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

Can intelligent optimisation techniques improve computing job scheduling in a Grid environment? review, problem and proposal

In the existing Grid scheduling literature, the reported methods and strategies are mostly related to high-level schedulers such as global schedulers, external schedulers, data schedulers, and cluster schedulers. Although a number of these have previously considered job scheduling, thus far only relatively simple queue-based policies such as First In First Out (FIFO) have been considered for local job scheduling within Grid contexts. Our initial research shows that it is worth investigating the potential impact on the performance of the Grid when intelligent optimisation techniques are applied to local scheduling policies. The research problem is defined, and a basic research methodology with a detailed roadmap is presented. This paper forms a proposal with the intention of exchanging ideas and seeking potential collaborators

Efficiency of the solution representations for the hybrid flow shop scheduling problem with makespan objective

In this paper we address the classical hybrid flow shop scheduling problem with makespan objective. As this problem is known to be NP-hard and a very common layout in real-life manufacturing scenarios, many studies have been proposed in the literature to solve it. These contributions use different solution representations of the feasible schedules, each one with its own advantages and disadvantages. Some of them do not guarantee that all feasible semiactive schedules are represented in the space of solutions –thus limiting in principle their effectiveness– but, on the other hand, these simpler solution representations possess clear advantages in terms of having consistent neighbourhoods with well-defined neighbourhood moves. Therefore, there is a trade-off between the solution space reduction and the ability to conduct an efficient search in this reduced solution space. This trade-off is determined by two aspects, i.e. the extent of the solution space reduction, and the quality of the schedules left aside by this solution space reduction. In this paper, we analyse the efficiency of the different solution representations employed in the literature for the problem. More specifically, we first establish the size of the space of semiactive schedules achieved by the different solution representations and, secondly, we address the issue of the quality of the schedules that can be achieved by these representations using the optimal solutions given by several MILP models and complete enumeration. The results obtained may contribute to design more efficient algorithms for the hybrid flow shop scheduling problem.Ministerio de Ciencia e Innovación DPI2016-80750-