Generalizing backdoors

Abstract. A powerful intuition in the design of search methods is that one wants to proactively select variables that simplify the problem instance as much as possible when these variables are assigned values. The notion of “Backdoor ” variables follows this intuition. In this work we generalize Backdoors in such a way to allow more general classes of sub-solvers, both complete and heuristic. In order to do so, Pseudo-Backdoors and Heuristic-Backdoors are formally introduced and then applied firstly to a simple Multiple Knapsack Problem and secondly to a complex combinatorial optimization problem in the area of stochastic inventory control. Our preliminary computational experience shows the effectiveness of these approaches that are able to produce very low run times and — in the case of Heuristic-Backdoors — high quality solutions by employing very simple heuristic rules such as greedy local search strategies.

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

Decomposition, Reformulation, and Diving in University Course Timetabling

In many real-life optimisation problems, there are multiple interacting components in a solution. For example, different components might specify assignments to different kinds of resource. Often, each component is associated with different sets of soft constraints, and so with different measures of soft constraint violation. The goal is then to minimise a linear combination of such measures. This paper studies an approach to such problems, which can be thought of as multiphase exploitation of multiple objective-/value-restricted submodels. In this approach, only one computationally difficult component of a problem and the associated subset of objectives is considered at first. This produces partial solutions, which define interesting neighbourhoods in the search space of the complete problem. Often, it is possible to pick the initial component so that variable aggregation can be performed at the first stage, and the neighbourhoods to be explored next are guaranteed to contain feasible solutions. Using integer programming, it is then easy to implement heuristics producing solutions with bounds on their quality. Our study is performed on a university course timetabling problem used in the 2007 International Timetabling Competition, also known as the Udine Course Timetabling Problem. In the proposed heuristic, an objective-restricted neighbourhood generator produces assignments of periods to events, with decreasing numbers of violations of two period-related soft constraints. Those are relaxed into assignments of events to days, which define neighbourhoods that are easier to search with respect to all four soft constraints. Integer programming formulations for all subproblems are given and evaluated using ILOG CPLEX 11. The wider applicability of this approach is analysed and discussed.Comment: 45 pages, 7 figures. Improved typesetting of figures and table

A note on evolutionary stochastic portfolio optimization and probabilistic constraints

In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are ideally suited for an integration of various types of probabilistic constraints. We show an approach on how to integrate these constraints. Numerical results using recent financial data substantiate the applicability of the presented approach

Combinatorial optimisation of a large, constrained simulation model: an application of compressed annealing

Simulation models are valuable tools in the analysis of complex, highly constrained economic systems unsuitable for solution by mathematical programming. However, model size may hamper the efforts of practitioners to efficiently identify the most valuable configurations. This paper investigates the efficacy of a new metaheuristic procedure, compressed annealing, for the solution of large, constrained systems. This algorithm is used to investigate the value of incorporating a sown annual pasture, French serradella (Ornithopus sativa Brot. cv. Cadiz), between extended cropping sequences in the central wheat belt of Western Australia. Compressed annealing is shown to be a reliable means of considering constraints in complex optimisation problems in agricultural economics. It is also highlighted that the value of serradella to dryland crop rotations increases with the initial weed burden and the profitability of livestock production.combinatorial optimisation, crop rotation, simulated annealing, Research Methods/ Statistical Methods, C63, Q15,