Iterated local search

Iterated Local Search has many of the desirable features of a metaheuristic: it is simple, easy to implement, robust, and highly effective. The essential idea of Iterated Local Search lies in focusing the search not on the full space of solutions but on a smaller subspace defined by the solutions that are locally optimal for a given optimization engine. The success of Iterated Local Search lies in the biased sampling of this set of local optima. How effective this approach turns out to be depends mainly on the choice of the local search, the perturbations, and the acceptance criterion. So far, in spite of its conceptual simplicity, it has lead to a number of state-of-the-art results without the use of too much problem-specific knowledge. But with further work so that the different modules are well adapted to the problem at hand, Iterated Local Search can often become a competitive or even state of the artalgorithm. The purpose of this review is both to give a detailed description of this metaheuristic and to show where it stands in terms of performance.

Solving two production scheduling problems with sequence-dependent set-up times

In today’s competitive markets, the importance of goodscheduling strategies in manufacturing companies lead to theneed of developing efficient methods to solve complexscheduling problems.In this paper, we studied two production scheduling problemswith sequence-dependent setups times. The setup times areone of the most common complications in scheduling problems,and are usually associated with cleaning operations andchanging tools and shapes in machines.The first problem considered is a single-machine schedulingwith release dates, sequence-dependent setup times anddelivery times. The performance measure is the maximumlateness.The second problem is a job-shop scheduling problem withsequence-dependent setup times where the objective is tominimize the makespan.We present several priority dispatching rules for bothproblems, followed by a study of their performance. Finally,conclusions and directions of future research are presented.

Strategies for an integrated distribution problem

The problems arising in the logistics of commercial distribution are complexand involve several players and decision levels. One important decision isrelated with the design of the routes to distribute the products, in anefficient and inexpensive way.This article explores three different distribution strategies: the firststrategy corresponds to the classical vehicle routing problem; the second isa master route strategy with daily adaptations and the third is a strategythat takes into account the cross-functional planning through amulti-objective model with two objectives. All strategies are analyzed ina multi-period scenario. A metaheuristic based on the Iteratetd Local Search,is used to solve the models related with each strategy. A computationalexperiment is performed to evaluate the three strategies with respect to thetwo objectives. The cross functional planning strategy leads to solutions thatput in practice the coordination between functional areas and better meetbusiness objectives.

Adaptive approach heuristics for the generalized assignment problem

The Generalized Assignment Problem consists in assigning a setof tasks to a set of agents with minimum cost. Each agent hasa limited amount of a single resource and each task must beassigned to one and only one agent, requiring a certain amountof the resource of the agent. We present new metaheuristics forthe generalized assignment problem based on hybrid approaches.One metaheuristic is a MAX-MIN Ant System (MMAS), an improvedversion of the Ant System, which was recently proposed byStutzle and Hoos to combinatorial optimization problems, and itcan be seen has an adaptive sampling algorithm that takes inconsideration the experience gathered in earlier iterations ofthe algorithm. Moreover, the latter heuristic is combined withlocal search and tabu search heuristics to improve the search.A greedy randomized adaptive search heuristic (GRASP) is alsoproposed. Several neighborhoods are studied, including one basedon ejection chains that produces good moves withoutincreasing the computational effort. We present computationalresults of the comparative performance, followed by concludingremarks and ideas on future research in generalized assignmentrelated problems.

Local volatility changes in the black-scholes model

In this paper we address a problem arising in risk management; namely the study of price variations of different contingent claims in the Black-Scholes model due to anticipating future events. The method we propose to use is an extension of the classical Vega index, i.e. the price derivative with respect to the constant volatility, in thesense that we perturb the volatility in different directions. Thisdirectional derivative, which we denote the local Vega index, will serve as the main object in the paper and one of the purposes is to relate it to the classical Vega index. We show that for all contingent claims studied in this paper the local Vega index can be expressed as a weighted average of the perturbation in volatility. In the particular case where the interest rate and the volatility are constant and the perturbation is deterministic, the local Vega index is an average of this perturbation multiplied by the classical Vega index. We also study the well-known goal problem of maximizing the probability of a perfect hedge and show that the speed of convergence is in fact dependent of the local Vega index.

Inventory-routing model, for a multi-period problem with stochastic and deterministic demand

The need for integration in the supply chain management leads us to considerthe coordination of two logistic planning functions: transportation andinventory. The coordination of these activities can be an extremely importantsource of competitive advantage in the supply chain management. The battle forcost reduction can pass through the equilibrium of transportation versusinventory managing costs. In this work, we study the specific case of aninventory-routing problem for a week planning period with different types ofdemand. A heuristic methodology, based on the Iterated Local Search, isproposed to solve the Multi-Period Inventory Routing Problem with stochasticand deterministic demand.

The donor problem

Donors often rely on local intermediaries to deliver benefits to target beneficiaries. Each selected recipient observes if the intermediary under-delivers to them, so they serve as natural monitors. However, they may withhold complaints when feeling unentitled or grateful to the intermediary for selecting them. Furthermore, the intermediary may distort selection (e.g. by picking richer recipients who feel less entitled) to reduce complaints. We design an experimental game representing the donor s problem. In one treatment, the intermediary selects recipients. In the other, selection is random - as by an uninformed donor. In our data, random selection dominates delegation of the selection task to the intermediary. Selection distortions are similar, but intermediaries embezzle more when they have selection power and (correctly) expect fewer complaints.

Local acquisition of methicillin-resistance in predominant Staphylococcus aureus clones of western Switzerland.

Objectives: Recent population genetic studies suggest that the Staphylococcal Chromosome Cassettes mec (SCCmec) was acquired at a global scale much more frequently than previously thought. We hypothesized that such acquisitions can also be observed at a local level. In the present study, we aimed at investigating the diversity of SCCmec in a local MRSA population, where the dissemination of four MRSA clones has been observed (JCM 2007, 45: 3729). Methods: All the MRSA isolates (one per patient) recovered in the Vaud canton of Switzerland from January 2005 to December 2008 were analyzed in this study. We used the Double Locus Sequence Typing (DLST) method, based on clfB and spa loci, and the e-BURST algorithm to group the types with one allele in common (i.e. clone). To increase the discriminatory power of the DLST method, a third polymorphic marker (clfA) was further analyzed on a sub-sample of isolates. The SCCmec type of each isolate was determined with the first two PCRs of the Kondo scheme. Results: DLST analysis indicated that 1884/2036 isolates (92.5%) belong to the four predominant clones. A majority of isolates in each clone harboured an identical SCCmec type: 61/64 (95%) isolates to DLST clone 1−1 SCCmec IV, 1282/1323 (97%) to clone 2−2 SCCmec II, 237/288 (82%) to clone 3−3 SCCmec IV, and 192/209 (92%) to clone 4−4 SCCmec I. Unexpectedly, different SCCmec types were present in a single predominant DLST clone: SCCmec V plus one unusual type in 3 isolates of clone 1−1; SCCmec I, IV, V, VI plus two unusual types in 41 isolates of clone 2−2; SCCmec I, II, VI plus three unusual types in 51 isolates of clone 3−3; and SCCmec II, IV, V plus one unusual type in 17 isolates of clone 4−4. Interestingly, adding a third locus generally did not change the classification of incongruent SCCmec types, suggesting that these SCCmec elements have been acquired locally during the dissemination of the clones. Conclusion: Although the SCCmec diversity within clones was relatively low at a local level, a significant proportion of isolates with different SCCmec have been identified in the four major clones. This suggests that the local acquisition of SCCmec elements is not a rare event and illustrates the great capacity of S. aureus to quickly adapt to its environment by acquiring new genetic elements.

Iowa Problem Identification, February 2010

Each year, traffic crashes in the United States result in nearly 300,000 deaths and serious injuries. In 2008 alone, traffic crashes cost the nation an estimated $230 billion, nine times more than the estimated cost of all crime. Highway crashes represent the leading cause of death and disabling injury for persons under age 35. In recognition of this problem, the Congress of the United States enacted national highway safety legislation in 1966, which led to the establishment of the National Highway Traffic Safety Administration (NHTSA). The legislation also provided for federal highway safety monies to be made available to the states with a goal of reducing death and injury on the nation’s roads. Iowa has been very active in the federal-state local highway safety partnership since the mid 1960s.

Does partisan alignment affect the electoral reward of intergovernmental transfers?

[spa] En este trabajo analizamos la hipótesis que las transferencias asignadas a los municipios políticamente alineados generan un mayor apoyo político que las transferencias asignada a los municipios gobernados por la oposición. Para contrastar esta hipótesis utilizamos datos de las transferencias recibidas por 617 municipios españoles procedentes de dos niveles de gobierno superiores (Regional o Autonómico y Supra-Local o Diputaciones) durante el período 1993-2003, así como datos de los votos obtenidos en las tres elecciones celebradas en los diferentes niveles de gobierno durante este período.

Grabbing your ear: rapid auditory-somatosensory multisensory interactions in low-level sensory cortices are not constrained by stimulus alignment.

Multisensory interactions are observed in species from single-cell organisms to humans. Important early work was primarily carried out in the cat superior colliculus and a set of critical parameters for their occurrence were defined. Primary among these were temporal synchrony and spatial alignment of bisensory inputs. Here, we assessed whether spatial alignment was also a critical parameter for the temporally earliest multisensory interactions that are observed in lower-level sensory cortices of the human. While multisensory interactions in humans have been shown behaviorally for spatially disparate stimuli (e.g. the ventriloquist effect), it is not clear if such effects are due to early sensory level integration or later perceptual level processing. In the present study, we used psychophysical and electrophysiological indices to show that auditory-somatosensory interactions in humans occur via the same early sensory mechanism both when stimuli are in and out of spatial register. Subjects more rapidly detected multisensory than unisensory events. At just 50 ms post-stimulus, neural responses to the multisensory 'whole' were greater than the summed responses from the constituent unisensory 'parts'. For all spatial configurations, this effect followed from a modulation of the strength of brain responses, rather than the activation of regions specifically responsive to multisensory pairs. Using the local auto-regressive average source estimation, we localized the initial auditory-somatosensory interactions to auditory association areas contralateral to the side of somatosensory stimulation. Thus, multisensory interactions can occur across wide peripersonal spatial separations remarkably early in sensory processing and in cortical regions traditionally considered unisensory.

Does partisan alignment affect the electoral reward of intergovernmental transfers?

[spa] En este trabajo analizamos la hipótesis que las transferencias asignadas a los municipios políticamente alineados generan un mayor apoyo político que las transferencias asignada a los municipios gobernados por la oposición. Para contrastar esta hipótesis utilizamos datos de las transferencias recibidas por 617 municipios españoles procedentes de dos niveles de gobierno superiores (Regional o Autonómico y Supra-Local o Diputaciones) durante el período 1993-2003, así como datos de los votos obtenidos en las tres elecciones celebradas en los diferentes niveles de gobierno durante este período.

Local and global error models to improve uncertainty quantification

In groundwater applications, Monte Carlo methods are employed to model the uncertainty on geological parameters. However, their brute-force application becomes computationally prohibitive for highly detailed geological descriptions, complex physical processes, and a large number of realizations. The Distance Kernel Method (DKM) overcomes this issue by clustering the realizations in a multidimensional space based on the flow responses obtained by means of an approximate (computationally cheaper) model; then, the uncertainty is estimated from the exact responses that are computed only for one representative realization per cluster (the medoid). Usually, DKM is employed to decrease the size of the sample of realizations that are considered to estimate the uncertainty. We propose to use the information from the approximate responses for uncertainty quantification. The subset of exact solutions provided by DKM is then employed to construct an error model and correct the potential bias of the approximate model. Two error models are devised that both employ the difference between approximate and exact medoid solutions, but differ in the way medoid errors are interpolated to correct the whole set of realizations. The Local Error Model rests upon the clustering defined by DKM and can be seen as a natural way to account for intra-cluster variability; the Global Error Model employs a linear interpolation of all medoid errors regardless of the cluster to which the single realization belongs. These error models are evaluated for an idealized pollution problem in which the uncertainty of the breakthrough curve needs to be estimated. For this numerical test case, we demonstrate that the error models improve the uncertainty quantification provided by the DKM algorithm and are effective in correcting the bias of the estimate computed solely from the MsFV results. The framework presented here is not specific to the methods considered and can be applied to other combinations of approximate models and techniques to select a subset of realizations

Assessment of letrozole and tamoxifen alone and in sequence for postmenopausal women with steroid hormone receptor-positive breast cancer: the BIG 1-98 randomised clinical trial at 8·1 years median follow-up.

BACKGROUND: Postmenopausal women with hormone receptor-positive early breast cancer have persistent, long-term risk of breast-cancer recurrence and death. Therefore, trials assessing endocrine therapies for this patient population need extended follow-up. We present an update of efficacy outcomes in the Breast International Group (BIG) 1-98 study at 8·1 years median follow-up. METHODS: BIG 1-98 is a randomised, phase 3, double-blind trial of postmenopausal women with hormone receptor-positive early breast cancer that compares 5 years of tamoxifen or letrozole monotherapy, or sequential treatment with 2 years of one of these drugs followed by 3 years of the other. Randomisation was done with permuted blocks, and stratified according to the two-arm or four-arm randomisation option, participating institution, and chemotherapy use. Patients, investigators, data managers, and medical reviewers were masked. The primary efficacy endpoint was disease-free survival (events were invasive breast cancer relapse, second primaries [contralateral breast and non-breast], or death without previous cancer event). Secondary endpoints were overall survival, distant recurrence-free interval (DRFI), and breast cancer-free interval (BCFI). The monotherapy comparison included patients randomly assigned to tamoxifen or letrozole for 5 years. In 2005, after a significant disease-free survival benefit was reported for letrozole as compared with tamoxifen, a protocol amendment facilitated the crossover to letrozole of patients who were still receiving tamoxifen alone; Cox models and Kaplan-Meier estimates with inverse probability of censoring weighting (IPCW) are used to account for selective crossover to letrozole of patients (n=619) in the tamoxifen arm. Comparison of sequential treatments to letrozole monotherapy included patients enrolled and randomly assigned to letrozole for 5 years, letrozole for 2 years followed by tamoxifen for 3 years, or tamoxifen for 2 years followed by letrozole for 3 years. Treatment has ended for all patients and detailed safety results for adverse events that occurred during the 5 years of treatment have been reported elsewhere. Follow-up is continuing for those enrolled in the four-arm option. BIG 1-98 is registered at clinicaltrials.govNCT00004205. FINDINGS: 8010 patients were included in the trial, with a median follow-up of 8·1 years (range 0-12·4). 2459 were randomly assigned to monotherapy with tamoxifen for 5 years and 2463 to monotherapy with letrozole for 5 years. In the four-arm option of the trial, 1546 were randomly assigned to letrozole for 5 years, 1548 to tamoxifen for 5 years, 1540 to letrozole for 2 years followed by tamoxifen for 3 years, and 1548 to tamoxifen for 2 years followed by letrozole for 3 years. At a median follow-up of 8·7 years from randomisation (range 0-12·4), letrozole monotherapy was significantly better than tamoxifen, whether by IPCW or intention-to-treat analysis (IPCW disease-free survival HR 0·82 [95% CI 0·74-0·92], overall survival HR 0·79 [0·69-0·90], DRFI HR 0·79 [0·68-0·92], BCFI HR 0·80 [0·70-0·92]; intention-to-treat disease-free survival HR 0·86 [0·78-0·96], overall survival HR 0·87 [0·77-0·999], DRFI HR 0·86 [0·74-0·998], BCFI HR 0·86 [0·76-0·98]). At a median follow-up of 8·0 years from randomisation (range 0-11·2) for the comparison of the sequential groups with letrozole monotherapy, there were no statistically significant differences in any of the four endpoints for either sequence. 8-year intention-to-treat estimates (each with SE ≤1·1%) for letrozole monotherapy, letrozole followed by tamoxifen, and tamoxifen followed by letrozole were 78·6%, 77·8%, 77·3% for disease-free survival; 87·5%, 87·7%, 85·9% for overall survival; 89·9%, 88·7%, 88·1% for DRFI; and 86·1%, 85·3%, 84·3% for BCFI. INTERPRETATION: For postmenopausal women with endocrine-responsive early breast cancer, a reduction in breast cancer recurrence and mortality is obtained by letrozole monotherapy when compared with tamoxifen montherapy. Sequential treatments involving tamoxifen and letrozole do not improve outcome compared with letrozole monotherapy, but might be useful strategies when considering an individual patient's risk of recurrence and treatment tolerability. FUNDING: Novartis, United States National Cancer Institute, International Breast Cancer Study Group.

Teaching evidence-based management with a focus on producing local evidence

We present an approach to teaching evidence-based management (EBMgt) that trains future managers how to produce local evidence. Local evidence is causally interpretable data, collected on-site in companies to address a specific business problem. Our teaching method is a variant of problem-based learning, a method originally developed to teach evidence-based medicine. Following this method, students learn an evidence-based problem-solving cycle for addressing actual business cases. Executing this cycle, students use and produce scientific evidence through literature searches and the design of local, experimental tests of causal hypotheses. We argue the value of teaching EBMgt with a focus on producing local evidence, how it can be taught, and what can be taught. We conclude by outlining our contribution to the literature on teaching EBMgt and by discussing limitations of our approach.