求解仿真优化问题的知识型启发式搜索方法

仿真优化研究基于仿真的目标优化问题,已经成为系统仿真和运筹学等领域共同关注的热点和前沿课题.针对离散事件动态系统仿真优化中的难点问题,提出了一种全新的知识型启发式搜索方法.采用知识模型和启发式搜索模型相结合的集成建模思路,以启发式搜索模型为基础,同时突出知识模型的作用,将启发式搜索模型和知识模型进行优化组合、优势互补,以提高启发式搜索技术的效率.基于期望值模型的数值仿真,验证了方法的可行性和有效性.仿真结果表明,无论是求解质量还是求解速度,都优于其它几种现有方法.研究结果表明,将知识模型合理地嵌入到现有启发式搜索方法中,可以有效地解决复杂的仿真优化问题.     

A new hybrid GA solution to combinatorial optimization problems— an application to the multiprocessor scheduling problem

The multiprocessor scheduling problem is one of the classic examples of NP-hard combinatorial optimization problems. Several polynomial time optimization algorithms have been proposed for approximating the multiprocessor scheduling problem. In this paper, we suggest a geneticizedknowledge genetic algorithm (gkGA) as an efficient heuristic approach for solving the multiprocessor scheduling and other combinatorial optimization problems. The basic idea behind the gkGA approach is that knowledge of the heuristics to be used in the GA is also geneticized alongiside the genetic chromosomes. We start by providing four conversion schemes based on heuristics for converting chromosomes into priority lists. Through experimental evaluation, we observe that the performance of our GA based on each of these schemes is instance-dependent. However, if we simultaneously incorporate these schemes into our GA through the gkGA approach, simulation results show that the approach is not problem-dependent, and that the approach outperforms that of the previous GA. We also show the effectiveness of the gkGA approach compared with other conventional schemes through experimental evaluation. This work was presented, in part, at the Second International Symposium on Artifiical Life and Robotics, Oita, Japan, February 18–20, 1997     

A new approach for solving set covering problem using jumping particle swarm optimization method

The set covering problem (SCP) is a well known classic combinatorial NP-hard problem, having practical application in many fields. To optimize the objective function of the SCP, many heuristic, meta heuristic, greedy and approximation approaches have been proposed in the recent years. In the development of swarm intelligence, the particle swarm optimization is a nature inspired optimization technique for continuous problems and for discrete problems we have the well known discrete particle swarm optimization (DPSO) method. Aiming towards the best solution for discrete problems, we have the recent method called jumping particle swarm optimization (JPSO). In this DPSO the improved solution is based on the particles attraction caused by attractor. In this paper, a new approach based on JPSO is proposed to solve the SCP. The proposed approach works in three phases: for selecting attractor, refining the feasible solution given by the attractor in order to reach the optimality and for removing redundancy in the solution. The proposed approach has been tested on the benchmark instances of SCP and compared with best known methods. Computational results show that it produces high quality solution in very short running times when compared to other algorithms.     

Design of efficient hybrid neural networks for flexible flow shop scheduling

Abstract: Although neural networks have been successfully used in performing pattern recognition, their application for solving optimization problems has been limited. In this paper we design a neural network to solve a well‐known combinatorial problem, namely the flexible flow shop problem. A key feature of our neural network design is the integration of problem structure and heuristic information in the network structure and solution. We compare the performance of our neural network with well‐known current heuristics with respect to solution quality. The results indicate that our approach outperforms the heuristics.     

A Lagrangean Approach to Network Design Problems

Network design is a very important issue in the area of telecommunications and computer networks, where there is a large need for construction of new networks. This is due to technological development (fiber optics for telecommunication) and new ways of usage (Internet for computer networks). Optimal design of such networks requires formulation and solution of new optimization models. In this paper, we formulate several fixed charge network design models, capacitated or uncapacitated, directed or undirected, possibly with staircase costs, and survivability requirements. We propose a common solution approach for all these problems, based on Lagrangean relaxation, subgradient optimization and primal heuristics, which together form a Lagrangean heuristic. The Lagrangean heuristic can be incorporated into a branch-and-bound framework, if the exact optimal solution must be found. The approach has been tested on problems of various structures and sizes, and computational results are presented.     

Bacterial Foraging Optimization Approach to Portfolio Optimization

In this paper we propose a heuristic approach based on bacterial foraging optimization (BFO) in order to find the efficient frontier associated with the portfolio optimization (PO) problem. The PO model with cardinality and bounding constraints is a mixed quadratic and integer programming problem for which no exact algorithms can solve in an efficient way. Consequently, various heuristic algorithms, such as genetic algorithms and particle swarm optimization, have been proposed in the past. This paper aims to examine the potential of a BFO algorithm in solving the PO problem. BFO is a new swarm intelligence technique that has been successfully applied to several real world problems. Through three operations, chemotaxis, reproduction, and elimination-dispersal, the proposed BFO algorithm can effectively solve a PO problem. The performance of the proposed approach was evaluated in computational tests on five benchmark data sets, and the results were compared to those obtained from existing heuristic algorithms. The proposed BFO algorithm is found to be superior to previous heuristic algorithms in terms of solution quality and time.     

Fast heuristic scheduling based on neural networks for real-time systems

As most of the real-time scheduling problems are known as hard problems, approximate or heuristic scheduling approaches are extremely required for solving these problems. This paper presents a new heuristic scheduling approach based on a modified Hopfield-Tank neural network to schedule tasks with deadlines and resource requirements in a multiprocessor system. In this approach, fast heuristic scheduling is achieved by performing a heuristic scheduling policy in conjunction with backtracking on the neural network. The results from our previous work, using the same neural network architecture without backtracking, are included here as a case with zero backtracking. Extensive simulation, which includes comparison with the conventional heuristic approach, is used to validate the effectiveness of our approach.     

Using computational learning strategies as a tool for combinatorial optimization

In this paper, we describe how a basic strategy from computational learning theory can be used to attack a class of NP‐hard combinatorial optimization problems. It turns out that the learning strategy can be used as an iterative booster: given a solution to the combinatorial problem, we will start an efficient simulation of a learning algorithm which has a “good chance” to output an improved solution. This boosting technique is a new and surprisingly simple application of an existing learning strategy. It yields a novel heuristic approach to attack NP‐hard optimization problems. It does not apply to each combinatorial problem, but we are able to exactly formalize some sufficient conditions. The new technique applies, for instance, to the problems of minimizing a deterministic finite automaton relative to a given domain, the analogous problem for ordered binary decision diagrams, and to graph coloring. This revised version was published online in June 2006 with corrections to the Cover Date.     

Assigning cells to switches in cellular mobile networks using taboosearch

The design of wireless telecommunications networks is a complex process, which requires solving simultaneously many difficult combinatorial optimization problems. We propose a taboo-search approach dedicated to one of the aforementioned design optimization problems, namely the cell assignment problem. Our approach defines a series of moves applicable to an initial solution in order to improve the cost and establish the feasibility of the solution. For this purpose, we identify a gain structure with update procedures to efficiently choose the best solution in the current neighborhood. The results are generally good in comparison with those obtained through other heuristic methods.     

Heuristic Kalman Algorithm for Solving Optimization Problems

The main objective of this paper is to present a new optimization approach, which we call heuristic Kalman algorithm (HKA). We propose it as a viable approach for solving continuous nonconvex optimization problems. The principle of the proposed approach is to consider explicitly the optimization problem as a measurement process designed to produce an estimate of the optimum. A specific procedure, based on the Kalman method, was developed to improve the quality of the estimate obtained through the measurement process. The efficiency of HKA is evaluated in detail through several nonconvex test problems, both in the unconstrained and constrained cases. The results are then compared to those obtained via other metaheuristics. These various numerical experiments show that the HKA has very interesting potentialities for solving nonconvex optimization problems, notably concerning the computation time and the success ratio.      

Manufacturing cell design using simulated annealing: An industrial application

In this paper, we give a brief summary of simulated annealing (SA) procedures used to solve combinatorial optimization problems. We then present the manufacturing cell design problem which consists of designing cells of limited size in order to minimize inter-cell traffic. We show how to use a SA approach to obtain a good, if not optimum, solution to this problem. Finally, we apply this approach to an industrial problem and compare the results to the ones obtained using the so-called twofold heuristic algorithm.     

A rough set approach to feature selection based on ant colony optimization

Rough set theory is one of the effective methods to feature selection, which can preserve the meaning of the features. The essence of rough set approach to feature selection is to find a subset of the original features. Since finding a minimal subset of the features is a NP-hard problem, it is necessary to investigate effective and efficient heuristic algorithms. Ant colony optimization (ACO) has been successfully applied to many difficult combinatorial problems like quadratic assignment, traveling salesman, scheduling, etc. It is particularly attractive for feature selection since there is no heuristic information that can guide search to the optimal minimal subset every time. However, ants can discover the best feature combinations as they traverse the graph. In this paper, we propose a new rough set approach to feature selection based on ACO, which adopts mutual information based feature significance as heuristic information. A novel feature selection algorithm is also given. Jensen and Shen proposed a ACO-based feature selection approach which starts from a random feature. Our approach starts from the feature core, which changes the complete graph to a smaller one. To verify the efficiency of our algorithm, experiments are carried out on some standard UCI datasets. The results demonstrate that our algorithm can provide efficient solution to find a minimal subset of the features.     

An improved hybrid algorithm for the set covering problem

The state-of-the-art ant colony optimization (ACO) algorithm to solve large scale set covering problems (SCP) starts by solving the Lagrangian dual (LD) problem of the SCP to obtain quasi-optimal dual values. These values are then exploited by the ACO algorithm in the form of heuristic estimates. This article starts by discussing the complexity of this approach where a number of new parameters are introduced to escape local optimums and normalize the heuristic values. To avoid these complexities, we propose a new hybrid algorithm that starts by solving the linear programming (LP) relaxation of the SCP. This solution is used to eliminate unnecessary columns, and to estimate the heuristic information. To generate solutions, we use a Max–Min Ant System (MMAS) algorithm that employs a novel mechanism to update the pheromone trail limits to maintain a predetermined exploration rate. Computational experiments on different sets of benchmark instances prove that our proposed algorithm can be considered the new state-of-the-art meta-heuristic to solve the SCP.     

An effective heuristic algorithm for the maximum satisfiability problem

Stochastic local search algorithms (SLS) have been increasingly applied to approximate solutions of the weighted maximum satisfiability problem (MAXSAT), a model for solutions of major problems in AI and combinatorial optimization. While MAXSAT instances have generally a strong intrinsic dependency between their variables, most of SLS algorithms start the search process with a random initial solution where the value of each variable is generated independently with the same uniform distribution. In this paper, we propose a new SLS algorithm for MAXSAT based on an unconventional distribution known as the Bose-Einstein distribution in quantum physics. It provides a stochastic initialization scheme to an efficient and very simple heuristic inspired by the co-evolution process of natural species and called Extremal Optimization (EO). This heuristic was introduced for finding high quality solutions to hard optimization problems such as colouring and partitioning. We examine the effectiveness of the resulting algorithm by computational experiments on a large set of test instances and compare it with some of the most powerful existing algorithms. Our results are remarkable and show that this approach is appropriate for this class of problems.     

Handling multiple objectives with particle swarm optimization

This paper presents an approach in which Pareto dominance is incorporated into particle swarm optimization (PSO) in order to allow this heuristic to handle problems with several objective functions. Unlike other current proposals to extend PSO to solve multiobjective optimization problems, our algorithm uses a secondary (i.e., external) repository of particles that is later used by other particles to guide their own flight. We also incorporate a special mutation operator that enriches the exploratory capabilities of our algorithm. The proposed approach is validated using several test functions and metrics taken from the standard literature on evolutionary multiobjective optimization. Results indicate that the approach is highly competitive and that can be considered a viable alternative to solve multiobjective optimization problems.     

Ant system: optimization by a colony of cooperating agents

An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant system (AS). We propose it as a viable new approach to stochastic combinatorial optimization. The main characteristics of this model are positive feedback, distributed computation, and the use of a constructive greedy heuristic. Positive feedback accounts for rapid discovery of good solutions, distributed computation avoids premature convergence, and the greedy heuristic helps find acceptable solutions in the early stages of the search process. We apply the proposed methodology to the classical traveling salesman problem (TSP), and report simulation results. We also discuss parameter selection and the early setups of the model, and compare it with tabu search and simulated annealing using TSP. To demonstrate the robustness of the approach, we show how the ant system (AS) can be applied to other optimization problems like the asymmetric traveling salesman, the quadratic assignment and the job-shop scheduling. Finally we discuss the salient characteristics-global data structure revision, distributed communication and probabilistic transitions of the AS.     

Joint optimization for area traffic control and network flow

A joint optimization problem for solving area traffic control and network flow is investigated. A bilevel programming is used to formulate this joint optimization problem where the network flow following Wardrop's principles can be obtained by solving traffic assignment problems. In this paper, we present a solution approach for jointly optimizing the area traffic control and network flow on the basis of a newly presented algorithm for concurrent flow (Comput. Oper. Res. (2004) in press). We propose three kinds of formulations for this joint optimization problem and present a gradient-based method to effectively solve this problem via a mixture of locally optimal search and global search heuristic where a near global optimum may be found. Numerical comparisons are made for the values of performance index achieved by the joint optimization problem with system optimal flow and those did by equilibrium flow at various sets of initial signal settings. Substantially good results have demonstrated the robustness of the proposed algorithm in solving both system optimal and user equilibrium flow for the joint optimization problem at large-scale networks.     

A new heuristic approach for non-convex optimization problems

In this work a new optimization method, called the heuristic Kalman algorithm (HKA), is presented. This new algorithm is proposed as an alternative approach for solving continuous, non-convex optimization problems. The principle of HKA is to explicitly consider the optimization problem as a measurement process designed to give an estimate of the optimum. A specific procedure, based on the Kalman estimator, was developed to improve the quality of the estimate obtained through the measurement process. The main advantage of HKA, compared to other metaheuristics, lies in the small number of parameters that need to be set by the user. Further, it is shown that HKA converges almost surely to a near-optimal solution. The efficiency of HKA was evaluated in detail using several non-convex test problems, both in the unconstrained and constrained cases. The results were then compared to those obtained via other metaheuristics. The numerical experiments show that HKA is a promising approach for solving non-convex optimization problems, particularly in terms of computation time and success ratio.     

Portfolio optimization problems in different risk measures using genetic algorithm

This paper introduces a heuristic approach to portfolio optimization problems in different risk measures by employing genetic algorithm (GA) and compares its performance to mean–variance model in cardinality constrained efficient frontier. To achieve this objective, we collected three different risk measures based upon mean–variance by Markowitz; semi-variance, mean absolute deviation and variance with skewness. We show that these portfolio optimization problems can now be solved by genetic algorithm if mean–variance, semi-variance, mean absolute deviation and variance with skewness are used as the measures of risk. The robustness of our heuristic method is verified by three data sets collected from main financial markets. The empirical results also show that the investors should include only one third of total assets into the portfolio which outperforms than those contained more assets.     

Opportunistic downlink data delivery for mobile collaborative communities

With the pervasive deployment of various wireless communication systems, heterogeneous network environments are attracting much attention from academia and industry. Along with the advent of such environments, user devices begin to support multiple network interfaces simultaneously. This opens a possibility for a Mobile Collaborative Community (MCC), a group of people volunteering their resources to assist peer members in communication. In this paper, we present a framework to utilize the wireless spectrum, the most scarce resource of a Mobile Network Operator (MNO), and the energy budget of mobile users in an MCC as efficiently as possible. Then we formulate this problem as static and stochastic optimization problems. Additionally, we propose a fast heuristic algorithm to find a near optimal solution to the considered complex optimization problem. Through extensive simulations, we evaluate how much the proposed scheme is of benefit to the MNO and users in MCC. The performance of our heuristic algorithm and the impacts of various parameters on the performance are also investigated.