Matheuristics: using mathematics for heuristic design

Matheuristics are heuristic algorithms based on mathematical tools such as the ones provided by mathematical programming, that are structurally general enough to be applied to different problems with little adaptations to their abstract structure. The result can be metaheuristic hybrids having components derived from the mathematical model of the problems of interest, but the mathematical techniques themselves can define general heuristic solution frameworks. In this paper, we focus our attention on mathematical programming and its contributions to developing effective heuristics. We briefly describe the mathematical tools available and then some matheuristic approaches, reporting some representative examples from the literature. We also take the opportunity to provide some ideas for possible future development

Matheuristics to stabilize column generation: application to a technician routing problem

International audienceThis paper considers a simplified Technician Routing and Scheduling Problem with skill constraints, where a Column Generation (CG) heuristic was shown effective. This work proposes new CG schemes to stabilize the CG process and thus to accelerate the CG heuristics. Solving CG subproblems with matheuristics allows to diversify the column generation. Furthermore, a tabu search matheuristic allows to generate aggressively columns at each iteration. Both techniques imply a better stability of the CG scheme: the diversification is interesting for the first iterations whereas tabu intensification is especially useful for the last iterations. It implies a significant acceleration of the CG convergence. A perspective of these CG strategies proposed is an extension to other problems where CG induces independent and heterogeneous subprob-lems

A matheuristic for customized multi-level multi-criteria university timetabling

Course timetables are the organizational foundation of a university’s educational program. While students and lecturers perceive timetable quality individually according to their preferences, there are also collective criteria derived normatively such as balanced workloads or idle time avoidance. A recent challenge and opportunity in curriculum-based timetabling consists of customizing timetables with respect to individual student preferences and with respect to integrating online courses as part of modern course programs or in reaction to flexibility requirements as posed in pandemic situations. Curricula consisting of (large) lectures and (small) tutorials further open the possibility for optimizing not only the lecture and tutorial plan for all students but also the assignments of individual students to tutorial slots. In this paper, we develop a multi-level planning process for university timetabling: On the tactical level, a lecture and tutorial plan is determined for a set of study programs; on the operational level, individual timetables are generated for each student interlacing the lecture plan through a selection of tutorials from the tutorial plan favoring individual preferences. We utilize this mathematical-programming-based planning process as part of a matheuristic which implements a genetic algorithm in order to improve lecture plans, tutorial plans, and individual timetables so as to find an overall university program with well-balanced timetable performance criteria. Since the evaluation of the fitness function amounts to invoking the entire planning process, we additionally provide a proxy in the form of an artificial neural network metamodel. Computational results exhibit the procedure’s capability of generating high quality schedules

New variants of variable neighbourhood search for 0-1 mixed integer programming and clustering

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Many real-world optimisation problems are discrete in nature. Although recent rapid developments in computer technologies are steadily increasing the speed of computations, the size of an instance of a hard discrete optimisation problem solvable in prescribed time does not increase linearly with the computer speed. This calls for the development of new solution methodologies for solving larger instances in shorter time. Furthermore, large instances of discrete optimisation problems are normally impossible to solve to optimality within a reasonable computational time/space and can only be tackled with a heuristic approach. In this thesis the development of so called matheuristics, the heuristics which are based on the mathematical formulation of the problem, is studied and employed within the variable neighbourhood search framework. Some new variants of the variable neighbourhood searchmetaheuristic itself are suggested, which naturally emerge from exploiting the information from the mathematical programming formulation of the problem. However, those variants may also be applied to problems described by the combinatorial formulation. A unifying perspective on modern advances in local search-based metaheuristics, a so called hyper-reactive approach, is also proposed. Two NP-hard discrete optimisation problems are considered: 0-1 mixed integer programming and clustering with application to colour image quantisation. Several new heuristics for 0-1 mixed integer programming problem are developed, based on the principle of variable neighbourhood search. One set of proposed heuristics consists of improvement heuristics, which attempt to find high-quality near-optimal solutions starting from a given feasible solution. Another set consists of constructive heuristics, which attempt to find initial feasible solutions for 0-1 mixed integer programs. Finally, some variable neighbourhood search based clustering techniques are applied for solving the colour image quantisation problem. All new methods presented are compared to other algorithms recommended in literature and a comprehensive performance analysis is provided. Computational results show that the methods proposed either outperform the existing state-of-the-art methods for the problems observed, or provide comparable results. The theory and algorithms presented in this thesis indicate that hybridisation of the CPLEX MIP solver and the VNS metaheuristic can be very effective for solving large instances of the 0-1 mixed integer programming problem. More generally, the results presented in this thesis suggest that hybridisation of exact (commercial) integer programming solvers and some metaheuristic methods is of high interest and such combinations deserve further practical and theoretical investigation. Results also show that VNS can be successfully applied to solving a colour image quantisation problem.Support from the Mathematical Institute, Serbian Academy of Sciences and Arts, are acknowledged for this research

Medición de la eficiencia y la productividad: Aspectos computacionales

Programa de Doctorado en Economía (DECiDE)The purpose of efficiency and productivity problems is based on evaluating whether the use of the resources available (inputs) by a company or public institution (in general, any decision-making unit) corresponds or not with the optimal way of operating in such a way as to generate the largest possible number of outputs. To carry out this type of calculations, several mathematical models have already been proposed in the specialized literature that can be used, all of which are based on Mathematical Programming problems, and, in particular, some of them correspond to Mixed Integer Linear Programming problems (MILP). These types of problems combine several types of variables, continuous and discrete, in the same mathematical model as well as numerous restrictions, depending on the nature of the problem; features that can make the resolution process somewhat difficult. In addition, it is worth noting that these problems tend to be combinatorial in practice (NP-hard). Throughout this work, the analysis and study will focus on a field within the area of Operations Research called Data Envelopment Analysis (DEA), whose main objective is the estimation of production frontiers and the measurement of productive efficiency. Different optimization models belonging to this field will be put to the test in this thesis from a purely computational perspective, being solved through different techniques, both 2 exact and approximate, analyzing the performance and the difficulty of the same. The main objective of this work does not lie in the development and modeling of new problems in the field of DEA, but in how to achieve optimal solutions in a reasonable time for certain problems of a combinatorial nature, given that being NP-hard type problems, as the size of the problem grows, so does the difficulty of obtaining optimal solutions, especially in a short time. At this point, we will focus on the study and design of approximation techniques, known in the literature as Metaheuristics, closely linked to Machine Learning or Artificial Intelligence methodologies. In addition to these methodologies, based on learning and improving the solutions obtained, parallelization techniques have also been incorporated, capable of efficiently reducing the time needed to obtain optimal solutions in complex problems.La finalidad de los problemas de eficiencia y productividad se basan en evaluar si el uso de los recursos (entradas o inputs, en inglés) disponibles por parte de una empresa o institución pública (en general, cualquier unidad tomadora de decisiones) se corresponde o no con la forma óptima de operar de dicha entidad, generando la mayor cantidad de salidas posible (outputs en inglés). Para llevar a cabo este tipo de cálculos, varios modelos matemáticos han sido ya planteados en la literatura especializada que pueden ser utilizados, teniendo en común todos ellos que están basados en problemas de Programación Matemática, y, en particular, algunos de ellos se corresponden con problemas de Programación Matemática Lineal Mixta (Mixed Integer Linear Programming en inglés – MILP). Este tipo de problemas combinan en un mismo modelo matemático varios tipos de variables, continuas y discretas, así como numerosas restricciones, dependiendo de la naturaleza del problema, siendo estas restricciones características que pueden hacer que el proceso de resolución resulte ser algo difícil. Además, cabe destacar la característica de que estos problemas suelen ser en la práctica de tipo combinatorio (NP-duros). A lo largo de este trabajo, el análisis y el estudio se va a centrar en un campo dentro del área de Investigación Operativa denominado Análisis Envolvente de Datos (Data Envelopment Analysis en inglés - DEA), cuyo principal objetivo es el de la estimación de fronteras de producción y la medición de la eficiencia productiva. Diferentes modelos de optimización pertenecientes a este ámbito serán puestos a prueba en esta tesis desde una perspectiva puramente computacional, siendo resueltos a través de diferentes técnicas, tanto exactas como de aproximación, analizando el rendimiento y la dificultad del mismo. El objetivo principal de este trabajo no reside en el desarrollo y modelado de nuevos problemas en el ámbito del DEA, sino en cómo conseguir soluciones óptimas y eficientes en un tiempo razonable para ciertos problemas de naturaleza combinatoria, dado que al ser problemas de tipo NP-duro, a medida que el tamaño del problema crece, también lo hace la dificultad de obtener soluciones óptimas, sobre todo en un tiempo reducido. En este punto, centraremos la atención en el estudio y diseño de técnicas de aproximación, conocidas en la literatura como Metaheurísticas, estando muy ligadas a metodologías de Machine Learning o Artificial Inteligence. Además de estas metodologías, basadas en el aprendizaje y la mejora de las soluciones obtenidas, también se han incorporado técnicas de paralelismo, capaces de reducir de forma eficiente el tiempo necesario para obtener soluciones óptimas en problemas complejos

Matheuristics to stabilize column generation: application to a technician routing problem

International audienceThis paper considers a simplified Technician Routing and Scheduling Problem with skill constraints, where a Column Generation (CG) heuristic was shown effective. This work proposes new CG schemes to stabilize the CG process and thus to accelerate the CG heuristics. Solving CG subproblems with matheuristics allows to diversify the column generation. Furthermore, a tabu search matheuristic allows to generate aggressively columns at each iteration. Both techniques imply a better stability of the CG scheme: the diversification is interesting for the first iterations whereas tabu intensification is especially useful for the last iterations. It implies a significant acceleration of the CG convergence. A perspective of these CG strategies proposed is an extension to other problems where CG induces independent and heterogeneous subprob-lems

New variants of variable neighbourhood search for 0-1 mixed integer programming and clustering

Many real-world optimisation problems are discrete in nature. Although recent rapid developments in computer technologies are steadily increasing the speed of computations, the size of an instance of a hard discrete optimisation problem solvable in prescribed time does not increase linearly with the computer speed. This calls for the development of new solution methodologies for solving larger instances in shorter time. Furthermore, large instances of discrete optimisation problems are normally impossible to solve to optimality within a reasonable computational time/space and can only be tackled with a heuristic approach. In this thesis the development of so called matheuristics, the heuristics which are based on the mathematical formulation of the problem, is studied and employed within the variable neighbourhood search framework. Some new variants of the variable neighbourhood searchmetaheuristic itself are suggested, which naturally emerge from exploiting the information from the mathematical programming formulation of the problem. However, those variants may also be applied to problems described by the combinatorial formulation. A unifying perspective on modern advances in local search-based metaheuristics, a so called hyper-reactive approach, is also proposed. Two NP-hard discrete optimisation problems are considered: 0-1 mixed integer programming and clustering with application to colour image quantisation. Several new heuristics for 0-1 mixed integer programming problem are developed, based on the principle of variable neighbourhood search. One set of proposed heuristics consists of improvement heuristics, which attempt to find high-quality near-optimal solutions starting from a given feasible solution. Another set consists of constructive heuristics, which attempt to find initial feasible solutions for 0-1 mixed integer programs. Finally, some variable neighbourhood search based clustering techniques are applied for solving the colour image quantisation problem. All new methods presented are compared to other algorithms recommended in literature and a comprehensive performance analysis is provided. Computational results show that the methods proposed either outperform the existing state-of-the-art methods for the problems observed, or provide comparable results. The theory and algorithms presented in this thesis indicate that hybridisation of the CPLEX MIP solver and the VNS metaheuristic can be very effective for solving large instances of the 0-1 mixed integer programming problem. More generally, the results presented in this thesis suggest that hybridisation of exact (commercial) integer programming solvers and some metaheuristic methods is of high interest and such combinations deserve further practical and theoretical investigation. Results also show that VNS can be successfully applied to solving a colour image quantisation problem.EThOS - Electronic Theses Online ServiceMathematical Institute, Serbian Academy of Sciences and ArtsGBUnited Kingdo

Metaheuristic and matheuristic approaches for multi-objective optimization problems in process engineering : application to the hydrogen supply chain design

Complex optimization problems are ubiquitous in Process Systems Engineering (PSE) and are generally solved by deterministic approaches. The treatment of real case studies usually involves mixed-integer variables, nonlinear functions, a large number of constraints, and several conflicting criteria to be optimized simultaneously, thus challenging the classical methods. The main motivation of this research is therefore to explore alternative solution methods for addressing these complex multiobjective optimization problems related to the PSE area, focusing on the recent advances in Evolutionary Computation. If multiobjective evolutionary algorithms (MOEAs) have proven to be robust for the solution of multiobjective problems, their performance yet strongly depends on the constraint-handling techniques for the solution of highly constrained problems. The core of innovation of this research is the adaptation of metaheuristic-based tools to this class of PSE problems. For this purpose, a two-stage strategy was developed. First, an empirical study was performed in the perspective of comparing different algorithmic configurations and selecting the best to provide a high-quality approximation of the Pareto front. This study, comprising both academic test problems and several PSE applications, demonstrated that a method using the gradient-based mechanism to repair infeasible solutions consistently obtains the best results, in particular for handling equality constraints. Capitalizing on the experience from this preliminary numerical investigation, a novel matheuristic solution strategy was then developed and adapted to the problem of Hydrogen Supply Chain (HSC) design that encompasses the aforementioned numerical difficulties, considering both economic and environmental criteria. A MOEA based on decomposition combined with the gradient-based repair was first explored as a solution technique. However, due to the important number of mass balances (equality constraints), this approach showed a poor convergence to the optimal Pareto front. Therefore, a novel matheuristic was developed and adapted to this problem, following a bilevel decomposition: the upper level (discrete) addresses the HSC structure design problem (facility sizing and location), whereas the lower level (Linear Programming problem) solves the corresponding operation subproblem (production and transportation). This strategy allows the development of an ad-hoc matheuristic solution technique, through the hybridization of a MOEA (upper level) with a LP solver (lower level) using a scalarizing function to deal with the two objectives considered. The numerical results obtained for the Occitanie region case study highlight that the hybrid approach produces an accurate approximation of the optimal Pareto front, more efficiently than exact solution methods. Finally, the matheuristic allowed studying the HSC design problem with more realistic assumptions regarding the technologies used for hydrogen synthesis, the learning rates capturing the increasing maturity of these technologies over time and nonlinear relationships for the computation of Capital and Operational Expenditures (CAPEX and OPEX) for the hydrogen production facilities. The resulting novel model, with a non-convex, bi-objective mixed-integer nonlinear programming (MINLP) formulation, can be efficiently solved through minor modifications in the hybrid algorithm proposed earlier, which finds its mere justification in the determination of the timewise deployment of sustainable hydrogen supply chains