Effective integrations of constraint programming, integer programming and local search for two combinatorial optimisation problems

This thesis focuses on the construction of effective and efficient hybrid methods based on the integrations of Constraint Programming (CP), Integer Programming (IP) and local search (LS) to tackle two combinatorial optimisation problems from different application areas: the nurse rostering problems and the portfolio selection problems. The principle of designing hybrid methods in this thesis can be described as: for the combinatorial problems to be solved, the properties of the problems are investigated firstly and the problems are decomposed accordingly in certain ways; then the suitable solution techniques are integrated to solve the problem based on the properties of substructures/subproblems by taking the advantage of each technique. For the over-constrained nurse rostering problems with a large set of complex constraints, the problems are first decomposed by constraint. That is, only certain selected set of constraints is considered to generate feasible solutions at the first stage. Then the rest of constraints are tackled by a second stage local search method. Therefore, the hybrid methods based on this constraint decomposition can be represented by a two-stage framework “feasible solution + improvement”. Two integration methods are proposed and investigated under this framework. In the first integration method, namely a hybrid CP with Variable Neighourhood Search (VNS) approach, the generation of feasible initial solutions relies on the CP while the improvement of initial solutions is gained by a simple VNS in the second stage. In the second integration method, namely a constraint-directed local search, the local search is enhanced by using the information of constraints. The experimental results demonstrate the effectiveness of these hybrid approaches. Based on another decomposition method, Dantzig-Wolfe decomposition, in the third integration method, a CP based column generation, integrates the feasibility reasoning of CP with the relaxation and optimality reasoning of Linear Programming. The experimental results demonstrate the effectiveness of the methods as well as the knowledge of the quality of the solution. For the portfolio selection problems, two integration methods, which integrate Branch-and-Bound algorithm with heuristic search, are proposed and investigated. In layered Branch-and-Bound algorithm, the problem is decomposed into the subsets of variables which are considered at certain layers in the search tree according to their different features. Node selection heuristics, and branching rules, etc. are tailored to the individual layers, which speed up the search to the optimal solution in a given time limit. In local search branching Branch-and-Bound algorithm, the idea of local search is applied as the branching rule of Branch-and-Bound. The local search branching is applied to generate a sequence of subproblems. The procedure for solving these subproblems is accelerated by means of the solution information reusing. This close integration between local search and Branch-and-Bound improves the efficiency of the Branch-and-Bound algorithm according to the experimental results. The hybrid approaches benefit from each component which is selected according to the properties of the decomposed problems. The effectiveness and efficiency of all the hybrid approaches to the two application problems developed in this thesis are demonstrated. The idea of designing appropriate components in hybrid approach concerning properties of subproblems is a promising methodology with extensive potential applications in other real-world combinatorial optimisation problems

Effective integrations of constraint programming, integer programming and local search for two combinatorial optimisation problems

This thesis focuses on the construction of effective and efficient hybrid methods based on the integrations of Constraint Programming (CP), Integer Programming (IP) and local search (LS) to tackle two combinatorial optimisation problems from different application areas: the nurse rostering problems and the portfolio selection problems. The principle of designing hybrid methods in this thesis can be described as: for the combinatorial problems to be solved, the properties of the problems are investigated firstly and the problems are decomposed accordingly in certain ways; then the suitable solution techniques are integrated to solve the problem based on the properties of substructures/subproblems by taking the advantage of each technique. For the over-constrained nurse rostering problems with a large set of complex constraints, the problems are first decomposed by constraint. That is, only certain selected set of constraints is considered to generate feasible solutions at the first stage. Then the rest of constraints are tackled by a second stage local search method. Therefore, the hybrid methods based on this constraint decomposition can be represented by a two-stage framework “feasible solution + improvement”. Two integration methods are proposed and investigated under this framework. In the first integration method, namely a hybrid CP with Variable Neighourhood Search (VNS) approach, the generation of feasible initial solutions relies on the CP while the improvement of initial solutions is gained by a simple VNS in the second stage. In the second integration method, namely a constraint-directed local search, the local search is enhanced by using the information of constraints. The experimental results demonstrate the effectiveness of these hybrid approaches. Based on another decomposition method, Dantzig-Wolfe decomposition, in the third integration method, a CP based column generation, integrates the feasibility reasoning of CP with the relaxation and optimality reasoning of Linear Programming. The experimental results demonstrate the effectiveness of the methods as well as the knowledge of the quality of the solution. For the portfolio selection problems, two integration methods, which integrate Branch-and-Bound algorithm with heuristic search, are proposed and investigated. In layered Branch-and-Bound algorithm, the problem is decomposed into the subsets of variables which are considered at certain layers in the search tree according to their different features. Node selection heuristics, and branching rules, etc. are tailored to the individual layers, which speed up the search to the optimal solution in a given time limit. In local search branching Branch-and-Bound algorithm, the idea of local search is applied as the branching rule of Branch-and-Bound. The local search branching is applied to generate a sequence of subproblems. The procedure for solving these subproblems is accelerated by means of the solution information reusing. This close integration between local search and Branch-and-Bound improves the efficiency of the Branch-and-Bound algorithm according to the experimental results. The hybrid approaches benefit from each component which is selected according to the properties of the decomposed problems. The effectiveness and efficiency of all the hybrid approaches to the two application problems developed in this thesis are demonstrated. The idea of designing appropriate components in hybrid approach concerning properties of subproblems is a promising methodology with extensive potential applications in other real-world combinatorial optimisation problems

Constraint Programming-Based Heuristics for the Multi-Depot Vehicle Routing Problem with a Rolling Planning Horizon

Der Transportmarkt ist sowohl durch einem intensiven Kostenwettbewerb als auch durch hohe Erwartungen der Kunden an den Service geprägt. Die vorliegende Dissertation stellt zwei auf Constraint Programming basierende heuristische Frameworks vor, die eine Reoptimierung bereits geplanter Touren zu festgelegten Zeitpunkten erlauben und so eine Reaktion auf die gesteigerte Wettbewerbsdynamik und den Kostendruck ermöglichen.Actors on the transportation market currently face two contrary trends: Cost pressure caused by intense competition and a need for prompt service. We introduce two heuristic solution frameworks to enable freight carriers to deal with this situation by reoptimizing tours at predefined points in time. Both heuristics are based on Constraint Programming techniques

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance

Machine learning for improving heuristic optimisation

Heuristics, metaheuristics and hyper-heuristics are search methodologies which have been preferred by many researchers and practitioners for solving computationally hard combinatorial optimisation problems, whenever the exact methods fail to produce high quality solutions in a reasonable amount of time. In this thesis, we introduce an advanced machine learning technique, namely, tensor analysis, into the field of heuristic optimisation. We show how the relevant data should be collected in tensorial form, analysed and used during the search process. Four case studies are presented to illustrate the capability of single and multi-episode tensor analysis processing data with high and low abstraction levels for improving heuristic optimisation. A single episode tensor analysis using data at a high abstraction level is employed to improve an iterated multi-stage hyper-heuristic for cross-domain heuristic search. The empirical results across six different problem domains from a hyper-heuristic benchmark show that significant overall performance improvement is possible. A similar approach embedding a multi-episode tensor analysis is applied to the nurse rostering problem and evaluated on a benchmark of a diverse collection of instances, obtained from different hospitals across the world. The empirical results indicate the success of the tensor-based hyper-heuristic, improving upon the best-known solutions for four particular instances. Genetic algorithm is a nature inspired metaheuristic which uses a population of multiple interacting solutions during the search. Mutation is the key variation operator in a genetic algorithm and adjusts the diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value at each locus, representing a unique component of a given solution. A single episode tensor analysis using data with a low abstraction level is applied to an online bin packing problem, generating locus dependent mutation probabilities. The tensor approach improves the performance of a standard genetic algorithm on almost all instances, significantly. A multi-episode tensor analysis using data with a low abstraction level is embedded into multi-agent cooperative search approach. The empirical results once again show the success of the proposed approach on a benchmark of flow shop problem instances as compared to the approach which does not make use of tensor analysis. The tensor analysis can handle the data with different levels of abstraction leading to a learning approach which can be used within different types of heuristic optimisation methods based on different underlying design philosophies, indeed improving their overall performance

Optimization for Decision Making II

In the current context of the electronic governance of society, both administrations and citizens are demanding the greater participation of all the actors involved in the decision-making process relative to the governance of society. This book presents collective works published in the recent Special Issue (SI) entitled “Optimization for Decision Making II”. These works give an appropriate response to the new challenges raised, the decision-making process can be done by applying different methods and tools, as well as using different objectives. In real-life problems, the formulation of decision-making problems and the application of optimization techniques to support decisions are particularly complex and a wide range of optimization techniques and methodologies are used to minimize risks, improve quality in making decisions or, in general, to solve problems. In addition, a sensitivity or robustness analysis should be done to validate/analyze the influence of uncertainty regarding decision-making. This book brings together a collection of inter-/multi-disciplinary works applied to the optimization of decision making in a coherent manner