Exact and hyper?heuristic solutions for the distribution?installation problem from the VeRoLog 2019 challenge

This work tackles a rich vehicle routing problem (VRP) problem integrating a capacitated vehicle routing problem with time windows (CVRPTW), and a service technician routing and scheduling problem (STRSP) for delivering various equipment based on customers' requests, and the subsequent installation by a number of technicians. The main objective is to reduce the overall costs of hired resources, and the total transportation costs of trucks/technicians. The problem was the topic of the fourth edition of the VeRoLog Solver Challenge in cooperation with the ORTEC company. Our contribution to research is the development of a mathematical model for this problem and a novel hyper?heuristic algorithm to solve the problem based on a population of solutions. Experimental results on two datasets of small and real?world size revealed the success of the hyper?heuristic approach in finding optimal solutions in a shorter computational time, when compared to our exact model. The results of the large size dataset were also compared to the results of the eight finalists in the competition and were found to be competitive, proving the potential of our developed hyper?heuristic framework

The Pickup and Multiple Delivery Problem

This thesis presents my work on the pickup and multiple delivery problem, a real-world vehicle routing and scheduling problem with soft time windows, working time and last-in-first-out constraints, developed in collaboration with Transfaction Ltd., who conduct logistics analysis for several large retailers in the UK. A summary of relevant background literature is presented highlighting where my research fits into and contributes to the broader academic landscape. I present a detailed model of the problem and thoroughly analyse a case-study data set, obtaining distributions used for further research. A new variable neighbourhood descent with memory hyper-heuristic is presented and shown to be an effective technique for solving instances of the real-world problem. I analyse strategies for cooperation and competition amongst haulage companies and quantify their effectiveness. The value of time and timely information for planning pickup and delivery requests is investigated. The insights gained are of real industrial relevance, highlighting how a variety of business decisions can produce significant cost savings

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

Simulation optimisation to inform economic evaluations of sequential therapies for chronic conditions: a case study in Rheumatoid Arthritis

This thesis investigates the problem of treatment sequencing within health economic evaluations. For some chronic conditions, sequences of treatments can be used. When there are a lot of alternative treatments, then the number of possible sequences becomes very large. When undertaking an economic evaluation, it may not be feasible to estimate the costs and benefits of every alternative treatment sequence. The objective of the thesis is to test the feasibility of simulation optimisation methods to find an optimal or set of near-optimal sequences of disease modifying treatments for rheumatoid arthritis in an economic evaluation framework. A large number of economic evaluations have been undertaken to estimate the costs and benefits associated with different treatments for rheumatoid arthritis. Many of these have not considered the downstream sequence of treatments provided, and no published study has considered identifying the best, or optimal, treatment sequence. The published evidence is therefore of limited applicability if the objective is to maximise patient benefit while constrained by a finite budget. It is plausible that decision-makers have developed sub-optimal guidance for rheumatoid arthritis, and this could extend to other chronic conditions. A simulation model can provide an expectation of the population mean costs and benefits for alternative treatment sequences. These models are routinely used to inform health economic evaluations. However, they can be computationally expensive to run, and therefore the evaluation of potentially millions of treatment sequences is not feasible. However, simulation optimisation methods exist to identify a good solution from a simulation model within a feasible period of time. Using these methods within an economic evaluation of treatment sequences has not previously been investigated. In this thesis I highlight the importance of the treatment sequencing problem, review and assess relevant simulation optimisation methods, and implement a simulated annealing algorithm to explore its feasibility and appropriateness. From the implementation case study within rheumatoid arthritis, simulation optimisation via simulated annealing appears to be a feasible method to identify a set of good treatment sequences. However, the method requires a significant amount of time to implement and execute, which may limit its appropriateness for health resource allocation decision making. Further research is required to investigate the generalisability of the method, and further consideration regarding its use in a decision-making context is important

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