Combinatorial optimization and metaheuristics

Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods

Assigning proctors to exams with scatter search

In this paper we present an algorithm to assign proctors to exams. This NP-hard problem is related to the generalized assignment problem with multiple objectives. The problem consists of assigning teaching assistants to proctor final exams at a university. We formulate this problem as a multiobjective integer program (IP) with a preference function and a workload-fairness function. We then consider also a weighted objective that combines both functions. We develop a scatter search procedure and compare its outcome with solutions found by solving the IP model with CPLEX 6.5. Our test problems are real instances from a University in Spain.Multiobjective combinatorial optimization, metaheuristics, scatter search

A Literature Review On Combining Heuristics and Exact Algorithms in Combinatorial Optimization

There are several approaches for solving hard optimization problems. Mathematical programming techniques such as (integer) linear programming-based methods and metaheuristic approaches are two extremely effective streams for combinatorial problems. Different research streams, more or less in isolation from one another, created these two. Only several years ago, many scholars noticed the advantages and enormous potential of building hybrids of combining mathematical programming methodologies and metaheuristics. In reality, many problems can be solved much better by exploiting synergies between these approaches than by “pure” classical algorithms. The key question is how to integrate mathematical programming methods and metaheuristics to achieve such benefits. This paper reviews existing techniques for such combinations and provides examples of using them for vehicle routing problems

Proposal and Comparative Study of Evolutionary Algorithms for Optimum Design of a Gear System

This paper proposes a novel metaheuristic framework using a Differential Evolution (DE) algorithm with the Non-dominated Sorting Genetic Algorithm-II (NSGA-II). Both algorithms are combined employing a collaborative strategy with sequential execution, which is called DE-NSGA-II. The DE-NSGA-II takes advantage of the exploration abilities of the multi-objective evolutionary algorithms strengthened with the ability to search global mono-objective optimum of DE, that enhances the capability of finding those extreme solutions of Pareto Optimal Front (POF) difficult to achieve. Numerous experiments and performance comparisons between different evolutionary algorithms were performed on a referent problem for the mono-objective and multi-objective literature, which consists of the design of a double reduction gear train. A preliminary study of the problem, solved in an exhaustive way, discovers the low density of solutions in the vicinity of the optimal solution (mono-objective case) as well as in some areas of the POF of potential interest to a decision maker (multi-objective case). This characteristic of the problem would explain the considerable difficulties for its resolution when exact methods and/or metaheuristics are used, especially in the multi-objective case. However, the DE-NSGA-II framework exceeds these difficulties and obtains the whole POF which significantly improves the few previous multi-objective studies.Fil: Méndez Babey, Máximo. Universidad de Las Palmas de Gran Canaria; EspañaFil: Rossit, Daniel Alejandro. Universidad Nacional del Sur. Departamento de Ingeniería; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Matemática Bahía Blanca. Universidad Nacional del Sur. Departamento de Matemática. Instituto de Matemática Bahía Blanca; ArgentinaFil: González, Begoña. Universidad de Las Palmas de Gran Canaria; EspañaFil: Frutos, Mariano. Universidad Nacional del Sur. Departamento de Ingeniería; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Investigaciones Económicas y Sociales del Sur. Universidad Nacional del Sur. Departamento de Economía. Instituto de Investigaciones Económicas y Sociales del Sur; Argentin

Combining Static and Dynamic Analysis for Vulnerability Detection

In this paper, we present a hybrid approach for buffer overflow detection in C code. The approach makes use of static and dynamic analysis of the application under investigation. The static part consists in calculating taint dependency sequences (TDS) between user controlled inputs and vulnerable statements. This process is akin to program slice of interest to calculate tainted data- and control-flow path which exhibits the dependence between tainted program inputs and vulnerable statements in the code. The dynamic part consists of executing the program along TDSs to trigger the vulnerability by generating suitable inputs. We use genetic algorithm to generate inputs. We propose a fitness function that approximates the program behavior (control flow) based on the frequencies of the statements along TDSs. This runtime aspect makes the approach faster and accurate. We provide experimental results on the Verisec benchmark to validate our approach.Comment: There are 15 pages with 1 figur

Bus driver rostering by hybrid methods based on column generation

Tese de doutoramento, Informática (Engenharia Informática), Universidade de Lisboa, Faculdade de Ciências, 2018Rostering problems arise in a diversity of areas where, according to the business and labor rules, distinct variants of the problem are obtained with different constraints and objectives considered. The diversity of existing rostering problems, allied with their complexity, justifies the activity of the research community addressing them. The current research on rostering problems is mainly devoted to achieving near-optimal solutions since, most of the times, the time needed to obtain optimal solutions is very high. In this thesis, a Bus Driver Rostering Problem is addressed, to which an integer programming model is adapted from the literature, and a new decomposition model with three distinct subproblems representations is proposed. The main objective of this research is to develop and evaluate a new approach to obtain solutions to the problem in study. The new approach follows the concept of search based on column generation, which consists in using the column generation method to solve problems represented by decomposition models and, after, applying metaheuristics to search for the best combination of subproblem solutions that, when combined, result in a feasible integer solution to the complete problem. Besides the new decomposition models proposed for the Bus Driver Rostering Problem, this thesis proposes the extension of the concept of search by column generation to allow using population-based metaheuristics and presents the implementation of the first metaheuristic using populations, based on the extension, which is an evolutionary algorithm. There are two additional contributions of this thesis. The first is an heuristic allowing to obtain solutions for the subproblems in an individual or aggregated way and the second is a repair operator which can be used by the metaheuristics to repair infeasible solutions and, eventually, generate missing subproblem solutions needed. The thesis includes the description and results from an extensive set of computational tests. Multiple configurations of the column generation with three decomposition models are tested to assess the best configuration to use in the generation of the search space for the metaheuristic. Additional tests compare distinct single-solution metaheuristics and our basic evolutionary algorithm in the search for integer solutions in the search space obtained by the column generation. A final set of tests compares the results of our final algorithm (with the best column generation configuration and the evolutionary algorithm using the repair operator) and the solutions obtained by solving the problem represented by the integer programming model with a commercial solver.Programa de Apoio à Formação Avançada de Docentes do Ensino Superior Politécnico (PROTEC), SFRH/PROTEC/67405/201

Frequency-splitting Dynamic MRI Reconstruction using Multi-scale 3D Convolutional Sparse Coding and Automatic Parameter Selection

Department of Computer Science and EngineeringIn this thesis, we propose a novel image reconstruction algorithm using multi-scale 3D con- volutional sparse coding and a spectral decomposition technique for highly undersampled dy- namic Magnetic Resonance Imaging (MRI) data. The proposed method recovers high-frequency information using a shared 3D convolution-based dictionary built progressively during the re- construction process in an unsupervised manner, while low-frequency information is recovered using a total variation-based energy minimization method that leverages temporal coherence in dynamic MRI. Additionally, the proposed 3D dictionary is built across three different scales to more efficiently adapt to various feature sizes, and elastic net regularization is employed to promote a better approximation to the sparse input data. Furthermore, the computational com- plexity of each component in our iterative method is analyzed. We also propose an automatic parameter selection technique based on a genetic algorithm to find optimal parameters for our numerical solver which is a variant of the alternating direction method of multipliers (ADMM). We demonstrate the performance of our method by comparing it with state-of-the-art methods on 15 single-coil cardiac, 7 single-coil DCE, and a multi-coil brain MRI datasets at different sampling rates (12.5%, 25% and 50%). The results show that our method significantly outper- forms the other state-of-the-art methods in reconstruction quality with a comparable running time and is resilient to noise.ope

Metaheuristic design of feedforward neural networks: a review of two decades of research

Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the optimization of weights, network architecture, activation nodes, learning parameters, learning environment, etc. Researchers adopted such different viewpoints mainly to improve the FNN's generalization ability. The gradient-descent algorithm such as backpropagation has been widely applied to optimize the FNNs. Its success is evident from the FNN's application to numerous real-world problems. However, due to the limitations of the gradient-based optimization methods, the metaheuristic algorithms including the evolutionary algorithms, swarm intelligence, etc., are still being widely explored by the researchers aiming to obtain generalized FNN for a given problem. This article attempts to summarize a broad spectrum of FNN optimization methodologies including conventional and metaheuristic approaches. This article also tries to connect various research directions emerged out of the FNN optimization practices, such as evolving neural network (NN), cooperative coevolution NN, complex-valued NN, deep learning, extreme learning machine, quantum NN, etc. Additionally, it provides interesting research challenges for future research to cope-up with the present information processing era