Combinatorial optimization and metaheuristics

Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods

A bi-objective genetic algorithm approach to risk mitigation in project scheduling

A problem of risk mitigation in project scheduling is formulated as a bi-objective optimization problem, where the expected makespan and the expected total cost are both to be minimized. The expected total cost is the sum of four cost components: overhead cost, activity execution cost, cost of reducing risks and penalty cost for tardiness. Risks for activities are predefined. For each risk at an activity, various levels are defined, which correspond to the results of different preventive measures. Only those risks with a probable impact on the duration of the related activity are considered here. Impacts of risks are not only accounted for through the expected makespan but are also translated into cost and thus have an impact on the expected total cost. An MIP model and a heuristic solution approach based on genetic algorithms (GAs) is proposed. The experiments conducted indicate that GAs provide a fast and effective solution approach to the problem. For smaller problems, the results obtained by the GA are very good. For larger problems, there is room for improvement

Optimal advertising campaign generation for multiple brands using MOGA

The paper proposes a new modified multiobjective genetic algorithm (MOGA) for the problem of optimal television (TV) advertising campaign generation for multiple brands. This NP-hard combinatorial optimization problem with numerous constraints is one of the key issues for an advertising agency when producing the optimal TV mediaplan. The classical approach to the solution of this problem is the greedy heuristic, which relies on the strength of the preceding commercial breaks when selecting the next break to add to the campaign. While the greedy heuristic is capable of generating only a group of solutions that are closely related in the objective space, the proposed modified MOGA produces a Pareto-optimal set of chromosomes that: 1) outperform the greedy heuristic and 2) let the mediaplanner choose from a variety of uniformly distributed tradeoff solutions. To achieve these results, the special problem-specific solution encoding, genetic operators, and original local optimization routine were developed for the algorithm. These techniques allow the algorithm to manipulate with only feasible individuals, thus, significantly improving its performance that is complicated by the problem constraints. The efficiency of the developed optimization method is verified using the real data sets from the Canadian advertising industry

Enhanced genetic algorithm-based fuzzy multiobjective strategy to multiproduct batch plant design

This paper addresses the problem of the optimal design of batch plants with imprecise demands in product amounts. The design of such plants necessary involves how equipment may be utilized, which means that plant scheduling and production must constitute a basic part of the design problem. Rather than resorting to a traditional probabilistic approach for modeling the imprecision on product demands, this work proposes an alternative treatment by using fuzzy concepts. The design problem is tackled by introducing a new approach based on a multiobjective genetic algorithm, combined wit the fuzzy set theory for computing the objectives as fuzzy quantities. The problem takes into account simultaneous maximization of the fuzzy net present value and of two other performance criteria, i.e. the production delay/advance and a flexibility index. The delay/advance objective is computed by comparing the fuzzy production time for the products to a given fuzzy time horizon, and the flexibility index represents the additional fuzzy production that the plant would be able to produce. The multiobjective optimization provides the Pareto's front which is a set of scenarios that are helpful for guiding the decision's maker in its final choices. About the solution procedure, a genetic algorithm was implemented since it is particularly well-suited to take into account the arithmetic of fuzzy numbers. Furthermore because a genetic algorithm is working on populations of potential solutions, this type of procedure is well adapted for multiobjective optimization

Review of Metaheuristics and Generalized Evolutionary Walk Algorithm

Metaheuristic algorithms are often nature-inspired, and they are becoming very powerful in solving global optimization problems. More than a dozen of major metaheuristic algorithms have been developed over the last three decades, and there exist even more variants and hybrid of metaheuristics. This paper intends to provide an overview of nature-inspired metaheuristic algorithms, from a brief history to their applications. We try to analyze the main components of these algorithms and how and why they works. Then, we intend to provide a unified view of metaheuristics by proposing a generalized evolutionary walk algorithm (GEWA). Finally, we discuss some of the important open questions.Comment: 14 page