Distance-constrained vehicle routing problem: exact and approximate solution (mathematical programming)

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.The asymmetric distance-constrained vehicle routing problem (ADVRP) looks at finding vehicle tours to connect all customers with a depot, such that the total distance is minimised; each customer is visited once by one vehicle; every tour starts and ends at a depot; and the travelled distance by each vehicle is less than or equal to the given maximum value. We present three basic results in this thesis. In the first one, we present a general flow-based formulation to ADVRP. It is suitable for symmetric and asymmetric instances. It has been compared with the adapted Bus School Routing formulation and appears to solve the ADVRP faster. Comparisons are performed on random test instances with up to 200 customers. We reach a conclusion that our general formulation outperforms the adapted one. Moreover, it finds the optimal solution for small test instances quickly. For large instances, there is a high probability that an optimal solution can be found or at least improve upon the value of the best feasible solution found so far, compared to the other formulation which stops because of the time condition. This formulation is more general than Kara formulation since it does not require the distance matrix to satisfy the triangle inequality. The second result improves and modifies an old branch-and-bound method suggested by Laporte et al. in 1987. It is based on reformulating a distance-constrained vehicle routing problem into a travelling salesman problem and uses the assignment problem as a lower bounding procedure. In addition, its algorithm uses the best-first strategy and new branching rules. Since this method was fast but memory consuming, it would stop before optimality is proven. Therefore, we introduce randomness in choosing the node of the search tree in case we have more than one choice (usually we choose the smallest objective function). If an optimal solution is not found, then restart is required due to memory issues, so we restart our procedure. In that way, we get a multistart branch and bound method. Computational experiments show that we are able to exactly solve large test instances with up to 1000 customers. As far as we know, those instances are much larger than instances considered for other VRP models and exact solution approaches from recent literature. So, despite its simplicity, this proposed algorithm is capable of solving the largest instances ever solved in literature. Moreover, this approach is general and may be used in solving other types of vehicle routing problems. In the third result, we use VNS as a heuristic to find the best feasible solution for groups of instances. We wanted to determine how far the difference is between the best feasible solution obtained by VNS and the value of optimal solution in order to use the output of VNS as an initial feasible solution (upper bound procedure) to improve our multistart method. Unfortunately, based on the search strategy (best first search), using a heuristic to find an initial feasible solution is not useful. The reason for this is because the branch and bound is able to find the first feasible solution quickly. In other words, in our method using a good initial feasible solution as an upper bound will not increase the speed of the search. However, this would be different for the depth first search. However, we found a big gap between VNS feasible solution and an optimal solution, so VNS can not be used alone unless for large test instances when other exact methods are not able to find any feasible solution because of memory or stopping conditions

Optimizing Omega

"The original publication is available at www.springerlink.com " Copyright Springer. DOI: 10.1007/s10898-008-9396-5This paper considers the Omega function, proposed by Cascon, Keating & Shadwick as a performance measure for comparing financial assets. We discuss the use of Omega as a basis for portfolio selection. We show that the problem of choosing portfolio weights in order to maximize Omega typically has many local solutions and we describe some preliminary computational experience of finding the global optimum using a NAG library implementation of the Huyer & Neumaier MCS method.Peer reviewe

Parallel Deterministic and Stochastic Global Minimization of Functions with Very Many Minima

The optimization of three problems with high dimensionality and many local minima are investigated under five different optimization algorithms: DIRECT, simulated annealing, Spall’s SPSA algorithm, the KNITRO package, and QNSTOP, a new algorithm developed at Indiana University

The Calibration of Traffic Simulation Models : Report on the assessment of different Goodness of Fit measures and Optimization Algorithms MULTITUDE Project – COST Action TU0903

In the last decades, simulation optimization has received considerable attention from both researchers and practitioners. Simulation optimization is the process of finding the best values of some decision variables for a system whose performance is evaluated using the output of a simulation model. A possible example of simulation optimization is the model calibration. In traffic modelling this topic is particularly relevant since the solutions to the methodological issues arising when setting up a calibration study cannot be posed independently. This calls for methodologies able to check the robustness of a calibration framework as well as further investigations of the issue, in order to identify possible “classes” of problems to be treated in a similar way. Therefore in the present work, first a general method for verifying a traffic micro-simulation calibration procedure (suitable in general for simulation optimization) is described, based on a test with synthetic data. Then it is applied, my means of two different case studies, to draw inferences on the effect that different combinations of parameters to calibrate, optimization algorithm, measures of Goodness of Fit and noise in the data may have on the optimization problem. Results showed the importance of verifying the calibration procedure with synthetic data. In addition they ascertained the need for global optimization solutions, giving new insights into the topic. Research contained within this paper benefited from the participation in EU COST Action TU0903 MULTITUDEJRC.H.8-Sustainability Assessmen

Multilocal programming and applications

Preprint versionMultilocal programming aims to identify all local minimizers of unconstrained or constrained nonlinear optimization problems. The multilocal programming theory relies on global optimization strategies combined with simple ideas that are inspired in deflection or stretching techniques to avoid convergence to the already detected local minimizers. The most used methods to solve this type of problems are based on stochastic procedures and a population of solutions. In general, population-based methods are computationally expensive but rather reliable in identifying all local solutions. In this chapter, a review on recent techniques for multilocal programming is presented. Some real-world multilocal programming problems based on chemical engineering process design applications are described.Fundação para a Ciência e a Tecnologia (FCT

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

BACKGROUND: We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. RESULTS: We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. CONCLUSION: Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems

A Metaheuristic Adaptive Cubature Based Algorithm to Find Bayesian Optimal Designs for Nonlinear Models

Finding Bayesian optimal designs for nonlinear models is a difficult task because the optimality criteriontypically requires us to evaluate complex integrals before we perform a constrained optimization. Wepropose a hybridized method where we combine an adaptive multidimensional integration algorithm anda metaheuristic algorithm called imperialist competitive algorithm to find Bayesian optimal designs. Weapply our numerical method to a few challenging design problems to demonstrate its efficiency. Theyinclude finding D-optimal designs for an item response model commonly used in education, Bayesianoptimal designs for survivalmodels, and Bayesian optimal designs for a four-parameter sigmoid Emax doseresponse model. Supplementary materials for this article are available online and they contain an R packagefor implementing the proposed algorithm and codes for reproducing all the results in this paper