Node Selection Heuristics Using the Upper Bound in Interval Branch and Bound

International audienceWe present in this article a new strategy for selecting the current node in an interval Branch and Bound algorithm for constrained global optimization. The standard best-first strategy selects the node with the lowest lower bound of the objective estimate. We propose in this article new node selection policies where an upper bound of each node/box is also taken into account. The good accuracy of this upper bound achieved by several operators leads to a good performance of the criterion. These new strategies obtain better experimental results than classical best-first search on difficult instances

Graph-based Algorithms for Smart Mobility Planning and Large-scale Network Discovery

Graph theory has become a hot topic in the past two decades as evidenced by the increasing number of citations in research. Its applications are found in many fields, e.g. database, clustering, routing, etc. In this thesis, two novel graph-based algorithms are presented. The first algorithm finds itself in the thriving carsharing service, while the second algorithm is about large graph discovery to unearth the unknown graph before any analyses can be performed. In the first scenario, the automatisation of the fleet planning process in carsharing is proposed. The proposed work enhances the accuracy of the planning to the next level by taking an advantage of the open data movement such as street networks, building footprints, and demographic data. By using the street network (based on graph), it solves the questionable aspect in many previous works, feasibility as they tended to use rasterisation to simplify the map, but that comes with the price of accuracy and feasibility. A benchmark suite for further research in this problem is also provided. Along with it, two optimisation models with different sets of objectives and contexts are proposed. Through a series of experiment, a novel hybrid metaheuristic algorithm is proposed. The algorithm is called NGAP, which is based on Reference Point based Non-dominated Sorting genetic Algorithm (NSGA-III) and Pareto Local Search (PLS) and a novel problem specific local search operator designed for the fleet placement problem in carsharing called Extensible Neighbourhood Search (ENS). The designed local search operator exploits the graph structure of the street network and utilises the local knowledge to improve the exploration capability. The results show that the proposed hybrid algorithm outperforms the original NSGA-III in convergence under the same execution time. The work in smart mobility is done on city scale graphs which are considered to be medium size. However, the scale of the graphs in other fields in the real-world can be much larger than that which is why the large graph discovery algorithm is proposed as the second algorithm. To elaborate on the definition of large, some examples are required. The internet graph has over 30 billion nodes. Another one is a human brain network contains around 1011 nodes. Apart of the size, there is another aspect in real-world graph and that is the unknown. With the dynamic nature of the real-world graphs, it is almost impossible to have a complete knowledge of the graph to perform an analysis that is why graph traversal is crucial as the preparation process. I propose a novel memoryless chaos-based graph traversal algorithm called Chaotic Traversal (CHAT). CHAT is the first graph traversal algorithm that utilises the chaotic attractor directly. An experiment with two well-known chaotic attractors, Lozi map and Rössler system is conducted. The proposed algorithm is compared against the memoryless state-of-the-art algorithm, Random Walk. The results demonstrate the superior performance in coverage rate over Random Walk on five tested topologies; ring, small world, random, grid and power-law. In summary, the contribution of this research is twofold. Firstly, it contributes to the research society by introducing new study problems and novel approaches to propel the advance of the current state-of-the-art. And Secondly, it demonstrates a strong case for the conversion of research to the industrial sector to solve a real-world problem

Reactive approach for automating exploration and exploitation in ant colony optimization

Ant colony optimization (ACO) algorithms can be used to solve nondeterministic polynomial hard problems. Exploration and exploitation are the main mechanisms in controlling search within the ACO. Reactive search is an alternative technique to maintain the dynamism of the mechanics. However, ACO-based reactive search technique has three (3) problems. First, the memory model to record previous search regions did not completely transfer the neighborhood structures to the next iteration which leads to arbitrary restart and premature local search. Secondly, the exploration indicator is not robust due to the difference of magnitudes in distance matrices for the current population. Thirdly, the parameter control techniques that utilize exploration indicators in their feedback process do not consider the problem of indicator robustness. A reactive ant colony optimization (RACO) algorithm has been proposed to overcome the limitations of the reactive search. RACO consists of three main components. The first component is a reactive max-min ant system algorithm for recording the neighborhood structures. The second component is a statistical machine learning mechanism named ACOustic to produce a robust exploration indicator. The third component is the ACO-based adaptive parameter selection algorithm to solve the parameterization problem which relies on quality, exploration and unified criteria in assigning rewards to promising parameters. The performance of RACO is evaluated on traveling salesman and quadratic assignment problems and compared with eight metaheuristics techniques in terms of success rate, Wilcoxon signed-rank, Chi-square and relative percentage deviation. Experimental results showed that the performance of RACO is superior than the eight (8) metaheuristics techniques which confirmed that RACO can be used as a new direction for solving optimization problems. RACO can be used in providing a dynamic exploration and exploitation mechanism, setting a parameter value which allows an efficient search, describing the amount of exploration an ACO algorithm performs and detecting stagnation situations

A survey on metaheuristics for stochastic combinatorial optimization

Metaheuristics are general algorithmic frameworks, often nature-inspired, designed to solve complex optimization problems, and they are a growing research area since a few decades. In recent years, metaheuristics are emerging as successful alternatives to more classical approaches also for solving optimization problems that include in their mathematical formulation uncertain, stochastic, and dynamic information. In this paper metaheuristics such as Ant Colony Optimization, Evolutionary Computation, Simulated Annealing, Tabu Search and others are introduced, and their applications to the class of Stochastic Combinatorial Optimization Problems (SCOPs) is thoroughly reviewed. Issues common to all metaheuristics, open problems, and possible directions of research are proposed and discussed. In this survey, the reader familiar to metaheuristics finds also pointers to classical algorithmic approaches to optimization under uncertainty, and useful informations to start working on this problem domain, while the reader new to metaheuristics should find a good tutorial in those metaheuristics that are currently being applied to optimization under uncertainty, and motivations for interest in this fiel

Rough-Cut Capacity Planning in Multimodal Freight Transportation Networks

A main challenge in transporting cargo for United States Transportation Command (USTRANSCOM) is in mode selection or integration. Demand for cargo is time sensitive and must be fulfilled by an established due date. Since these due dates are often inflexible, commercial carriers are used at an enormous expense, in order to fill the gap in organic transportation asset capacity. This dissertation develops a new methodology for transportation capacity assignment to routes based on the Resource Constrained Shortest Path Problem (RCSP). Routes can be single or multimodal depending on the characteristics of the network, delivery timeline, modal capacities, and costs. The difficulty of the RCSP requires use of metaheuristics to produce solutions. An Ant Colony System to solve the RCSP is developed in this dissertation. Finally, a method for generating near Pareto optimal solutions with respect to the objectives of cost and time is developed

Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times

[EN] Stochastic, as well as fuzzy uncertainty, can be found in most real-world systems. Considering both types of uncertainties simultaneously makes optimization problems incredibly challenging. In this paper we propose a fuzzy simheuristic to solve the Time Capacitated Arc Routing Problem (TCARP) when the nature of the travel time can either be deterministic, stochastic or fuzzy. The main goal is to find a solution (vehicle routes) that minimizes the total time spent in servicing the required arcs. However, due to uncertainty, other characteristics of the solution are also considered. In particular, we illustrate how reliability concepts can enrich the probabilistic information given to decision-makers. In order to solve the aforementioned optimization problem, we extend the concept of simheuristic framework so it can also include fuzzy elements. Hence, both stochastic and fuzzy uncertainty are simultaneously incorporated into the CARP. In order to test our approach, classical CARP instances have been adapted and extended so that customers' demands become either stochastic or fuzzy. The experimental results show the effectiveness of the proposed approach when compared with more traditional ones. In particular, our fuzzy simheuristic is capable of generating new best-known solutions for the stochastic versions of some instances belonging to the tegl, tcarp, val, and rural benchmarks.Spanish Ministry of Science, Grant/Award Number: PID2019-111100RB-C21/AEI/10.13039/501100011033; Barcelona Council and the "la Caixa" Foundation under the framework of the Barcelona Science Plan 2020-2023, Grant/Award Number: 21S09355-001; Generalitat Valenciana,Grant/Award Number: PROMETEO/2021/065Martín, XA.; Panadero, J.; Peidro Payá, D.; Pérez Bernabeu, E.; Juan-Pérez, ÁA. (2023). Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times. Networks. 82(4):318-335. https://doi.org/10.1002/net.2215931833582

Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times

Stochastic, as well as fuzzy uncertainty, can be found in most real-world systems. Considering both types of uncertainties simultaneously makes optimization problems incredibly challenging. In this paper we propose a fuzzy simheuristic to solve the Time Capacitated Arc Routing Problem (TCARP) when the nature of the travel time can either be deterministic, stochastic or fuzzy. The main goal is to find a solution (vehicle routes) that minimizes the total time spent in servicing the required arcs. However, due to uncertainty, other characteristics of the solution are also considered. In particular, we illustrate how reliability concepts can enrich the probabilistic information given to decision-makers. In order to solve the aforementioned optimization problem, we extend the concept of simheuristic framework so it can also include fuzzy elements. Hence, both stochastic and fuzzy uncertainty are simultaneously incorporated into the CARP. In order to test our approach, classical CARP instances have been adapted and extended so that customers' demands become either stochastic or fuzzy. The experimental results show the effectiveness of the proposed approach when compared with more traditional ones. In particular, our fuzzy simheuristic is capable of generating new best-known solutions for the stochastic versions of some instances belonging to the tegl, tcarp, val, and rural benchmarks.This work has been partially supported by the Spanish Ministry of Science (PID2019-111100RB-C21/AEI/10.13039/01100011033), as well as by the Barcelona Council and the “laCaixa” Foundation under the framework of the Barcelona Science Plan 2020-2023 (grant21S09355-01) and Generalitat Valenciana (PROMETEO/2021/065).Peer ReviewedPostprint (published version

Proceedings of the XIII Global Optimization Workshop: GOW'16

[Excerpt] Preface: Past Global Optimization Workshop shave been held in Sopron (1985 and 1990), Szeged (WGO, 1995), Florence (GO’99, 1999), Hanmer Springs (Let’s GO, 2001), Santorini (Frontiers in GO, 2003), San José (Go’05, 2005), Mykonos (AGO’07, 2007), Skukuza (SAGO’08, 2008), Toulouse (TOGO’10, 2010), Natal (NAGO’12, 2012) and Málaga (MAGO’14, 2014) with the aim of stimulating discussion between senior and junior researchers on the topic of Global Optimization. In 2016, the XIII Global Optimization Workshop (GOW’16) takes place in Braga and is organized by three researchers from the University of Minho. Two of them belong to the Systems Engineering and Operational Research Group from the Algoritmi Research Centre and the other to the Statistics, Applied Probability and Operational Research Group from the Centre of Mathematics. The event received more than 50 submissions from 15 countries from Europe, South America and North America. We want to express our gratitude to the invited speaker Panos Pardalos for accepting the invitation and sharing his expertise, helping us to meet the workshop objectives. GOW’16 would not have been possible without the valuable contribution from the authors and the International Scientific Committee members. We thank you all. This proceedings book intends to present an overview of the topics that will be addressed in the workshop with the goal of contributing to interesting and fruitful discussions between the authors and participants. After the event, high quality papers can be submitted to a special issue of the Journal of Global Optimization dedicated to the workshop. [...