Algoritmos culturais com abordagem memética e multipopulacional aplicados a problemas de otimização

Em muitos problemas de otimização há dificuldades em alcançar um resultado ótimo ou mesmo um resultado próximo ao valor ótimo em um tempo viável, principalmente quando se trabalha em grande escala. Por isso muitos desses problemas são abordados por heurísticas ou metaheurísticas que executam buscas por melhores soluções dentro do espaço de busca definido. Dentro da computação natural estão os Algoritmos Culturais e os Algoritmos Genéticos, que são considerados metaheurísticas evolutivas que se complementam devido ao mecanismo dual de herança cultura/genética. A proposta do presente trabalho é estudar e utilizar tais mecanismos acrescentando tanto heurísticas de busca local como multipopulações aplicados em problemas de otimização combinatória (caixeiro viajante e mochila), funções multimodais e em problemas restritos. Serão executados alguns experimentos para efetuar uma avaliação em relação ao desempenho desses mecanismos híbridos e multipopulacionais com outros mecanismos dispostos na literatura de acordo com cada problema de otimização aqui abordado.

A meta-heurística de busca dispersa aplicada no planejamento da expansão de sistemas de transmissão

Pós-graduação em Engenharia Elétrica - FEIS

A survey of evolutionary algorithms for decision-tree induction

This paper presents a survey of evolutionary algorithms that are designed for decision-tree induction. In this context, most of the paper focuses on approaches that evolve decision trees as an alternate heuristics to the traditional top-down divide-and-conquer approach. Additionally, we present some alternative methods that make use of evolutionary algorithms to improve particular components of decision-tree classifiers. The paper's original contributions are the following. First, it provides an up-to-date overview that is fully focused on evolutionary algorithms and decision trees and does not concentrate on any specific evolutionary approach. Second, it provides a taxonomy, which addresses works that evolve decision trees and works that design decision-tree components by the use of evolutionary algorithms. Finally, a number of references are provided that describe applications of evolutionary algorithms for decision-tree induction in different domains. At the end of this paper, we address some important issues and open questions that can be the subject of future research.

Combining meta-learning and search techniques to select parameters for support vector machines

Support Vector Machines (SVMs) have achieved very good performance on different learning problems. However, the success of SVMs depends on the adequate choice of the values of a number of parameters (e.g., the kernel and regularization parameters). In the current work, we propose the combination of meta-learning and search algorithms to deal with the problem of SVM parameter selection. In this combination, given a new problem to be solved, meta-learning is employed to recommend SVM parameter values based on parameter configurations that have been successfully adopted in previous similar problems. The parameter values returned by meta-learning are then used as initial search points by a search technique, which will further explore the parameter space. In this proposal, we envisioned that the initial solutions provided by meta-learning are located in good regions of the search space (i.e. they are closer to optimum solutions). Hence, the search algorithm would need to evaluate a lower number of candidate solutions when looking for an adequate solution. In this work, we investigate the combination of meta-learning with two search algorithms: Particle Swarm Optimization and Tabu Search. The implemented hybrid algorithms were used to select the values of two SVM parameters in the regression domain. These combinations were compared with the use of the search algorithms without meta-learning. The experimental results on a set of 40 regression problems showed that, on average, the proposed hybrid methods obtained lower error rates when compared to their components applied in isolation.

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.

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).

Individual patient data meta-analysis of diagnostic and prognostic studies in obstetrics, gynaecology and reproductive medicine

BACKGROUND: In clinical practice a diagnosis is based on a combination of clinical history, physical examination and additional diagnostic tests. At present, studies on diagnostic research often report the accuracy of tests without taking into account the information already known from history and examination. Due to this lack of information, together with variations in design and quality of studies, conventional meta-analyses based on these studies will not show the accuracy of the tests in real practice. By using individual patient data (IPD) to perform meta-analyses, the accuracy of tests can be assessed in relation to other patient characteristics and allows the development or evaluation of diagnostic algorithms for individual patients. In this study we will examine these potential benefits in four clinical diagnostic problems in the field of gynaecology, obstetrics and reproductive medicine. METHODS/DESIGN: Based on earlier systematic reviews for each of the four clinical problems, studies are considered for inclusion. The first authors of the included studies will be invited to participate and share their original data. After assessment of validity and completeness the acquired datasets are merged. Based on these data, a series of analyses will be performed, including a systematic comparison of the results of the IPD meta-analysis with those of a conventional meta-analysis, development of multivariable models for clinical history alone and for the combination of history, physical examination and relevant diagnostic tests and development of clinical prediction rules for the individual patients. These will be made accessible for clinicians. DISCUSSION: The use of IPD meta-analysis will allow evaluating accuracy of diagnostic tests in relation to other relevant information. Ultimately, this could increase the efficiency of the diagnostic work-up, e.g. by reducing the need for invasive tests and/or improving the accuracy of the diagnostic workup. This study will assess whether these benefits of IPD meta-analysis over conventional meta-analysis can be exploited and will provide a framework for future IPD meta-analyses in diagnostic and prognostic research.

Associating optical measurements and estimating orbits of geocentric objects through population-based meta-heuristic methods

Currently several thousands of objects are being tracked in the MEO and GEO regions through optical means. The problem faced in this framework is that of Multiple Target Tracking (MTT). In this context both, the correct associations among the observations and the orbits of the objects have to be determined. The complexity of the MTT problem is defined by its dimension S. The number S corresponds to the number of fences involved in the problem. Each fence consists of a set of observations where each observation belongs to a different object. The S ≥ 3 MTT problem is an NP-hard combinatorial optimization problem. There are two general ways to solve this. One way is to seek the optimum solution, this can be achieved by applying a branch-and- bound algorithm. When using these algorithms the problem has to be greatly simplified to keep the computational cost at a reasonable level. Another option is to approximate the solution by using meta-heuristic methods. These methods aim to efficiently explore the different possible combinations so that a reasonable result can be obtained with a reasonable computational effort. To this end several population-based meta-heuristic methods are implemented and tested on simulated optical measurements. With the advent of improved sensors and a heightened interest in the problem of space debris, it is expected that the number of tracked objects will grow by an order of magnitude in the near future. This research aims to provide a method that can treat the correlation and orbit determination problems simultaneously, and is able to efficiently process large data sets with minimal manual intervention.

New algorithms for automated phylogenetic reconstruction using artificial intelligence and data mining techniques

Academic and industrial research in the late 90s have brought about an exponential explosion of DNA sequence data. Automated expert systems are being created to help biologists to extract patterns, trends and links from this ever-deepening ocean of information. Two such systems aimed on retrieving and subsequently utilizing phylogenetically relevant information have been developed in this dissertation, the major objective of which was to automate the often difficult and confusing phylogenetic reconstruction process. ^ Popular phylogenetic reconstruction methods, such as distance-based methods, attempt to find an optimal tree topology (that reflects the relationships among related sequences and their evolutionary history) by searching through the topology space. Various compromises between the fast (but incomplete) and exhaustive (but computationally prohibitive) search heuristics have been suggested. An intelligent compromise algorithm that relies on a flexible “beam” search principle from the Artificial Intelligence domain and uses the pre-computed local topology reliability information to adjust the beam search space continuously is described in the second chapter of this dissertation. ^ However, sometimes even a (virtually) complete distance-based method is inferior to the significantly more elaborate (and computationally expensive) maximum likelihood (ML) method. In fact, depending on the nature of the sequence data in question either method might prove to be superior. Therefore, it is difficult (even for an expert) to tell a priori which phylogenetic reconstruction method—distance-based, ML or maybe maximum parsimony (MP)—should be chosen for any particular data set. ^ A number of factors, often hidden, influence the performance of a method. For example, it is generally understood that for a phylogenetically “difficult” data set more sophisticated methods (e.g., ML) tend to be more effective and thus should be chosen. However, it is the interplay of many factors that one needs to consider in order to avoid choosing an inferior method (potentially a costly mistake, both in terms of computational expenses and in terms of reconstruction accuracy.) ^ Chapter III of this dissertation details a phylogenetic reconstruction expert system that selects a superior proper method automatically. It uses a classifier (a Decision Tree-inducing algorithm) to map a new data set to the proper phylogenetic reconstruction method. ^

Cluster Analysis of Some Clases of Objects by Application of the Test Recognition Algorithms

The paper treats the task for cluster analysis of a given assembly of objects on the basis of the information contained in the description table of these objects. Various methods of cluster analysis are briefly considered. Heuristic method and rules for classification of the given assembly of objects are presented for the cases when their division into classes and the number of classes is not known. The algorithm is checked by a test example and two program products (PP) – learning systems and software for company management. Analysis of the results is presented.

Algorithms for scheduling parallel batch processing machines with non-identical job ready times

This research is motivated by a practical application observed at a printed circuit board (PCB) manufacturing facility. After assembly, the PCBs (or jobs) are tested in environmental stress screening (ESS) chambers (or batch processing machines) to detect early failures. Several PCBs can be simultaneously tested as long as the total size of all the PCBs in the batch does not violate the chamber capacity. PCBs from different production lines arrive dynamically to a queue in front of a set of identical ESS chambers, where they are grouped into batches for testing. Each line delivers PCBs that vary in size and require different testing (or processing) times. Once a batch is formed, its processing time is the longest processing time among the PCBs in the batch, and its ready time is given by the PCB arriving last to the batch. ESS chambers are expensive and a bottleneck. Consequently, its makespan has to be minimized. ^ A mixed-integer formulation is proposed for the problem under study and compared to a formulation recently published. The proposed formulation is better in terms of the number of decision variables, linear constraints and run time. A procedure to compute the lower bound is proposed. For sparse problems (i.e. when job ready times are dispersed widely), the lower bounds are close to optimum. ^ The problem under study is NP-hard. Consequently, five heuristics, two metaheuristics (i.e. simulated annealing (SA) and greedy randomized adaptive search procedure (GRASP)), and a decomposition approach (i.e. column generation) are proposed—especially to solve problem instances which require prohibitively long run times when a commercial solver is used. Extensive experimental study was conducted to evaluate the different solution approaches based on the solution quality and run time. ^ The decomposition approach improved the lower bounds (or linear relaxation solution) of the mixed-integer formulation. At least one of the proposed heuristic outperforms the Modified Delay heuristic from the literature. For sparse problems, almost all the heuristics report a solution close to optimum. GRASP outperforms SA at a higher computational cost. The proposed approaches are viable to implement as the run time is very short. ^

Minimizing makespan for hybrid flowshops with batch, discrete processing machines and arbitrary job sizes

This research aims at a study of the hybrid flow shop problem which has parallel batch-processing machines in one stage and discrete-processing machines in other stages to process jobs of arbitrary sizes. The objective is to minimize the makespan for a set of jobs. The problem is denoted as: FF: batch1,sj:Cmax. The problem is formulated as a mixed-integer linear program. The commercial solver, AMPL/CPLEX, is used to solve problem instances to their optimality. Experimental results show that AMPL/CPLEX requires considerable time to find the optimal solution for even a small size problem, i.e., a 6-job instance requires 2 hours in average. A bottleneck-first-decomposition heuristic (BFD) is proposed in this study to overcome the computational (time) problem encountered while using the commercial solver. The proposed BFD heuristic is inspired by the shifting bottleneck heuristic. It decomposes the entire problem into three sub-problems, and schedules the sub-problems one by one. The proposed BFD heuristic consists of four major steps: formulating sub-problems, prioritizing sub-problems, solving sub-problems and re-scheduling. For solving the sub-problems, two heuristic algorithms are proposed; one for scheduling a hybrid flow shop with discrete processing machines, and the other for scheduling parallel batching machines (single stage). Both consider job arrival and delivery times. An experiment design is conducted to evaluate the effectiveness of the proposed BFD, which is further evaluated against a set of common heuristics including a randomized greedy heuristic and five dispatching rules. The results show that the proposed BFD heuristic outperforms all these algorithms. To evaluate the quality of the heuristic solution, a procedure is developed to calculate a lower bound of makespan for the problem under study. The lower bound obtained is tighter than other bounds developed for related problems in literature. A meta-search approach based on the Genetic Algorithm concept is developed to evaluate the significance of further improving the solution obtained from the proposed BFD heuristic. The experiment indicates that it reduces the makespan by 1.93 % in average within a negligible time when problem size is less than 50 jobs.

Algoritmos meta-heurísticos para a solução do problema do caixeiro viajante com múltiplas caronas

The Traveling Salesman with Multiple Ridesharing (TSP-MR) is a type of the Capacitated Traveling Salesman, which presents the possibility of sharing seats with passengers taking advantage of the paths the salesman travels through his cycle. The salesman shares the cost of a path with the boarded passengers. This model can portray a real situation in which, for example, drivers are willing to share parts of a trip with tourists that wish to move between two locations visited by the driver’s route, accepting to share the vehicle with other individuals visiting other locations within the cycle. This work proposes a mathematical formulation for the problem, and an exact and metaheuristics algorithms for its solution, comparing them.

Algoritmos meta-heurísticos para a solução do problema do caixeiro viajante com múltiplas caronas

The Traveling Salesman with Multiple Ridesharing (TSP-MR) is a type of the Capacitated Traveling Salesman, which presents the possibility of sharing seats with passengers taking advantage of the paths the salesman travels through his cycle. The salesman shares the cost of a path with the boarded passengers. This model can portray a real situation in which, for example, drivers are willing to share parts of a trip with tourists that wish to move between two locations visited by the driver’s route, accepting to share the vehicle with other individuals visiting other locations within the cycle. This work proposes a mathematical formulation for the problem, and an exact and metaheuristics algorithms for its solution, comparing them.

Parallel Problem Solving from Nature – PPSN XIV:14th International Conference, Edinburgh, UK, September 17-21, 2016, Proceedings

This book constitutes the refereed proceedings of the 14th International Conference on Parallel Problem Solving from Nature, PPSN 2016, held in Edinburgh, UK, in September 2016. The total of 93 revised full papers were carefully reviewed and selected from 224 submissions. The meeting began with four workshops which offered an ideal opportunity to explore specific topics in intelligent transportation Workshop, landscape-aware heuristic search, natural computing in scheduling and timetabling, and advances in multi-modal optimization. PPSN XIV also included sixteen free tutorials to give us all the opportunity to learn about new aspects: gray box optimization in theory; theory of evolutionary computation; graph-based and cartesian genetic programming; theory of parallel evolutionary algorithms; promoting diversity in evolutionary optimization: why and how; evolutionary multi-objective optimization; intelligent systems for smart cities; advances on multi-modal optimization; evolutionary computation in cryptography; evolutionary robotics - a practical guide to experiment with real hardware; evolutionary algorithms and hyper-heuristics; a bridge between optimization over manifolds and evolutionary computation; implementing evolutionary algorithms in the cloud; the attainment function approach to performance evaluation in EMO; runtime analysis of evolutionary algorithms: basic introduction; meta-model assisted (evolutionary) optimization. The papers are organized in topical sections on adaption, self-adaption and parameter tuning; differential evolution and swarm intelligence; dynamic, uncertain and constrained environments; genetic programming; multi-objective, many-objective and multi-level optimization; parallel algorithms and hardware issues; real-word applications and modeling; theory; diversity and landscape analysis.