thèse, nous étudions un problème d’optimisation combinatoire, appartenant aux classes des problèmes de tournées de véhicules, qui est liée au contexte des réseaux de transport. Nous introduisons un nouveau problème qui est principalement inspiré des activités de collecte de lait des fermes de production, et de la redistribution du produit collecté aux usines de transformation, pour la province de Québec. Deux variantes de ce problème sont considérées. La première, vise la conception d’un plan tactique de routage pour le problème de la collecte-redistribution de lait sur un horizon donné, en supposant que le niveau de la production au cours de l’horizon est fixé. La deuxième variante, vise à fournir un plan plus précis en tenant compte de la variation potentielle de niveau de production pouvant survenir au cours de l’horizon considéré. Dans la première partie de cette thèse, nous décrivons un algorithme exact pour la première variante du problème qui se caractérise par la présence de fenêtres de temps, plusieurs dépôts, et une flotte hétérogène de véhicules, et dont l’objectif est de minimiser le coût de routage. À cette fin, le problème est modélisé comme un problème multi-attributs de tournées de véhicules. L’algorithme exact est basé sur la génération de colonnes impliquant un algorithme de plus court chemin élémentaire avec contraintes de ressources. Dans la deuxième partie, nous concevons un algorithme exact pour résoudre la deuxième variante du problème. À cette fin, le problème est modélisé comme un problème de tournées de véhicules multi-périodes prenant en compte explicitement les variations potentielles du niveau de production sur un horizon donné. De nouvelles stratégies sont proposées pour résoudre le problème de plus court chemin élémentaire avec contraintes de ressources, impliquant dans ce cas une structure particulière étant donné la caractéristique multi-périodes du problème général. Pour résoudre des instances de taille réaliste dans des temps de calcul raisonnables, une approche de résolution de nature heuristique est requise. La troisième partie propose un algorithme de recherche adaptative à grands voisinages où de nombreuses nouvelles stratégies d’exploration et d’exploitation sont proposées pour améliorer la performances de l’algorithme proposé en termes de la qualité de la solution obtenue et du temps de calcul nécessaire.

A computational comparison of different algorithms for very large p-median problems

In this paper, we propose a new method for solving large scale p-median problem instances based on real data. We compare different approaches in terms of runtime, memory footprint and quality of solutions obtained. In order to test the different methods on real data, we introduce a new benchmark for the p-median problem based on real Swedish data. Because of the size of the problem addressed, up to 1938 candidate nodes, a number of algorithms, both exact and heuristic, are considered. We also propose an improved hybrid version of a genetic algorithm called impGA. Experiments show that impGA behaves as well as other methods for the standard set of medium-size problems taken from Beasley’s benchmark, but produces comparatively good results in terms of quality, runtime and memory footprint on our specific benchmark based on real Swedish data.

Efficient heuristic algorithm used for optimal capacitor placement in distribution systems

An efficient heuristic algorithm is presented in this work in order to solve the optimal capacitor placement problem in radial distribution systems. The proposal uses the solution from the mathematical model after relaxing the integrality of the discrete variables as a strategy to identify the most attractive bus to add capacitors to each step of the heuristic algorithm. The relaxed mathematical model is a nonlinear programming problem and is solved using a specialized interior point method, The algorithm still incorporates an additional strategy of local search that enables the finding of a group of quality solutions after small alterations in the optimization strategy. Proposed solution methodology has been implemented and tested in known electric systems getting a satisfactory outcome compared with metaheuristic methods.The tests carried out in electric systems known in specialized literature reveal the satisfactory outcome of the proposed algorithm compared with metaheuristic methods. (C) 2009 Elsevier Ltd. All rights reserved.

Constructive heuristic algorithm in branch-and-bound structure applied to transmission network expansion planning

A constructive heuristic algorithm to solve the transmission system expansion planning problem is proposed with the aim of circumventing some critical problems of classical heuristic algorithms that employ relaxed mathematical models to calculate a sensitivity index that guides the circuit additions. The proposed heuristic algorithm is in a branch-and-bound algorithm structure, which can be used with any planning model, such as Transportation model, DC model, AC model or Hybrid models. Tests of the proposed algorithm are presented on real Brazilian systems.

Heuristic algorithm to solve the short term transmission network expansion planning

In this paper, a method for solving the short term transmission network expansion planning problem is presented. This is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In order to And a solution of excellent quality for this problem, a constructive heuristic algorithm is presented in this paper. In each step of the algorithm, a sensitivity index is used to add a circuit (transmission line or transformer) or a capacitor bank (fixed or variable) to the system. This sensitivity index is obtained solving the problem considering the numbers of circuits and capacitors banks to be added (relaxed problem), as continuous variables. The relaxed problem is a large and complex nonlinear programming and was solved through a higher order interior point method. The paper shows results of several tests that were performed using three well-known electric energy systems in order to show the possibility and the advantages of using the AC model. ©2007 IEEE.

Distribution network planning using a constructive heuristic algorithm

An optimization technique to solve distribution network planning (DNP) problem is presented. This is a very complex mixed binary nonlinear programming problem. A constructive heuristic algorithm (CHA) aimed at obtaining an excellent quality solution for this problem is presented. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution network. This sensitivity index is obtained solving the DNP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. A local improvement phase and a branching technique were implemented in the CHA. Results of two tests using a distribution network are presented in the paper in order to show the ability of the proposed algorithm. ©2009 IEEE.

An application of a modified constructive heuristic algorithm to transmission expansion planning

Transmission expansion planning (TEP) is a non-convex optimization problem that can be solved via different heuristic algorithms. A variety of classical as well as heuristic algorithms in literature are addressed to solve TEP problem. In this paper a modified constructive heuristic algorithm (CHA) is proposed for solving such a crucial problem. Most of research papers handle TEP problem by linearization of the non-linear mathematical model while in this research TEP problem is solved via CHA using non-linear model. The proposed methodology is based upon Garver's algorithm capable of applying to a DC model. Simulation studies and tests results on the well known transmission network such as: Garver and IEEE 24-bus systems are carried out to show the significant performance as well as the effectiveness of the proposed algorithm. © 2011 IEEE.

A heuristic algorithm based on multi-assignment procedures for nurse scheduling

This paper tackles a Nurse Scheduling Problem which consists of generating work schedules for a set of nurses while considering their shift preferences and other requirements. The objective is to maximize the satisfaction of nurses' preferences and minimize the violation of soft constraints. This paper presents a new deterministic heuristic algorithm, called MAPA (multi-assignment problem-based algorithm), which is based on successive resolutions of the assignment problem. The algorithm has two phases: a constructive phase and an improvement phase. The constructive phase builds a full schedule by solving successive assignment problems, one for each day in the planning period. The improvement phase uses a couple of procedures that re-solve assignment problems to produce a better schedule. Given the deterministic nature of this algorithm, the same schedule is obtained each time that the algorithm is applied to the same problem instance. The performance of MAPA is benchmarked against published results for almost 250,000 instances from the NSPLib dataset. In most cases, particularly on large instances of the problem, the results produced by MAPA are better when compared to best-known solutions from the literature. The experiments reported here also show that the MAPA algorithm finds more feasible solutions compared with other algorithms in the literature, which suggest that this proposed approach is effective and robust. © 2013 Springer Science+Business Media New York.

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.

Exact Algorithms for Different Classes of Vehicle Routing Problems

We deal with five problems arising in the field of logistics: the Asymmetric TSP (ATSP), the TSP with Time Windows (TSPTW), the VRP with Time Windows (VRPTW), the Multi-Trip VRP (MTVRP), and the Two-Echelon Capacitated VRP (2E-CVRP). The ATSP requires finding a lest-cost Hamiltonian tour in a digraph. We survey models and classical relaxations, and describe the most effective exact algorithms from the literature. A survey and analysis of the polynomial formulations is provided. The considered algorithms and formulations are experimentally compared on benchmark instances. The TSPTW requires finding, in a weighted digraph, a least-cost Hamiltonian tour visiting each vertex within a given time window. We propose a new exact method, based on new tour relaxations and dynamic programming. Computational results on benchmark instances show that the proposed algorithm outperforms the state-of-the-art exact methods. In the VRPTW, a fleet of identical capacitated vehicles located at a depot must be optimally routed to supply customers with known demands and time window constraints. Different column generation bounding procedures and an exact algorithm are developed. The new exact method closed four of the five open Solomon instances. The MTVRP is the problem of optimally routing capacitated vehicles located at a depot to supply customers without exceeding maximum driving time constraints. Two set-partitioning-like formulations of the problem are introduced. Lower bounds are derived and embedded into an exact solution method, that can solve benchmark instances with up to 120 customers. The 2E-CVRP requires designing the optimal routing plan to deliver goods from a depot to customers by using intermediate depots. The objective is to minimize the sum of routing and handling costs. A new mathematical formulation is introduced. Valid lower bounds and an exact method are derived. Computational results on benchmark instances show that the new exact algorithm outperforms the state-of-the-art exact methods.

A COMPARATIVE STUDY OF HEURISTIC OPTIMIZATION ALGORITHMS

Heuristic optimization algorithms are of great importance for reaching solutions to various real world problems. These algorithms have a wide range of applications such as cost reduction, artificial intelligence, and medicine. By the term cost, one could imply that that cost is associated with, for instance, the value of a function of several independent variables. Often, when dealing with engineering problems, we want to minimize the value of a function in order to achieve an optimum, or to maximize another parameter which increases with a decrease in the cost (the value of this function). The heuristic cost reduction algorithms work by finding the optimum values of the independent variables for which the value of the function (the “cost”) is the minimum. There is an abundance of heuristic cost reduction algorithms to choose from. We will start with a discussion of various optimization algorithms such as Memetic algorithms, force-directed placement, and evolution-based algorithms. Following this initial discussion, we will take up the working of three algorithms and implement the same in MATLAB. The focus of this report is to provide detailed information on the working of three different heuristic optimization algorithms, and conclude with a comparative study on the performance of these algorithms when implemented in MATLAB. In this report, the three algorithms we will take in to consideration will be the non-adaptive simulated annealing algorithm, the adaptive simulated annealing algorithm, and random restart hill climbing algorithm. The algorithms are heuristic in nature, that is, the solution these achieve may not be the best of all the solutions but provide a means to reach a quick solution that may be a reasonably good solution without taking an indefinite time to implement.

Algorithms for Finding Unitals and Maximal Arcs in Projective Planes of Order 16

The paper has been presented at the International Conference Pioneers of Bulgarian Mathematics, Dedicated to Nikola Obreshkoff and Lubomir Tschakalo ff , Sofia, July, 2006.

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 Constructive Genetic Algorithm for permutation flowshop scheduling

The general flowshop scheduling problem is a production problem where a set of n jobs have to be processed with identical flow pattern on in machines. In permutation flowshops the sequence of jobs is the same on all machines. A significant research effort has been devoted for sequencing jobs in a flowshop minimizing the makespan. This paper describes the application of a Constructive Genetic Algorithm (CGA) to makespan minimization on flowshop scheduling. The CGA was proposed recently as an alternative to traditional GA approaches, particularly, for evaluating schemata directly. The population initially formed only by schemata, evolves controlled by recombination to a population of well-adapted structures (schemata instantiation). The CGA implemented is based on the NEH classic heuristic and a local search heuristic used to define the fitness functions. The parameters of the CGA are calibrated using a Design of Experiments (DOE) approach. The computational results are compared against some other successful algorithms from the literature on Taillard`s well-known standard benchmark. The computational experience shows that this innovative CGA approach provides competitive results for flowshop scheduling; problems. (C) 2007 Elsevier Ltd. All rights reserved.