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

Industrial and Tramp Ship Routing Problems: Closing the Gap for Real-Scale Instances

Recent studies in maritime logistics have introduced a general ship routing problem and a benchmark suite based on real shipping segments, considering pickups and deliveries, cargo selection, ship-dependent starting locations, travel times and costs, time windows, and incompatibility constraints, among other features. Together, these characteristics pose considerable challenges for exact and heuristic methods, and some cases with as few as 18 cargoes remain unsolved. To face this challenge, we propose an exact branch-and-price (B&P) algorithm and a hybrid metaheuristic. Our exact method generates elementary routes, but exploits decremental state-space relaxation to speed up column generation, heuristic strong branching, as well as advanced preprocessing and route enumeration techniques. Our metaheuristic is a sophisticated extension of the unified hybrid genetic search. It exploits a set-partitioning phase and uses problem-tailored variation operators to efficiently handle all the problem characteristics. As shown in our experimental analyses, the B&P optimally solves 239/240 existing instances within one hour. Scalability experiments on even larger problems demonstrate that it can optimally solve problems with around 60 ships and 200 cargoes (i.e., 400 pickup and delivery services) and find optimality gaps below 1.04% on the largest cases with up to 260 cargoes. The hybrid metaheuristic outperforms all previous heuristics and produces near-optimal solutions within minutes. These results are noteworthy, since these instances are comparable in size with the largest problems routinely solved by shipping companies

Novel heuristic and metaheuristic approaches to the automated scheduling of healthcare personnel

This thesis is concerned with automated personnel scheduling in healthcare organisations; in particular, nurse rostering. Over the past forty years the nurse rostering problem has received a large amount of research. This can be mostly attributed to its practical applications and the scientific challenges of solving such a complex problem. The benefits of automating the rostering process include reducing the planner’s workload and associated costs and being able to create higher quality and more flexible schedules. This has become more important recently in order to retain nurses and attract more people into the profession. Better quality rosters also reduce fatigue and stress due to overwork and poor scheduling and help to maximise the use of leisure time by satisfying more requests. A more contented workforce will lead to higher productivity, increased quality of patient service and a better level of healthcare. Basically stated, the nurse rostering problem requires the assignment of shifts to personnel to ensure that sufficient employees are present to perform the duties required. There are usually a number of constraints such as working regulations and legal requirements and a number of objectives such as maximising the nurses working preferences. When formulated mathematically this problem can be shown to belong to a class of problems which are considered intractable. The work presented in this thesis expands upon the research that has already been conducted to try and provide higher quality solutions to these challenging problems in shorter computation times. The thesis is broadly structured into three sections. 1) An investigation into a nurse rostering problem provided by an industrial collaborator. 2) A framework to aid research in nurse rostering. 3) The development of a number of advanced algorithms for solving highly complex, real world problems

Novel heuristic and metaheuristic approaches to the automated scheduling of healthcare personnel

This thesis is concerned with automated personnel scheduling in healthcare organisations; in particular, nurse rostering. Over the past forty years the nurse rostering problem has received a large amount of research. This can be mostly attributed to its practical applications and the scientific challenges of solving such a complex problem. The benefits of automating the rostering process include reducing the planner’s workload and associated costs and being able to create higher quality and more flexible schedules. This has become more important recently in order to retain nurses and attract more people into the profession. Better quality rosters also reduce fatigue and stress due to overwork and poor scheduling and help to maximise the use of leisure time by satisfying more requests. A more contented workforce will lead to higher productivity, increased quality of patient service and a better level of healthcare. Basically stated, the nurse rostering problem requires the assignment of shifts to personnel to ensure that sufficient employees are present to perform the duties required. There are usually a number of constraints such as working regulations and legal requirements and a number of objectives such as maximising the nurses working preferences. When formulated mathematically this problem can be shown to belong to a class of problems which are considered intractable. The work presented in this thesis expands upon the research that has already been conducted to try and provide higher quality solutions to these challenging problems in shorter computation times. The thesis is broadly structured into three sections. 1) An investigation into a nurse rostering problem provided by an industrial collaborator. 2) A framework to aid research in nurse rostering. 3) The development of a number of advanced algorithms for solving highly complex, real world problems

Structure based partial solution search for the examination timetabling problem.

Doctoral Degree. University of KwaZulu-Natal, Pietermaritzburg.The aim of this work is to present a new approach, namely, Structure Based Partial Solution Search (SBPSS) to solve the Examination Timetabling Problem. The success of the Developmental Approach in this problem domain suggested that the strategy of searching the spaces of partial timetables whilst constructing them is promising and worth pursuing. This work adopts a similar strategy. Multiple timetables are incrementally constructed at the same time. The quality of the partial timetables is improved upon by searching their partial solution spaces at every iteration during construction. Another key finding from the literature survey revealed that although timetables may exhibit the same behaviour in terms of their objective values, their structures or exam schedules may be different. The challenge with this finding is to decide on which regions to pursue because some regions may not be worth investigating due to the difficulty in searching them. These problematic areas may have solutions that are not amenable to change which makes it difficult to improve them. Another reason is that the neighbourhoods of solutions in these areas may be less connected than others which may restrict the ability of the search to move to a better solution in that neighbourhood. By moving to these problematic areas of the search space the search may stagnate and waste expensive computational resources. One way to overcome this challenge is to use both structure and behaviour in the search and not only behaviour alone to guide the search. A search that is guided by structure is able to find new regions by considering the structural components of the candidate solutions which indicate which part of the search space the same candidates occupy. Another benefit to making use of a structure-based search is that it has no objective value bias because it is not guided by only the objective value. This statement is consistent with the literature survey where it is suggested that in order to achieve good performance the search should not be guided by only the objective value. The proposed method has been tested on three popular benchmark sets for examination timetabling, namely, the Carter benchmark set; the benchmark set from the International Timetabling competition in 2007 and the Yeditepe benchmark set. The SBPSS found the best solutions for two of the Carter problem instances. The SBPSS found the best solutions for four of the competition problem instances. Lastly, the SBPSS improved on the best results for all the Yeditepe problem instances

Developing novel meta-heuristic, hyper-heuristic and cooperative search for course timetabling problems

The research presented in this PhD thesis focuses on the problem of university course timetabling, and examines the various ways in which metaheuristics, hyperheuristics and cooperative heuristic search techniques might be applied to this sort of problem. The university course timetabling problem is an NP-hard and also highly constrained combinatorial problem. Various techniques have been developed in the literature to tackle this problem. The research work presented in this thesis approaches this problem in two stages. For the first stage, the construction of initial solutions or timetables, we propose four hybrid heuristics that combine graph colouring techniques with a well-known local search method, tabu search, to generate initial feasible solutions. Then, in the second stage of the solution process, we explore different methods to improve upon the initial solutions. We investigate techniques such as single-solution metaheuristics, evolutionary algorithms, hyper-heuristics with reinforcement learning, cooperative low-level heuristics and cooperative hyper-heuristics. In the experiments throughout this thesis, we mainly use a popular set of benchmark instances of the university course timetabling problem, proposed by Socha et al. [152], to assess the performance of the methods proposed in this thesis. Then, this research work proposes algorithms for each of the two stages, construction of initial solutions and solution improvement, and analyses the proposed methods in detail. For the first stage, we examine the performance of the hybrid heuristics on constructing feasible solutions. In our analysis of these algorithms we discovered that these hybrid approaches are capable of generating good quality feasible solutions in reasonable computation time for the 11 benchmark instances of Socha et al. [152]. Just for this first stage, we conducted a second set of experiments, testing the proposed hybrid heuristics on another set of benchmark instances corresponding to the international timetabling competition 2002 [91J. Our hybrid construction heuristics were also capable of producing feasible solutions for the 20 instances of the competition in reasonable computation time. It should be noted however, that most of the research presented here was focused on the 11 problem instances of Socha et al. [152]. For the second stage, we propose new metaheuristic algorithms and cooperative hyper-heuristics, namely a non-linear great deluge algorithm, an evolutionary nonlinear great deluge algorithm (with a number of new specialised evolutionary operators), a hyper-heuristic with a learning mechanism approach, an asynchronous cooperative low-level heuristic and an asynchronous cooperative hyper-heuristic. These two last algorithms were inspired by the particle swarm optimisation technique. Detailed analyses of the proposed algorithms are presented and their relative benefits discussed. Finally, we give our suggestions as to how our best performing algorithms might be modified in order to deal with a wide range of problem domains including more real-world constraints. We also discuss the drawbacks of our algorithms in the final section of this thesis

Genetic algorithms with guided and local search strategies for university course timetabling

This article is posted here with permission from the IEEE - Copyright @ 2011 IEEEThe university course timetabling problem (UCTP) is a combinatorial optimization problem, in which a set of events has to be scheduled into time slots and located into suitable rooms. The design of course timetables for academic institutions is a very difficult task because it is an NP-hard problem. This paper investigates genetic algorithms (GAs) with a guided search strategy and local search (LS) techniques for the UCTP. The guided search strategy is used to create offspring into the population based on a data structure that stores information extracted from good individuals of previous generations. The LS techniques use their exploitive search ability to improve the search efficiency of the proposed GAs and the quality of individuals. The proposed GAs are tested on two sets of benchmark problems in comparison with a set of state-of-the-art methods from the literature. The experimental results show that the proposed GAs are able to produce promising results for the UCTP.This work was supported by the Engineering and Physical Sciences Research Council of U.K. under Grant EP/E060722/1

Developing novel meta-heuristic, hyper-heuristic and cooperative search for course timetabling problems

The research presented in this PhD thesis focuses on the problem of university course timetabling, and examines the various ways in which metaheuristics, hyperheuristics and cooperative heuristic search techniques might be applied to this sort of problem. The university course timetabling problem is an NP-hard and also highly constrained combinatorial problem. Various techniques have been developed in the literature to tackle this problem. The research work presented in this thesis approaches this problem in two stages. For the first stage, the construction of initial solutions or timetables, we propose four hybrid heuristics that combine graph colouring techniques with a well-known local search method, tabu search, to generate initial feasible solutions. Then, in the second stage of the solution process, we explore different methods to improve upon the initial solutions. We investigate techniques such as single-solution metaheuristics, evolutionary algorithms, hyper-heuristics with reinforcement learning, cooperative low-level heuristics and cooperative hyper-heuristics. In the experiments throughout this thesis, we mainly use a popular set of benchmark instances of the university course timetabling problem, proposed by Socha et al. [152], to assess the performance of the methods proposed in this thesis. Then, this research work proposes algorithms for each of the two stages, construction of initial solutions and solution improvement, and analyses the proposed methods in detail. For the first stage, we examine the performance of the hybrid heuristics on constructing feasible solutions. In our analysis of these algorithms we discovered that these hybrid approaches are capable of generating good quality feasible solutions in reasonable computation time for the 11 benchmark instances of Socha et al. [152]. Just for this first stage, we conducted a second set of experiments, testing the proposed hybrid heuristics on another set of benchmark instances corresponding to the international timetabling competition 2002 [91J. Our hybrid construction heuristics were also capable of producing feasible solutions for the 20 instances of the competition in reasonable computation time. It should be noted however, that most of the research presented here was focused on the 11 problem instances of Socha et al. [152]. For the second stage, we propose new metaheuristic algorithms and cooperative hyper-heuristics, namely a non-linear great deluge algorithm, an evolutionary nonlinear great deluge algorithm (with a number of new specialised evolutionary operators), a hyper-heuristic with a learning mechanism approach, an asynchronous cooperative low-level heuristic and an asynchronous cooperative hyper-heuristic. These two last algorithms were inspired by the particle swarm optimisation technique. Detailed analyses of the proposed algorithms are presented and their relative benefits discussed. Finally, we give our suggestions as to how our best performing algorithms might be modified in order to deal with a wide range of problem domains including more real-world constraints. We also discuss the drawbacks of our algorithms in the final section of this thesis