On the use of biased-randomized algorithms for solving non-smooth optimization problems

Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines

An improved constraint satisfaction adaptive neural network for job-shop scheduling

Copyright @ Springer Science + Business Media, LLC 2009This paper presents an improved constraint satisfaction adaptive neural network for job-shop scheduling problems. The neural network is constructed based on the constraint conditions of a job-shop scheduling problem. Its structure and neuron connections can change adaptively according to the real-time constraint satisfaction situations that arise during the solving process. Several heuristics are also integrated within the neural network to enhance its convergence, accelerate its convergence, and improve the quality of the solutions produced. An experimental study based on a set of benchmark job-shop scheduling problems shows that the improved constraint satisfaction adaptive neural network outperforms the original constraint satisfaction adaptive neural network in terms of computational time and the quality of schedules it produces. The neural network approach is also experimentally validated to outperform three classical heuristic algorithms that are widely used as the basis of many state-of-the-art scheduling systems. Hence, it may also be used to construct advanced job-shop scheduling systems.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/01 and in part by the National Nature Science Fundation of China under Grant 60821063 and National Basic Research Program of China under Grant 2009CB320601

Solving no-wait two-stage flexible flow shop scheduling problem with unrelated parallel machines and rework time by the adjusted discrete Multi Objective Invasive Weed Optimization and fuzzy dominance approach

Purpose: Adjusted discrete Multi-Objective Invasive Weed Optimization (DMOIWO) algorithm, which uses fuzzy dominant approach for ordering, has been proposed to solve No-wait two-stage flexible flow shop scheduling problem. Design/methodology/approach: No-wait two-stage flexible flow shop scheduling problem by considering sequence-dependent setup times and probable rework in both stations, different ready times for all jobs and rework times for both stations as well as unrelated parallel machines with regards to the simultaneous minimization of maximum job completion time and average latency functions have been investigated in a multi-objective manner. In this study, the parameter setting has been carried out using Taguchi Method based on the quality indicator for beater performance of the algorithm. Findings: The results of this algorithm have been compared with those of conventional, multi-objective algorithms to show the better performance of the proposed algorithm. The results clearly indicated the greater performance of the proposed algorithm. Originality/value: This study provides an efficient method for solving multi objective no-wait two-stage flexible flow shop scheduling problem by considering sequence-dependent setup times, probable rework in both stations, different ready times for all jobs, rework times for both stations and unrelated parallel machines which are the real constraints.Peer Reviewe

Using real-time information to reschedule jobs in a flowshop with variable processing times

Versión revisada. Embargo 36 mesesIn a time where detailed, instantaneous and accurate information on shop-floor status is becoming available in many manufacturing companies due to Information Technologies initiatives such as Smart Factory or Industry 4.0, a question arises regarding when and how this data can be used to improve scheduling decisions. While it is acknowledged that a continuous rescheduling based on the updated information may be beneficial as it serves to adapt the schedule to unplanned events, this rather general intuition has not been supported by a thorough experimentation, particularly for multi-stage manufacturing systems where such continuous rescheduling may introduce a high degree of nervousness in the system and deteriorates its performance. In order to study this research problem, in this paper we investigate how real-time information on the completion times of the jobs in a flowshop with variable processing times can be used to reschedule the jobs. In an exhaustive computational experience, we show that rescheduling policies pay off as long as the variability of the processing times is not very high, and only if the initially generated schedule is of good quality. Furthermore, we propose several rescheduling policies to improve the performance of continuous rescheduling while greatly reducing the frequency of rescheduling. One of these policies, based on the concept of critical path of a flowshop, outperforms the rest of policies for a wide range of scenarios.Ministerio de Ciencia e Innovación DPI2016-80750-

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

An intelligent manufacturing system for heat treatment scheduling

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This research is focused on the integration problem of process planning and scheduling in steel heat treatment operations environment using artificial intelligent techniques that are capable of dealing with such problems. This work addresses the issues involved in developing a suitable methodology for scheduling heat treatment operations of steel. Several intelligent algorithms have been developed for these propose namely, Genetic Algorithm (GA), Sexual Genetic Algorithm (SGA), Genetic Algorithm with Chromosome differentiation (GACD), Age Genetic Algorithm (AGA), and Mimetic Genetic Algorithm (MGA). These algorithms have been employed to develop an efficient intelligent algorithm using Algorithm Portfolio methodology. After that all the algorithms have been tested on two types of scheduling benchmarks. To apply these algorithms on heat treatment scheduling, a furnace model is developed for optimisation proposes. Furthermore, a system that is capable of selecting the optimal heat treatment regime is developed so the required metal properties can be achieved with the least energy consumption and the shortest time using Neuro-Fuzzy (NF) and Particle Swarm Optimisation (PSO) methodologies. Based on this system, PSO is used to optimise the heat treatment process by selecting different heat treatment conditions. The selected conditions are evaluated so the best selection can be identified. This work addresses the issues involved in developing a suitable methodology for developing an NF system and PSO for mechanical properties of the steel. Using the optimisers, furnace model and heat treatment system model, the intelligent system model is developed and implemented successfully. The results of this system were exciting and the optimisers were working correctly

A new innovative cooling law for simulated annealing algorithms

The present paper proposes an original and innovative cooling law in the field of Simulated Annealing (SA) algorithms. Particularly, such a law is based on the evolution of different initial seeds on which the algorithm works in parallel. The efficiency control of the new proposal, executed on problems of different kind, shows that the convergence quickness by using such a new cooling law is considerably greater than that obtained by traditional laws. Furthermore, it is shown that the effectiveness of the SA algorithm arising from the proposed cooling law is independent of the problem type. This last feature reduces the number of parameters to be initially fixed, so simplifying the preliminary calibration process necessary to optimize the algorithm efficiency

New efficient constructive heuristics for the hybrid flowshop to minimise makespan: A computational evaluation of heuristics

This paper addresses the hybrid flow shop scheduling problem to minimise makespan, a well-known scheduling problem for which many constructive heuristics have been proposed in the literature. Nevertheless, the state of the art is not clear due to partial or non homogeneous comparisons. In this paper, we review these heuristics and perform a comprehensive computational evaluation to determine which are the most efficient ones. A total of 20 heuristics are implemented and compared in this study. In addition, we propose four new heuristics for the problem. Firstly, two memory-based constructive heuristics are proposed, where a sequence is constructed by inserting jobs one by one in a partial sequence. The most promising insertions tested are kept in a list. However, in contrast to the Tabu search, these insertions are repeated in future iterations instead of forbidding them. Secondly, we propose two constructive heuristics based on Johnson’s algorithm for the permutation flowshop scheduling problem. The computational results carried out on an extensive testbed show that the new proposals outperform the existing heuristics.Ministerio de Ciencia e Innovación DPI2016-80750-