Optimization heuristic solutions, how good can they be? : With empirical applications in location problems

Combinatorial optimization problems, are one of the most important types of problems in operational research. Heuristic and metaheuristics algorithms are widely applied to find a good solution. However, a common problem is that these algorithms do not guarantee that the solution will coincide with the optimum and, hence, many solutions to real world OR-problems are afflicted with an uncertainty about the quality of the solution. The main aim of this thesis is to investigate the usability of statistical bounds to evaluate the quality of heuristic solutions applied to large combinatorial problems. The contributions of this thesis are both methodological and empirical. From a methodological point of view, the usefulness of statistical bounds on p-median problems is thoroughly investigated. The statistical bounds have good performance in providing informative quality assessment under appropriate parameter settings. Also, they outperform the commonly used Lagrangian bounds. It is demonstrated that the statistical bounds are shown to be comparable with the deterministic bounds in quadratic assignment problems. As to empirical research, environment pollution has become a worldwide problem, and transportation can cause a great amount of pollution. A new method for calculating and comparing the CO2-emissions of online and brick-and-mortar retailing is proposed. It leads to the conclusion that online retailing has significantly lesser CO2-emissions. Another problem is that the Swedish regional division is under revision and the border effect to public service accessibility is concerned of both residents and politicians. After analysis, it is shown that borders hinder the optimal location of public services and consequently the highest achievable economic and social utility may not be attained.

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.

Beam Search Algorithms for Minimizing Tool Switches on a Flexible Manufacturing System

In the minimization of tool switches problem we seek a sequence to process a set of jobs so that the number of tool switches required is minimized. In this work different variations of a heuristic based on partial ordered job sequences are implemented and evaluated. All variations adopt a depth first strategy of the enumeration tree. The computational test results indicate that good results can be obtained by a variation which keeps the best three branches at each node of the enumeration tree, and randomly choose, among all active nodes, the next node to branch when backtracking.

Spatial electric load forecasting using an evolutionary heuristic

A method for spatial electric load forecasting using elements from evolutionary algorithms is presented. The method uses concepts from knowledge extraction algorithms and linguistic rules' representation to characterize the preferences for land use into a spatial database. The future land use preferences in undeveloped zones in the electrical utility service area are determined using an evolutionary heuristic, which considers a stochastic behavior by crossing over similar rules. The method considers development of new zones and also redevelopment of existing ones. The results are presented in future preference maps. The tests in a real system from a midsized city show a high rate of success when results are compared with information gathered from the utility planning department. The most important features of this method are the need for few data and the simplicity of the algorithm, allowing for future scalability.

A constructive heuristic algorithm to Short Term Transmission Network Expansion Planning

In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.

Evolutionary heuristic to determine future land use

In the spatial electric load forecasting, the future land use determination is one of the most important tasks, and one of the most difficult, because of the stochastic nature of the city growth. This paper proposes a fast and efficient algorithm to find out the future land use for the vacant land in the utility service area, using ideas from knowledge extraction and evolutionary algorithms. The methodology was implemented into a full simulation software for spatial electric load forecasting, showing a high rate of success when the results are compared to information gathered from specialists. The importance of this methodology lies in the reduced set of data needed to perform the task and the simplicity for implementation, which is a great plus for most of the electric utilities without specialized tools for this planning activity. © 2008 IEEE.

Meta-heuristic approaches for a soft drink industry problem

The present paper evaluates meta-heuristic approaches to solve a soft drink industry problem. This problem is motivated by a real situation found in soft drink companies, where the lot sizing and scheduling of raw materials in tanks and products in lines must be simultaneously determined. Tabu search, threshold accepting and genetic algorithms are used as procedures to solve the problem at hand. The methods are evaluated with a set of instance already available for this problem. This paper also proposes a new set of complex instances. The computational results comparing these approaches are reported. © 2008 IEEE.

Distribution system restoration in a DG environment using a heuristic constructive multi-start algorithm

This paper proposes a heuristic constructive multi-start algorithm (HCMA) to distribution system restoration in real time considering distributed generators installed in the system. The problem is modeled as nonlinear mixed integer and considers the two main goals of the restoration of distribution networks: minimizing the number of consumers without power and the number of switching. The proposed algorithm is implemented in C++ programming language and tested using a large real-life distribution system. The results show that the proposed algorithm is able to provide a set of feasible and good quality solutions in a suitable time for the problem. © 2011 IEEE.

Genetic algorithm, MIP and improvement heuristic applied to the MLCLP with backlogging

The present paper solves the multi-level capacitated lot sizing problem with backlogging (MLCLSPB) combining a genetic algorithm with the solution of mixed-integer programming models and the improvement heuristic fix and optimize. This approach is evaluated over sets of benchmark instances and compared to methods from literature. Computational results indicate competitive results applying the proposed method when compared with other literature approaches. © 2013 IEEE.

Discovering promising regions to help global numerical optimization algorithms

We have developed an algorithm using a Design of Experiments technique for reduction of search-space in global optimization problems. Our approach is called Domain Optimization Algorithm. This approach can efficiently eliminate search-space regions with low probability of containing a global optimum. The Domain Optimization Algorithm approach is based on eliminating non-promising search-space regions, which are identifyed using simple models (linear) fitted to the data. Then, we run a global optimization algorithm starting its population inside the promising region. The proposed approach with this heuristic criterion of population initialization has shown relevant results for tests using hard benchmark functions.

Routing Algorithms for All-Optical Networks with Power Considerations: The Unicast Case

In this paper, we investigate the problem of routing connections in all-optical networks while allowing for degradation of routed signals by different optical components. To overcome the complexity of the problem, we divide it into two parts. First, we solve the pure RWA problem using fixed routes for every connection. Second, power assignment is accomplished by either using the smallest-gain first (SGF) heuristic or using a genetic algorithm. Numerical examples on a wide variety of networks show that (a) the number of connections established without considering the signal attenuation was most of the time greater than that achievable considering attenuation and (b) the genetic solution quality was much better than that of SGF, especially when the conflict graph of the connections generated by the linear solver is denser.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

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.

Distributed Estimation of Distribution Algorithms for continuous optimization: how does the exchanged information influence their behavior?

One of the most promising areas in which probabilistic graphical models have shown an incipient activity is the field of heuristic optimization and, in particular, in Estimation of Distribution Algorithms. Due to their inherent parallelism, different research lines have been studied trying to improve Estimation of Distribution Algorithms from the point of view of execution time and/or accuracy. Among these proposals, we focus on the so-called distributed or island-based models. This approach defines several islands (algorithms instances) running independently and exchanging information with a given frequency. The information sent by the islands can be either a set of individuals or a probabilistic model. This paper presents a comparative study for a distributed univariate Estimation of Distribution Algorithm and a multivariate version, paying special attention to the comparison of two alternative methods for exchanging information, over a wide set of parameters and problems ? the standard benchmark developed for the IEEE Workshop on Evolutionary Algorithms and other Metaheuristics for Continuous Optimization Problems of the ISDA 2009 Conference. Several analyses from different points of view have been conducted to analyze both the influence of the parameters and the relationships between them including a characterization of the configurations according to their behavior on the proposed benchmark.

An integrated scheduling problem of PCB components on sequential pick-and-place machines:mathematical models and heuristic solutions

This paper formulates several mathematical models for determining the optimal sequence of component placements and assignment of component types to feeders simultaneously or the integrated scheduling problem for a type of surface mount technology placement machines, called the sequential pick-andplace (PAP) machine. A PAP machine has multiple stationary feeders storing components, a stationary working table holding a printed circuit board (PCB), and a movable placement head to pick up components from feeders and place them to a board. The objective of integrated problem is to minimize the total distance traveled by the placement head. Two integer nonlinear programming models are formulated first. Then, each of them is equivalently converted into an integer linear type. The models for the integrated problem are verified by two commercial packages. In addition, a hybrid genetic algorithm previously developed by the authors is adopted to solve the models. The algorithm not only generates the optimal solutions quickly for small-sized problems, but also outperforms the genetic algorithms developed by other researchers in terms of total traveling distance.