941 resultados para Combinatorial optimisation


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This thesis deals with an investigation of combinatorial and robust optimisation models to solve railway problems. Railway applications represent a challenging area for operations research. In fact, most problems in this context can be modelled as combinatorial optimisation problems, in which the number of feasible solutions is finite. Yet, despite the astonishing success in the field of combinatorial optimisation, the current state of algorithmic research faces severe difficulties with highly-complex and data-intensive applications such as those dealing with optimisation issues in large-scale transportation networks. One of the main issues concerns imperfect information. The idea of Robust Optimisation, as a way to represent and handle mathematically systems with not precisely known data, dates back to 1970s. Unfortunately, none of those techniques proved to be successfully applicable in one of the most complex and largest in scale (transportation) settings: that of railway systems. Railway optimisation deals with planning and scheduling problems over several time horizons. Disturbances are inevitable and severely affect the planning process. Here we focus on two compelling aspects of planning: robust planning and online (real-time) planning.

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This chapter addresses the resolution of scheduling in manufacturing systems subject to perturbations. The planning of Manufacturing Systems involves frequently the resolution of a huge amount and variety of combinatorial optimisation problems with an important impact on the performance of manufacturing organisations. Examples of those problems are the sequencing and scheduling problems in manufacturing management, routing and transportation, layout design and timetabling problems.

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This paper presents a complete, quadratic programming formulation of the standard thermal unit commitment problem in power generation planning, together with a novel iterative optimisation algorithm for its solution. The algorithm, based on a mixed-integer formulation of the problem, considers piecewise linear approximations of the quadratic fuel cost function that are dynamically updated in an iterative way, converging to the optimum; this avoids the requirement of resorting to quadratic programming, making the solution process much quicker. From extensive computational tests on a broad set of benchmark instances of this problem, the algorithm was found to be flexible and capable of easily incorporating different problem constraints. Indeed, it is able to tackle ramp constraints, which although very important in practice were rarely considered in previous publications. Most importantly, optimal solutions were obtained for several well-known benchmark instances, including instances of practical relevance, that are not yet known to have been solved to optimality. Computational experiments and their results showed that the method proposed is both simple and extremely effective.

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The paper presents an extended genetic algorithm for solving the optimal transmission network expansion planning problem. Two main improvements have been introduced in the genetic algorithm: (a) initial population obtained by conventional optimisation based methods; (b) mutation approach inspired in the simulated annealing technique, the proposed method is general in the sense that it does not assume any particular property of the problem being solved, such as linearity or convexity. Excellent performance is reported in the test results section of the paper for a difficult large-scale real-life problem: a substantial reduction in investment costs has been obtained with regard to previous solutions obtained via conventional optimisation methods and simulated annealing algorithms; statistical comparison procedures have been employed in benchmarking different versions of the genetic algorithm and simulated annealing methods.

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Este trabalho apresenta métodos de geração de colunas para dois importantes problemas de atribuição: o Problema Generalizado de Atribuição (PGA) e o Problema de Atribuição de Antenas a Comutadores (PAAC). O PGA é um dos mais representativos problemas de Otimização Combinatória e consiste em otimizar a atribuição de n tarefas a m agentes, de forma que cada tarefa seja atribuída a exatamente um agente e a capacidade de cada agente seja respeitada. O PAAC consiste em atribuir n antenas a m comutadores em uma rede de telefonia celular, de forma a minimizar os custos de cabeamento entre antenas e comutadores e os custos de transferência de chamadas entre comutadores. A abordagem tradicional de geração de colunas é comparada com as propostas neste trabalho, que utilizam a relaxação lagrangeana/surrogate. São apresentados testes computacionais que demonstram a efetividade dos algoritmos propostos.

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The delineation of functional economic areas, or market areas, is a problem of high practical relevance, since the delineation of functional sets such as economic areas in the US, Travel-to-Work Areas in the United Kingdom, and their counterparts in other OECD countries are the basis of many statistical operations and policy making decisions at local level. This is a combinatorial optimisation problem defined as the partition of a given set of indivisible spatial units (covering a territory) into regions characterised by being (a) self-contained and (b) cohesive, in terms of spatial interaction data (flows, relationships). Usually, each region must reach a minimum size and self-containment level, and must be continuous. Although these optimisation problems have been typically solved through greedy methods, a recent strand of the literature in this field has been concerned with the use of evolutionary algorithms with ad hoc operators. Although these algorithms have proved to be successful in improving the results of some of the more widely applied official procedures, they are so time consuming that cannot be applied directly to solve real-world problems. In this paper we propose a new set of group-based mutation operators, featuring general operations over disjoint groups, tailored to ensure that all the constraints are respected during the operation to improve efficiency. A comparative analysis of our results with those from previous approaches shows that the proposed algorithm systematically improves them in terms of both quality and processing time, something of crucial relevance since it allows dealing with most large, real-world problems in reasonable time.

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Transportation service operators are witnessing a growing demand for bi-directional movement of goods. Given this, the following thesis considers an extension to the vehicle routing problem (VRP) known as the delivery and pickup transportation problem (DPP), where delivery and pickup demands may occupy the same route. The problem is formulated here as the vehicle routing problem with simultaneous delivery and pickup (VRPSDP), which requires the concurrent service of the demands at the customer location. This formulation provides the greatest opportunity for cost savings for both the service provider and recipient. The aims of this research are to propose a new theoretical design to solve the multi-objective VRPSDP, provide software support for the suggested design and validate the method through a set of experiments. A new real-life based multi-objective VRPSDP is studied here, which requires the minimisation of the often conflicting objectives: operated vehicle fleet size, total routing distance and the maximum variation between route distances (workload variation). The former two objectives are commonly encountered in the domain and the latter is introduced here because it is essential for real-life routing problems. The VRPSDP is defined as a hard combinatorial optimisation problem, therefore an approximation method, Simultaneous Delivery and Pickup method (SDPmethod) is proposed to solve it. The SDPmethod consists of three phases. The first phase constructs a set of diverse partial solutions, where one is expected to form part of the near-optimal solution. The second phase determines assignment possibilities for each sub-problem. The third phase solves the sub-problems using a parallel genetic algorithm. The suggested genetic algorithm is improved by the introduction of a set of tools: genetic operator switching mechanism via diversity thresholds, accuracy analysis tool and a new fitness evaluation mechanism. This three phase method is proposed to address the shortcoming that exists in the domain, where an initial solution is built only then to be completely dismantled and redesigned in the optimisation phase. In addition, a new routing heuristic, RouteAlg, is proposed to solve the VRPSDP sub-problem, the travelling salesman problem with simultaneous delivery and pickup (TSPSDP). The experimental studies are conducted using the well known benchmark Salhi and Nagy (1999) test problems, where the SDPmethod and RouteAlg solutions are compared with the prominent works in the VRPSDP domain. The SDPmethod has demonstrated to be an effective method for solving the multi-objective VRPSDP and the RouteAlg for the TSPSDP.

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Les cellules CD8? T cytolytiques (CTL) sont les principaux effecteurs du système immunitaire adaptatif contre les infections et les tumeurs. La récente identification d?antigènes tumoraux humains reconnus par des cellules T cytolytiques est la base pour le, développement des vaccins antigène spécifiques contre le cancer. Le nombre d?antigènes tumoraux reconnus par des CTL que puisse être utilisé comme cible pour la vaccination des patients atteints du cancer est encore limité. Une nouvelle technique, simple et rapide, vient d?être proposée pour l?identification d?antigènes reconnus par des CTL. Elle se base sur l?utilisation de librairies combinatoriales de peptides arrangées en un format de "scanning" ou balayage par position (PS-SCL). La première partie de cette étude a consisté à valider cette nouvelle technique par une analyse détaillée de la reconnaissance des PS-SCL par différents clones de CTL spécifiques pour des antigènes associés à la tumeur (TAA) connus ainsi que par des clones de spécificité inconnue. Les résultats de ces analyses révèlent que pour tous les clones, la plupart des acides aminés qui composent la séquence du peptide antigénique naturel ont été identifiés par l?utilisation des PS-SCL. Les résultats obtenus ont permis d?identifier des peptides analogues ayant une antigènicité augmentée par rapport au peptide naturel, ainsi que des peptides comportant de multiples modifications de séquence, mais présentant la même réactivité que le peptide naturel. La deuxième partie de cette étude a consisté à effectuer des analyses biométriques des résultats complexes générés par la PS-SCL. Cette approche a permis l?identification des séquences correspondant aux épitopes naturels à partir de bases de données de peptides publiques. Parmi des milliers de peptides, les séquences naturelles se trouvent comprises dans les 30 séquences ayant les scores potentiels de stimulation les plus élevés pour chaque TAA étudié. Mais plus important encore, l?utilisation des PS-SCL avec un clone réactif contre des cellules tumorales mais de spécificité inconnue nous a permis d?identifier I?epitope reconnu par ce clone. Les données présentées ici encouragent l?utilisation des PS-SCL pour l?identification et l?optimisation d?épitopes pour des CTL réactifs anti-tumoraux, ainsi que pour l?étude de la reconnaissance dégénérée d?antigènes par les CTL.<br/><br/>CD8+ cytolytic T lymphocytes (CTL) are the main effector cells of the adaptive immune system against infection and tumors. The recent identification of moleculariy defined human tumor Ags recognized by autologous CTL has opened new opportunities for the development of Ag-specific cancer vaccines. Despite extensive work, however, the number of CTL-defined tumor Ags that are suitable targets for the vaccination of cancer patients is still limited, especially because of the laborious and time consuming nature of the procedures currentiy used for their identification. The use of combinatorial peptide libraries in positionai scanning format (Positional Scanning Synthetic Combinatorial Libraries, PS-SCL)' has recently been proposed as an alternative approach for the identification of these epitopes. To validate this approach, we analyzed in detail the recognition of PS-SCL by tumor-reactive CTL clones specific for multiple well-defined tumor-associated Ags (TAA) as well as by tumor-reactive CTL clones of unknown specificity. The results of these analyses revealed that for all the TAA-specific clones studied most of the amino acids composing the native antigenic peptide sequences could be identified through the use of PS-SCL. Based on the data obtained from the screening of PS-SCL, we could design peptide analogs of increased antigenicity as well as cross-reactive analog peptides containing multiple amino acid substitutions. In addition, the resuits of PS-SCL-screening combined with a recently developed biometric data analysis (PS-SCL-based biometric database analysis) allowed the identification of the native peptides in public protein databases among the 30 most active sequences, and this was the case for all the TAA studied. More importantiy, the screening of PS- SCL with a tumor-reactive CTL clone of unknown specificity resulted in the identification of the actual epitope. Overall, these data encourage the use of PS-SCL not oniy for the identification and optimization of tumor-associated CTL epitopes, but also for the analysis of degeneracy in T lymphocyte receptor (TCR) recognition of tumor Ags.<br/><br/>Les cellules T CD8? cytolytiques font partie des globules blancs du sang et sont les principales responsables de la lutte contre les infections et les tumeurs. Les immunologistes cherchent depuis des années à identifier des molécules exprimées et présentées à la surface des tumeurs qui puissent être reconnues par des cellules T CD8? cytolytiques capables ensuite de tuer ces tumeurs de façon spécifique. Ce type de molécules représente la base pour le développement de vaccins contre le cancer puisqu?elles pourraient être injectées aux patients afin d?induire une réponse anti- tumorale. A présent, il y a très peu de molécules capables de stimuler le système immunitaire contre les tumeurs qui sont connues parce que les techniques développées à ce jour pour leur identification sont complexes et longues. Une nouvelle technique vient d?être proposée pour l?identification de ce type de molécules qui se base sur l?utilisation de librairies de peptides. Ces librairies représentent toutes les combinaisons possibles des composants de base des molécules recherchées. La première partie de cette étude a consisté à valider cette nouvelle technique en utilisant des cellules T CD8? cytolytiques capables de tuer des cellules tumorales en reconnaissant une molécule connue présente à leur surface. On a démontré que l?utilisation des librairies permet d?identifier la plupart des composants de base de la molécule reconnue par les cellules T CD8? cytolytiques utilisées. La deuxième partie de cette étude a consisté à effectuer une recherche des molécules potentiellement actives dans des protéines présentes dans des bases des données en utilisant un programme informatique qui permet de classer les molécules sur la base de leur activité biologique. Parmi des milliers de molécules de la base de données, celles reconnues par nos cellules T CD8? cytolytiques ont été trouvées parmi les plus actives. Plus intéressant encore, la combinaison de ces deux techniques nous a permis d?identifier la molécule reconnue par une population de cellules T CD8? cytolytiques ayant une activité anti-tumorale, mais pour laquelle on ne connaissait pas la spécificité. Nos résultats encouragent l?utilisation des librairies pour trouver et optimiser des molécules reconnues spécifiquement par des cellules T CD8? cytolytiques capables de tuer des tumeurs.

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For the drug discovery process, a library of 168 multisubstituted 1,4-benzodiazepines were prepared by a 5-step solid phase combinatorial approach. Substituents were varied in the 3,5, 7 and 8-position on the benzodiazepine scaffold. The combinatorial library was evaluated in a CCK radiolabelled binding assay and CCKA (alimentary) and CCKB (brain) selective lead structures were discovered. The template of CCKA selective 1,4-benzodiazepin-2-ones bearing the tryptophan moiety was chemically modified by selective alkylation and acylation reactions. These studies provided a series of Asperlicin naturally analogues. The fully optimised Asperlicin related compound possessed a similar CCKA activity as the natural occuring compound. 3-Alkylated 1,4-benzodiazepines with selectivity towards the CCKB receptor subtype were optimised on A) the lipophilic side chain and B) the 2-aminophenyl-ketone moiety, together with some stereochemical changes. A C3 unit in the 3-position of 1,4-benzodiazepines possessed a CCKB activity within the nanomolar range. Further SAR optimisation on the N1-position by selective alkylation resulted in an improved CCKB binding with potentially decreased activity on the GABAA/benzodiazepine receptor complex. The in vivo studies revealed two N1-alkylated compounds containing unsaturated alkyl groups with anxiolytic properties. Alternative chemical approaches have been developed, including a route that is suitable for scale up of the desired target molecule in order to provide sufficient quantities for further in vivo evaluation.

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A Bayesian optimisation algorithm for a nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurse's assignment. When a human scheduler works, he normally builds a schedule systematically following a set of rules. After much practice, the scheduler gradually masters the knowledge of which solution parts go well with others. He can identify good parts and is aware of the solution quality even if the scheduling process is not yet completed, thus having the ability to finish a schedule by using flexible, rather than fixed, rules. In this paper, we design a more human-like scheduling algorithm, by using a Bayesian optimisation algorithm to implement explicit learning from past solutions. A nurse scheduling problem from a UK hospital is used for testing. Unlike our previous work that used Genetic Algorithms to implement implicit learning [1], the learning in the proposed algorithm is explicit, i.e. we identify and mix building blocks directly. The Bayesian optimisation algorithm is applied to implement such explicit learning by building a Bayesian network of the joint distribution of solutions. The conditional probability of each variable in the network is computed according to an initial set of promising solutions. Subsequently, each new instance for each variable is generated by using the corresponding conditional probabilities, until all variables have been generated, i.e. in our case, new rule strings have been obtained. Sets of rule strings are generated in this way, some of which will replace previous strings based on fitness. If stopping conditions are not met, the conditional probabilities for all nodes in the Bayesian network are updated again using the current set of promising rule strings. For clarity, consider the following toy example of scheduling five nurses with two rules (1: random allocation, 2: allocate nurse to low-cost shifts). In the beginning of the search, the probabilities of choosing rule 1 or 2 for each nurse is equal, i.e. 50%. After a few iterations, due to the selection pressure and reinforcement learning, we experience two solution pathways: Because pure low-cost or random allocation produces low quality solutions, either rule 1 is used for the first 2-3 nurses and rule 2 on remainder or vice versa. In essence, Bayesian network learns 'use rule 2 after 2-3x using rule 1' or vice versa. It should be noted that for our and most other scheduling problems, the structure of the network model is known and all variables are fully observed. In this case, the goal of learning is to find the rule values that maximize the likelihood of the training data. Thus, learning can amount to 'counting' in the case of multinomial distributions. For our problem, we use our rules: Random, Cheapest Cost, Best Cover and Balance of Cost and Cover. In more detail, the steps of our Bayesian optimisation algorithm for nurse scheduling are: 1. Set t = 0, and generate an initial population P(0) at random; 2. Use roulette-wheel selection to choose a set of promising rule strings S(t) from P(t); 3. Compute conditional probabilities of each node according to this set of promising solutions; 4. Assign each nurse using roulette-wheel selection based on the rules' conditional probabilities. A set of new rule strings O(t) will be generated in this way; 5. Create a new population P(t+1) by replacing some rule strings from P(t) with O(t), and set t = t+1; 6. If the termination conditions are not met (we use 2000 generations), go to step 2. Computational results from 52 real data instances demonstrate the success of this approach. They also suggest that the learning mechanism in the proposed approach might be suitable for other scheduling problems. Another direction for further research is to see if there is a good constructing sequence for individual data instances, given a fixed nurse scheduling order. If so, the good patterns could be recognized and then extracted as new domain knowledge. Thus, by using this extracted knowledge, we can assign specific rules to the corresponding nurses beforehand, and only schedule the remaining nurses with all available rules, making it possible to reduce the solution space. Acknowledgements The work was funded by the UK Government's major funding agency, Engineering and Physical Sciences Research Council (EPSRC), under grand GR/R92899/01. References [1] Aickelin U, "An Indirect Genetic Algorithm for Set Covering Problems", Journal of the Operational Research Society, 53(10): 1118-1126,

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A Bayesian optimisation algorithm for a nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurse's assignment. When a human scheduler works, he normally builds a schedule systematically following a set of rules. After much practice, the scheduler gradually masters the knowledge of which solution parts go well with others. He can identify good parts and is aware of the solution quality even if the scheduling process is not yet completed, thus having the ability to finish a schedule by using flexible, rather than fixed, rules. In this paper, we design a more human-like scheduling algorithm, by using a Bayesian optimisation algorithm to implement explicit learning from past solutions. A nurse scheduling problem from a UK hospital is used for testing. Unlike our previous work that used Genetic Algorithms to implement implicit learning [1], the learning in the proposed algorithm is explicit, i.e. we identify and mix building blocks directly. The Bayesian optimisation algorithm is applied to implement such explicit learning by building a Bayesian network of the joint distribution of solutions. The conditional probability of each variable in the network is computed according to an initial set of promising solutions. Subsequently, each new instance for each variable is generated by using the corresponding conditional probabilities, until all variables have been generated, i.e. in our case, new rule strings have been obtained. Sets of rule strings are generated in this way, some of which will replace previous strings based on fitness. If stopping conditions are not met, the conditional probabilities for all nodes in the Bayesian network are updated again using the current set of promising rule strings. For clarity, consider the following toy example of scheduling five nurses with two rules (1: random allocation, 2: allocate nurse to low-cost shifts). In the beginning of the search, the probabilities of choosing rule 1 or 2 for each nurse is equal, i.e. 50%. After a few iterations, due to the selection pressure and reinforcement learning, we experience two solution pathways: Because pure low-cost or random allocation produces low quality solutions, either rule 1 is used for the first 2-3 nurses and rule 2 on remainder or vice versa. In essence, Bayesian network learns 'use rule 2 after 2-3x using rule 1' or vice versa. It should be noted that for our and most other scheduling problems, the structure of the network model is known and all variables are fully observed. In this case, the goal of learning is to find the rule values that maximize the likelihood of the training data. Thus, learning can amount to 'counting' in the case of multinomial distributions. For our problem, we use our rules: Random, Cheapest Cost, Best Cover and Balance of Cost and Cover. In more detail, the steps of our Bayesian optimisation algorithm for nurse scheduling are: 1. Set t = 0, and generate an initial population P(0) at random; 2. Use roulette-wheel selection to choose a set of promising rule strings S(t) from P(t); 3. Compute conditional probabilities of each node according to this set of promising solutions; 4. Assign each nurse using roulette-wheel selection based on the rules' conditional probabilities. A set of new rule strings O(t) will be generated in this way; 5. Create a new population P(t+1) by replacing some rule strings from P(t) with O(t), and set t = t+1; 6. If the termination conditions are not met (we use 2000 generations), go to step 2. Computational results from 52 real data instances demonstrate the success of this approach. They also suggest that the learning mechanism in the proposed approach might be suitable for other scheduling problems. Another direction for further research is to see if there is a good constructing sequence for individual data instances, given a fixed nurse scheduling order. If so, the good patterns could be recognized and then extracted as new domain knowledge. Thus, by using this extracted knowledge, we can assign specific rules to the corresponding nurses beforehand, and only schedule the remaining nurses with all available rules, making it possible to reduce the solution space. Acknowledgements The work was funded by the UK Government's major funding agency, Engineering and Physical Sciences Research Council (EPSRC), under grand GR/R92899/01. References [1] Aickelin U, "An Indirect Genetic Algorithm for Set Covering Problems", Journal of the Operational Research Society, 53(10): 1118-1126,

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Originally from Asia, Dovyalis hebecarpa is a dark purple/red exotic berry now also produced in Brazil. However, no reports were found in the literature about phenolic extraction or characterisation of this berry. In this study we evaluate the extraction optimisation of anthocyanins and total phenolics in D. hebecarpa berries aiming at the development of a simple and mild analytical technique. Multivariate analysis was used to optimise the extraction variables (ethanol:water:acetone solvent proportions, times, and acid concentrations) at different levels. Acetone/water (20/80 v/v) gave the highest anthocyanin extraction yield, but pure water and different proportions of acetone/water or acetone/ethanol/water (with >50% of water) were also effective. Neither acid concentration nor time had a significant effect on extraction efficiency allowing to fix the recommended parameters at the lowest values tested (0.35% formic acid v/v, and 17.6 min). Under optimised conditions, extraction efficiencies were increased by 31.5% and 11% for anthocyanin and total phenolics, respectively as compared to traditional methods that use more solvent and time. Thus, the optimised methodology increased yields being less hazardous and time consuming than traditional methods. Finally, freeze-dried D. hebecarpa showed high content of target phytochemicals (319 mg/100g and 1,421 mg/100g of total anthocyanin and total phenolic content, respectively).

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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.

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We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.