Simulated Annealing Algorithm for the Linear Ordering Problem: The Case of Tanzania Input Output Tables

Linear Ordering is a problem of ordering the rows and columns of a matrix such that the sum of the upper triangle values is as large as possible. The problem has many applications including aggregation of individual preferences, weighted ancestry relationships and triangulation of input-output tables in economics. As a result, many researchers have been working on the problem which is known to be NP-hard. Consequently, heuristic algorithms have been developed and implemented on benchmark data or specific real-world applications. Simulated Annealing has seldom been used for this problem. Furthermore, only one attempt has been done on the Tanzanian input output table data. This article presents a Simulated Annealing approach to the problem and compares results with previous work on the same data using Great Deluge algorithm. Three cooling schedules are compared, namely linear, geometric and Lundy & Mees. The results show that Simulated Annealing and Great Deluge provide similar results including execution time and final solution quality. It is concluded that Simulated Annealing is a good algorithm for the Linear Ordering problem given a careful selection of required parameters. Keywords: Combinatorial Optimization; Linear Ordering Problem; Simulated Annealing; Triangulation; Input Output table

Doubly Stochastic Matrix Models for Estimation of Distribution Algorithms

Problems with solutions represented by permutations are very prominent in combinatorial optimization. Thus, in recent decades, a number of evolutionary algorithms have been proposed to solve them, and among them, those based on probability models have received much attention. In that sense, most efforts have focused on introducing algorithms that are suited for solving ordering/ranking nature problems. However, when it comes to proposing probability-based evolutionary algorithms for assignment problems, the works have not gone beyond proposing simple and in most cases univariate models. In this paper, we explore the use of Doubly Stochastic Matrices (DSM) for optimizing matching and assignment nature permutation problems. To that end, we explore some learning and sampling methods to efficiently incorporate DSMs within the picture of evolutionary algorithms. Specifically, we adopt the framework of estimation of distribution algorithms and compare DSMs to some existing proposals for permutation problems. Conducted preliminary experiments on instances of the quadratic assignment problem validate this line of research and show that DSMs may obtain very competitive results, while computational cost issues still need to be further investigated.Comment: Preprint of the paper accepted at ACM GECCO 202

The Linear Ordering Problem with cumulative costs

The optimization problem of finding a permutation of a given set of items that minimizes a certain cost function is naturally modeled by introducing a complete digraph G whose vertices correspond to the items to be sorted. Depending on the cost function to be used, different optimization problems can be defined on G. The most familiar one is the min-cost Hamiltonian path problem (or its closed-path version, the Traveling Salesman Problem), arising when the cost of a given permutation only depends on consecutive node pairs. A more complex situation arises when a given cost has to be paid whenever an item is ranked before another one in the final permutation. In this case, a feasible solution is associated with an acyclic tournament (the transitive closure of an Hamiltonian path), and the resulting problem is known as the Linear Ordering Problem (LOP). In this paper we introduce and study a relevant case of LOP arising when the overall permutation cost can be expressed as the sum of terms [alpha]u associated with each item u, each defined as a linear combination of the values [alpha]v of all items v that follow u in the permutation. This setting implies a cumulative (nonlinear) propagation of the value of variables [alpha]v along the node permutation, hence the name Linear Ordering Problem with Cumulative Costs. We illustrate the practical application in wireless telecommunication system that motivated the present study. We prove complexity results, and propose a Mixed-Integer Linear Programming model as well as an ad hoc enumerative algorithm for the exact solution of the problem. A dynamic-programming heuristic is also described. Extensive computational results on large sets of instances are presented, showing that the proposed techniques are capable of solving, in reasonable computing times, all the instances coming from our application.

Tabu search for the linear ordering problem with cumulative costs

Combinatorial optimization, Metaheuristics, Linear ordering problem,

A branch-and-bound algorithm for the linear ordering problem with cumulative costs

The linear ordering problem with cumulative costs is an -hard combinatorial optimization problem arising from an application in UMTS mobile-phone communication systems. This paper presents a polynomially computable lower bound that is particularly effective when embedded in a branch-and-bound algorithm. The same idea can be further exploited to sort the children nodes at each node of the search tree, in order to find the optimal solution earlier. A suitable truncation of the resulting branch-and-bound algorithm results in a fast constructive heuristic