GRASP heuristic with path-relinking for the multi-plant capacitated lot sizing problem

This paper addresses the independent multi-plant, multi-period, and multi-item capacitated lot sizing problem where transfers between the plants are allowed. This is an NP-hard combinatorial optimization problem and few solution methods have been proposed to solve it. We develop a GRASP (Greedy Randomized Adaptive Search Procedure) heuristic as well as a path-relinking intensification procedure to find cost-effective solutions for this problem. In addition, the proposed heuristics is used to solve some instances of the capacitated lot sizing problem with parallel machines. The results of the computational tests show that the proposed heuristics outperform other heuristics previously described in the literature. The results are confirmed by statistical tests. (C) 2009 Elsevier B.V. All rights reserved.

Solving the Vehicle Routing Problem with Genetic ALgorithm and Simulated Annealing

This Thesis Work will concentrate on a very interesting problem, the Vehicle Routing Problem (VRP). In this problem, customers or cities have to be visited and packages have to be transported to each of them, starting from a basis point on the map. The goal is to solve the transportation problem, to be able to deliver the packages-on time for the customers,-enough package for each Customer,-using the available resources- and – of course - to be so effective as it is possible.Although this problem seems to be very easy to solve with a small number of cities or customers, it is not. In this problem the algorithm have to face with several constraints, for example opening hours, package delivery times, truck capacities, etc. This makes this problem a so called Multi Constraint Optimization Problem (MCOP). What’s more, this problem is intractable with current amount of computational power which is available for most of us. As the number of customers grow, the calculations to be done grows exponential fast, because all constraints have to be solved for each customers and it should not be forgotten that the goal is to find a solution, what is best enough, before the time for the calculation is up. This problem is introduced in the first chapter: form its basics, the Traveling Salesman Problem, using some theoretical and mathematical background it is shown, why is it so hard to optimize this problem, and although it is so hard, and there is no best algorithm known for huge number of customers, why is it a worth to deal with it. Just think about a huge transportation company with ten thousands of trucks, millions of customers: how much money could be saved if we would know the optimal path for all our packages.Although there is no best algorithm is known for this kind of optimization problems, we are trying to give an acceptable solution for it in the second and third chapter, where two algorithms are described: the Genetic Algorithm and the Simulated Annealing. Both of them are based on obtaining the processes of nature and material science. These algorithms will hardly ever be able to find the best solution for the problem, but they are able to give a very good solution in special cases within acceptable calculation time.In these chapters (2nd and 3rd) the Genetic Algorithm and Simulated Annealing is described in details, from their basis in the “real world” through their terminology and finally the basic implementation of them. The work will put a stress on the limits of these algorithms, their advantages and disadvantages, and also the comparison of them to each other.Finally, after all of these theories are shown, a simulation will be executed on an artificial environment of the VRP, with both Simulated Annealing and Genetic Algorithm. They will both solve the same problem in the same environment and are going to be compared to each other. The environment and the implementation are also described here, so as the test results obtained.Finally the possible improvements of these algorithms are discussed, and the work will try to answer the “big” question, “Which algorithm is better?”, if this question even exists.

The open capacitated arc routing problem

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Beam Search Method to Solve the Problem of Assignment Cells to Switches in a Cellular Mobile Network

Assigning cells to switches in a cellular mobile network is known as an NP-hard optimization problem. This means that the alternative for the solution of this type of problem is the use of heuristic methods, because they allow the discovery of a good solution in a very satisfactory computational time. This paper proposes a Beam Search method to solve the problem of assignment cell in cellular mobile networks. Some modifications in this algorithm are also presented, which allows its parallel application. Computational results obtained from several tests confirm the effectiveness of this approach and provide good solutions for large scale problems.

Multi Objective Evolutionary Algorithm Applied to the Optimal Power Flow Problem

This work presents the application of a multiobjective evolutionary algorithm (MOEA) for optimal power flow (OPF) solution. The OPF is modeled as a constrained nonlinear optimization problem, non-convex of large-scale, with continuous and discrete variables. The violated inequality constraints are treated as objective function of the problem. This strategy allows attending the physical and operational restrictions without compromise the quality of the found solutions. The developed MOEA is based on the theory of Pareto and employs a diversity-preserving mechanism to overcome the premature convergence of algorithm and local optimal solutions. Fuzzy set theory is employed to extract the best compromises of the Pareto set. Results for the IEEE-30, RTS-96 and IEEE-354 test systems are presents to validate the efficiency of proposed model and solution technique.

Optimization procedures in the design of continuous induction hardening and tempering installations for magnetic steel bars

An inverse problem concerning the industrial process of steel bars hardening and tempering is considered. The associated optimization problem is formulated in terms of membership functions and, for the sake of comparison, also in terms of quadratic residuals; both geometric and electromagnetic design variables have been considered. The numerical solution is achieved by coupling a finite difference procedure for the calculation of the electromagnetic and thermal fields to a deterministic strategy of minimization based on modified Flctcher and Reeves method. © 1998 IEEE.

A barrier method for constrained nonlinear optimization using a modified Hopfield network

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

Problem of assignment cells to switches in a cellular mobile network via beam search method

The problem of assigning cells to switches in a cellular mobile network is an NP-hard optimization problem. So, real size mobile networks could not be solved by using exact methods. The alternative is the use of the heuristic methods, because they allow us to find a good quality solution in a quite satisfactory computational time. This paper proposes a Beam Search method to solve the problem of assignment cell in cellular mobile networks. Some modifications in this algorithm are also presented, which allows its parallel application. Computational results obtained from several tests confirm the effectiveness of this approach to provide good solutions for medium- and large-sized cellular mobile network.

GRASP with evolutionary path-relinking for the capacitated arc routing problem

The Capacitated Arc Routing Problem (CARP) is a well-known NP-hard combinatorial optimization problem where, given an undirected graph, the objective is to find a minimum cost set of tours servicing a subset of required edges under vehicle capacity constraints. There are numerous applications for the CARP, such as street sweeping, garbage collection, mail delivery, school bus routing, and meter reading. A Greedy Randomized Adaptive Search Procedure (GRASP) with Path-Relinking (PR) is proposed and compared with other successful CARP metaheuristics. Some features of this GRASP with PR are (i) reactive parameter tuning, where the parameter value is stochastically selected biased in favor of those values which historically produced the best solutions in average; (ii) a statistical filter, which discard initial solutions if they are unlikely to improve the incumbent best solution; (iii) infeasible local search, where high-quality solutions, though infeasible, are used to explore the feasible/infeasible boundaries of the solution space; (iv) evolutionary PR, a recent trend where the pool of elite solutions is progressively improved by successive relinking of pairs of elite solutions. Computational tests were conducted using a set of 81 instances, and results reveal that the GRASP is very competitive, achieving the best overall deviation from lower bounds and the highest number of best solutions found. © 2011 Elsevier Ltd. All rights reserved.

Application of an iterative method and an evolutionary algorithm in fuzzy optimization

This work develops two approaches based on the fuzzy set theory to solve a class of fuzzy mathematical optimization problems with uncertainties in the objective function and in the set of constraints. The first approach is an adaptation of an iterative method that obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. The second one is a metaheuristic approach that adapts a standard genetic algorithm to use fuzzy numbers. Both approaches use a decision criterion called satisfaction level that reaches the best solution in the uncertain environment. Selected examples from the literature are presented to compare and to validate the efficiency of the methods addressed, emphasizing the fuzzy optimization problem in some import-export companies in the south of Spain. © 2012 Brazilian Operations Research Society.

Saddle Point and Second Order Optimality in Nondifferentiable Nonlinear Abstract Multiobjective Optimization

This article deals with a vector optimization problem with cone constraints in a Banach space setting. By making use of a real-valued Lagrangian and the concept of generalized subconvex-like functions, weakly efficient solutions are characterized through saddle point type conditions. The results, jointly with the notion of generalized Hessian (introduced in [Cominetti, R., Correa, R.: A generalized second-order derivative in nonsmooth optimization. SIAM J. Control Optim. 28, 789–809 (1990)]), are applied to achieve second order necessary and sufficient optimality conditions (without requiring twice differentiability for the objective and constraining functions) for the particular case when the functionals involved are defined on a general Banach space into finite dimensional ones.

Interior-exterior point method with global convergence strategy for solving the reactive optimal power flow problem

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An algorithm for the strip packing problem using collision free region and exact fitting placement

The irregular shape packing problem is approached. The container has a fixed width and an open dimension to be minimized. The proposed algorithm constructively creates the solution using an ordered list of items and a placement heuristic. Simulated annealing is the adopted metaheuristic to solve the optimization problem. A two-level algorithm is used to minimize the open dimension of the container. To ensure feasible layouts, the concept of collision free region is used. A collision free region represents all possible translations for an item to be placed and may be degenerated. For a moving item, the proposed placement heuristic detects the presence of exact fits (when the item is fully constrained by its surroundings) and exact slides (when the item position is constrained in all but one direction). The relevance of these positions is analyzed and a new placement heuristic is proposed. Computational comparisons on benchmark problems show that the proposed algorithm generated highly competitive solutions. Moreover, our algorithm updated some best known results. (C) 2012 Elsevier Ltd. All rights reserved.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

Design of laminated piezocomposite shell transducers with arbitrary fiber orientation using topology optimization approach

Sensor and actuator based on laminated piezocomposite shells have shown increasing demand in the field of smart structures. The distribution of piezoelectric material within material layers affects the performance of these structures; therefore, its amount, shape, size, placement, and polarization should be simultaneously considered in an optimization problem. In addition, previous works suggest the concept of laminated piezocomposite structure that includes fiber-reinforced composite layer can increase the performance of these piezoelectric transducers; however, the design optimization of these devices has not been fully explored yet. Thus, this work aims the development of a methodology using topology optimization techniques for static design of laminated piezocomposite shell structures by considering the optimization of piezoelectric material and polarization distributions together with the optimization of the fiber angle of the composite orthotropic layers, which is free to assume different values along the same composite layer. The finite element model is based on the laminated piezoelectric shell theory, using the degenerate three-dimensional solid approach and first-order shell theory kinematics that accounts for the transverse shear deformation and rotary inertia effects. The topology optimization formulation is implemented by combining the piezoelectric material with penalization and polarization model and the discrete material optimization, where the design variables describe the amount of piezoelectric material and polarization sign at each finite element, with the fiber angles, respectively. Three different objective functions are formulated for the design of actuators, sensors, and energy harvesters. Results of laminated piezocomposite shell transducers are presented to illustrate the method. Copyright (C) 2012 John Wiley & Sons, Ltd.