Machine learning into metaheuristics: A survey and taxonomy of data-driven metaheuristics

During the last years, research in applying machine learning (ML) to design efficient, effective and robust metaheuristics became increasingly popular. Many of those data driven metaheuristics have generated high quality results and represent state-of-the-art optimization algorithms. Although various appproaches have been proposed, there is a lack of a comprehensive survey and taxonomy on this research topic. In this paper we will investigate different opportunities for using ML into metaheuristics. We define uniformly the various ways synergies which might be achieved. A detailed taxonomy is proposed according to the concerned search component: target optimization problem, low-level and high-level components of metaheuristics. Our goal is also to motivate researchers in optimization to include ideas from ML into metaheuristics. We identify some open research issues in this topic which needs further in-depth investigations

Editorial: Sweet sixteen

This is the traditional triennial note used by the editors to give the readers of 4OR information on the state of the journal and its future. In the 3years that have passed since the last editorial note (Liberti et al. in Q J Oper 13:1–13, 2015), three volumes (each containing four issues) of the journal have been published: vol. 13 (2015), vol. 14 (2016), and vol. 15 (2017)

Models and Algorithms for the Optimisation of Replenishment, Production and Distribution Plans in Industrial Enterprises

Tesis por compendio[ES] La optimización en las empresas manufactureras es especialmente importante, debido a las grandes inversiones que realizan, ya que a veces estas inversiones no obtienen el rendimiento esperado porque los márgenes de beneficio de los productos son muy ajustados. Por ello, las empresas tratan de maximizar el uso de los recursos productivos y financieros minimizando el tiempo perdido y, al mismo tiempo, mejorando los flujos de los procesos y satisfaciendo las necesidades del mercado. El proceso de planificación es una actividad crítica para las empresas. Esta tarea implica grandes retos debido a los cambios del mercado, las alteraciones en los procesos de producción dentro de la empresa y en la cadena de suministro, y los cambios en la legislación, entre otros. La planificación del aprovisionamiento, la producción y la distribución desempeña un papel fundamental en el rendimiento de las empresas manufactureras, ya que una planificación ineficaz de los proveedores, los procesos de producción y los sistemas de distribución contribuye a aumentar los costes de los productos, a alargar los plazos de entrega y a reducir los beneficios. La planificación eficaz es un proceso complejo que abarca una amplia gama de actividades para garantizar que los equipos, los materiales y los recursos humanos estén disponibles en el momento y el lugar adecuados. Motivados por la complejidad de la planificación en las empresas manufactureras, esta tesis estudia y desarrolla herramientas cuantitativas para ayudar a los planificadores en los procesos de la planificación del aprovisionamiento, producción y distribución. Desde esta perspectiva, se proponen modelos realistas y métodos eficientes para apoyar la toma de decisiones en las empresas industriales, principalmente en las pequeñas y medianas empresas (PYMES). Las aportaciones de esta tesis suponen un avance científico basado en una exhaustiva revisión bibliográfica sobre la planificación del aprovisionamiento, la producción y la distribución que ayuda a comprender los principales modelos y algoritmos utilizados para resolver estos planes, y pone en relieve las tendencias y las futuras direcciones de investigación. También proporciona un marco holístico para caracterizar los modelos y algoritmos centrándose en la planificación de la producción, la programación y la secuenciación. Esta tesis también propone una herramienta de apoyo a la decisión para seleccionar un algoritmo o método de solución para resolver problemas concretos de la planificación del aprovisionamiento, producción y distribución en función de su complejidad, lo que permite a los planificadores no duplicar esfuerzos de modelización o programación de técnicas de solución. Por último, se desarrollan nuevos modelos matemáticos y enfoques de solución de última generación, como los algoritmos matheurísticos, que combinan la programación matemática y las técnicas metaheurísticas. Los nuevos modelos y algoritmos comprenden mejoras en términos de rendimiento computacional, e incluyen características realistas de los problemas del mundo real a los que se enfrentan las empresas de fabricación. Los modelos matemáticos han sido validados con un caso de una importante empresa del sector de la automoción en España, lo que ha permitido evaluar la relevancia práctica de estos novedosos modelos utilizando instancias de gran tamaño, similares a las existentes en la empresa objeto de estudio. Además, los algoritmos matheurísticos han sido probados utilizando herramientas libres y de código abierto. Esto también contribuye a la práctica de la investigación operativa, y proporciona una visión de cómo desplegar estos métodos de solución y el tiempo de cálculo y rendimiento de la brecha que se puede obtener mediante el uso de software libre o de código abierto.[CA] L'optimització a les empreses manufactureres és especialment important, a causa de les grans inversions que realitzen, ja que de vegades aquestes inversions no obtenen el rendiment esperat perquè els marges de benefici dels productes són molt ajustats. Per això, les empreses intenten maximitzar l'ús dels recursos productius i financers minimitzant el temps perdut i, alhora, millorant els fluxos dels processos i satisfent les necessitats del mercat. El procés de planificació és una activitat crítica per a les empreses. Aquesta tasca implica grans reptes a causa dels canvis del mercat, les alteracions en els processos de producció dins de l'empresa i la cadena de subministrament, i els canvis en la legislació, entre altres. La planificació de l'aprovisionament, la producció i la distribució té un paper fonamental en el rendiment de les empreses manufactureres, ja que una planificació ineficaç dels proveïdors, els processos de producció i els sistemes de distribució contribueix a augmentar els costos dels productes, allargar els terminis de lliurament i reduir els beneficis. La planificació eficaç és un procés complex que abasta una àmplia gamma d'activitats per garantir que els equips, els materials i els recursos humans estiguen disponibles al moment i al lloc adequats. Motivats per la complexitat de la planificació a les empreses manufactureres, aquesta tesi estudia i desenvolupa eines quantitatives per ajudar als planificadors en els processos de la planificació de l'aprovisionament, producció i distribució. Des d'aquesta perspectiva, es proposen models realistes i mètodes eficients per donar suport a la presa de decisions a les empreses industrials, principalment a les petites i mitjanes empreses (PIMES). Les aportacions d'aquesta tesi suposen un avenç científic basat en una exhaustiva revisió bibliogràfica sobre la planificació de l'aprovisionament, la producció i la distribució que ajuda a comprendre els principals models i algorismes utilitzats per resoldre aquests plans, i posa de relleu les tendències i les futures direccions de recerca. També proporciona un marc holístic per caracteritzar els models i algorismes centrant-se en la planificació de la producció, la programació i la seqüenciació. Aquesta tesi també proposa una eina de suport a la decisió per seleccionar un algorisme o mètode de solució per resoldre problemes concrets de la planificació de l'aprovisionament, producció i distribució en funció de la seua complexitat, cosa que permet als planificadors no duplicar esforços de modelització o programació de tècniques de solució. Finalment, es desenvolupen nous models matemàtics i enfocaments de solució d'última generació, com ara els algoritmes matheurístics, que combinen la programació matemàtica i les tècniques metaheurístiques. Els nous models i algoritmes comprenen millores en termes de rendiment computacional, i inclouen característiques realistes dels problemes del món real a què s'enfronten les empreses de fabricació. Els models matemàtics han estat validats amb un cas d'una important empresa del sector de l'automoció a Espanya, cosa que ha permés avaluar la rellevància pràctica d'aquests nous models utilitzant instàncies grans, similars a les existents a l'empresa objecte d'estudi. A més, els algorismes matheurístics han estat provats utilitzant eines lliures i de codi obert. Això també contribueix a la pràctica de la investigació operativa, i proporciona una visió de com desplegar aquests mètodes de solució i el temps de càlcul i rendiment de la bretxa que es pot obtindre mitjançant l'ús de programari lliure o de codi obert.[EN] Optimisation in manufacturing companies is especially important, due to the large investments they make, as sometimes these investments do not obtain the expected return because the profit margins of products are very tight. Therefore, companies seek to maximise the use of productive and financial resources by minimising lost time and, at the same time, improving process flows while meeting market needs. The planning process is a critical activity for companies. This task involves great challenges due to market changes, alterations in production processes within the company and in the supply chain, and changes in legislation, among others. Planning of replenishment, production and distribution plays a critical role in the performance of manufacturing companies because ineffective planning of suppliers, production processes and distribution systems contributes to higher product costs, longer lead times and less profits. Effective planning is a complex process that encompasses a wide range of activities to ensure that equipment, materials and human resources are available in the right time and the right place. Motivated by the complexity of planning in manufacturing companies, this thesis studies and develops quantitative tools to help planners in the replenishment, production and delivery planning processes. From this perspective, realistic models and efficient methods are proposed to support decision making in industrial companies, mainly in small- and medium-sized enterprises (SMEs). The contributions of this thesis represent a scientific breakthrough based on a comprehensive literature review about replenishment, production and distribution planning that helps to understand the main models and algorithms used to solve these plans, and highlights trends and future research directions. It also provides a holistic framework to characterise models and algorithms by focusing on production planning, scheduling and sequencing. This thesis also proposes a decision support tool for selecting an algorithm or solution method to solve concrete replenishment, production and distribution planning problems according to their complexity, which allows planners to not duplicate efforts modelling or programming solution techniques. Finally, new state-of-the-art mathematical models and solution approaches are developed, such as matheuristic algorithms, which combine mathematical programming and metaheuristic techniques. The new models and algorithms comprise improvements in computational performance terms, and include realistic features of real-world problems faced by manufacturing companies. The mathematical models have been validated with a case of an important company in the automotive sector in Spain, which allowed to evaluate the practical relevance of these novel models using large instances, similarly to those existing in the company under study. In addition, the matheuristic algorithms have been tested using free and open-source tools. This also helps to contribute to the practice of operations research, and provides insight into how to deploy these solution methods and the computational time and gap performance that can be obtained by using free or open-source software.This work would not have been possible without the following funding sources: Conselleria de Educación, Investigación, Cultura y Deporte, Generalitat Valenciana for hiring predoctoral research staff with Grant (ACIF/2018/170) and the European Social Fund with the Grant Operational Programme of FSE 2014-2020. Conselleria de Educación, Investigación, Cultura y Deporte, Generalitat Valenciana for predoctoral contract students to stay in research centers outside the research centers outside the Valencian Community (BEFPI/2021/040) and the European Social Fund.Guzmán Ortiz, BE. (2022). Models and Algorithms for the Optimisation of Replenishment, Production and Distribution Plans in Industrial Enterprises [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/187461Compendi

Hybrid simulation-optimization methods: A taxonomy and discussion

The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields.The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields. (C) 2014 Elsevier B.V. All rights reserved

Integrated feedstock optimisation for multi-product polymer production

Thesis (PhD)--Stellenbosch University, 2022.ENGLISH ABSTRACT: A chemical complex can have multiple value chains, some of which may span across geographical locations. Decisions regarding the distribution of feedstock and intermediate feedstock to different production units can occur at different time intervals. This is highlighted as two problems, a feedstock distribution problem and an intermediate feedstock distribution problem. Unexpected events can cause an imbalanced value chain which requires timely decision-making to mitigate further adverse consequences. Scheduling methods can provide decision support during such events. The purpose of this research study is to develop an integrated decision support system which handles the two problems as a single problem and maximises profit in the value chain for hourly and daily decision-making. A high-level DSS architecture is presented that incorporates metaheuristic algorithms to generate production schedules for distribution of feedstock through the value chain. The solution evaluation process contains a balancing period to enable the application of metaheuristics to this type of problem and a novel encoding scheme is proposed for the hourly interval problem. It was found that metaheuristics algorithms can be used for this problem and integrated into the proposed decision support system.AFRIKAANSE OPSOMMING: ’n Chemiese kompleks kan verskeie waardekettings hê, waarvan sommige oor geografiese gebiede strek. Besluite rakende die verspreiding van grondstowwe en intermediêre grondstowwe na verskillende produksie-eenhede kan op verskillende tydsintervalle plaasvind. Dit word uitgelig as twee probleme: ’n probleem met die verspreiding van grondstowwe en ’n intermediêre grondstowwe verspreidingsprobleem. Onverwagte gebeure kan ’n ongebalanseerde waardeketting veroorsaak wat tydige besluitneming benodig om verdere gevolge te versag. Beplanningsmetodes kan ondersteuning bied tydens sulke geleenthede. Die doel van hierdie navorsingstudie was om ’n geïntegreerde stelsel vir besluitnemingsondersteuning oor die twee probleme as een probleem te ontwikkel, wat wins in die waardeketting vir uurlikse en daaglikse besluitneming maksimeer. ’n Hoëvlak DSS-argitektuur word aangebied met metaheuristieke om produksieskedules vir verspreidingstowwe deur die waardeketting te genereer. Die oplossingsevalueringsproses bevat ’n balanseerperiode om die metaheuristiek op hierdie tipe probleme toe te pas, en ’n nuwe koderingskema word voorgestel vir die uurlikse intervalprobleem. Die gevolgtrekking word gemaak dat metaheuristieke vir hierdie probleem gebruik kan word en ge¨ıntegreer kan word in die voorgestelde ondersteuningsstelsel vir besluitneming.Doctora

A new Taxonomy of Continuous Global Optimization Algorithms

Surrogate-based optimization, nature-inspired metaheuristics, and hybrid combinations have become state of the art in algorithm design for solving real-world optimization problems. Still, it is difficult for practitioners to get an overview that explains their advantages in comparison to a large number of available methods in the scope of optimization. Available taxonomies lack the embedding of current approaches in the larger context of this broad field. This article presents a taxonomy of the field, which explores and matches algorithm strategies by extracting similarities and differences in their search strategies. A particular focus lies on algorithms using surrogates, nature-inspired designs, and those created by design optimization. The extracted features of components or operators allow us to create a set of classification indicators to distinguish between a small number of classes. The features allow a deeper understanding of components of the search strategies and further indicate the close connections between the different algorithm designs. We present intuitive analogies to explain the basic principles of the search algorithms, particularly useful for novices in this research field. Furthermore, this taxonomy allows recommendations for the applicability of the corresponding algorithms.Comment: 35 pages total, 28 written pages, 4 figures, 2019 Reworked Versio

Deterministic Assembly Scheduling Problems: A Review and Classification of Concurrent-Type Scheduling Models and Solution Procedures

Many activities in industry and services require the scheduling of tasks that can be concurrently executed, the most clear example being perhaps the assembly of products carried out in manufacturing. Although numerous scientific contributions have been produced on this area over the last decades, the wide extension of the problems covered and the lack of a unified approach have lead to a situation where the state of the art in the field is unclear, which in turn hinders new research and makes translating the scientific knowledge into practice difficult. In this paper we propose a unified notation for assembly scheduling models that encompass all concurrent-type scheduling problems. Using this notation, the existing contributions are reviewed and classified into a single framework, so a comprehensive, unified picture of the field is obtained. In addition, a number of conclusions regarding the state of the art in the topic are presented, as well as some opportunities for future research.Ministerio de Ciencia e Innovación español DPI2016-80750-

A survey on financial applications of metaheuristics

Modern heuristics or metaheuristics are optimization algorithms that have been increasingly used during the last decades to support complex decision-making in a number of fields, such as logistics and transportation, telecommunication networks, bioinformatics, finance, and the like. The continuous increase in computing power, together with advancements in metaheuristics frameworks and parallelization strategies, are empowering these types of algorithms as one of the best alternatives to solve rich and real-life combinatorial optimization problems that arise in a number of financial and banking activities. This article reviews some of the works related to the use of metaheuristics in solving both classical and emergent problems in the finance arena. A non-exhaustive list of examples includes rich portfolio optimization, index tracking, enhanced indexation, credit risk, stock investments, financial project scheduling, option pricing, feature selection, bankruptcy and financial distress prediction, and credit risk assessment. This article also discusses some open opportunities for researchers in the field, and forecast the evolution of metaheuristics to include real-life uncertainty conditions into the optimization problems being considered.This work has been partially supported by the Spanish Ministry of Economy and Competitiveness (TRA2013-48180-C3-P, TRA2015-71883-REDT), FEDER, and the Universitat Jaume I mobility program (E-2015-36)

Meta-RaPS Hybridization with Machine Learning Algorithms

This dissertation focuses on advancing the Metaheuristic for Randomized Priority Search algorithm, known as Meta-RaPS, by integrating it with machine learning algorithms. Introducing a new metaheuristic algorithm starts with demonstrating its performance. This is accomplished by using the new algorithm to solve various combinatorial optimization problems in their basic form. The next stage focuses on advancing the new algorithm by strengthening its relatively weaker characteristics. In the third traditional stage, the algorithms are exercised in solving more complex optimization problems. In the case of effective algorithms, the second and third stages can occur in parallel as researchers are eager to employ good algorithms to solve complex problems. The third stage can inadvertently strengthen the original algorithm. The simplicity and effectiveness Meta-RaPS enjoys places it in both second and third research stages concurrently. This dissertation explores strengthening Meta-RaPS by incorporating memory and learning features. The major conceptual frameworks that guided this work are the Adaptive Memory Programming framework (or AMP) and the metaheuristic hybridization taxonomy. The concepts from both frameworks are followed when identifying useful information that Meta-RaPS can collect during execution. Hybridizing Meta-RaPS with machine learning algorithms helped in transforming the collected information into knowledge. The learning concepts selected are supervised and unsupervised learning. The algorithms selected to achieve both types of learning are the Inductive Decision Tree (supervised learning) and Association Rules (unsupervised learning). The objective behind hybridizing Meta-RaPS with an Inductive Decision Tree algorithm is to perform online control for Meta-RaPS\u27 parameters. This Inductive Decision Tree algorithm is used to find favorable parameter values using knowledge gained from previous Meta-RaPS iterations. The values selected are used in future Meta-RaPS iterations. The objective behind hybridizing Meta-RaPS with an Association Rules algorithm is to identify patterns associated with good solutions. These patterns are considered knowledge and are inherited as starting points for in future Meta-RaPS iteration. The performance of the hybrid Meta-RaPS algorithms is demonstrated by solving the capacitated Vehicle Routing Problem with and without time windows

Spacecraft Trajectory Optimization: A review of Models, Objectives, Approaches and Solutions

This article is a survey paper on solving spacecraft trajectory optimization problems. The solving process is decomposed into four key steps of mathematical modeling of the problem, defining the objective functions, development of an approach and obtaining the solution of the problem. Several subcategories for each step have been identified and described. Subsequently, important classifications and their characteristics have been discussed for solving the problems. Finally, a discussion on how to choose an element of each step for a given problem is provided.La Caixa, TIN2016-78365-