A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer ReviewedPostprint (published version

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

Tackling Dynamic Vehicle Routing Problem with Time Windows by means of Ant Colony System

The Dynamic Vehicle Routing Problem with Time Windows (DVRPTW) is an extension of the well-known Vehicle Routing Problem (VRP), which takes into account the dynamic nature of the problem. This aspect requires the vehicle routes to be updated in an ongoing manner as new customer requests arrive in the system and must be incorporated into an evolving schedule during the working day. Besides the vehicle capacity constraint involved in the classical VRP, DVRPTW considers in addition time windows, which are able to better capture real-world situations. Despite this, so far, few studies have focused on tackling this problem of greater practical importance. To this end, this study devises for the resolution of DVRPTW, an ant colony optimization based algorithm, which resorts to a joint solution construction mechanism, able to construct in parallel the vehicle routes. This method is coupled with a local search procedure, aimed to further improve the solutions built by ants, and with an insertion heuristics, which tries to reduce the number of vehicles used to service the available customers. The experiments indicate that the proposed algorithm is competitive and effective, and on DVRPTW instances with a higher dynamicity level, it is able to yield better results compared to existing ant-based approaches.Comment: 10 pages, 2 figure