Filtering algorithms for the multiset ordering constraint

Constraint programming (CP) has been used with great success to tackle a wide variety of constraint satisfaction problems which are computationally intractable in general. Global constraints are one of the important factors behind the success of CP. In this paper, we study a new global constraint, the multiset ordering constraint, which is shown to be useful in symmetry breaking and searching for leximin optimal solutions in CP. We propose efficient and effective filtering algorithms for propagating this global constraint. We show that the algorithms maintain generalised arc-consistency and we discuss possible extensions. We also consider alternative propagation methods based on existing constraints in CP toolkits. Our experimental results on a number of benchmark problems demonstrate that propagating the multiset ordering constraint via a dedicated algorithm can be very beneficial.     

Dynamic programming equations for discounted constrained stochastic control

In this paper, the application of the dynamic programming approach to constrained stochastic control problems with expected value constraints is demonstrated. Specifically, two such problems are analyzed using this approach. The problems analyzed are the problem of minimizing a discounted cost infinite horizon expectation objective subject to an identically structured constraint, and the problem of minimizing a discounted cost infinite horizon minimax objective subject to a discounted expectation constraint. Using the dynamic programming approach, optimality equations, which are the chief contribution of this paper, are obtained for these problems. In particular, the dynamic programming operators for problems with expectation constraints differ significantly from those of standard dynamic programming and problems with worst-case constraints. For the discounted cost infinite horizon cases, existence and uniqueness of solutions to the dynamic programming equations are explicitly shown by using the Banach fixed point theorem to show that the corresponding dynamic programming operators are contractions. The theory developed is illustrated by numerically solving the constrained stochastic control dynamic programming equations derived for simple example problems. The example problems are based on a two-state Markov model that represents an error prone system that is to be maintained.     

A surrogate-assisted evolution strategy for constrained multi-objective optimization

In many real-world optimization problems, several conflicting objectives must be achieved and optimized simultaneously and the solutions are often required to satisfy certain restrictions or constraints. Moreover, in some applications, the numerical values of the objectives and constraints are obtained from computationally expensive simulations. Many multi-objective optimization algorithms for continuous optimization have been proposed in the literature and some have been incorporated or used in conjunction with expert and intelligent systems. However, relatively few of these multi-objective algorithms handle constraints, and even fewer, use surrogates to approximate the objective or constraint functions when these functions are computationally expensive. This paper proposes a surrogate-assisted evolution strategy (ES) that can be used for constrained multi-objective optimization of expensive black-box objective functions subject to expensive black-box inequality constraints. Such an algorithm can be incorporated into an intelligent system that finds approximate Pareto optimal solutions to simulation-based constrained multi-objective optimization problems in various applications including engineering design optimization, production management and manufacturing. The main idea in the proposed algorithm is to generate a large number of trial offspring in each generation and use the surrogates to predict the objective and constraint function values of these trial offspring. Then the algorithm performs an approximate non-dominated sort of the trial offspring based on the predicted objective and constraint function values, and then it selects the most promising offspring (those with the smallest predicted ranks from the non-dominated sort) to become the actual offspring for the current generation that will be evaluated using the expensive objective and constraint functions. The proposed method is implemented using cubic radial basis function (RBF) surrogate models to assist the ES. The resulting RBF-assisted ES is compared with the original ES and to NSGA-II on 20 test problems involving 2–15 decision variables, 2–5 objectives and up to 13 inequality constraints. These problems include well-known benchmark problems and application problems in manufacturing and robotics. The numerical results showed that the RBF-assisted ES generally outperformed the original ES and NSGA-II on the problems used when the computational budget is relatively limited. These results suggest that the proposed surrogate-assisted ES is promising for computationally expensive constrained multi-objective optimization.     

A constraint programming approach to the multiple-venue,sport-scheduling problem

In this paper, we consider the problem of scheduling sports competitions over several venues which are not associated with any of the competitors. A two-phase, constraint programming approach is developed, first identifying a solution that designates the participants and schedules each of the competitions, then assigning each competitor as the “home” or the “away” team. Computational experiments are conducted and the results are compared with an integer goal programming approach. The constraint programming approach achieves optimal solutions for problems with up to sixteen teams, and near-optimal solutions for problems with up to thirty teams.     

Bi-dimensional knapsack problems with one soft constraint

In this paper, we consider bi-dimensional knapsack problems with a soft constraint, i.e., a constraint for which the right-hand side is not precisely fixed or uncertain. We reformulate these problems as bi-objective knapsack problems, where the soft constraint is relaxed and interpreted as an additional objective function. In this way, a sensitivity analysis for the bi-dimensional knapsack problem can be performed: The trade-off between constraint satisfaction, on the one hand, and the original objective value, on the other hand, can be analyzed. It is shown that a dynamic programming based solution approach for the bi-objective knapsack problem can be adapted in such a way that a representation of the nondominated set is obtained at moderate extra cost. In this context, we are particularly interested in representations of that part of the nondominated set that is in a certain sense close to the constrained optimum in the objective space. We discuss strategies for bound computations and for handling negative cost coefficients, which occur through the transformation. Numerical results comparing the bi-dimensional and bi-objective approaches are presented.     

基于预防维护的单机调度问题

在两种维护约束下,研究完工时间之和最小化的单机调度问题.第1种维护约束是,固定周期预防维护;第2种维护约束是,机器工作期间可连续加工的最大工件个数受限.对于这种带有约束的调度问题,根据问题的规模,采用4种方法进行求解.针对小规模问题,建立一个二值整数规划模型,并根据最优解的特性制定剪枝规则,进而给出分支定界算法.针对中...     

Practical performance models of algorithms in evolutionary program induction and other domains

Evolutionary computation techniques have seen a considerable popularity as problem solving and optimisation tools in recent years. Theoreticians have developed a variety of both exact and approximate models for evolutionary program induction algorithms. However, these models are often criticised for being only applicable to simplistic problems or algorithms with unrealistic parameters. In this paper, we start rectifying this situation in relation to what matters the most to practitioners and users of program induction systems: performance. That is, we introduce a simple and practical model for the performance of program-induction algorithms. To test our approach, we consider two important classes of problems — symbolic regression and Boolean function induction — and we model different versions of genetic programming, gene expression programming and stochastic iterated hill climbing in program space. We illustrate the generality of our technique by also accurately modelling the performance of a training algorithm for artificial neural networks and two heuristics for the off-line bin packing problem.We show that our models, besides performing accurate predictions, can help in the analysis and comparison of different algorithms and/or algorithms with different parameters setting. We illustrate this via the automatic construction of a taxonomy for the stochastic program-induction algorithms considered in this study. The taxonomy reveals important features of these algorithms from the performance point of view, which are not detected by ordinary experimentation.     

Variable neighborhood search for multi-objective resource allocation problems

The Resource Allocation Problem (RAP) is a classical problem in the field of operations management that has been broadly applied to real problems such as product allocation, project budgeting, resource distribution, and weapon-target assignment. In addition to focusing on a single objective, the RAP may seek to simultaneously optimize several expected but conflicting goals under conditions of resources scarcity. Thus, the single-objective RAP can be intuitively extended to become a Multi-Objective Resource Allocation Problem (MORAP) that also falls in the category of NP-Hard. Due to the complexity of the problem, metaheuristics have been proposed as a practical alternative in the selection of techniques for finding a solution. This study uses Variable Neighborhood Search (VNS) algorithms, one of the extensively used metaheuristic approaches, to solve the MORAP with two important but conflicting objectives—minimization of cost and maximization of efficiency. VNS searches the solution space by systematically changing the neighborhoods. Therefore, proper design of neighborhood structures, base solution selection strategy, and perturbation operators are used to help build a well-balanced set of non-dominated solutions. Two test instances from the literature are used to compare the performance of the competing algorithms including a hybrid genetic algorithm and an ant colony optimization algorithm. Moreover, two large instances are generated to further verify the performance of the proposed VNS algorithms. The approximated Pareto front obtained from the competing algorithms is compared with a reference Pareto front by the exhaustive search method. Three measures are considered to evaluate algorithm performance: D1_R, the Accuracy Ratio, and the number of non-dominated solutions. The results demonstrate the practicability and promise of VNS for solving multi-objective resource allocation problems.     

Integrating Conjugate Gradients Into Evolutionary Algorithms for Large-Scale Continuous Multi-Objective Optimization

Large-scale multi-objective optimization problems (LSMOPs) pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces. While evolutionary algorithms are good at solving small-scale multi-objective optimization problems, they are criticized for low efficiency in converging to the optimums of LSMOPs. By contrast, mathematical programming methods offer fast convergence speed on large-scale single-objective optimization problems, but they have difficulties in finding diverse solutions for LSMOPs. Currently, how to integrate evolutionary algorithms with mathematical programming methods to solve LSMOPs remains unexplored. In this paper, a hybrid algorithm is tailored for LSMOPs by coupling differential evolution and a conjugate gradient method. On the one hand, conjugate gradients and differential evolution are used to update different decision variables of a set of solutions, where the former drives the solutions to quickly converge towards the Pareto front and the latter promotes the diversity of the solutions to cover the whole Pareto front. On the other hand, objective decomposition strategy of evolutionary multi-objective optimization is used to differentiate the conjugate gradients of solutions, and the line search strategy of mathematical programming is used to ensure the higher quality of each offspring than its parent. In comparison with state-of-the-art evolutionary algorithms, mathematical programming methods, and hybrid algorithms, the proposed algorithm exhibits better convergence and diversity performance on a variety of benchmark and real-world LSMOPs.      

Discrete–continuous project scheduling with discounted cash flows—A tabu search approach

In this paper discrete–continuous project scheduling problems with discounted cash flows are considered. In discrete–continuous project scheduling activities require for their processing discrete and continuous resources. The processing rate of an activity depends on the amount of the continuous resource allotted to this activity at a time. A positive cash flow is associated with each activity. Two common payment models—lump-sum payment and payments at activities’ completion times—are considered. The objective is the maximization of the net present value of all cash flows of the project. Some properties of optimal schedules are discussed, and the formulation of a mathematical programming problem for an optimal continuous resource allocation is presented. Applications of a local search metaheuristic—tabu search, as well as simple search methods—multi-start iterative improvement and random sampling are described. The algorithms are compared on the basis of a computational experiment, the results are analyzed and discussed. Some conclusions as well as directions for further research are given.     

Genetic algorithm for the personnel assignment problem with multiple objectives

The assignment problem is a well-known graph optimization problem defined on weighted-bipartite graphs. The objective of the standard assignment problem is to maximize the summation of the weights of the matched edges of the bipartite graph. In the standard assignment problem, any node in one partition can be matched with any node in the other partition without any restriction. In this paper, variations of the standard assignment problem are defined with matching constraints by introducing structures in the partitions of the bipartite graph, and by defining constraints on these structures. According to the first constraint, the matching between the two partitions should respect the hierarchical-ordering constraints defined by forest and level graph structures produced by using the nodes of the two partitions respectively. In order to define the second constraint, the nodes of the partitions of the bipartite graph are distributed into mutually exclusive sets. The set-restriction constraint enforces the rule that in one of the partitions all the elements of each set should be matched with the elements of a set in the other partition. Even with one of these constraints the assignment problem becomes an NP-hard problem. Therefore, the extended assignment problem with both the hierarchical-ordering and set-restriction constraints becomes an NP-hard multi-objective optimization problem with three conflicting objectives; namely, minimizing the numbers of hierarchical-ordering and set-restriction violations, and maximizing the summation of the weights of the edges of the matching. Genetic algorithms are proven to be very successful for NP-hard multi-objective optimization problems. In this paper, we also propose genetic algorithm solutions for different versions of the assignment problem with multiple objectives based on hierarchical and set constraints, and we empirically show the performance of these solutions.     

面向装备全寿命保障的约束规划框架

提出了一个约束规划框架,用于支持装备全寿命保障过程中各类约束满足问题的求解。框架包括问题规约,业务领域、寿命周期和求解策略4个相互正交的剖面,分别针对问题的目标函数和约束条件,业务领域中的保障内容,寿命周期各阶段的任务划分,以及问题求解的策略和算法进行组织。通过对问题规约、业务领域、寿命周期剖面的正交组合,用户能够方便地对问题规约进行定义、复合和精化。框架中还提供了一组启发式规则,用于帮助用户在问题求解剖面中快速确定一个有效的算法,并将之应用于具体的问题规约。     

Efficient multiple objective optimal control of dynamic systems with integer controls

In practical optimal control problems both integer control variables and multiple objectives can be present. The current paper proposes a generic and efficient solution strategy for these multiple objective mixed-integer optimal control problems (MO-MIOCPs) based on deterministic approaches. Hereto, alternative scalar multiple objective optimisation techniques as normal boundary intersection and normalised normal constraint are used to convert the original problem into a series of parametric single objective optimisation problems. These single objective mixed-integer optimal control problems are then efficiently solved through direct multiple shooting techniques which exploit convex relaxations of the original problem. Moreover, these relaxations enable to quickly approximate the final solution to any desired accuracy (without the need of solving integer problems). Consequently, the set of Pareto optimal solutions of the MO-MIOCP can be accurately obtained in highly competitive computation times. The proposed method is illustrated on (i) a testdrive case study with a complex car model which includes different gears and conflicting minimum time–minimum fuel consumption objectives, and (ii) a jacketed tubular reactor case study with conflicting conversion, heat recovery and installation costs.     

Stochastic facility and transfer point covering problem with a soft capacity constraint

Existing models for transfer point location problems (TPLPs) do not guarantee the desired service time to customers. In this paper, a facility and TPLP is formulated based on a given service time that is targeted by a decision maker. Similar to real‐world situations, transportation times and costs are assumed to be random. In general, facilities are capacitated. However, in emergency services, they are not allowed to reject the customers for out of capacity reasons. Therefore, a soft capacity constraint for the facilities and a second objective to minimize the overtime in the facility with highest assigned demand are proposed. To solve the biobjective model with random variables, a variance minimization technique and chance‐constraint programming are applied. Thereafter, using fuzzy multiple objective linear programming, the proposed biobjective model is converted to a single objective. Computational results on 30 randomly designed experimental problems confirm satisfactory performance of the proposed model in reducing the variance of solutions as well as the overtime in the busiest facility.     

Solving production scheduling with earliness/tardiness penalties by constraint programming

This paper deals with an application of constraint programming in production scheduling with earliness and tardiness penalties that reflects the scheduling part of the Just-In-Time inventory strategy. Two scheduling problems are studied, an industrial case study problem of lacquer production scheduling, and also the job-shop scheduling problem with earliness/tardiness costs. The paper presents two algorithms that help the constraint programming solver to find solutions of these complex problems. The first algorithm, called the cost directed initialization, performs a greedy initialization of the search tree. The second one, called the time reversing transformation and designed for lacquer production scheduling, reformulates the problem to be more easily searchable when the default search or the cost directed initialization is used. The conducted experiments, using case study instances and randomly generated problem instances, show that our algorithms outperform generic approaches, and on average give better results than other nontrivial algorithms.     

Fuzzy multicriterion design using immune network simulation

Structural optimization problems have been traditionally formulated in terms of crisply defined objective and constraint functions. With a shift in application focus towards more practical problems, there is a need to incorporate fuzzy or noncrisp information into an optimization problem statement. Such practical design problems often deal with the allocation of resources to satisfy multiple, and frequently conflicting design objectives. The present paper deals with a genetic algorithm based optimization procedure for solving multicriterion design problems where the objective or constraint functions may not be crisply defined. The approach uses a genetic algorithm based simulation of the biological immune system to solve the multicriterion design problem; fuzzy set theory is adopted to incorporate imprecisely defined information into the problem statement. A notable strength of the proposed approach is its ability to generate a Pareto-Edgeworth front of compromise solutions in a single execution of the GA. Received May 8, 2000     

Constraint Handling in Multiobjective Evolutionary Optimization

This paper proposes a constraint handling technique for multiobjective evolutionary algorithms based on an adaptive penalty function and a distance measure. These two functions vary dependent upon the objective function value and the sum of constraint violations of an individual. Through this design, the objective space is modified to account for the performance and constraint violation of each individual. The modified objective functions are used in the nondominance sorting to facilitate the search of optimal solutions not only in the feasible space but also in the infeasible regions. The search in the infeasible space is designed to exploit those individuals with better objective values and lower constraint violations. The number of feasible individuals in the population is used to guide the search process either toward finding more feasible solutions or favor in search for optimal solutions. The proposed method is simple to implement and does not need any parameter tuning. The constraint handling technique is tested on several constrained multiobjective optimization problems and has shown superior results compared to some chosen state-of-the-art designs.      

Constrained data clustering by depth control and progressive constraint relaxation

In order to import the domain knowledge or application-dependent parameters into the data mining systems, constraint-based mining has attracted a lot of research attention recently. In this paper, the attributes employed to model the constraints are called constraint attributes and those attributes involved in the objective function to be optimized are called optimization attributes. The constrained clustering considered in this paper is conducted in such a way that the objective function of optimization attributes is optimized subject to the condition that the imposed constraint is satisfied. Explicitly, we address the problem of constrained clustering with numerical constraints, in which the constraint attribute values of any two data items in the same cluster are required to be within the corresponding constraint range. This numerical constrained clustering problem, however, cannot be dealt with by any conventional clustering algorithms. Consequently, we devise several effective and efficient algorithms to solve such a clustering problem. It is noted that due to the intrinsic nature of the numerical constrained clustering, there is an order dependency on the process of attaining the clustering, which in many cases degrades the clustering results. In view of this, we devise a progressive constraint relaxation technique to remedy this drawback and improve the overall performance of clustering results. Explicitly, by using a smaller (tighter) constraint range in earlier iterations of merge, we will have more room to relax the constraint and seek for better solutions in subsequent iterations. It is empirically shown that the progressive constraint relaxation technique is able to improve not only the execution efficiency but also the clustering quality.     

Constant-Time Tree Algorithms on Reconfigurable Meshes on Size n × n

Recently, an elegant and powerful architecture called the reconfigurable mesh has been proposed in the literature. In essence, a reconfigurable mesh consists of a mesh-connected architecture enhanced by the addition of a dynamic bus system whose configuration changes in response to computational and communication needs. In this paper we show that the reconfigurable mesh architecture can be exploited to yield very simple constant-time algorithms to solve a number of important computational problems involving trees. Specifically, we address the problem of generating the computation tree form of an arithmetic expression, the problem of reconstructing a binary tree from its preorder and inorder traversals, and the problem of reconstructing an ordered forest from its preorder and postorder traversals. We show that with an input of size n, all these problems find constant-time solutions on a reconfigurable mesh of size n × n.