Solving biclustering with a GRASP-like metaheuristic: two case-study on gene expression analysis

The explosion of "omics" data over the past few decades has generated an increasing need of efficiently analyzing high-dimensional gene expression data in several different and heterogenous contexts, such as for example in information retrieval, knowledge discovery, and data mining. For this reason, biclustering, or simultaneous clustering of both genes and conditions has generated considerable interest over the past few decades. Unfortunately, the problem of locating the most significant bicluster has been shown to be NP-complete. We have designed and implemented a GRASP-like heuristic algorithm to efficiently find good solutions in reasonable running times, and to overcome the inner intractability of the problem from a computational point of view. Experimental results on two datasets of expression data are promising indicating that this algorithm is able to find significant biclusters, especially from a biological point of view

Exact and non-exact procedures for solving the response time variability problem (RTVP)

Premi extraordinari doctorat curs 2009-2010, àmbit d’Enginyeria IndustrialCuando se ha de compartir un recurso entre demandas (de productos, clientes, tareas, etc.) competitivas que requieren una atención regular, es importante programar el derecho al acceso del recurso de alguna forma justa de manera que cada producto, cliente o tarea reciba un acceso al recurso proporcional a su demanda relativa al total de las demandas competitivas. Este tipo de problemas de secuenciación pueden ser generalizados bajo el siguiente esquema. Dados n símbolos, cada uno con demanda di (i = 1,...,n), se ha de generar una secuencia justa o regular donde cada símbolo aparezca di veces. No existe una definición universal de justicia, ya que puede haber varias métricas razonables para medirla según el problema específico considerado. En el Problema de Variabilidad en el Tiempo de Respuesta, o Response Time Variability Problem (RTVP) en inglés, la injusticia o irregularidad de una secuencia es medida como la suma, para todos los símbolos, de sus variabilidades en las distancias en que las copias de cada símbolo son secuenciados. Así, el objetivo del RTVP es encontrar la secuencia que minimice la variabilidad total. En otras palabras, el objetivo del RTVP es minimizar la variabilidad de los instantes en que los productos, clientes o trabajos reciben el recurso necesario. Este problema aparece en una amplia variedad de situaciones de la vida real; entre otras, secuenciación en líneas de modelo-mixto bajo just-in-time (JIT), en asignación de recursos en sistemas computacionales multi-hilo como sistemas operativos, servidores de red y aplicaciones mutimedia, en el mantenimiento periódico de maquinaria, en la recolección de basura, en la programación de comerciales en televisión y en el diseño de rutas para agentes comerciales con múltiples visitas a un mismo cliente. En algunos de estos problemas la regularidad no es una propiedad deseable por sí misma, si no que ayuda a minimizar costes. De hecho, cuando los costes son proporcionales al cuadrado de las distancias, el problema de minimizar costes y el RTVP son equivalentes. El RTVP es muy difícil de resolver (se ha demostrado que es NP-hard). El tamaño de las instancias del RTVP que pueden ser resueltas óptimamente con el mejor método exacto existente en la literatura tiene un límite práctico de 40 unidades. Por otro lado, los métodos no exactos propuestos en la literatura para resolver instancias mayores consisten en heurísticos simples que obtienen soluciones rápidamente, pero cuya calidad puede ser mejorada. Por tanto, los métodos de resolución existentes en la literatura son insuficientes. El principal objetivo de esta tesis es mejorar la resolución del RTVP. Este objetivo se divide en los dos siguientes subobjetivos : 1) aumentar el tamaño de las instancias del RTVP que puedan ser resueltas de forma óptima en un tiempo de computación práctico, y 2) obtener de forma eficiente soluciones lo más cercanas a las óptimas para instancias mayores. Además, la tesis tiene los dos siguientes objetivos secundarios: a) investigar el uso de metaheurísticos bajo el esquema de los hiper-heurísticos, y b) diseñar un procedimiento sistemático y automático para fijar los valores adecuados a los parámetros de los algoritmos. Se han desarrollado diversos métodos para alcanzar los objetivos anteriormente descritos. Para la resolución del RTVP se ha diseñado un método exacto basado en la técnica branch and bound y el tamaño de las instancias que pueden resolverse en un tiempo práctico se ha incrementado a 55 unidades. Para instancias mayores, se han diseñado métodos heurísticos, metaheurísticos e hiper-heurísticos, los cuales pueden obtener soluciones óptimas o casi óptimas rápidamente. Además, se ha propuesto un procedimiento sistemático y automático para tunear parámetros que aprovecha las ventajas de dos procedimientos existentes (el algoritmo Nelder & Mead y CALIBRA).When a resource must be shared between competing demands (of products, clients, jobs, etc.) that require regular attention, it is important to schedule the access right to the resource in some fair manner so that each product, client or job receives a share of the resource that is proportional to its demand relative to the total of the competing demands. These types of sequencing problems can be generalized under the following scheme. Given n symbols, each one with demand di (i = 1,...,n), a fair or regular sequence must be built in which each symbol appears di times. There is not a universal definition of fairness, as several reasonable metrics to measure it can be defined according to the specific considered problem. In the Response Time Variability Problem (RTVP), the unfairness or the irregularity of a sequence is measured by the sum, for all symbols, of their variabilities in the positions at which the copies of each symbol are sequenced. Thus, the objective of the RTVP is to find the sequence that minimises the total variability. In other words, the RTVP objective is to minimise the variability in the instants at which products, clients or jobs receive the necessary resource. This problem appears in a broad range of real-world areas. Applications include sequencing of mixed-model assembly lines under just-in-time (JIT), resource allocation in computer multi-threaded systems such as operating systems, network servers and media-based applications, periodic machine maintenance, waste collection, scheduling commercial videotapes for television and designing of salespeople's routes with multiple visits, among others. In some of these problems the regularity is not a property desirable by itself, but it helps to minimise costs. In fact, when the costs are proportional to the square of the distances, the problem of minimising costs and the RTVP are equivalent. The RTVP is very hard to be solved (it has been demonstrated that it is NP-hard). The size of the RTVP instances that can be solved optimally with the best exact method existing in the literature has a practical limit of 40 units. On the other hand, the non-exact methods proposed in the literature to solve larger instances are simple heuristics that obtains solutions quickly, but the quality of the obtained solutions can be improved. Thus, the solution methods existing in the literature are not enough to solve the RTVP. The main objective of this thesis is to improve the resolution of the RTVP. This objective is split in the two following sub-objectives: 1) to increase the size of the RTVP instances that can be solved optimally in a practical computing time; and 2) to obtain efficiently near-optimal solutions for larger instances. Moreover, the thesis has the following two secondary objectives: a) to research the use of metaheuristics under the scheme of hyper-heuristics, and b) to design a systematic, hands-off procedure to set the suitable values of the algorithm parameters. To achieve the aforementioned objectives, several procedures have been developed. To solve the RTVP an exact procedure based on the branch and bound technique has been designed and the size of the instances that can be solved in a practical time has been increased to 55 units. For larger instances, heuristic, heuristic, metaheuristic and hyper-heuristic procedures have been designed, which can obtain optimal or near-optimal solutions quickly. Moreover, a systematic, hands-off fine-tuning method that takes advantage of the two existing ones (Nelder & Mead algorithm and CALIBRA) has been proposed.Award-winningPostprint (published version

Incorporating Memory and Learning Mechanisms Into Meta-RaPS

Due to the rapid increase of dimensions and complexity of real life problems, it has become more difficult to find optimal solutions using only exact mathematical methods. The need to find near-optimal solutions in an acceptable amount of time is a challenge when developing more sophisticated approaches. A proper answer to this challenge can be through the implementation of metaheuristic approaches. However, a more powerful answer might be reached by incorporating intelligence into metaheuristics. Meta-RaPS (Metaheuristic for Randomized Priority Search) is a metaheuristic that creates high quality solutions for discrete optimization problems. It is proposed that incorporating memory and learning mechanisms into Meta-RaPS, which is currently classified as a memoryless metaheuristic, can help the algorithm produce higher quality results. The proposed Meta-RaPS versions were created by taking different perspectives of learning. The first approach taken is Estimation of Distribution Algorithms (EDA), a stochastic learning technique that creates a probability distribution for each decision variable to generate new solutions. The second Meta-RaPS version was developed by utilizing a machine learning algorithm, Q Learning, which has been successfully applied to optimization problems whose output is a sequence of actions. In the third Meta-RaPS version, Path Relinking (PR) was implemented as a post-optimization method in which the new algorithm learns the good attributes by memorizing best solutions, and follows them to reach better solutions. The fourth proposed version of Meta-RaPS presented another form of learning with its ability to adaptively tune parameters. The efficiency of these approaches motivated us to redesign Meta-RaPS by removing the improvement phase and adding a more sophisticated Path Relinking method. The new Meta-RaPS could solve even the largest problems in much less time while keeping up the quality of its solutions. To evaluate their performance, all introduced versions were tested using the 0-1 Multidimensional Knapsack Problem (MKP). After comparing the proposed algorithms, Meta-RaPS PR and Meta-RaPS Q Learning appeared to be the algorithms with the best and worst performance, respectively. On the other hand, they could all show superior performance than other approaches to the 0-1 MKP in the literature

Benchmarking a wide spectrum of metaheuristic techniques for the radio network design problem

The radio network design (RND) is an NP-hard optimization problem which consists of the maximization of the coverage of a given area while minimizing the base station deployment. Solving RND problems efficiently is relevant to many fields of application and has a direct impact in the engineering, telecommunication, scientific, and industrial areas. Numerous works can be found in the literature dealing with the RND problem, although they all suffer from the same shortfall: a noncomparable efficiency. Therefore, the aim of this paper is twofold: first, to offer a reliable RND comparison base reference in order to cover a wide algorithmic spectrum, and, second, to offer a comprehensible insight into accurate comparisons of efficiency, reliability, and swiftness of the different techniques applied to solve the RND problem. In order to achieve the first aim we propose a canonical RND problem formulation driven by two main directives: technology independence and a normalized comparison criterion. Following this, we have included an exhaustive behavior comparison between 14 different techniques. Finally, this paper indicates algorithmic trends and different patterns that can be observed through this analysis.Publicad

An agent-based genetic algorithm for hybrid flowshops with sequence dependent setup times to minimise makespan

This paper deals with a variant of flowshop scheduling, namely, the hybrid or flexible flowshop with sequence dependent setup times. This type of flowshop is frequently used in the batch production industry and helps reduce the gap between research and operational use. This scheduling problem is NP-hard and solutions for large problems are based on non-exact methods. An improved genetic algorithm (GA) based on software agent design to minimise the makespan is presented. The paper proposes using an inherent characteristic of software agents to create a new perspective in GA design. To verify the developed metaheuristic, computational experiments are conducted on a well-known benchmark problem dataset. The experimental results show that the proposed metaheuristic outperforms some of the well-known methods and the state-of-art algorithms on the same benchmark problem dataset.The translation of this paper was funded by Universidad Politecnica de Valencia, Spain.Gómez Gasquet, P.; Andrés Romano, C.; Lario Esteban, FC. (2012). An agent-based genetic algorithm for hybrid flowshops with sequence dependent setup times to minimise makespan. Expert Systems with Applications. 39(9):8095-8107. https://doi.org/10.1016/j.eswa.2012.01.158S8095810739

A nonmonotone GRASP

A greedy randomized adaptive search procedure (GRASP) is an itera- tive multistart metaheuristic for difficult combinatorial optimization problems. Each GRASP iteration consists of two phases: a construction phase, in which a feasible solution is produced, and a local search phase, in which a local optimum in the neighborhood of the constructed solution is sought. Repeated applications of the con- struction procedure yields different starting solutions for the local search and the best overall solution is kept as the result. The GRASP local search applies iterative improvement until a locally optimal solution is found. During this phase, starting from the current solution an improving neighbor solution is accepted and considered as the new current solution. In this paper, we propose a variant of the GRASP framework that uses a new “nonmonotone” strategy to explore the neighborhood of the current solu- tion. We formally state the convergence of the nonmonotone local search to a locally optimal solution and illustrate the effectiveness of the resulting Nonmonotone GRASP on three classical hard combinatorial optimization problems: the maximum cut prob- lem (MAX-CUT), the weighted maximum satisfiability problem (MAX-SAT), and the quadratic assignment problem (QAP)

Simheuristics to support efficient and sustainable freight transportation in smart city logistics

La logística urbana intel·ligent constitueix un factor crucial en la creació de sistemes de transport urbà eficients i sostenibles. Entre altres factors, aquests sistemes es centren en la incorporació de dades en temps real i en la creació de models de negoci col·laboratius en el transport urbà de mercaderies, considerant l’augment dels habitants en les ciutats, la creixent complexitat de les demandes dels clients i els mercats altament competitius. Això permet als que planifiquen el transport minimitzar els costos monetaris i ambientals del transport de mercaderies a les àrees metropolitanes. Molts problemes de presa de decisions en aquest context es poden formular com a problemes d’optimació combinatòria. Tot i que hi ha diferents enfocaments de resolució exacta per a trobar solucions òptimes a aquests problemes, la seva complexitat i grandària, a més de la necessitat de prendre decisions instantànies pel que fa a l’encaminament de vehicles, la programació o la situació d’instal·lacions, fa que aquestes metodologies no s’apliquin a la pràctica. A causa de la seva capacitat per a trobar solucions pseudoòptimes en gairebé temps real, els algorismes metaheurístics reben una atenció creixent dels investigadors i professionals com a alternatives eficients i fiables per a resoldre nombrosos problemes d’optimació en la creació de la logística de les ciutats intel·ligents. Malgrat el seu èxit, les tècniques metaheurístiques tradicionals no representen plenament la complexitat dels sistemes més realistes. En assumir entrades (inputs) i restriccions de problemes deterministes, la incertesa i el dinamisme experimentats en els escenaris de transport urbà queden sense explicar. Els algorismes simheurístics persegueixen superar aquests inconvenients mitjançant la integració de qualsevol tipus de simulació en processos metaheurístics per a explicar la incertesa inherent a la majoria de les aplicacions de la vida real. Aquesta tesi defineix i investiga l’ús d’algorismes simheurístics com el mètode més adequat per a resoldre problemes d’optimació derivats de la logística de les ciutats. Alguns algorismes simheurístics s’apliquen a una sèrie de problemes complexos, com la recollida de residus urbans, els problemes de disseny de la cadena de subministrament integrada i els models de transport innovadors relacionats amb la col·laboració horitzontal entre els socis de la cadena de subministrament. A més de les discussions metodològiques i la comparació d’algorismes desenvolupats amb els referents de la bibliografia acadèmica, es mostra l’aplicabilitat i l’eficiència dels algorismes simheurístics en diferents casos de gran escala.Las actividades de logística en ciudades inteligentes constituyen un factor crucial en la creación de sistemas de transporte urbano eficientes y sostenibles. Entre otros factores, estos sistemas se centran en la incorporación de datos en tiempo real y la creación de modelos empresariales colaborativos en el transporte urbano de mercancías, al tiempo que consideran el aumento del número de habitantes en las ciudades, la creciente complejidad de las demandas de los clientes y los mercados altamente competitivos. Esto permite minimizar los costes monetarios y ambientales del transporte de mercancías en las áreas metropolitanas. Muchos de los problemas de toma de decisiones en este contexto se pueden formular como problemas de optimización combinatoria. Si bien existen diferentes enfoques de resolución exacta para encontrar soluciones óptimas a tales problemas, su complejidad y tamaño, además de la necesidad de tomar decisiones instantáneas con respecto al enrutamiento, la programación o la ubicación de las instalaciones, hacen que dichas metodologías sean inaplicables en la práctica. Debido a su capacidad para encontrar soluciones pseudoóptimas casi en tiempo real, los algoritmos metaheurísticos reciben cada vez más atención por parte de investigadores y profesionales como alternativas eficientes y fiables para resolver numerosos problemas de optimización en la creación de la logística de ciudades inteligentes. A pesar de su éxito, las técnicas metaheurísticas tradicionales no representan completamente la complejidad de los sistemas más realistas. Al asumir insumos y restricciones de problemas deterministas, se ignora la incertidumbre y el dinamismo experimentados en los escenarios de transporte urbano. Los algoritmos simheurísticos persiguen superar estos inconvenientes integrando cualquier tipo de simulación en procesos metaheurísticos con el fin de considerar la incertidumbre inherente en la mayoría de las aplicaciones de la vida real. Esta tesis define e investiga el uso de algoritmos simheurísticos como método adecuado para resolver problemas de optimización que surgen en la logística de ciudades inteligentes. Se aplican algoritmos simheurísticos a una variedad de problemas complejos, incluyendo la recolección de residuos urbanos, problemas de diseño de la cadena de suministro integrada y modelos de transporte innovadores relacionados con la colaboración horizontal entre los socios de la cadena de suministro. Además de las discusiones metodológicas y la comparación de los algoritmos desarrollados con los de referencia de la bibliografía académica, se muestra la aplicabilidad y la eficiencia de los algoritmos simheurísticos en diferentes estudios de casos a gran escala.Smart city logistics are a crucial factor in the creation of efficient and sustainable urban transportation systems. Among other factors, they focus on incorporating real-time data and creating collaborative business models in urban freight transportation concepts, whilst also considering rising urban population numbers, increasingly complex customer demands, and highly competitive markets. This allows transportation planners to minimize the monetary and environmental costs of freight transportation in metropolitan areas. Many decision-making problems faced in this context can be formulated as combinatorial optimization problems. While different exact solving approaches exist to find optimal solutions to such problems, their complexity and size, in addition to the need for instantaneous decision-making regarding vehicle routing, scheduling, or facility location, make such methodologies inapplicable in practice. Due to their ability to find pseudo-optimal solutions in almost real time, metaheuristic algorithms have received increasing attention from researchers and practitioners as efficient and reliable alternatives in solving numerous optimization problems in the creation of smart city logistics. Despite their success, traditional metaheuristic techniques fail to fully represent the complexity of most realistic systems. By assuming deterministic problem inputs and constraints, the uncertainty and dynamism experienced in urban transportation scenarios are left unaccounted for. Simheuristic frameworks try to overcome these drawbacks by integrating any type of simulation into metaheuristic-driven processes to account for the inherent uncertainty in most real-life applications. This thesis defines and investigates the use of simheuristics as a method of first resort for solving optimization problems arising in smart city logistics concepts. Simheuristic algorithms are applied to a range of complex problem settings including urban waste collection, integrated supply chain design, and innovative transportation models related to horizontal collaboration among supply chain partners. In addition to methodological discussions and the comparison of developed algorithms to state-of-the-art benchmarks found in the academic literature, the applicability and efficiency of simheuristic frameworks in different large-scaled case studies are shown

Solving the waste collection problem from a multiobjective perspective: New methodologies and case studies

Fecha de lectura Tesis Doctoral: 19 de marzo de 2018.Economía Aplicada ( Matemáticas) Resumen tesis: El tratamiento de residuos es un tema de estudio por parte de las administraciones locales a nivel mundial. Distintos factores han de tenerse en cuenta para realizar un servicio eficiente. En este trabajo se desarrolla una herramienta para analizar y resolver el problema de la recogida de residuos sólidos en Málaga. Tras un análisis exhaustivo de los datos, se aborda el problema real como un problema de rutas multiobjetivo con capacidad limitada. Para los problemas multiobjetivo, no suele existir una única solución óptima, sino un conjunto de soluciones eficientes de Pareto. Las características del problema hacen inviable su resolución de forma exacta, por lo que se aplican distintas estrategias metaheurísticas para obtener una buena aproximación. En particular, se combinan las técnicas de GRASP, Path Relinking y Variable Neighborhood Search, que son adaptadas a la perspectiva multicriterio. Se trata de una aproximación en dos fases: una primera aproximación de la frontera eficiente se genera mediante un GRASP multiobjetivo. Tres son los métodos propuestos para la primera aproximación, dos de ellos derivados de la publicación de Martí et al. (2015) y el último se apoya en la función escalarizada de logro de Wierzbicki (Wierzbicki, 1980) para distintas combinaciones de pesos. A continuación, esta aproximación es mejorada con una versión de Path Relinking o Variable Neighborhood Search, con un punto de referencia diseñado para problemas multiobjetivo. Una vez generada la aproximación de la frontera eficiente, el proceso de obtención de la solución que más se adecúa a las preferencias de los gestores se basa en el desarrollo de un método interactivo sin trade – off, derivado de la filosofía NAUTILUS (Miettinen et al. 2010). Para evitar gastos de cómputo extensos, esta metodología se apoya en una pre - computación de los elementos de la frontera eficiente

A new vision of approximate methods for the permutation flowshop to minimise makespan: State-of-the-art and computational evaluation

[EN] The permutation flowshop problem is a classic machine scheduling problem where n jobs must be processed on a set of m machines disposed in series and where each job must visit all machines in the same order. Many production scheduling problems resemble flowshops and hence it has generated much interest and had a big impact in the field, resulting in literally hundreds of heuristic and metaheuristic methods over the last 60 years. However, most methods proposed for makespan minimisation are not properly compared with existing procedures so currently it is not possible to know which are the most efficient methods for the problem regarding the quality of the solutions obtained and the computational effort required. In this paper, we identify and exhaustively compare the best existing heuristics and metaheuristics so the state-of-the-art regarding approximate procedures for this relevant problem is established. (C) 2016 Elsevier B.V. All rights reserved.The authors are sincerely grateful to the anonymous referees, who provide very valuable comments on the earlier version of the paper. This research has been funded by the Spanish Ministry of Science and Innovation, under projects "ADDRESS" (DPI2013-44461-P/DPI) and "SCHEYARD" (DPI2015-65895-R) co-financed by FEDER funds.Fernandez-Viagas, V.; Ruiz García, R.; Framinan, J. (2017). A new vision of approximate methods for the permutation flowshop to minimise makespan: State-of-the-art and computational evaluation. European Journal of Operational Research. 257(3):707-721. https://doi.org/10.1016/j.ejor.2016.09.055S707721257

Integrating forecasting in metaheuristic methods to solve dynamic routing problems: evidence from the logistic processes of tuna vessels

The multiple Traveling Salesman Problem (mTSP) is a widespread phenomenon in real-life scenarios, and in fact it has been addressed from multiple perspectives in recent decades. However, mTSP in dynamic circumstances entails a greater complexity that recent approaches are still trying to grasp. Beyond time windows, capacity and other parameters that characterize the dynamics of each scenario, moving targets is one of the underdeveloped issues in the field of mTSP. The approach of this paper harnesses a simple prediction method to prove that integrating forecasting within a metaheuristic evolutionary-based method, such as genetic algorithms, can yield better results in a dynamic scenario than their simple non-predictive version. Real data is used from the retrieval of Fish Aggregating Devices (FADs) by tuna vessels in the Indian Ocean. Based on historical data registered by the GPS system of the buoys attached to the devices, their trajectory is firstly forecast to feed subsequently the functioning of a genetic algorithm that searches for the optimal route of tuna vessels in terms of total distance traveled. Thus, although valid for static cases and for the Vehicle Routing Problem (VRP), the main contribution of this method over existing literature lies in its application as a global search method to solve the multiple TSP with moving targets in many dynamic real-life optimization problems.Ministerio de Economía y Competitividad | Ref. ECO2016-76625-RXunta de Galicia | Ref. GRC2014/02