Pilot, Rollout and Monte Carlo Tree Search Methods for Job Shop Scheduling

Greedy heuristics may be attuned by looking ahead for each possible choice, in an approach called the rollout or Pilot method. These methods may be seen as meta-heuristics that can enhance (any) heuristic solution, by repetitively modifying a master solution: similarly to what is done in game tree search, better choices are identified using lookahead, based on solutions obtained by repeatedly using a greedy heuristic. This paper first illustrates how the Pilot method improves upon some simple well known dispatch heuristics for the job-shop scheduling problem. The Pilot method is then shown to be a special case of the more recent Monte Carlo Tree Search (MCTS) methods: Unlike the Pilot method, MCTS methods use random completion of partial solutions to identify promising branches of the tree. The Pilot method and a simple version of MCTS, using the $\varepsilon$-greedy exploration paradigms, are then compared within the same framework, consisting of 300 scheduling problems of varying sizes with fixed-budget of rollouts. Results demonstrate that MCTS reaches better or same results as the Pilot methods in this context.Comment: Learning and Intelligent OptimizatioN (LION'6) 7219 (2012

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

Multi-rendezvous Spacecraft Trajectory Optimization with Beam P-ACO

The design of spacecraft trajectories for missions visiting multiple celestial bodies is here framed as a multi-objective bilevel optimization problem. A comparative study is performed to assess the performance of different Beam Search algorithms at tackling the combinatorial problem of finding the ideal sequence of bodies. Special focus is placed on the development of a new hybridization between Beam Search and the Population-based Ant Colony Optimization algorithm. An experimental evaluation shows all algorithms achieving exceptional performance on a hard benchmark problem. It is found that a properly tuned deterministic Beam Search always outperforms the remaining variants. Beam P-ACO, however, demonstrates lower parameter sensitivity, while offering superior worst-case performance. Being an anytime algorithm, it is then found to be the preferable choice for certain practical applications.Comment: Code available at https://github.com/lfsimoes/beam_paco__gtoc

Mathematical Programming Decoding of Binary Linear Codes: Theory and Algorithms

Mathematical programming is a branch of applied mathematics and has recently been used to derive new decoding approaches, challenging established but often heuristic algorithms based on iterative message passing. Concepts from mathematical programming used in the context of decoding include linear, integer, and nonlinear programming, network flows, notions of duality as well as matroid and polyhedral theory. This survey article reviews and categorizes decoding methods based on mathematical programming approaches for binary linear codes over binary-input memoryless symmetric channels.Comment: 17 pages, submitted to the IEEE Transactions on Information Theory. Published July 201