THE USE OF SIMULATION AND GENETIC ALGORITHM WITH DIFFERENT GENETIC OPERATORS TO OPTIMIZE MANUFACTURING SYSTEM

The article depicts an evolutionary approach to simulation based optimization of a typical manufacturing system. Genetic algorithm with four different variants of genetic operators (crossover operator and type of selection) is compared to find the best optimization method. A comprehensive discussion of the genetic algorithm results obtained from the simulation model was also presented

The behavior of simulated annealing in stochastic optimization

In this thesis we examine the performance of simulated annealing (SA) on various response surfaces. The main goals of the study are to evaluate the effectiveness of SA for stochastic optimization, develop modifications to SA in an attempt to improve its performance, and to evaluate whether artificially adding noise to a deterministic response surface might improve the performance of SA. SA is applied to several different response surfaces with different levels of complexity. We first experiment with two basic approaches of computing the performance measure for stochastic surfaces, constant sample size and variable sample size. We found that the constant sample size performed best. At the same time we also show that artificially adding noise may improve the performance of SA on more complex deterministic response surfaces. We develop a hybrid version of SA in which the genetic algorithm is embedded within SA. The effectiveness of the hybrid approach is not conclusive and needs further investigation. Finally, we conclude with a brief discussion on the strengths and weaknesses of the proposed method and an outline of future directions

A critical review of discrete filled function methods in solving nonlinear discrete optimization problems

Many real life problems can be modeled as nonlinear discrete optimization problems.Such problems often have multiple local minima and thus require global optimization methods.Due to high complexity of these problems, heuristic based global optimization techniques are usually required when solving large scale discrete optimization or mixed discrete optimization problems.One of the more recent global optimization tools is known as the discrete filled function method.Nine variations of the discrete filled function method in literature are identified and a review on theoretical properties of each method is given.Some of the most promising filled functions are tested on various benchmark problems.Numerical results are given for comparison

Meta-raps: Parameter Setting And New Applications

Recently meta-heuristics have become a popular solution methodology, in terms of both research and application, for solving combinatorial optimization problems. Meta-heuristic methods guide simple heuristics or priority rules designed to solve a particular problem. Meta-heuristics enhance these simple heuristics by using a higher level strategy. The advantage of using meta-heuristics over conventional optimization methods is meta-heuristics are able to find good (near optimal) solutions within a reasonable computation time. Investigating this line of research is justified because in most practical cases with medium to large scale problems, the use of meta-heuristics is necessary to be able to find a solution in a reasonable time. The specific meta-heuristic studied in this research is, Meta-RaPS; Meta-heuristic for Randomized Priority Search which is developed by DePuy and Whitehouse in 2001. Meta-RaPS is a generic, high level strategy used to modify greedy algorithms based on the insertion of a random element (Moraga, 2002). To date, Meta-RaPS had been applied to different types of combinatorial optimization problems and achieved comparable solution performance to other meta-heuristic techniques. The specific problem studied in this dissertation is parameter setting of Meta-RaPS. The topic of parameter setting for meta-heuristics has not been extensively studied in the literature. Although the parameter setting method devised in this dissertation is used primarily on Meta-RaPS, it is applicable to any meta-heuristic\u27s parameter setting problem. This dissertation not only enhances the power of Meta-RaPS by parameter tuning but also it introduces a robust parameter selection technique with wide-spread utility for many meta-heuristics. Because the distribution of solution values generated by meta-heuristics for combinatorial optimization problems is not normal, the current parameter setting techniques which employ a parametric approach based on the assumption of normality may not be appropriate. The proposed method is Non-parametric Based Genetic Algorithms. Based on statistical tests, the Non-parametric Based Genetic Algorithms (NPGA) is able to enhance the solution quality of Meta-RaPS more than any other parameter setting procedures benchmarked in this research. NPGA sets the best parameter settings, of all the methods studied, for 38 of the 41 Early/Tardy Single Machine Scheduling with Common Due Date and Sequence-Dependent Setup Time (ETP) problems and 50 of the 54 0-1 Multidimensional Knapsack Problems (0-1 MKP). In addition to the parameter setting procedure discussed, this dissertation provides two Meta-RaPS combinatorial optimization problem applications, the 0-1 MKP, and the ETP. For the ETP problem, the Meta-RaPS application in this dissertation currently gives the best meta-heuristic solution performance so far in the literature for common ETP test sets. For the large ETP test set, Meta-RaPS provided better solution performance than Simulated Annealing (SA) for 55 of the 60 problems. For the small test set, in all four different small problem sets, the Meta-RaPS solution performance outperformed exiting algorithms in terms of average percent deviation from the optimal solution value. For the 0-1 MKP, the present Meta-RaPS application performs better than the earlier Meta-RaPS applications by other researchers on this problem. The Meta-RaPS 0-1 MKP application presented here has better solution quality than the existing Meta-RaPS application (Moraga, 2005) found in the literature. Meta-RaPS gives 0.75% average percent deviation, from the best known solutions, for the 270 0-1 MKP test problems

Optimal Reconfiguration of Complex Production Lines for Profit Maximization via Simulation Modeling

With the recent trend of re-shoring, transferring manufacturing systems from a workforce-intensive to a capital-intensive production environment becomes more common. One challenge multinational manufacturing companies may face in such an endeavor is reconfiguration of the transferred manufacturing system according to the availability of better machinery in the capital-intensive environment. In this dissertation, based on a real-life problem, I develop several simulation optimization methods for the problem of production line reconfiguration. The case is a reverse transfer of manufacturing system/technology, i.e. transfer from a workforce-intensive environment to a capital-intensive one. I investigate the performances of nine different simulation optimization approaches based on the real-life case in automotive industry to illustrate their relative strengths under different parameter scenarios. I also create a test-bed problem to determine the specifications of these methods, and further analyze their performances. Numerical results may guide the practitioners facing similar challenges in choosing a suitable solution approach depending on the problem size and solution time availability

Continuous optimization via simulation using Golden Region search

Simulation Optimization (SO) is the use of mathematical optimization techniques in which the objective function (and/or constraints) could only be numerically evaluated through simulation. Many of the proposed SO methods in the literature are rooted in or originally developed for deterministic optimization problems with available objective function. We argue that since evaluating the objective function in SO requires a simulation run which is more computationally costly than evaluating an available closed form function, SO methods should be more conservative and careful in proposing new candidate solutions for objective function evaluation. Based on this principle, a new SO approach called Golden Region (GR) search is developed for continuous problems. GR divides the feasible region into a number of (sub) regions and selects one region in each iteration for further search based on the quality and distribution of simulated points in the feasible region and the result of scanning the response surface through a metamodel. The experiments show the GR method is efficient compared to three well-established approaches in the literature. We also prove the convergence in probability to global optimum for a large class of random search methods in general and GR in particular

HEDCOS: High Efficiency Dynamic Combinatorial Optimization System using Ant Colony Optimization algorithm

This thesis was submitted for the award of Doctor of Philosophy and was awarded by Brunel University LondonDynamic combinatorial optimization is gaining popularity among industrial practitioners due to the ever-increasing scale of their optimization problems and efforts to solve them to remain competitive. Larger optimization problems are not only more computationally intense to optimize but also have more uncertainty within problem inputs. If some aspects of the problem are subject to dynamic change, it becomes a Dynamic Optimization Problem (DOP). In this thesis, a High Efficiency Dynamic Combinatorial Optimization System is built to solve challenging DOPs with high-quality solutions. The system is created using Ant Colony Optimization (ACO) baseline algorithm with three novel developments. First, introduced an extension method for ACO algorithm called Dynamic Impact. Dynamic Impact is designed to improve convergence and solution quality by solving challenging optimization problems with a non-linear relationship between resource consumption and fitness. This proposed method is tested against the real-world Microchip Manufacturing Plant Production Floor Optimization (MMPPFO) problem and the theoretical benchmark Multidimensional Knapsack Problem (MKP). Second, a non-stochastic dataset generation method was introduced to solve the dynamic optimization research replicability problem. This method uses a static benchmark dataset as a starting point and source of entropy to generate a sequence of dynamic states. Then using this method, 1405 Dynamic Multidimensional Knapsack Problem (DMKP) benchmark datasets were generated and published using famous static MKP benchmark instances as the initial state. Third, introduced a nature-inspired discrete dynamic optimization strategy for ACO by modelling real-world ants’ symbiotic relationship with aphids. ACO with Aphids strategy is designed to solve discrete domain DOPs with event-triggered discrete dynamism. The strategy improved inter-state convergence by allowing better solution recovery after dynamic environment changes. Aphids mediate the information from previous dynamic optimization states to maximize initial results performance and minimize the impact on convergence speed. This strategy is tested for DMKP and against identical ACO implementations using Full-Restart and Pheromone-Sharing strategies, with all other variables isolated. Overall, Dynamic Impact and ACO with Aphids developments are compounding. Using Dynamic Impact on single objective optimization of MMPPFO, the fitness value was improved by 33.2% over the ACO algorithm without Dynamic Impact. MKP benchmark instances of low complexity have been solved to a 100% success rate even when a high degree of solution sparseness is observed, and large complexity instances have shown the average gap improved by 4.26 times. ACO with Aphids has also demonstrated superior performance over the Pheromone-Sharing strategy in every test on average gap reduced by 29.2% for a total compounded dynamic optimization performance improvement of 6.02 times. Also, ACO with Aphids has outperformed the Full-Restart strategy for large datasets groups, and the overall average gap is reduced by 52.5% for a total compounded dynamic optimization performance improvement of 8.99 times

Simulation optimisation to inform economic evaluations of sequential therapies for chronic conditions: a case study in Rheumatoid Arthritis

This thesis investigates the problem of treatment sequencing within health economic evaluations. For some chronic conditions, sequences of treatments can be used. When there are a lot of alternative treatments, then the number of possible sequences becomes very large. When undertaking an economic evaluation, it may not be feasible to estimate the costs and benefits of every alternative treatment sequence. The objective of the thesis is to test the feasibility of simulation optimisation methods to find an optimal or set of near-optimal sequences of disease modifying treatments for rheumatoid arthritis in an economic evaluation framework. A large number of economic evaluations have been undertaken to estimate the costs and benefits associated with different treatments for rheumatoid arthritis. Many of these have not considered the downstream sequence of treatments provided, and no published study has considered identifying the best, or optimal, treatment sequence. The published evidence is therefore of limited applicability if the objective is to maximise patient benefit while constrained by a finite budget. It is plausible that decision-makers have developed sub-optimal guidance for rheumatoid arthritis, and this could extend to other chronic conditions. A simulation model can provide an expectation of the population mean costs and benefits for alternative treatment sequences. These models are routinely used to inform health economic evaluations. However, they can be computationally expensive to run, and therefore the evaluation of potentially millions of treatment sequences is not feasible. However, simulation optimisation methods exist to identify a good solution from a simulation model within a feasible period of time. Using these methods within an economic evaluation of treatment sequences has not previously been investigated. In this thesis I highlight the importance of the treatment sequencing problem, review and assess relevant simulation optimisation methods, and implement a simulated annealing algorithm to explore its feasibility and appropriateness. From the implementation case study within rheumatoid arthritis, simulation optimisation via simulated annealing appears to be a feasible method to identify a set of good treatment sequences. However, the method requires a significant amount of time to implement and execute, which may limit its appropriateness for health resource allocation decision making. Further research is required to investigate the generalisability of the method, and further consideration regarding its use in a decision-making context is important