Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Feature-based tuning of simulated annealing applied to the curriculum-based course timetabling problem

We consider the university course timetabling problem, which is one of the most studied problems in educational timetabling. In particular, we focus our attention on the formulation known as the curriculum-based course timetabling problem, which has been tackled by many researchers and for which there are many available benchmarks. The contribution of this paper is twofold. First, we propose an effective and robust single-stage simulated annealing method for solving the problem. Secondly, we design and apply an extensive and statistically-principled methodology for the parameter tuning procedure. The outcome of this analysis is a methodology for modeling the relationship between search method parameters and instance features that allows us to set the parameters for unseen instances on the basis of a simple inspection of the instance itself. Using this methodology, our algorithm, despite its apparent simplicity, has been able to achieve high quality results on a set of popular benchmarks. A final contribution of the paper is a novel set of real-world instances, which could be used as a benchmark for future comparison

Genetic based discrete particle swarm optimization for elderly day care center timetabling

The timetabling problem of local Elderly Day Care Centers (EDCCs) is formulated into a weighted maximum constraint satisfaction problem (Max-CSP) in this study. The EDCC timetabling problem is a multi-dimensional assignment problem, where users (elderly) are required to perform activities that require different venues and timeslots, depending on operational constraints. These constraints are categorized into two: hard constraints, which must be fulfilled strictly, and soft constraints, which may be violated but with a penalty. Numerous methods have been successfully applied to the weighted Max-CSP; these methods include exact algorithms based on branch and bound techniques, and approximation methods based on repair heuristics, such as the min-conflict heuristic. This study aims to explore the potential of evolutionary algorithms by proposing a genetic-based discrete particle swarm optimization (GDPSO) to solve the EDCC timetabling problem. The proposed method is compared with the min-conflict random-walk algorithm (MCRW), Tabu search (TS), standard particle swarm optimization (SPSO), and a guided genetic algorithm (GGA). Computational evidence shows that GDPSO significantly outperforms the other algorithms in terms of solution quality and efficiency

Interactively solving school timetabling problems using extensions of constraint programming

Timetabling problems have been frequently studied due to their wide range of applications. However, they are often solved manually because of the lack of appropriate computer tools. Although many approaches mainly based on local search or constraint programming seem to have been quite successful in recent years, they are often highly dedicated to specific problems and encounter difficulties to take the dynamic and over-constrained nature of such problems. We were confronted with such an over-constrained and dynamic problem in our institution. This paper deals with a timetabling system based on constraint programming with the use of explanations to offer a dynamic behaviour and to allow automatic relaxations of constraints. Our tool has successfully answered the needs of the current planner by providing solutions in a few minutes instead of a week of manual design.We present in this paper the techniques used, the results obtained and a discussion on the effects of the automation of the timetabling process

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

Local Search Techniques for Constrained Portfolio Selection Problems

We consider the problem of selecting a portfolio of assets that provides the investor a suitable balance of expected return and risk. With respect to the seminal mean-variance model of Markowitz, we consider additional constraints on the cardinality of the portfolio and on the quantity of individual shares. Such constraints better capture the real-world trading system, but make the problem more difficult to be solved with exact methods. We explore the use of local search techniques, mainly tabu search, for the portfolio selection problem. We compare and combine previous work on portfolio selection that makes use of the local search approach and we propose new algorithms that combine different neighborhood relations. In addition, we show how the use of randomization and of a simple form of adaptiveness simplifies the setting of a large number of critical parameters. Finally, we show how our techniques perform on public benchmarks.Comment: 22 pages, 3 figure

Hybrid meta-heuristics for combinatorial optimization

Combinatorial optimization problems arise, in many forms, in vari- ous aspects of everyday life. Nowadays, a lot of services are driven by optimization algorithms, enabling us to make the best use of the available resources while guaranteeing a level of service. Ex- amples of such services are public transportation, goods delivery, university time-tabling, and patient scheduling. Thanks also to the open data movement, a lot of usage data about public and private services is accessible today, sometimes in aggregate form, to everyone. Examples of such data are traffic information (Google), bike sharing systems usage (CitiBike NYC), location services, etc. The availability of all this body of data allows us to better understand how people interacts with these services. However, in order for this information to be useful, it is necessary to develop tools to extract knowledge from it and to drive better decisions. In this context, optimization is a powerful tool, which can be used to improve the way the available resources are used, avoid squandering, and improve the sustainability of services. The fields of meta-heuristics, artificial intelligence, and oper- ations research, have been tackling many of these problems for years, without much interaction. However, in the last few years, such communities have started looking at each other’s advance- ments, in order to develop optimization techniques that are faster, more robust, and easier to maintain. This effort gave birth to the fertile field of hybrid meta-heuristics.openDottorato di ricerca in Ingegneria industriale e dell'informazioneopenUrli, Tommas

Solving the course scheduling problem by constraint programming and simulated annealing

Thesis (Master)--Izmir Institute of Technology, Computer Engineering, Izmir, 2008Includes bibliographical references (leaves: 87-62)Text in English; Abstract: Turkish and Englishix, 80 leavesIn this study it has been tackled the NP-complete problem of academic class scheduling (or timetabling). The aim of this thesis is finding a feasible solution for Computer Engineering Department of İzmir Institute of Technology. Hence, a solution method for course timetabling is presented in this thesis, consisting of two phases: a constraint programming phase to provide an initial solution and a simulated annealing phase with different neighbourhood searching algorithms. When the experimental data are obtained it is noticed that according to problem structure, whether the problem is tightened or loosen constrained, the performance of a hybrid approach can change. These different behaviours of the approach are demonstrated by two different timetabling problem instances. In addition to all these, the neighbourhood searching algorithms used in the simulated annealing technique are tested in different combinations and their performances are presented