A Recombination-Based Tabu Search Algorithm for the Winner Determination Problem

Abstract. We propose a dedicated tabu search algorithm (TSX_WDP) for the winner determination problem (WDP) in combinatorial auctions. TSX_WDP integrates two complementary neighborhoods designed re-spectively for intensification and diversification. To escape deep local optima, TSX_WDP employs a backbone-based recombination opera-tor to generate new starting points for tabu search and to displace the search into unexplored promising regions. The recombination operator operates on elite solutions previously found which are recorded in an global archive. The performance of our algorithm is assessed on a set of 500 well-known WDP benchmark instances. Comparisons with five state of the art algorithms demonstrate the effectiveness of our approach

Winner Determination in Combinatorial Auctions using Hybrid Ant Colony Optimization and Multi-Neighborhood Local Search

A combinatorial auction is an auction where the bidders have the choice to bid on bundles of items. The WDP in combinatorial auctions is the problem of finding winning bids that maximize the auctioneer’s revenue under the constraint that each item can be allocated to at most one bidder. The WDP is known as an NP-hard problem with practical applications like electronic commerce, production management, games theory, and resources allocation in multi-agent systems. This has motivated the quest for efficient approximate algorithms both in terms of solution quality and computational time. This paper proposes a hybrid Ant Colony Optimization with a novel Multi-Neighborhood Local Search (ACO-MNLS) algorithm for solving Winner Determination Problem (WDP) in combinatorial auctions. Our proposed MNLS algorithm uses the fact that using various neighborhoods in local search can generate different local optima for WDP and that the global optima of WDP is a local optima for a given its neighborhood. Therefore, proposed MNLS algorithm simultaneously explores a set of three different neighborhoods to get different local optima and to escape from local optima. The comparisons between ACO-MNLS, Genetic Algorithm (GA), Memetic Algorithm (MA), Stochastic Local Search (SLS), and Tabu Search (TS) on various benchmark problems confirm the efficiency of ACO-MNLS in the terms of solution quality and computational time

Preventing premature convergence and proving the optimality in evolutionary algorithms

http://ea2013.inria.fr//proceedings.pdfInternational audienceEvolutionary Algorithms (EA) usually carry out an efficient exploration of the search-space, but get often trapped in local minima and do not prove the optimality of the solution. Interval-based techniques, on the other hand, yield a numerical proof of optimality of the solution. However, they may fail to converge within a reasonable time due to their inability to quickly compute a good approximation of the global minimum and their exponential complexity. The contribution of this paper is a hybrid algorithm called Charibde in which a particular EA, Differential Evolution, cooperates with a Branch and Bound algorithm endowed with interval propagation techniques. It prevents premature convergence toward local optima and outperforms both deterministic and stochastic existing approaches. We demonstrate its efficiency on a benchmark of highly multimodal problems, for which we provide previously unknown global minima and certification of optimality

Metaheuristic Optimization of Power and Energy Systems: Underlying Principles and Main Issues of the `Rush to Heuristics'

In the power and energy systems area, a progressive increase of literature contributions that contain applications of metaheuristic algorithms is occurring. In many cases, these applications are merely aimed at proposing the testing of an existing metaheuristic algorithm on a specific problem, claiming that the proposed method is better than other methods that are based on weak comparisons. This ‘rush to heuristics’ does not happen in the evolutionary computation domain, where the rules for setting up rigorous comparisons are stricter but are typical of the domains of application of the metaheuristics. This paper considers the applications to power and energy systems and aims at providing a comprehensive view of the main issues that concern the use of metaheuristics for global optimization problems. A set of underlying principles that characterize the metaheuristic algorithms is presented. The customization of metaheuristic algorithms to fit the constraints of specific problems is discussed. Some weaknesses and pitfalls that are found in literature contributions are identified, and specific guidelines are provided regarding how to prepare sound contributions on the application of metaheuristic algorithms to specific problems

Evolutionary computation applied to combinatorial optimisation problems

This thesis addresses the issues associated with conventional genetic algorithms (GA) when applied to hard optimisation problems. In particular it examines the problem of selecting and implementing appropriate genetic operators in order to meet the validity constraints for constrained optimisation problems. The problem selected is the travelling salesman problem (TSP), a well known NP-hard problem. Following a review of conventional genetic algorithms, this thesis advocates the use of a repair technique for genetic algorithms: GeneRepair. We evaluate the effectiveness of this operator against a wide range of benchmark problems and compare these results with conventional genetic algorithm approaches. A comparison between GeneRepair and the conventional GA approaches is made in two forms: firstly a handcrafted approach compares GAs without repair against those using GeneRepair. A second automated approach is then presented. This meta-genetic algorithm examines different configurations of operators and parameters. Through the use of a cost/benefit (Quality-Time Tradeoff) function, the user can balance the computational effort against the quality of the solution and thus allow the user to specify exactly what the cost benefit point should be for the search. Results have identified the optimal configuration settings for solving selected TSP problems. These results show that GeneRepair when used consistently generates very good TSP solutions for 50, 70 and 100 city problems. GeneRepair assists in finding TSP solutions in an extremely efficient manner, in both time and number of evaluations required

Robust multiobjective optimisation for fuzzy job shop problems

Abstract In this paper we tackle a variant of the job shop scheduling problem with uncertain task durations modelled as fuzzy numbers. Our goal is to simultaneously minimise the schedule's fuzzy makespan and maximise its robustness. To this end, we consider two measures of solution robustness: a predictive one, prior to the schedule execution, and an empirical one, measured at execution. To optimise both the expected makespan and the predictive robustness of the fuzzy schedule we propose a multiobjective evolutionary algorithm combined with a novel dominance-based tabu search method. The resulting hybrid algorithm is then evaluated on existing benchmark instances, showing its good behaviour and the synergy between its components. The experimental results also serve to analyse the goodness of the predictive robustness measure, in terms of its correlation with simulations of the empirical measure.This research has been supported by the Spanish Government under Grants FEDER TIN2013-46511-C2-2-P and MTM2014-55262-P

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

Traveling Salesman Problem

This book is a collection of current research in the application of evolutionary algorithms and other optimal algorithms to solving the TSP problem. It brings together researchers with applications in Artificial Immune Systems, Genetic Algorithms, Neural Networks and Differential Evolution Algorithm. Hybrid systems, like Fuzzy Maps, Chaotic Maps and Parallelized TSP are also presented. Most importantly, this book presents both theoretical as well as practical applications of TSP, which will be a vital tool for researchers and graduate entry students in the field of applied Mathematics, Computing Science and Engineering