A Constraint-directed Local Search Approach to Nurse Rostering Problems

In this paper, we investigate the hybridization of constraint programming and local search techniques within a large neighbourhood search scheme for solving highly constrained nurse rostering problems. As identified by the research, a crucial part of the large neighbourhood search is the selection of the fragment (neighbourhood, i.e. the set of variables), to be relaxed and re-optimized iteratively. The success of the large neighbourhood search depends on the adequacy of this identified neighbourhood with regard to the problematic part of the solution assignment and the choice of the neighbourhood size. We investigate three strategies to choose the fragment of different sizes within the large neighbourhood search scheme. The first two strategies are tailored concerning the problem properties. The third strategy is more general, using the information of the cost from the soft constraint violations and their propagation as the indicator to choose the variables added into the fragment. The three strategies are analyzed and compared upon a benchmark nurse rostering problem. Promising results demonstrate the possibility of future work in the hybrid approach

Hybridizations within a graph based hyper-heuristic framework for university timetabling problems

A significant body of recent literature has explored various research directions in hyper-heuristics (which can be thought as heuristics to choose heuristics). In this paper, we extend our previous work to construct a unified graph-based hyper-heuristic (GHH) framework, under which a number of local search-based algorithms (as the high level heuristics) are studied to search upon sequences of low-level graph colouring heuristics. To gain an in-depth understanding on this new framework, we address some fundamental issues concerning neighbourhood structures and characteristics of the two search spaces (namely, the search spaces of the heuristics and the actual solutions). Furthermore, we investigate efficient hybridizations in GHH with local search methods and address issues concerning the exploration of the high-level search and the exploitation ability of the local search. These, to our knowledge, represent entirely novel directions in hyper-heuristics. The efficient hybrid GHH obtained competitive results compared with the best published results for both benchmark course and exam timetabling problems, demonstrating its efficiency and generality across different problem domains. Possible extensions upon this simple, yet general, GHH framework are also discussed

A nondominated sorting genetic algorithm for bi-objective network coding based multicast routing problems

Network coding is a new communication technique that generalizes routing, where, instead of simply forwarding the packets they receive, intermediate nodes are allowed to recombine (code) together some of the data packets received from different incoming links if necessary. By doing so, the maximum information flow in a network can always be achieved. However, performing coding operations (i.e. recombining data packets) incur computational overhead and delay of data processing at the corresponding nodes. In this paper, we investigate the optimization of the network coding based multicast routing problem with respect to two widely considered objectives, i.e. the cost and the delay. In general, reducing cost can result into a cheaper multicast solution for network service providers, while decreasing delay improves the service quality for users. Hence we model the problem as a bi-objective optimization problem to minimize the total cost and the maximum transmission delay of a multicast. This bi-objective optimization problem has not been considered in the literature. We adapt the Elitist Nondominated Sorting Genetic Algorithm (NSGA-II) for the new problem by introducing two adjustments. As there are many infeasible solutions in the search space, the first adjustment is an initialization scheme to generate a population of feasible and diversified solutions. These initial solutions help to guide the search towards the Pareto-optimal front. In addition, the original NSGA-II is very likely to produce a number of solutions with identical objective values at each generation, which may seriously deteriorate the level of diversity and the optimization performance. The second adjustment is an individual delegate scheme where, among those solutions with identical objective values, only one of them is retained in the population while the others are deleted. Experimental results reveal that each adopted adjustment contributes to the adaptation of NSGA-II for the problem concerned. Moreover, the adjusted NSGA-II outperforms a number of state-of-the-art multiobjective evolutionary algorithms with respect to the quality of the obtained nondominated solutions in the conducted experiments

Hybridising local search with Branch-and-Bound for constrained portfolio selection problems

In this paper, we investigate a constrained portfolio selection problem with cardinality constraint, minimum size and position constraints, and non-convex transaction cost. A hybrid method named Local Search Branch-and-Bound (LS-B&B) which integrates local search with B&B is proposed based on the property of the problem, i.e. cardinality constraint. To eliminate the computational burden which is mainly due to the cardinality constraint, the corresponding set of binary variables is identified as core variables. Variable fixing (Bixby, Fenelon et al. 2000) is applied on the core variables, together with a local search, to generate a sequence of simplified sub-problems. The default B&B search then solves these restricted and simplified subproblems optimally due to their reduced size comparing to the original one. Due to the inherent similar structures in the sub-problems, the solution information is reused to evoke the repairing heuristics and thus accelerate the solving procedure of the subproblems in B&B. The tight upper bound identified at early stage of the search can discard more subproblems to speed up the LS-B&B search to the optimal solution to the original problem. Our study is performed on a set of portfolio selection problems with non-convex transaction costs and a number of trading constraints based on the extended mean-variance model. Computational experiments demonstrate the effectiveness of the algorithm by using less computational time

Network flow models for intraday personnel scheduling problems

Personnel scheduling problems can be decomposed into two stages. In the first stage for each employee the working days have to be fixed. In the second stage for each day of the planning period an intraday scheduling problem has to be solved. It consists of the assignment of shifts to the employees who have to work on the day and for each working period of an employee a task assignment such that the demand of all tasks for personnel is covered. In Robinson et al. (Burke and Trick (Eds.), Proceedings of the 5th International Conference on the Practice and Theory of Automated Timetabling, 18th August–20th August 2004, Pittsburgh, PA, USA, pp. 561–566, 2005), the intraday problem has been formulated as a maximum flow problem. The assumptions are that, employees are qualified for all tasks, their shifts are given, and they are allowed to change tasks during the day. In this work, we extend the network flow model to cover the case where not all employees are qualified to perform all tasks. The model is further extended to be able to calculate shifts of employees for the given day, assuming that an earliest starting time, a latest finishing time, and a minimal working time are given. Labour cost can be also taken into account by solving a minimum cost network flow problem

Case-Based Reasoning as a Heuristic Selector in a Hyper-Heuristic for Course Timetabling Problems

This paper studies Knowledge Discovery (KD) using Tabu Search and Hill Climbing within Case-Based Reasoning (CBR) as a hyper-heuristic method for course timetabling problems. The aim of the hyper-heuristic is to choose the best heuristic(s) for given timetabling problems according to the knowledge stored in the case base. KD in CBR is a 2-stage iterative process on both case representation and the case base. Experimental results are analysed and related research issues for future work are discussed

Hybrid Variable Neighborhood HyperHeuristics for Exam Timetabling Problems

This paper presents our work on analysing the high level search within a graph based hyperheuristic. The graph based hyperheuristic solves the problem at a higher level by searching through permutations of graph heuristics rather than the actual solutions. The heuristic permutations are then used to construct the solutions. Variable Neighborhood Search, Steepest Descent, Iterated Local Search and Tabu Search are compared. An analysis of their performance within the high level search space of heuristics is also carried out. Experimental results on benchmark exam timetabling problems demonstrate the simplicity and efficiency of this hyperheuristic approach. They also indicate that the choice of the high level search methodology is not crucial and the high level search should explore the heuristic search space as widely as possible within a limited searching time. This simple and general graph based hyperheuristic may be applied to a range of timetabling and optimisation problems

Hybridising local search with Branch-and-Bound for constrained portfolio selection problems

In this paper, we investigate a constrained portfolio selection problem with cardinality constraint, minimum size and position constraints, and non-convex transaction cost. A hybrid method named Local Search Branch-and-Bound (LS-B&B) which integrates local search with B&B is proposed based on the property of the problem, i.e. cardinality constraint. To eliminate the computational burden which is mainly due to the cardinality constraint, the corresponding set of binary variables is identified as core variables. Variable fixing (Bixby, Fenelon et al. 2000) is applied on the core variables, together with a local search, to generate a sequence of simplified sub-problems. The default B&B search then solves these restricted and simplified subproblems optimally due to their reduced size comparing to the original one. Due to the inherent similar structures in the sub-problems, the solution information is reused to evoke the repairing heuristics and thus accelerate the solving procedure of the subproblems in B&B. The tight upper bound identified at early stage of the search can discard more subproblems to speed up the LS-B&B search to the optimal solution to the original problem. Our study is performed on a set of portfolio selection problems with non-convex transaction costs and a number of trading constraints based on the extended mean-variance model. Computational experiments demonstrate the effectiveness of the algorithm by using less computational time

Hybrid Variable Neighborhood HyperHeuristics for Exam Timetabling Problems

This paper presents our work on analysing the high level search within a graph based hyperheuristic. The graph based hyperheuristic solves the problem at a higher level by searching through permutations of graph heuristics rather than the actual solutions. The heuristic permutations are then used to construct the solutions. Variable Neighborhood Search, Steepest Descent, Iterated Local Search and Tabu Search are compared. An analysis of their performance within the high level search space of heuristics is also carried out. Experimental results on benchmark exam timetabling problems demonstrate the simplicity and efficiency of this hyperheuristic approach. They also indicate that the choice of the high level search methodology is not crucial and the high level search should explore the heuristic search space as widely as possible within a limited searching time. This simple and general graph based hyperheuristic may be applied to a range of timetabling and optimisation problems