On the use of biased-randomized algorithms for solving non-smooth optimization problems

Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines

Routing Unmanned Aerial Vehicles While Considering General Restricted Operating Zones

U.S. military forces employ unmanned aerial vehicles (UAVs) to conduct intelligence-gathering missions worldwide. For a typical mission, commanders may task UAV operators to gather imagery on 100 or more sites or targets. UAV operators must quickly prepare mission plans that meet the needs of their commanders while dealing with real-world constraints such as time windows, site priorities, imagery requirements, UAVs with different capabilities (i.e. imagery equipment, speed, and range), and UAVs departing from different bases. Previous AFIT research provided the UAV Battlelab with a tool, AFIT Router, for generating high-quality routes to aid mission planning. This research enhances the AFIT Router by providing the ability to define general restricted operating zones and to build routes that consider these zones. This research also examines and compares a probabilistic tabu search heuristic and two reactive tabu search heuristics for solving vehicle routing problems

Solving Rich Vehicle Routing Problem Using Three Steps Heuristic

Vehicle Routing Problem (VRP) relates to the problem of providing optimum service with a fleet of vehicles to customers. It is a combinatorial optimization problem. The objective is usually to maximize the profit of the operation. However, for public transportation owned and operated by government, accessibility takes priority over profitability. Accessibility usually reduces profit, while increasing profit tends to reduce accessibility. In this research, we look at how accessibility can be increased without penalizing the profitability. This requires the determination of routes with minimum fuel consumption, maximum number of ports of call and maximum load factor satisfying a number of pre-determined constraints: hard and soft constraints. To solve this problem, we propose a heuristic algorithm. The results from this experiment show that the algorithm proposed has better performance compared to the partitioning set

A Guided Neighborhood Search Applied to the Split Delivery Vehicle Routing Problem

The classic vehicle routing problem considers the distribution of goods to geographically scattered customers from a central depot using a homogeneous fleet of vehicles with finite capacity. Each customer has a known demand and can be visited by exactly one vehicle. Each vehicle services the assigned customers in such a way that all customers are fully supplied and the total service does not exceed the vehicle capacity. In the split delivery vehicle routing problem, a customer can be visited by more than one vehicle, i.e., a customer demand can be split between various vehicles. Allowing split deliveries has been proven to potentially reduce the operational costs of the fleet. This study efficiently solves the split delivery vehicle routing problem using three new approaches. In the first approach, the problem is solved in two stages. During the first stage, an initial solution is found by means of a greedy approach that can produce high quality solutions comparable to those obtained with existing sophisticated approaches. The greedy approach is based on a novel concept called the route angle control measure that helps to produce spatially thin routes and avoids crossing routes. In the second stage, this constructive approach is extended to an iterative approach using adaptive memory concepts, and then a variable neighborhood descent process is added to improve the solution obtained. A new solution diversification scheme is presented in the second approach based on concentric rings centered at the depot that partitions the original problem. The resulting sub-problems are then solved using the greedy approach with route angle control measures. Different ring settings produce varied partitions and thus different solutions to the original problem are obtained and improved via a variable neighborhood descent. The third approach is a learning procedure based on a set or population of solutions. Those solutions are used to find attractive attributes and construct new solutions within a tabu search framework. As the search progresses, the existing population evolves, better solutions are included in it whereas bad solutions are removed from it. The initial set is constructed using the greedy approach with the route angle control measure whereas new solutions are created using an adaptation of the well known savings algorithm of Clarke and Wright (1964) and improved by means of an enhanced version of the variable neighborhood descent process. The proposed approaches are tested on benchmark instances and results are compared with existing implementations

A Hybrid Jump Search and Tabu Search Metaheuristic for the Unmanned Aerial Vehicle (UAV) Routing Problem

In this research, we provide a new meta-heuristic, a jump search I tabu search hybrid, for addressing the vehicle routing problem with real-life constraints. A tour construction heuristic creates candidate solutions or jump points for the problem. A tabu search algorithm uses these jump points as starting points for a guided local search. We provide statistical analysis on the performance of our algorithm and compare it to other published algorithms. Our algorithm provides solutions within 10% of the best known solutions to benchmark problems and does so in a fraction of the time required by competing algorithms. The timeliness of the solution is vitally import to the unmanned aerial vehicle (UAV) routing problem. UAVs provide the lion\u27s share of reconnaissance support for the US military. This reconnaissance mission requires the UAVs to visit hundreds of target areas in a rapidly changing combat environment. Air vehicle operators (AVOs) must prepare a viable mission plan for the UAVs while contending with such real-life constraints as time windows, target priorities, multiple depots, heterogeneous vehicle fleet, and pop-up threats. Our algorithm provides the AVOs with the tools to perform their mission quickly and efficiently

An investigation of the ant-based hyper-heuristic for capacitated vehicle routing problem and traveling salesman problem

A brief observation on recent research of routing problems shows that most of the methods used to tackle the problems are using heuristics and metaheuristics; and they often use problem specific knowledge to build or improve solutions. In the last few years, research on hyper-heuristic has been investigated which aims to raise the generality of optimisation systems. This thesis is concerned with the investigation of ant-based hyper-heuristic. Ant algorithms have been applied to vehicle routing problems and have produced competitive results. Therefore, it is assumed that there is a reasonable possibility that ant-based hyperheuristic could perform well for the problem. The thesis first surveys the literature for some common solution methodologies for optimisation problems and explores in some detail the ant algorithms and ant algorithm hyperheuristic methods. Furthermore, the literature specifically concerns with routing problems; the capacitated routing problem (CVRP) and the travelling salesman problem (TSP). The thesis studies the ant system algorithm and further proposes the ant algorithm hyper-heuristic, which introduces a new pheromone update rule in order to improve its performance. The proposed approach, called the ant-based hyper-heuristic is tested to two routing problems; the CVRP and TSP. Although it does not produce any best known results, the experimental results have shown that it is competitive with other methods. Most importantly, it demonstrates how simple and easy to implement low level heuristics, with no extensive parameter tuning. Further analysis shows that the approach possesses learning mechanism when compared to random hyper-heuristic. The approach investigates the number of low level heuristics appropriate and found out that the more low level heuristics used, the better solution is generated. In addition an ACO hyper-heuristic which has two categories of pheromone updates is developed. However, ant-based hyper-heuristic performs better and this is inconsistent with the performance of ACO algorithm in the literature. In TSP, we utilise two different categories of low level heuristics, the TSP heuristics and the CVRP heuristics that were previously used for the CVRP. From the observation, it can be seen that by using any heuristics for the same class of problems, ant-based hyper-heuristic is seen to be able to produce competitive results. This has demonstrated that the ant-based hyper-heuristic is a reusable method. One major advantage of this work is the usage of the same parameter for all problem instances with simple moves and swap procedures. It is hoped that in the future, results obtained will be better than current results by using better intelligent low level heuristics

A User’s Guide to Tabu Search

We describe the main features of tabu search, emphasizing a perspective for guiding a user to widerstand basic implementation principles for solving combinatorial or nonlinear problems. We also identify recent developments and extensions that have contributed to increasing the efficiency of the method. One of the useful aspects of tabu search is the ability to adapt a rudimentary prototype implementation to encompass additional model elements, such as new types of constraints and objective functions. Similarly, the method itself can be evolved to varying levels of sophistication. We provide several examples of discrete optimization problems to illustrate the strategic concerns of tabu search, and to show how they may be exploited in various contexts. Our presentation is motivated by the emergence of an extensive literature of computational results, which demonstrates that a well-lWled implementation makes it possible to obtain solutions of high quality for difficult problems, yielding outcomes in some settings that have not been matched by other known techniques

The Vehicle Routing Problem with Service Level Constraints

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates transportation services for a limited number of partners and should respect contractual obligations on service levels. The problem also generalizes several important classes of vehicle routing problems with profits. To solve it, we propose a compact mathematical formulation, a branch-and-price algorithm, and a hybrid genetic algorithm with population management, which relies on problem-tailored solution representation, crossover and local search operators, as well as an adaptive penalization mechanism establishing a good balance between service levels and costs. Our computational experiments show that the proposed heuristic returns very high-quality solutions for this difficult problem, matches all optimal solutions found for small and medium-scale benchmark instances, and improves upon existing algorithms for two important special cases: the vehicle routing problem with private fleet and common carrier, and the capacitated profitable tour problem. The branch-and-price algorithm also produces new optimal solutions for all three problems