A Pareto-metaheuristic for a bi-objective winner determination problem in a combinatorial reverse auction

The bi-objective winner determination problem (2WDP-SC) of a combinatorial procurement auction for transport contracts comes up to a multi-criteria set covering problem. We are given a set B of bundle bids. A bundle bid b in B consists of a bidding carrier c_b, a bid price p_b, and a set tau_b of transport contracts which is a subset of the set T of tendered transport contracts. Additionally, the transport quality q_t,c_b is given which is expected to be realized when a transport contract t is executed by a carrier c_b. The task of the auctioneer is to find a set X of winning bids (X is subset of B), such that each transport contract is part of at least one winning bid, the total procurement costs are minimized, and the total transport quality is maximized. This article presents a metaheuristic approach for the 2WDP-SC which integrates the greedy randomized adaptive search procedure, large neighborhood search, and self-adaptive parameter setting in order to find a competitive set of non-dominated solutions. The procedure outperforms existing heuristics. Computational experiments performed on a set of benchmark instances show that, for small instances, the presented procedure is the sole approach that succeeds to find all Pareto-optimal solutions. For each of the large benchmark instances, according to common multi-criteria quality indicators of the literature, it attains new best-known solution sets.Pareto optimization; multi-criteria winner determination; combinatorial auction; GRASP; LNS

Revisiting Norm Optimization for Multi-Objective Black-Box Problems: A Finite-Time Analysis

The complexity of Pareto fronts imposes a great challenge on the convergence analysis of multi-objective optimization methods. While most theoretical convergence studies have addressed finite-set and/or discrete problems, others have provided probabilistic guarantees, assumed a total order on the solutions, or studied their asymptotic behaviour. In this paper, we revisit the Tchebycheff weighted method in a hierarchical bandits setting and provide a finite-time bound on the Pareto-compliant additive $\epsilon$-indicator. To the best of our knowledge, this paper is one of few that establish a link between weighted sum methods and quality indicators in finite time.Comment: submitted to Journal of Global Optimization. This article's notation and terminology is based on arXiv:1612.0841

Multicriteria Optimization Techniques for Understanding the Case Mix Landscape of a Hospital

Various medical and surgical units operate in a typical hospital and to treat their patients these units compete for infrastructure like operating rooms (OR) and ward beds. How that competition is regulated affects the capacity and output of a hospital. This article considers the impact of treating different patient case mix (PCM) in a hospital. As each case mix has an economic consequence and a unique profile of hospital resource usage, this consideration is important. To better understand the case mix landscape and to identify those which are optimal from a capacity utilisation perspective, an improved multicriteria optimization (MCO) approach is proposed. As there are many patient types in a typical hospital, the task of generating an archive of non-dominated (i.e., Pareto optimal) case mix is computationally challenging. To generate a better archive, an improved parallelised epsilon constraint method (ECM) is introduced. Our parallel random corrective approach is significantly faster than prior methods and is not restricted to evaluating points on a structured uniform mesh. As such we can generate more solutions. The application of KD-Trees is another new contribution. We use them to perform proximity testing and to store the high dimensional Pareto frontier (PF). For generating, viewing, navigating, and querying an archive, the development of a suitable decision support tool (DST) is proposed and demonstrated.Comment: 38 pages, 17 figures, 11 table

Effective anytime algorithm for multiobjective combinatorial optimization problems

In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the search algorithm has to be stopped prematurely to analyze the solutions found so far. A set of efficient solutions that are well-spread in the objective space is preferred to provide the decision maker with a great variety of solutions. However, just a few exact algorithms in the literature exist with the ability to provide such a well-spread set of solutions at any moment: we call them anytime algorithms. We propose a new exact anytime algorithm for multiobjective combinatorial optimization combining three novel ideas to enhance the anytime behavior. We compare the proposed algorithm with those in the state-of-the-art for anytime multiobjective combinatorial optimization using a set of 480 instances from different well-known benchmarks and four different performance measures: the overall non-dominated vector generation ratio, the hypervolume, the general spread and the additive epsilon indicator. A comprehensive experimental study reveals that our proposal outperforms the previous algorithms in most of the instances.This research has been partially funded by the Spanish Ministry of Economy and Competitiveness (MINECO) and the European Regional Development Fund (FEDER) under contract TIN2017-88213-R (6city project), the European Research Council under contract H2020-ICT-2019-3 (TAILOR project), the University of Málaga, Consejería de Economía y Conocimiento de la Junta de Andalucía and FEDER under contract UMA18-FEDERJA-003 (PRECOG project), the Ministry of Science, Innovation and Universities and FEDER under contract RTC-2017-6714-5, and the University of Málaga under contract PPIT.UMA.B1.2017/07 (EXHAURO Project)

Explicit Building Block Multiobjective Evolutionary Computation: Methods and Applications

This dissertation presents principles, techniques, and performance of evolutionary computation optimization methods. Concentration is on concepts, design formulation, and prescription for multiobjective problem solving and explicit building block (BB) multiobjective evolutionary algorithms (MOEAs). Current state-of-the-art explicit BB MOEAs are addressed in the innovative design, execution, and testing of a new multiobjective explicit BB MOEA. Evolutionary computation concepts examined are algorithm convergence, population diversity and sizing, genotype and phenotype partitioning, archiving, BB concepts, parallel evolutionary algorithm (EA) models, robustness, visualization of evolutionary process, and performance in terms of effectiveness and efficiency. The main result of this research is the development of a more robust algorithm where MOEA concepts are implicitly employed. Testing shows that the new MOEA can be more effective and efficient than previous state-of-the-art explicit BB MOEAs for selected test suite multiobjective optimization problems (MOPs) and U.S. Air Force applications. Other contributions include the extension of explicit BB definitions to clarify the meanings for good single and multiobjective BBs. A new visualization technique is developed for viewing genotype, phenotype, and the evolutionary process in finding Pareto front vectors while tracking the size of the BBs. The visualization technique is the result of a BB tracing mechanism integrated into the new MOEA that enables one to determine the required BB sizes and assign an approximation epistasis level for solving a particular problem. The culmination of this research is explicit BB state-of-the-art MOEA technology based on the MOEA design, BB classifier type assessment, solution evolution visualization, and insight into MOEA test metric validation and usage as applied to test suite, deception, bioinformatics, unmanned vehicle flight pattern, and digital symbol set design MOPs

Two-Objective Design of Benchmark Problems of a Water Distribution System via MOEAs: Towards the Best-Known Approximation of the True Pareto Front

Copyright © 2015 American Society of Civil EngineersVarious multiobjective evolutionary algorithms (MOEAs) have been applied to solve the optimal design problems of a water distribution system (WDS). Such methods are able to find the near-optimal trade-off between cost and performance benefit in a single run. Previously published work used a number of small benchmark networks and/or a few large, real-world networks to test MOEAs on design problems of WDS. A few studies also focused on the comparison of different MOEAs given a limited computational budget. However, no consistent attempt has been made before to investigate and report the best-known approximation of the true Pareto front (PF) for a set of benchmark problems, and thus there is not a single point of reference. This paper applied 5 state-of-the-art MOEAs, with minimum time invested in parameterization (i.e., using the recommended settings), to 12 design problems collected from the literature. Three different population sizes were implemented for each MOEA with respect to the scale of each problem. The true PFs for small problems and the best-known PFs for the other problems were obtained. Five MOEAs were complementary to each other on various problems, which implies that no one method was completely superior to the others. The nondominated sorting genetic algorithm-II (NSGA-II), with minimum parameters tuning, remains a good choice as it showed generally the best achievements across all the problems. In addition, a small population size can be used for small and medium problems (in terms of the number of decision variables). However, for intermediate and large problems, different sizes and random seeds are recommended to ensure a wider PF. The publicly available best-known PFs obtained from this work are a good starting point for researchers to test new algorithms and methodologies for WDS analysis

Small Approximate Pareto Sets with Quality Bounds

We present and empirically characterize a general, parallel, heuristic algorithm for computing small ε-Pareto sets. The algorithm can be used as part of a decision support tool for settings in which computing points in objective space is computationally expensive. We use the graph clearing problem, a formalization of indirect organ exchange markets, as a prototypical example setting. We characterize the performance of the algorithm through ε-Pareto set size, ε value provided, and parallel speedup achieved. Our results show that the algorithm\u27s combination of parallel speedup and small ε-Pareto sets is sufficient to be appealing in settings requiring manual review (i.e., those that have a human in the loop) and real-time solutions