Algorithms and Models For Combinatorial Optimization Problems

In this thesis we present some combinatorial optimization problems, suggest models and algorithms for their effective solution. For each problem,we give its description, followed by a short literature review, provide methods to solve it and, finally, present computational results and comparisons with previous works to show the effectiveness of the proposed approaches. The considered problems are: the Generalized Traveling Salesman Problem (GTSP), the Bin Packing Problem with Conflicts(BPPC) and the Fair Layout Problem (FLOP).

Many-core Algorithms for Combinatorial Optimization

Combinatorial Optimization is becoming ever more crucial, in these days. From natural sciences to economics, passing through urban centers administration and personnel management, methodologies and algorithms with a strong theoretical background and a consolidated real-word effectiveness is more and more requested, in order to find, quickly, good solutions to complex strategical problems. Resource optimization is, nowadays, a fundamental ground for building the basements of successful projects. From the theoretical point of view, Combinatorial Optimization rests on stable and strong foundations, that allow researchers to face ever more challenging problems. However, from the application point of view, it seems that the rate of theoretical developments cannot cope with that enjoyed by modern hardware technologies, especially with reference to the one of processors industry. In this work we propose new parallel algorithms, designed for exploiting the new parallel architectures available on the market. We found that, exposing the inherent parallelism of some resolution techniques (like Dynamic Programming), the computational benefits are remarkable, lowering the execution times by more than an order of magnitude, and allowing to address instances with dimensions not possible before. We approached four Combinatorial Optimization’s notable problems: Packing Problem, Vehicle Routing Problem, Single Source Shortest Path Problem and a Network Design problem. For each of these problems we propose a collection of effective parallel solution algorithms, either for solving the full problem (Guillotine Cuts and SSSPP) or for enhancing a fundamental part of the solution method (VRP and ND). We endorse our claim by presenting computational results for all problems, either on standard benchmarks from the literature or, when possible, on data from real-world applications, where speed-ups of one order of magnitude are usually attained, not uncommonly scaling up to 40 X factors.

A parameter-free approach for solving combinatorial optimization problems through biased randomization of efficient heuristics

This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical heuristics so a large set of alternative good solutions can be quickly obtained in a natural way and without complex conguration processes. This procedure is especially useful in problems where properties such as non-smoothness or non-convexity lead to a highly irregular solution space, for which the traditional optimization methods, both of exact and approximate nature, may fail to reach their full potential. The results obtained are promising enough to suggest that randomizing classical heuristics is a powerful method that can be successfully applied in a variety of cases.

An evolutionary approach to the design of experiments for combinatorial optimization with an application to enzyme engineering

In a large number of problems the high dimensionality of the search space, the vast number of variables and the economical constrains limit the ability of classical techniques to reach the optimum of a function, known or unknown. In this thesis we investigate the possibility to combine approaches from advanced statistics and optimization algorithms in such a way to better explore the combinatorial search space and to increase the performance of the approaches. To this purpose we propose two methods: (i) Model Based Ant Colony Design and (ii) Naïve Bayes Ant Colony Optimization. We test the performance of the two proposed solutions on a simulation study and we apply the novel techniques on an appplication in the field of Enzyme Engineering and Design.

Contributions to exact approaches in combinatorial optimization

The focus of this thesis is to contribute to the development of new, exact solution approaches to different combinatorial optimization problems. In particular, we derive dedicated algorithms for a special class of Traveling Tournament Problems (TTPs), the Dial-A-Ride Problem (DARP), and the Vehicle Routing Problem with Time Windows and Temporal Synchronized Pickup and Delivery (VRPTWTSPD). Furthermore, we extend the concept of using dual-optimal inequalities for stabilized Column Generation (CG) and detail its application to improved CG algorithms for the cutting stock problem, the bin packing problem, the vertex coloring problem, and the bin packing problem with conflicts. In all approaches, we make use of some knowledge about the structure of the problem at hand to individualize and enhance existing algorithms. Specifically, we utilize knowledge about the input data (TTP), problem-specific constraints (DARP and VRPTWTSPD), and the dual solution space (stabilized CG). Extensive computational results proving the usefulness of the proposed methods are reported.

Formulations and Metaheuristics for combinatorial optimization problems

Combinatorial optimization problems have been strongly addressed throughout history. Their study involves highly applied problems that must be solved in reasonable times. This doctoral Thesis addresses three Operations Research problems: the first deals with the Traveling Salesman Problem with Pickups and Delivery with Handling cost, which was approached with two metaheuristics based on Iterated Local Search; the results show that the proposed methods are faster and obtain good results respect to the metaheuristics from the literature. The second problem corresponds to the Quadratic Multiple Knapsack Problem, and polynomial formulations and relaxations are presented for new instances of the problem; in addition, a metaheuristic and a matheuristic are proposed that are competitive with state of the art algorithms. Finally, an Open-Pit Mining problem is approached. This problem is solved with a parallel genetic algorithm that allows excavations using truncated cones. Each of these problems was computationally tested with difficult instances from the literature, obtaining good quality results in reasonable computational times, and making significant contributions to the state of the art techniques of Operations Research.

Social interaction as a heuristic for combinatorial optimization problems

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.

Sizes of linear descriptions in combinatorial optimization

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Univ., Dissertation, 2015

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Revisiting optimization algorithms for maximum likelihood estimation

Parmi les méthodes d’estimation de paramètres de loi de probabilité en statistique, le maximum de vraisemblance est une des techniques les plus populaires, comme, sous des conditions l´egères, les estimateurs ainsi produits sont consistants et asymptotiquement efficaces. Les problèmes de maximum de vraisemblance peuvent être traités comme des problèmes de programmation non linéaires, éventuellement non convexe, pour lesquels deux grandes classes de méthodes de résolution sont les techniques de région de confiance et les méthodes de recherche linéaire. En outre, il est possible d’exploiter la structure de ces problèmes pour tenter d’accélerer la convergence de ces méthodes, sous certaines hypothèses. Dans ce travail, nous revisitons certaines approches classiques ou récemment d´eveloppées en optimisation non linéaire, dans le contexte particulier de l’estimation de maximum de vraisemblance. Nous développons également de nouveaux algorithmes pour résoudre ce problème, reconsidérant différentes techniques d’approximation de hessiens, et proposons de nouvelles méthodes de calcul de pas, en particulier dans le cadre des algorithmes de recherche linéaire. Il s’agit notamment d’algorithmes nous permettant de changer d’approximation de hessien et d’adapter la longueur du pas dans une direction de recherche fixée. Finalement, nous évaluons l’efficacité numérique des méthodes proposées dans le cadre de l’estimation de modèles de choix discrets, en particulier les modèles logit mélangés.

Global Optimization Algorithms and their Application to Distributed Systems

In this report, we discuss the application of global optimization and Evolutionary Computation to distributed systems. We therefore selected and classified many publications, giving an insight into the wide variety of optimization problems which arise in distributed systems. Some interesting approaches from different areas will be discussed in greater detail with the use of illustrative examples.

Optimization algorithms in FMRF model-based segmentation for LIDAR data and co-registered bands

In this paper, a fuzzy Markov random field (FMRF) model is used to segment land-objects into free, grass, building, and road regions by fusing remotely, sensed LIDAR data and co-registered color bands, i.e. scanned aerial color (RGB) photo and near infra-red (NIR) photo. An FMRF model is defined as a Markov random field (MRF) model in a fuzzy domain. Three optimization algorithms in the FMRF model, i.e. Lagrange multiplier (LM), iterated conditional mode (ICM), and simulated annealing (SA), are compared with respect to the computational cost and segmentation accuracy. The results have shown that the FMRF model-based ICM algorithm balances the computational cost and segmentation accuracy in land-cover segmentation from LIDAR data and co-registered bands.