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

Workload Equity in Vehicle Routing Problems: A Survey and Analysis

Over the past two decades, equity aspects have been considered in a growing number of models and methods for vehicle routing problems (VRPs). Equity concerns most often relate to fairly allocating workloads and to balancing the utilization of resources, and many practical applications have been reported in the literature. However, there has been only limited discussion about how workload equity should be modeled in VRPs, and various measures for optimizing such objectives have been proposed and implemented without a critical evaluation of their respective merits and consequences. This article addresses this gap with an analysis of classical and alternative equity functions for biobjective VRP models. In our survey, we review and categorize the existing literature on equitable VRPs. In the analysis, we identify a set of axiomatic properties that an ideal equity measure should satisfy, collect six common measures, and point out important connections between their properties and those of the resulting Pareto-optimal solutions. To gauge the extent of these implications, we also conduct a numerical study on small biobjective VRP instances solvable to optimality. Our study reveals two undesirable consequences when optimizing equity with nonmonotonic functions: Pareto-optimal solutions can consist of non-TSP-optimal tours, and even if all tours are TSP optimal, Pareto-optimal solutions can be workload inconsistent, i.e. composed of tours whose workloads are all equal to or longer than those of other Pareto-optimal solutions. We show that the extent of these phenomena should not be underestimated. The results of our biobjective analysis are valid also for weighted sum, constraint-based, or single-objective models. Based on this analysis, we conclude that monotonic equity functions are more appropriate for certain types of VRP models, and suggest promising avenues for further research.Comment: Accepted Manuscrip

Algoritmos e formulações matemáticas para problemas de roteamento em arcos

Orientador: Fábio Luiz UsbertiTese (doutorado) - Universidade Estadual de Campinas, Instituto de ComputaçãoResumo: Problemas de roteamento em arcos têm por objetivo determinar rotas de custo mínimo que visitam um subconjunto de arcos de um grafo, com uma ou mais restrições adicionais. Esta tese estuda três problemas NP-difíceis de roteamento em arcos: (1) o problema de roteamento em arcos capacitado (CARP); (2) o problema de roteamento em arcos capacitado e aberto (OCARP); e (3) o problema do carteiro chinês com cobertura (CCPP). Apresentamos formulações matemáticas e métodos exatos e heurísticos para tratar computacionalmente esses problemas: (i) uma heurística construtiva gulosa e randomizada é proposta para o CARP; (ii) uma metaheurística de algoritmos genéticos híbrido e dois métodos de limitantes inferiores por programação linear inteira, um branch-and-cut e um baseado em redes de fluxos, são propostos para o OCARP; e (iii) um método exato branch-and-cut com desigualdades válidas e uma heurística construtiva são propostos para o CCPP. Extensivos experimentos computacionais utilizando instâncias de benchmark foram executados para demonstrar o desempenho dos métodos propostos em relação aos métodos da literatura, considerando tanto a qualidade das soluções obtidas quanto o tempo de processamento. Nossos resultados mostram que os métodos propostos são estado da arte. Os problemas estudados apresentam aplicações práticas relevantes: o CARP tem aplicações em coleta de lixo urbano e remoção de neve de estradas; o OCARP tem aplicações em roteamento de leituristas e na definição de caminhos de corte em chapas metálicas; e o CCPP tem aplicações em roteamento de leituristas com o uso de tecnologia wireless. A solução desses problemas remete à diminuição de custos logísticos, melhorando a competitividade das empresasAbstract: Arc routing problems aim to find minimum cost routes that visit a subset of arcs of a graph, with one or more side constraints. This thesis studies three NP-hard arc routing problems: (1) the capacitated arc routing problem (CARP); (2) the open capacitated arc routing problem (OCARP); and (3) the covering Chinese postman problem (CCPP). We present mathematical formulations and heuristic and exact methods to computationally solve these problems: (i) a greedy and randomized constructive heuristic is proposed for the CARP; (ii) a hybrid genetic algorithm metaheuristic and two linear integer programming lower bound methods, one based on branch-and-cut and one based on flow networks, are proposed for the OCARP; and (iii) an exact branch-and-cut method with valid inequalities and a constructive heuristic are proposed for the CCPP. Extensive computational experiments using benchmark instances were performed to demonstrate the performance of the proposed methods in comparison to the previous methods, regarding both quality of solutions and processing time. Our results show that the proposed methods are state-of-the-art. The studied problems have many relevant practical applications: the CARP has applications on urban waste collection and snow removal; the OCARP has applications on the routing of meter readers and the cutting of metal sheets; and last, the CCPP has applications on automated meter readers routing. The solution of these problems leads to the reduction of logistics costs, improving businesses competitivenessDoutoradoCiência da ComputaçãoDoutor em Ciência da Computação2016/00315-0FAPES

Solving hybrid-vehicle routing problem using modified simulated annealing

In this paper, we consider the hybrid vehicle routing problem (HVRP) at which the vehicle consumes two types of power: fuel and electricity. The aim of this problem is to minimize the total cost of travelling between customers, provided that each customer is visited only once. The vehicle departs from the depot and returns after completing the whole route. This optimization problem is solved using a modified simulated annealing (SA) heuristic procedure with constant temperature. This approach is implemented on a numerical example and the results are compared with the SA algorithm with decreasing temperature. The obtained results show that using the SA with constant temperature overrides the SA with decreasing temperature. The results indicate that SA with decreasing temperature needs twice the number of iterations needed by the SA with constant temperature to reach a near optimum solution