Diversification and Intensification in Hybrid Metaheuristics for Constraint Satisfaction Problems

Metaheuristics are used to find feasible solutions to hard Combinatorial Optimization Problems (COPs). Constraint Satisfaction Problems (CSPs) may be formulated as COPs, where the objective is to reduce the number of violated constraints to zero. The popular puzzle Sudoku is an NP-complete problem that has been used to study the effectiveness of metaheuristics in solving CSPs. Applying the Simulated Annealing (SA) metaheuristic to Sudoku has been shown to be a successful method to solve CSPs. However, the ‘easy-hard-easy’ phase-transition behavior frequently attributed to a certain class of CSPs makes finding a solution extremely difficult in the hard phase because of the vast search space, the small number of solutions and a fitness landscape marked by many plateaus and local minima. Two key mechanisms that metaheuristics employ for searching are diversification and intensification. Diversification is the method of identifying diverse promising regions of the search space and is achieved through the process of heating/reheating. Intensification is the method of finding a solution in one of these promising regions and is achieved through the process of cooling. The hard phase area of the search terrain makes traversal without becoming trapped very challenging. Running the best available method - a Constraint Propagation/Depth-First Search algorithm - against 30,000 benchmark problem-instances, 20,240 remain unsolved after ten runs at one minute per run which we classify as very hard. This dissertation studies the delicate balance between diversification and intensification in the search process and offers a hybrid SA algorithm to solve very hard instances. The algorithm presents (a) a heating/reheating strategy that incorporates the lowest solution cost for diversification; (b) a more complex two-stage cooling schedule for faster intensification; (c) Constraint Programming (CP) hybridization to reduce the search space and to escape a local minimum; (d) a three-way swap, secondary neighborhood operator for a low expense method of diversification. These techniques are tested individually and in hybrid combinations for a total of 11 strategies, and the effectiveness of each is evaluated by percentage solved and average best run-time to solution. In the final analysis, all strategies are an improvement on current methods, but the most remarkable results come from the application of the “Quick Reset” technique between cooling stages

The bi-objective travelling salesman problem with profits and its connection to computer networks.

This is an interdisciplinary work in Computer Science and Operational Research. As it is well known, these two very important research fields are strictly connected. Among other aspects, one of the main areas where this interplay is strongly evident is Networking. As far as most recent decades have seen a constant growing of every kind of network computer connections, the need for advanced algorithms that help in optimizing the network performances became extremely relevant. Classical Optimization-based approaches have been deeply studied and applied since long time. However, the technology evolution asks for more flexible and advanced algorithmic approaches to model increasingly complex network configurations. In this thesis we study an extension of the well known Traveling Salesman Problem (TSP): the Traveling Salesman Problem with Profits (TSPP). In this generalization, a profit is associated with each vertex and it is not necessary to visit all vertices. The goal is to determine a route through a subset of nodes that simultaneously minimizes the travel cost and maximizes the collected profit. The TSPP models the problem of sending a piece of information through a network where, in addition to the sending costs, it is also important to consider what “profit” this information can get during its routing. Because of its formulation, the right way to tackled the TSPP is by Multiobjective Optimization algorithms. Within this context, the aim of this work is to study new ways to solve the problem in both the exact and the approximated settings, giving all feasible instruments that can help to solve it, and to provide experimental insights into feasible networking instances

Optimised search heuristics: combining metaheuristics and exact methods to solve scheduling problems

Tese dout., Matemática, Investigação Operacional, Universidade do Algarve, 2009Scheduling problems have many real life applications, from automotive industry to air traffic control. These problems are defined by the need of processing a set of jobs on a shared set of resources. For most scheduling problems there is no known deterministic procedure that can solve them in polynomial time. This is the reason why researchers study methods that can provide a good solution in a reasonable amount of time. Much attention was given to the mathematical formulation of scheduling problems and the algebraic characterisation of the space of feasible solutions when exact algorithms were being developed; but exact methods proved inefficient to solve real sized instances. Local search based heuristics were developed that managed to quickly find good solutions, starting from feasible solutions produced by constructive heuristics. Local search algorithms have the disadvantage of stopping at the first local optimum they find when searching the feasible region. Research evolved to the design of metaheuristics, procedures that guide the search beyond the entrapment of local optima. Recently a new class of hybrid procedures, that combine local search based (meta) heuristics and exact algorithms of the operations research field, have been designed to find solutions for combinatorial optimisation problems, scheduling problems included. In this thesis we study the algebraic structure of scheduling problems; we address the existent hybrid procedures that combine exact methods with metaheuristics and produce a mapping of type of combination versus application and finally we develop new innovative metaheuristics and apply them to solve scheduling problems. These new methods developed include some combinatorial optimisation algorithms as components to guide the search in the solution space using the knowledge of the algebraic structure of the problem being solved. Namely we develop two new methods: a simple method that combines a GRASP procedure with a branch-and-bound algorithm; and a more elaborated procedure that combines the verification of the violation of valid inequalities with a tabu search. We focus on the job-shop scheduling problem

Intelligent simulation of coastal ecosystems

Tese de doutoramento. Engenharia Informática. Faculdade de Engenharia. Universidade do Porto, Faculdade de Ciência e Tecnologia. Universidade Fernando Pessoa. 201

Implémentation de la contrainte REGULAR en COMET

Méthodes de résolutions -- Comet -- La contrainte regular -- Implémentation de contraintes ou d'objectifs en COMET -- Choix de la mesure de violation pour la contrainte Regular -- Description de l'implémentation de la contrainte REGULAR en COMET -- Création d'horaires cycliques -- Création d'emplois du temps journaliers

Ferramentas computacionais hibridas para a otimização da produção de petroleo em aguas profundas

Orientador: Arnaldo Vieira MouraDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de ComputaçãoResumo: Problemas de otimização combinatória são classificados na grande maioria das vezes como NP-difíceis. Para estes problemas, não são conhecidos algoritmos polinomiais capazes de resolvê-los. Logo, é necessário o desenvolvimento de estratégias eficientes para tratá-los. O desenvolvimento de técnicas híbridas para a resolução destes problemas tem por objetivo valorizar os pontos fortes dos métodos que estão sendo empregados, para, desta forma, compensar os pontos mais fracos, criando um procedimento de qualidade superior. Este trabalho propõe um método híbrido que integra técnicas de Programação por Restrições com metaheurísticas de Busca Tabu para atacar o problema de escalonamento de atividades na produção de um campo petrolífero. Como não há resultados anteriores para serem comparados com os resultados obtidos para as instâncias consideradas neste trabalho, modelos de programação matemática foram utilizados para a obtenção de limitantes duais para a solução do problema. Além disso, para determinar quão robusta é a técnica proposta, uma análise de sensibilidade foi realizada sobre as instâncias consideradasAbstract: Combinatorial optimization problems are generally NP-hard. As it is not known polinomial time algorithms to solve them, it is necessary to develop efficient strategies to treat them. The aim in developing hybrid techniques to solve combinatorial optimization problems is to strength the good features of the methods that are being combined to compensate for their weakness. In this paper, we propose a hybrid method that combines Constraint Programming techniques and Tabu Search metaheuristics to schedule the activities involved in the production process of an oil field. As there are no previous results to estabilish a comparision with the results obtained with the instances considered in this work, bounds were determined using mathematical programming models. Finally, to estabilish the robusteness of proposed method, a sensibility analysis was performed over the considered instancesMestradoMestre em Ciência da Computaçã

Une approche interdisciplinaire pour l'ordonnancement des transports

Dans cette thèse, nous proposons d’aborder l’ordonnancement des transports par une approche interdisciplinaire. L’idée est d’intégrer les facteurs humains dans le système d’aide à la décision réalisé, de façon à ce que l’homme puisse agir sur la modélisation et la résolution du problème. Le système proposé doit offrir de la flexibilité, afin d’être capable de s’adapter aux nouvelles situations et aux changements, même si ceux-ci n’ont pas été prévus initialement par le concepteur du système. Pour atteindre l’objectif fixé, nous nous sommes notamment appuyé sur une analyse du domaine de travail (« Work Domain Analysis ») basée sur une hiérarchie d’abstraction des entités (physiques ou plus abstraites) manipulées dans ce type de problèmes. Nous avons proposé une architecture pour le système d’aide à la décision basée sur cette analyse du domaine et la programmation par contraintes. Nous avons également conçu, et intégré dans le système, des algorithmes dédiés et des méthodes de résolution basés sur le principe d’inversion de modèle. Enfin, nous avons proposé une architecture d’interfaces avec l’objectif d’assister efficacement l’opérateur humain dans la réalisation des différentes sous-tâches nécessaires à la résolution globale du problème. L’étude du sujet interdisciplinaire a été précédée d’une analyse focalisée sur la résolution de problèmes théoriques d’ordonnancement à machines parallèles avec contraintes de précédence et temps de préparation des machines entre opérations, utilisant des méthodes de recherche arborescente basée sur les divergences.An interdisciplinary approach has been proposed for the vehicle routing problem. The idea is to consider human factors and dynamic aspects for the decision support system (DSS) design. In our approach, a link is done between methods of operations research and an ecological interface design coming from engineering cognitive. A work domain analysis for the vehicle routing problem has been done. The analysis is realized through an abstraction hierarchy, which facilitates the identification of the problem constraints. We have proposed a DSS architecture based on this analysis and on constraint programming. Specific algorithms and solving mechanisms based on model inversion have been proposed and integrated in the system. Finally, we have design a set of human-machine interfaces in order to facilitate the problem solving to the human planning. The interdisciplinary study has been preceded by an analysis of the parallel machine scheduling problem with precedence constraints and setup times. Tree searches and local searches based on limited discrepancy search have been proposed to solve the problem

Heuristics for New Problems Arising in the Transport of People and Goods

The Vehicle Routing Problem (VRP) and its numerous variants are amongst the most widely studied in the entire Operations Research literature, with applications in fields includ- ing supply chain management, journey planning and vehicle scheduling. In this thesis, we focus on three problems from two fields with a wide reach; the design of public trans- port systems and the robust routing of delivery vehicles. Each chapter investigates a new setting, formulates an optimization problem, introduces various solution methods and presents computational experiments highlighting salient points. The first problem involves commuters who use a flexible shuttle service to travel to a main transit hub, where they catch a fixed route public transport service to their true destina- tion. In our variant, passengers must forgo some of the choices they had in previous ver- sions; the service provider chooses the specific hub passengers are taken to (provided all relevant timing constraints are satisfied). This introduces both complexities and opportu- nities not seen in other VRP variants, so we present two solution methods tailored for this problem. An extensive computational study over a range of networks shows this flexibility allows significant cost savings with little impact on the quality of service received. The second problem involves dynamic ridesharing schemes and one of their most per- sistent drawbacks: the requirement to attract a large number of users during the start up phase. Although this is influenced by many factors, a significant consideration is the per- ceived uncertainty around finding a match. To address this, the service provider may wish to employ a small number of their own private drivers, to serve riders who would oth- erwise remain unmatched. We explore how this could be formulated as an optimization problem and discuss the objectives and constraints the service provider may have. We then describe a special structure inherent to the problem and present three different so- lution methods which exploit this. Finally, a broad computational study demonstrates the potential benefits of these dedicated drivers and identifies environments in which they are most useful. The third problem comes from the field of logistics and involves a large delivery firm serving an uncertain customer set. The firm wishes to build low cost delivery routes that remain efficient after the appearance and removal of some customers. We formulate this problem and present a heuristic which is both computationally cheaper and more versatile than comparative exact methods. A wide computational study illustrates our heuristic’s predictive power and its efficacy compared to natural alternative strategies