From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer ReviewedPostprint (published version

A simheuristic algorithm for time-dependent waste collection management with stochastic travel times

A major operational task in city logistics is related to waste collection. Due to large problem sizes and numerous constraints, the optimization of real-life waste collection problems on a daily basis requires the use of metaheuristic solving frameworks to generate near-optimal collection routes in low computation times. This paper presents a simheuristic algorithm for the time-dependent waste collection problem with stochastic travel times. By combining Monte Carlo simulation with a biased randomized iterated local search metaheuristic, time-varying and stochastic travel speeds between different network nodes are accounted for. The algorithm is tested using real instances in a medium-sized city in Spain

Combining statistical learning with metaheuristics for the multi-depot vehicle routing problem with market segmentation

In real-life logistics and distribution activities it is usual to face situations in which the distribution of goods has to be made from multiple warehouses or depots to the nal customers. This problem is known as the Multi-Depot Vehicle Routing Problem (MDVRP), and it typically includes two sequential and correlated stages: (a) the assignment map of customers to depots, and (b) the corresponding design of the distribution routes. Most of the existing work in the literature has focused on minimizing distance-based distribution costs while satisfying a number of capacity constraints. However, no attention has been given so far to potential variations in demands due to the tness of the customerdepot mapping in the case of heterogeneous depots. In this paper, we consider this realistic version of the problem in which the depots are heterogeneous in terms of their commercial o er and customers show di erent willingness to consume depending on how well the assigned depot ts their preferences. Thus, we assume that di erent customer-depot assignment maps will lead to di erent customer-expenditure levels. As a consequence, market-segmentation strategies need to be considered in order to increase sales and total income while accounting for the distribution costs. To solve this extension of the MDVRP, we propose a hybrid approach that combines statistical learning techniques with a metaheuristic framework. First, a set of predictive models is generated from historical data. These statistical models allow estimating the demand of any customer depending on the assigned depot. Then, the estimated expenditure of each customer is included as part of an enriched objective function as a way to better guide the stochastic local search inside the metaheuristic framework. A set of computational experiments contribute to illustrate our approach and how the extended MDVRP considered here diré in terms of the proposed solutions from the traditional one.Peer ReviewedPreprin

Dynamic reactive assignment of tasks in real-time automated guided vehicle environments with potential interruptions

An efficient management of production plants has to consider several external and internal factors, such as potential interruptions of the ongoing processes. Automated guided vehicles (AGVs) are becoming a widespread technology that offers many advantages. These AGVs can perform complex tasks in an autonomous way. However, an inefficient schedule of the tasks assigned to an AGV can suffer from unwanted interruptions and idle times, which in turn will affect the total time required by the AGV to complete its assigned tasks. In order to avoid these issues, this paper proposes a heuristic-based approach that: (i) makes use of a delay matrix to estimate circuit delays for different daily times; (ii) employs these estimates to define an initial itinerary of tasks for an AGV; and (iii) dynamically adjusts the initial agenda as new information on actual delays is obtained by the system. The objective is to minimize the total time required for the AGV to complete all the assigned tasks, taking into account situations that generate unexpected disruptions along the circuits that the AGV follows. In order to test and validate the proposed approach, a series of computational experiments utilizing real-life data are carried out. These experiments allow us to measure the improvement gap with respect to the former policy used by the system managers.This work has been partially supported by the Spanish Ministry of Industry, Commerce and Tourism (AEI-010500-2021b-54), the EU Comission (HORIZON-CL4-2021-TWIN-TRANSITION-01-07, 101057294 AIDEAS), and the Generalitat Valenciana (PROMETEO/2021/065).Peer ReviewedPostprint (published version

Optimizing energy consumption in smart cities’ mobility: electric vehicles, algorithms, and collaborative economy

Mobility and transportation activities in smart cities require an increasing amount of energy. With the frequent energy crises arising worldwide and the need for a more sustainable and environmental friendly economy, optimizing energy consumption in these growing activities becomes a must. This work reviews the latest works in this matter and discusses several challenges that emerge from the aforementioned social and industrial demands. The paper analyzes how collaborative concepts and the increasing use of electric vehicles can contribute to reduce energy consumption practices, as well as intelligent x-heuristic algorithms that can be employed to achieve this fundamental goal. In addition, the paper analyzes computational results from previous works on mobility and transportation in smart cities applying x-heuristics algorithms. Finally, a novel computational experiment, involving a ridesharing example, is carried out to illustrate the benefits that can be obtained by employing these algorithms.Peer ReviewedPostprint (published version

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

Statistical methods for parameter fine-tuning of metaheuristics

Metaheuristics are an approximate method widely used to solve many hard optimization problems in a multitude of fields. They depend on a variable number of parameters. Despite the fact that they are usually capable of finding good solutions within a reasonable time, the difficulty in selecting appropriate values for their parameters causes a loss of efficiency, as it normally requires much time, skills and experience. This master degree s thesis provides a survey of the main approaches developed in the last decade to tackle the problem of choosing a good set of parameter values, called the Parameter Setting Problem, and compares them from a methodological point of view focusing on the statistical procedures used so far by the scientific community. This analysis is accompanied by a proposal of a general methodology. The results of applying it to fine-tuning the parameters of a hybrid algorithm, which combines Biased Randomization with the Iterated Local Search metaheuristic, for solving the Multi-depot Vehicle Routing Problem are also reported. The computational experiment shows promising results and the need / suitability of further investigations based on a wider range of statistical learning techniques. Along these same lines, different suggestions for future work are described. In addition, this work highlights the importance of statistics in operations research giving a real-world example

Statistical methods for parameter fine-tuning of metaheuristics

Metaheuristics are an approximate method widely used to solve many hard optimization problems in a multitude of fields. They depend on a variable number of parameters. Despite the fact that they are usually capable of finding good solutions within a reasonable time, the difficulty in selecting appropriate values for their parameters causes a loss of efficiency, as it normally requires much time, skills and experience. This master degree s thesis provides a survey of the main approaches developed in the last decade to tackle the problem of choosing a good set of parameter values, called the Parameter Setting Problem, and compares them from a methodological point of view focusing on the statistical procedures used so far by the scientific community. This analysis is accompanied by a proposal of a general methodology. The results of applying it to fine-tuning the parameters of a hybrid algorithm, which combines Biased Randomization with the Iterated Local Search metaheuristic, for solving the Multi-depot Vehicle Routing Problem are also reported. The computational experiment shows promising results and the need / suitability of further investigations based on a wider range of statistical learning techniques. Along these same lines, different suggestions for future work are described. In addition, this work highlights the importance of statistics in operations research giving a real-world example

Educational Data Mining and Learning Analytics: differences, similarities, and time evolution

El progrés tecnològic de les darreres dècades ha fet possible una diversitat de formes d’aprenentatge. Avui dia les universitats ofereixen múltiples models d’ensenyament entre els quals podem triar, per exemple, l’aprenentatge mixt (b-learning) o l’aprenentatge electrònic. Si bé cada cop són més nombroses les oportunitats per a alumnes i professors, l’aprenentatge en línia també planteja dificultats degudes a la manca de contacte humà directe. Els entorns en línia permeten que es generin grans quantitats de dades relacionades amb els processos d’ensenyament i aprenentatge, de les quals es pot extreure una valuosa informació que es pot fer servir per millorar l’actuació de l’alumnat. En aquest treball volem estudiar les semblances i diferències entre la mineria de dades educatives i l’anàlisi de dades sobre l’aprenentatge, dos camps de recerca relativament nous i creixentment populars relacionats amb la recollida, l’anàlisi i la interpretació de dades sobre educació. En tractarem l’origen, els objectius, les diferències i semblances, l’evolució que han tingut en el temps i els reptes a què s’enfronten, així com la seva relació amb les dades massives i els cursos en línia oberts i massius (MOOC).Technological progress in recent decades has enabled people to learn in different ways. Universities now have more educational models to choose from, i.e., b-learning and e-learning. Despite the increasing opportunities for students and instructors, online learning also brings challenges due to the absence of direct human contact. Online environments allow the generation of large amounts of data related to learning/teaching processes, which offers the possibility of extracting valuable information that may be employed to improve students’ performance. In this paper, we aim to review the similarities and differences between Educational Data Mining and Learning Analytics, two relatively new and increasingly popular fields of research concerned with the collection, analysis, and interpretation of educational data. Their origins, goals, differences, similarities, time evolution, and challenges are addressed, as are their relationship with Big Data and MOOCs.El progreso tecnológico de las últimas décadas ha hecho posible una diversidad de formas de aprendizaje. Hoy en día las universidades ofrecen múltiples modelos de enseñanza entre los que poder elegir, por ejemplo aprendizaje mixto (b-learning) o aprendizaje electrónico. Aunque cada vez son más numerosas las oportunidades para alumnos y profesores, el aprendizaje en línea también plantea dificultades debidas a la falta de contacto humano directo. Los entornos en línea permiten generar grandes cantidades de datos relacionados con los procesos de enseñanza-aprendizaje, de los que se puede extraer una valiosa información que se puede usar para mejorar el desempeño del alumnado. En este trabajo queremos estudiar los parecidos y diferencias entre la minería de datos educativos y el análisis de datos sobre aprendizaje, dos campos de investigación relativamente nuevos y crecientemente populares relacionados con la recogida, el análisis y la interpretación de datos educativos. Trataremos su origen, objetivos, diferencias y parecidos, evolución en el tiempo y retos a los que se enfrentan, así como su relación con los macrodatos y los cursos en línea abiertos y masivos (MOOC)