Parameter-less Late Acceptance Hill-climbing: Foundations & Applications.

PhD Theses.Stochastic Local Search (SLS) methods have been used to solve complex hard combinatorial problems in a number of elds. Their judicious use of randomization, arguably, simpli es their design to achieve robust algorithm behaviour in domains where little is known. This feature makes them a general purpose approach for tackling complex problems. However, their performance, usually, depends on a number of parameters that should be speci ed by the user. Most of these parameters are search-algorithm related and have little to do with the user's problem. This thesis presents search techniques for combinatorial problems that have fewer parameters while delivering good anytime performance. Their parameters are set automatically by the algorithm itself in an intelligent way, while making sure that they use the entire given time budget to explore the search space with a high probability of avoiding the stagnation in a single basin of attraction. These algorithms are suitable for general practitioners in industry that do not have deep insight into search methodologies and their parameter tuning. Note that, to all intents and purposes, in realworld search problems the aim is to nd a good enough quality solution in a pre-de ned time. In order to achieve this, we use a technique that was originally introduced for automating population sizing in evolutionary algorithms. In an intelligent way, we adapted it to a particular one-point stochastic local search algorithm, namely Late Acceptance Hill-Climbing (LAHC), to eliminate the need to manually specify the value of the sole parameter of this algorithm. We then develop a mathematically sound dynamic cuto time strategy that is able to reliably detect the stagnation point for these search algorithms. We evaluated the suitability and scalability of the proposed methods on a range of classical combinatorial optimization problems as well as a real-world software engineering proble

Design of Heuristic Algorithms for Hard Optimization

This open access book demonstrates all the steps required to design heuristic algorithms for difficult optimization. The classic problem of the travelling salesman is used as a common thread to illustrate all the techniques discussed. This problem is ideal for introducing readers to the subject because it is very intuitive and its solutions can be graphically represented. The book features a wealth of illustrations that allow the concepts to be understood at a glance. The book approaches the main metaheuristics from a new angle, deconstructing them into a few key concepts presented in separate chapters: construction, improvement, decomposition, randomization and learning methods. Each metaheuristic can then be presented in simplified form as a combination of these concepts. This approach avoids giving the impression that metaheuristics is a non-formal discipline, a kind of cloud sculpture. Moreover, it provides concrete applications of the travelling salesman problem, which illustrate in just a few lines of code how to design a new heuristic and remove all ambiguities left by a general framework. Two chapters reviewing the basics of combinatorial optimization and complexity theory make the book self-contained. As such, even readers with a very limited background in the field will be able to follow all the content

Metaheuristics For Solving Real World Employee Rostering and Shift Scheduling Problems

Optimising resources and making considerate decisions are central concerns in any responsible organisation aiming to succeed in efficiently achieving their goals. Careful use of resources can have positive outcomes in the form of fiscal savings, improved service levels, better quality products, improved awareness of diminishing returns and general output efficiency, regardless of field. Operational research techniques are advanced analytical tools used to improve managerial decision-making. There have been a variety of case studies where operational research techniques have been successfully applied to save millions of pounds. Operational research techniques have been successfully applied to a multitude of fields, including agriculture, policing, defence, conservation, air traffic control, and many more. In particular, management of resources in the form of employees is a challenging problem --- but one with the potential for huge improvements in efficiency. The problem this thesis tackles can be divided into two sub-problems; the personalised shift scheduling & employee rostering problem, and the roster pattern problem. The personalised shift scheduling & employee rostering problem involves the direct scheduling of employees to hours and days of week. This allows the creation of schedules which are tailored to individuals and allows a fine level over control over the results, but with at the cost of a large and challenging search space. The roster pattern problem instead takes existing patterns employees currently work, and uses these as a pool of potential schedules to be used. This reduces the search space but minimises the number of changes to existing employee schedules, which is preferable for personnel satisfaction. Existing research has shown that a variety of algorithms suit different problems and hybrid methods are found to typically outperform standalone ones in real-world contexts. Several algorithmic approaches for solving variations of the employee scheduling problem are considered in this thesis. Initially a VNS approach was used with a Metropolis-Hastings acceptance criterion. The second approach utilises ER&SR controlled by the EMCAC, which has only been used in the field of exam timetabling, and has not before been used within the domain of employee scheduling and rostering. ER&SR was then hybridised with our initial approach, producing ER&SR with VNS. Finally, ER&SR was hybridised into a matheuristic with Integer Programming and compared to the hybrid's individual components. A contribution of this thesis is evidence that the algorithm ER&SR has merit outside of the original sub-field of exam scheduling, and can be applied to shift scheduling and employee rostering. Further, ER&SR was hybridised and schedules produced by the hybridisations were found to be of higher quality than the standalone algorithm. In the literature review it was found that hybrid algorithms have become more popular in real-world problems in recent years, and this body of work has explored and continued this trend. Problem formulations in this thesis provide insight into creating constraints which satisfy the need for minimising employee dissatisfaction, particularly in regards to abrupt change. The research presented in this thesis has positively impacted a multinational and multibillion dollar field service operations company. This has been achieved by implementing a variety of techniques, including metaheuristics and a matheuristic, to schedule shifts and roster employees over a period of several months. This thesis showcases the research outputs by this project, and highlights the real-world impact of this research

Longterm schedule optimization of an underground mine under geotechnical and ventilation constraints using SOT

Long-term mine scheduling is complex as well time and labour intensive. Yet in the mainstream of the mining industry, there is no computing program for schedule optimization and, in consequence, schedules are still created manually. The objective of this study was to compare a base case schedule generated with the Enhanced Production Scheduler (EPS®) and an optimized schedule generated with the Schedule Optimization Tool (SOT). The intent of having an optimized schedule is to improve the project value for underground mines. This study shows that SOT generates mine schedules that improve the Net Present Value (NPV) associated with orebody extraction. It does so by means of systematically and automatically exploring the options to vary the sequence and timing of mine activities, subject to constraints. First, a conventional scheduling method (EPS®) was adopted to identify a schedule of mining activities that satisfied basic sets of constraints, including physical adjacencies of mining activities and operational resource capacity. Additional constraint scenarios explored were geotechnical and ventilation, which negatively effect development rates. Next, the automated SOT procedure was applied to determine whether the schedules could be improved upon. It was demonstrated that SOT permitted the rapid re-assessment of project value when new constraint scenarios were applied. This study showed that the automated schedule optimization added value to the project every time it was applied. In addition, the reoptimizing and re-evaluating was quickly achieved. Therefore, the tool used in this research produced more optimized schedules than those produced using conventional scheduling methods.Master of Applied Science (MASc) in Natural Resources Engineerin

Office space allocation by using mathematical programming and meta-heuristics

Office Space Allocation (OSA) is the task of efficient usage of spatial resources of an organisation. A common goal in a typical OSA problem is to minimise the wastage of space either by limiting the overuse or underuse of the facilities. The problem also contains a myriad of hard and soft constraints based on the preferences of respective organisations. In this thesis, the OSA variant usually encountered in academic institutions is investigated. Previous research in this area is rather sparse. This thesis provides a definition, extension, and literature review for the problem as well as a new parametrised data instance generator. In this thesis, two main algorithmic approaches for tackling the OSA are proposed: The first one is integer linear programming. Based on the definition of several constraints and some additional variables, two different mathematical models are proposed. These two models are not strictly alternatives to each other. While one of them provides more performance for the types of instances it is applicable, it lacks generality. The other approach provides less performance; however, it is easier to apply this model to different OSA problems. The second algorithmic approach is based on metaheuristics. A three step process in heuristic development is followed. In the first step, general local search techniques (descent methods, threshold acceptance, simulated annealing, great deluge) traverse within the neighbourhood via random relocation and swap moves. The second step of heuristic development aims to investigate large sections of the whole neighbourhood greedily via very fast cost calculation, cost update, and search for best move procedures within an evolutionary local search framework. The final step involves refinements and hybridisation of best performing (in terms of solution quality) mathematical programming and meta-heuristic techniques developed in prior steps. This thesis aims to be one of the pioneering works in the research area of OSA. The major contributions are: the analysis of the problem, a new parametrised data instance generator, mathematical programming models, and meta-heuristic approaches in order to extend the state-of-the art in this area

Investigating heuristic and meta-heuristic algorithms for solving pickup and delivery problems

The development of effective decision support tools that can be adopted in the transportation industry is vital in the world we live in today, since it can lead to substantial cost reduction and efficient resource consumption. Solving the Vehicle Routing Problem (VRP) and its related variants is at the heart of scientific research for optimizing logistic planning. One important variant of the VRP is the Pickup and Delivery Problem (PDP). In the PDP, it is generally required to find one or more minimum cost routes to serve a number of customers, where two types of services may be performed at a customer location, a pickup or a delivery. Applications of the PDP are frequently encountered in every day transportation and logistic services, and the problem is likely to assume even greater prominence in the future, due to the increase in e-commerce and Internet shopping. In this research we considered two particular variants of the PDP, the Pickup and Delivery Problem with Time Windows (PDPTW), and the One-commodity Pickup and Delivery Problem (1-PDP). In both problems, the total transportation cost should be minimized, without violating a number of pre-specified problem constraints. In our research, we investigate heuristic and meta-heuristic approaches for solving the selected PDP variants. Unlike previous research in this area, though, we try to focus on handling the difficult problem constraints in a simple and effective way, without complicating the overall solution methodology. Two main aspects of the solution algorithm are directed to achieve this goal, the solution representation and the neighbourhood moves. Based on this perception, we tailored a number of heuristic and meta-heuristic algorithms for solving our problems. Among these algorithms are: Genetic Algorithms, Simulated Annealing, Hill Climbing and Variable Neighbourhood Search. In general, the findings of the research indicate the success of our approach in handling the difficult problem constraints and devising simple and robust solution mechanisms that can be integrated with vehicle routing optimization tools and used in a variety of real world applicationsEThOS - Electronic Theses Online ServiceGBUnited Kingdo

Investigating heuristic and meta-heuristic algorithms for solving pickup and delivery problems

The development of effective decision support tools that can be adopted in the transportation industry is vital in the world we live in today, since it can lead to substantial cost reduction and efficient resource consumption. Solving the Vehicle Routing Problem (VRP) and its related variants is at the heart of scientific research for optimizing logistic planning. One important variant of the VRP is the Pickup and Delivery Problem (PDP). In the PDP, it is generally required to find one or more minimum cost routes to serve a number of customers, where two types of services may be performed at a customer location, a pickup or a delivery. Applications of the PDP are frequently encountered in every day transportation and logistic services, and the problem is likely to assume even greater prominence in the future, due to the increase in e-commerce and Internet shopping. In this research we considered two particular variants of the PDP, the Pickup and Delivery Problem with Time Windows (PDPTW), and the One-commodity Pickup and Delivery Problem (1-PDP). In both problems, the total transportation cost should be minimized, without violating a number of pre-specified problem constraints. In our research, we investigate heuristic and meta-heuristic approaches for solving the selected PDP variants. Unlike previous research in this area, though, we try to focus on handling the difficult problem constraints in a simple and effective way, without complicating the overall solution methodology. Two main aspects of the solution algorithm are directed to achieve this goal, the solution representation and the neighbourhood moves. Based on this perception, we tailored a number of heuristic and meta-heuristic algorithms for solving our problems. Among these algorithms are: Genetic Algorithms, Simulated Annealing, Hill Climbing and Variable Neighbourhood Search. In general, the findings of the research indicate the success of our approach in handling the difficult problem constraints and devising simple and robust solution mechanisms that can be integrated with vehicle routing optimization tools and used in a variety of real world applicationsEThOS - Electronic Theses Online ServiceGBUnited Kingdo

A Computational Approach to Patient Flow Logistics in Hospitals

Scheduling decisions in hospitals are often taken in a decentralized way. This means that different specialized hospital units decide autonomously on e.g. patient admissions and schedules of shared resources. Decision support in such a setting requires methods and techniques that are different from the majority of existing literature in which centralized models are assumed. The design and analysis of such methods and techniques is the focus of this thesis. Specifically, we develop computational models to provide dynamic decision support for hospital resource management, the prediction of future resource occupancy and the application thereof. Hospital resource management targets the efficient deployment of resources like operating rooms and beds. Allocating resources to hospital units is a major managerial issue as the relationship between resources, utilization and patient flow of different patient groups is complex. The issues are further complicated by the fact that patient arrivals are dynamic and treatment processes are stochastic. Our approach to providing decision support combines techniques from multi-agent systems and computational intelligence (CI). This combination of techniques allows to properly consider the dynamics of the problem while reflecting the distributed decision making practice in hospitals. Multi-agent techniques are used to model multiple hospital care units and their decision policies, multiple patient groups with stochastic treatment processes and uncertain resource availability due to overlapping patient treatment processes. The agent-based model closely resembles the real-world situation. Optimization and learning techniques from CI allow for designing and evaluating improved (adaptive) decision policies for the agent-based model, which can then be implemented easily in hospital practice. In order to gain insight into the functioning of this complex and dynamic problem setting, we developed an agent-based model for the hospital care units with their patients. To assess the applicability of this agent-based model, we developed an extensive simulation. Several experiments demonstrate the functionality of the simulation and show that it is an accurate representation of the real world. The simulation is used to study decision support in resource management and patient admission control. To further improve the quality of decision support, we study the prediction of future hospital resource usage. Using prediction, the future impact of taking a certain decision can be taken into account. In the problem setting at hand for instance, predicting the resource utilization resulting from an admission decision is important to prevent future bottlenecks that may cause the blocking of patient flow and increase patient waiting times. The methods we investigate for the task of prediction are forward simulation and supervised learning using neural networks. In an extensive analysis we study the underlying probability distributions of resource occupancy and investigate, by stochastic techniques, how to obtain accurate and precise prediction outcomes. To optimize resource allocation decisions we consider multiple criteria that are important in the hospital problem setting. We use three conflicting objectives in the optimization: maximal patient throughput, minimal resource costs and minimal usage of back-up capacity. All criteria can be taken into account by finding decision policies that have the best trade-off between the criteria. We derived various decision policies that partly allow for adaptive resource allocations. The design of the policies allows the policies to be easily understandable for hospital experts. Moreover, we present a bed exchange mechanism that enables a realistic implementation of these adaptive policies in practice. In our optimization approach, the parameters of the different decision policies are determined using a multiobjective evolutionary algorithm (MOEA). Specifically, the MOEA optimizes the output of the simulation (i.e. the three optimization criteria) as a function of the policy parameters. Our results on resource management show that the benchmark allocations obtained from a case study are considerably improved by the optimized decision policies. Furthermore, our results show that using adaptive policies can lead to better results and that further improvements may be obtained by integrating prediction into a decision policy