2,047 research outputs found

    Quantitative Analysis and Performance Study of Ant Colony Optimization Models Applied to Multi-Mode Resource Constraint Project Scheduling Problem

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    Constraint Satisfaction Problems (CSP) belongs to this kind of traditional NP-hard problems with a high impact in both, research and industrial domains. However, due to the complexity that CSP problems exhibit, researchers are forced to use heuristic algorithms for solving the problems in a reasonable time. One of the most famous heuristic al- gorithms is Ant Colony Optimization (ACO) algorithm. The possible utilization of ACO algorithms to solve CSP problems requires the de- sign of a decision graph where the ACO is executed. Nevertheless, the classical approaches build a graph where the nodes represent the vari- able/value pairs and the edges connect those nodes whose variables are different. In order to solve this problem, a novel ACO model have been recently designed. The goal of this paper is to analyze the performance of this novelty algorithm when solving Multi-Mode Resource-Constraint Satisfaction Problems. Experimental results reveals that the new ACO model provides competitive results whereas the number of pheromones created in the system is drastically reduced

    A survey on financial applications of metaheuristics

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    Modern heuristics or metaheuristics are optimization algorithms that have been increasingly used during the last decades to support complex decision-making in a number of fields, such as logistics and transportation, telecommunication networks, bioinformatics, finance, and the like. The continuous increase in computing power, together with advancements in metaheuristics frameworks and parallelization strategies, are empowering these types of algorithms as one of the best alternatives to solve rich and real-life combinatorial optimization problems that arise in a number of financial and banking activities. This article reviews some of the works related to the use of metaheuristics in solving both classical and emergent problems in the finance arena. A non-exhaustive list of examples includes rich portfolio optimization, index tracking, enhanced indexation, credit risk, stock investments, financial project scheduling, option pricing, feature selection, bankruptcy and financial distress prediction, and credit risk assessment. This article also discusses some open opportunities for researchers in the field, and forecast the evolution of metaheuristics to include real-life uncertainty conditions into the optimization problems being considered.This work has been partially supported by the Spanish Ministry of Economy and Competitiveness (TRA2013-48180-C3-P, TRA2015-71883-REDT), FEDER, and the Universitat Jaume I mobility program (E-2015-36)

    A new ant colony optimization model for complex graph-based problems

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    Tesis doctoral inédita leída en la Universidad Autónoma de Madrid. Escuela Politécnica Superior, Departamento de Ingeniería Informática. Fecha de lectura: julio de 2014Nowadays, there is a huge number of problems that due to their complexity have employed heuristic-based algorithms to search for near-to-optimal (or even optimal) solutions. These problems are usually NP-complete, so classical algorithms are not the best candidates to address these problems because they need a large amount of computational resources, or they simply cannot find any solution when the problem grows. Some classical examples of these kind of problems are the Travelling Salesman Problem (TSP) or the N-Queens problem. It is also possible to find examples in real and industrial domains related to the optimization of complex problems, like planning, scheduling, Vehicle Routing Problems (VRP), WiFi network Design Problem (WiFiDP) or behavioural pattern identification, among others. Regarding to heuristic-based algorithms, two well-known paradigms are Swarm Intelligence and Evolutionary Computation. Both paradigms belongs to a subfield from Artificial Intelligence, named Computational Intelligence that also contains Fuzzy Systems, Artificial Neural Networks and Artificial Immune Systems areas. Swarm Intelligence (SI) algorithms are focused on the collective behaviour of selforganizing systems. These algorithms are characterized by the generation of collective intelligence from non-complex individual behaviour and the communication schemes amongst them. Some examples of SI algorithms are particle swarm optimization, ant colony optimization (ACO), bee colony optimization o bird flocking. Ant Colony Optimization (ACO) are based on the foraging behaviour of these insects. In these kind of algorithms, the ants take different decisions during their execution that allows them to build their own solution to the problem. Once any ant has finished its execution, the ant goes back through the followed path and it deposits, in the environment, pheromones that contains information about the built solution. These pheromones will influence the decision of future ants, so there is an indirect communication through the environment called stigmergy. When an ACO algorithm is applied to any of the optimization problems just described, the problem is usually modelled into a graph. Nevertheless, the classical graph-based representation is not the best one for the execution of ACO algorithms because it presents some important pitfalls. The first one is related to the polynomial, or even exponential, growth of the resulting graph. The second pitfall is related to those problems that needs from real variables because these problems cannot be modelled using the classical graph-based representation. On the other hand, Evolutionary Computation (EC) are a set of population-based algorithms based in the Darwinian evolutionary process. In this kind of algorithms there is one (or more) population composed by different individuals that represent a possible solution to the problem. For each iteration, the population evolves by the use of evolutionary procedures which means that better individuals (i.e. better solutions) are generated along the execution of the algorithm. Both kind of algorithms, EC and SI, have been traditionally applied in previous NP-hard problems. Different population-based strategies have been developed, compared and even combined to design hybrid algorithms. This thesis has been focused on the analysis of classical graph-based representations and its application in ACO algorithms into complex problems, and the development of a new ACO model that tries to take a step forward in this kind of algorithms. In this new model, the problem is represented using a reduced graph that affects to the ants behaviour, which becomes more complex. Also, this size reduction generates a fast growth in the number of pheromones created. For this reason, a new metaheuristic (called Oblivion Rate) has been designed to control the number of pheromones stored in the graph. In this thesis different metaheuristics have been designed for the proposed system and their performance have been compared. One of these metaheuristics is the Oblivion Rate, based on an exponential function that takes into account the number of pheromones created in the system. Other Oblivion Rate function is based on a bioinspired swarm algorithm that uses some concepts extracted from the evolutionary algorithms. This bio-inspired swarm algorithm is called Coral Reef Opmization (CRO) algorithm and it is based on the behaviour of the corals in a reef. Finally, to test and validate the proposed model, different domains have been used such as the N-Queens Problem, the Resource-Constraint Project Scheduling Problem, the Path Finding problem in Video Games, or the Behavioural Pattern Identification in users. In some of these domains, the performance of the proposed model has been compared against a classical Genetic Algorithm to provide a comparative study and perform an analytical comparison between both approaches.En la actualidad, existen un gran número de problemas que debido a su complejidad necesitan algoritmos basados en heurísticas para la búsqueda de solucionas subóptimas (o incluso óptimas). Normalmente, estos problemas presentan una complejidad NP-completa, por lo que los algoritmos clásicos de búsqueda de soluciones no son apropiados ya que necesitan una gran cantidad de recursos computacionales, o simplemente, no son capaces de encontrar alguna solución cuando el problema crece. Ejemplos clásicos de este tipo de problemas son el problema del vendedor viajero (o TSP del inglés Travelling Salesman Problem) o el problema de las N-reinas. También se pueden encontrar ejemplos en dominios reales o industriales que generalmente están ligados a temas de optimización de sistemas complejos, como pueden ser problemas de planificación, scheduling, problemas de enrutamiento de vehículos (o VRP del inglés Vehicle Routing Problem), el diseño de redes Wifi abiertas (o WiFiDP del inglés WiFi network Design Problem), o la identificación de patrones de comportamiento, entre otros. En lo referente a los algoritmos basados en heuristicas, dos paradigmas muy conocidos son los algoritmos de enjambre (Swarm Intelligence) y la computación evolutiva (Evolutionary Computation). Ambos paradigmas pertencen al subárea de la Inteligencia Artificial denominada Inteligencia Computacional, que además contiene los sistemas difusos, redes neuronales y sistemas inmunológicos artificiales. Los algoritmos de inteligencia de enjambre, o Swarm Intelligence, se centran en el comportamiento colectivo de sistemas auto-organizativos. Estos algoritmos se caracterizan por la generación de inteligencia colectiva a partir del comportamiento, no muy complejo, de los individuos y los esquemas de comunicación entre ellos. Algunos ejemplos son particle swarm optimization, ant colony optimization (ACO), bee colony optimization o bird flocking. Los algoritmos de colonias de hormigas (o ACO del inglés Ant Colony Optimization) se basan en el comportamiento de estos insectos en el proceso de recolección de comida. En este tipo de algoritmos, las hormigas van tomando decisiones a lo largo de la simulación que les permiten construir su propia solución al problema. Una vez que una hormiga termina su ejecución, deshace el camino andado depositando en el entorno feronomas que contienen información sobre la solución construida. Estas feromonas influirán en las decisiones de futuras hormigas, por lo que produce una comunicación indirecta utilizando el entorno. A este proceso se le llama estigmergia. Cuando un algoritmo de hormigas se aplica a alguno de los problemas de optimización descritos anteriormente, se suele modelar el problema como un grafo sobre el cual se ejecutarán las hormigas. Sin embargo, la representación basada en grafos clásica no parece ser la mejor para la ejecución de algoritmos de hormigas porque presenta algunos problemas importantes. El primer problema está relacionado con el crecimiento polinómico, o incluso expnomencial, del grafo resultante. El segundo problema tiene que ver con los problemas que necesitan de variables reales, o de coma flotante, porque estos problemas, con la representación tradicional basada en grafos, no pueden ser modelados. Por otro lado, los algoritmos evolutivos (o EC del inglés Evolutionary Computation) son un tipo de algoritmos basados en población que están inspirados en el proceso evolutivo propuesto por Darwin. En este tipo de algoritmos, hay una, o varias, poblaciones compuestas por individuos diferentes que representan problems solutiones al problema modelado. Por cada iteración, la población evoluciona mediante el uso de procedimientos evolutivos, lo que significa que mejores individuos (mejores soluciones) son creados a lo largo de la ejecución del algoritmo. Ambos tipos de algorithmos, EC y SI, han sido tradicionalmente aplicados a los problemas NPcompletos descritos anteriormente. Diferentes estrategias basadas en población han sido desarrolladas, comparadas e incluso combinadas para el diseño de algoritmos híbridos. Esta tesis se ha centrado en el análisis de los modelos clásicos de representación basada en grafos de problemas complejos para la posterior ejecución de algoritmos de colonias de hormigas y el desarrollo de un nuevo modelo de hormigas que pretende suponer un avance en este tipo de algoritmos. En este nuevo modelo, los problemas son representados en un grafo más compacto que afecta al comportamiento de las hormigas, el cual se vuelve más complejo. Además, esta reducción en el tamaño del grafo genera un rápido crecimiento en el número de feronomas creadas. Por esta razón, una nueva metaheurística (llamada Oblivion Rate) ha sido diseñada para controlar el número de feromonas almacenadas en el grafo. En esta tesis, varias metaheuristicas han sido diseñadas para el sistema propuesto y sus rendimientos han sido comparados. Una de estas metaheurísticas es la Oblivion Rate basada en una función exponencial que tiene en cuenta el número de feromonas creadas en el sistema. Otra Oblivion Rate está basada en un algoritmo de enjambre bio-inspirado que usa algunos conceptos extraídos de la computación evolutiva. Este algoritmo de enjambre bio-inspirado se llama Optimización de arrecifes de corales (o CRO del inglés Coral Reef Optimization) y está basado en el comportamiento de los corales en el arrecife. Finalmente, para validar y testear el modelo propuesto, se han utilizado diversos dominios de aplicación como son el problema de las N-reinas, problemas de planificación de proyectos con restricciones de recursos, problemas de búsqueda de caminos en entornos de videojuegos y la identificación de patrones de comportamiento de usuarios. En algunos de estos dominios, el rendimiento del modelo propuesto ha sido comparado contra un algoritmo genético clásico para realizar un estudio comparativo, y analítico, entre ambos enfoques

    Reactive scheduling to treat disruptive events in the MRCPSP

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    Esta tesis se centra en diseñar y desarrollar una metodología para abordar el MRCPSP con diversas funciones objetivo y diferentes tipos de interrupciones. En esta tesis se exploran el MRCPSP con dos funciones objetivo, a saber: (1) minimizar la duración del proyecto y (2) maximizar el valor presente neto del proyecto. Luego, se tiene en cuenta dos tipos diferentes de interrupciones, (a) interrupción de duración, e (b) interrupción de recurso renovable. Para resolver el MRCPSP, en esta tesis se proponen tres estrategias metaheurísticas: (1) algoritmo memético para minimizar la duración del proyecto, (2) algoritmo adaptativo de forrajeo bacteriano para maximizar el valor presente neto del proyecto y (3) algoritmo de optimización multiobjetivo de forrajeo bacteriano (MBFO) para resolver el MRCPSP con eventos de interrupción. Para juzgar el rendimiento del algoritmo memético y de forrajeo bacteriano propuestos, se ha llevado a cabo un extenso análisis basado en diseño factorial y diseño Taguchi para controlar y optimizar los parámetros del algoritmo. Además se han puesto a prueba resolviendo las instancias de los conjuntos más importantes en la literatura: PSPLIB (10,12,14,16,18,20 y 30 actividades) y MMLIB (50 y 100 actividades). También se ha demostrado la superioridad de los algoritmos metaheurísticos propuestos sobre otros enfoques heurísticos y metaheurísticos del estado del arte. A partir de los estudios experimentales se ha ajustado la MBFO, utilizando un caso de estudio.DoctoradoDoctor en Ingeniería Industria

    A MULTI-OBJECTIVE MODEL FOR TIME–COST–QUALITY–RISK TRADE-OFF PROBLEMS IN PROJECT MANAGEMENT

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    This study presents a weighted four-dimensional time-cost-quality-risk trade-off problem to assist decision-makers in planning the best possible use of resources. The proposed model aims to minimize time and cost while maximizing quality and safety and to ensure that the project is completed as required. The critical path method was used to calculate the completion time, the analytical hierarchy process method was used to determine the weights of the quality parameters, and the 3T risk assessment method was used to calculate the risk values. The algorithm was coded in GAMS and optimized using CPLEX. A construction project with a deadline of 310 days, a budget of 5,250,000 ₺, 88% quality and a safety index (SI) of 77% was selected to analyze the accuracy of the model. The model achieved a solution with a completion time of 310 days, costs amounting to 5,247,775 ₺, 88.036% quality, and 77.338% SI

    Relevance and Applicability of Multi-objective Resource Constrained Project Scheduling Problem: Review Article

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    Resource-Constrained Project Scheduling Problem (RCPSP) is a Non Polynomial (NP) - Hard optimization problem that considers how to assign activities to available resources in order to meet predefined objectives. The problem is usually characterized by precedence relationship between activities with limited capacity of renewable resources. In an environment where resources are limited, projects still have to be finished on time, within the approved budget and in accordance with the preset specifications. Inherently, these tend to make RCPSP, a multi-objective problem. However, it has been treated as a single objective problem with project makespan often recognized as the most relevant objective. As a result of not understanding the multi-objective dimension of some projects, where these objectives need to be simultaneously considered, distraction and conflict of interest have ultimately lead to abandoned or totally failed projects. The aim of this article is to holistically review the relevance and applicability of multi-objective performance dimension of RCPSP in an environment where optimal use of limited resources is important

    Tabu Search: A Comparative Study

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    Scientometric review of construction project schedule studies: trends, gaps and potential research areas

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    Scheduling plays a fundamental role in construction projects’ success and thus has drawn attention from both academic researchers and industry practitioners. A large number of research articles tend to solve emerging challenges in construction project schedule (CPS). Therefore, there is a strong need of systematic review on existing studies. In this study, a total of 332 articles were retrieved from Scopus database using title, abstract and keywords with respect to CPS and filtered by document type, language type and abstract content. In particular, science mapping approach was adopted to analyse selected journal articles. These articles were examined using three sequential processes, including bibliometric search, scientometric analysis, and in-depth qualitative discussion. It could demonstrate the most influential journals, researchers, published articles, and active countries/regions in this area. In addition, major CPS knowledge areas were identified and summarized as CPS constructability, applications of variety of CPS methods, CPS optimization models and algorithms, identification and quantification of schedule risks and uncertainties, CPS performance management, and adopting new emerging CPS technologies and methods. Furthermore, knowledge gaps and future potential research directions were also discussed in detail. Finally, a comprehensive CPS framework was proposed as a sound reference in future research

    Time-Cost Tradeoff and Resource-Scheduling Problems in Construction: A State-of-the-Art Review

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    Duration, cost, and resources are defined as constraints in projects. Consequently, Construction manager needs to balance between theses constraints to ensure that project objectives are met. Choosing the best alternative of each activity is one of the most significant problems in construction management to minimize project duration, project cost and also satisfies resources constraints as well as smoothing resources. Advanced computer technologies could empower construction engineers and project managers to make right, fast and applicable decisions based on accurate data that can be studied, optimized, and quantified with great accuracy. This article strives to find the recent improvements of resource-scheduling problems and time-cost trade off and the interacting between them which can be used in innovating new approaches in construction management. To achieve this goal, a state-of-the-art review, is conducted as a literature sample including articles implying three areas of research; time-cost trade off, constrained resources and unconstrained resources. A content analysis is made to clarify contributions and gaps of knowledge to help suggesting and specifying opportunities for future research

    Methods to Support the Project Selection Problem With Non-Linear Portfolio Objectives, Time Sensitive Objectives, Time Sensitive Resource Constraints, and Modeling Inadequacies

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    The United States Air Force relies upon information production activities to gain insight regarding uncertainties affecting important system configuration and in-mission task execution decisions. Constrained resources that prevent the fulfillment of every information production request, multiple information requestors holding different temporal-sensitive objectives, non-constant marginal value preferences, and information-product aging factors that affect the value-of-information complicate the management of these activities. This dissertation reviews project selection research related to these issues and presents novel methods to address these complications. Quantitative experimentation results demonstrate these methods’ significance
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