Robust optimization models for project scheduling with resource availability cost

We address a project scheduling problem with resource availability cost for which the activity durations are uncertain. The problem is formulated within the robust optimization framework, where uncertainty is modeled via a set of scenarios. The proposed solution method is based on the scatter search methodology and employs advanced strategies, such as dynamic updating of the reference set, a frequency-based memory mechanism, and path relinking. A multistart heuristic was also developed and comparative results are reported. The tradeoffs for risk-averse decision makers are discussed.     

GRASP and path relinking for the max–min diversity problem

The max–min diversity problem (MMDP) consists in selecting a subset of elements from a given set in such a way that the diversity among the selected elements is maximized. The problem is NP-hard and can be formulated as an integer linear program. Since the 1980s, several solution methods for this problem have been developed and applied to a variety of fields, particularly in the social and biological sciences. We propose a heuristic method—based on the GRASP and path relinking methodologies—for finding approximate solutions to this optimization problem. We explore different ways to hybridize GRASP and path relinking, including the recently proposed variant known as GRASP with evolutionary path relinking. Empirical results indicate that the proposed hybrid implementations compare favorably to previous metaheuristics, such as tabu search and simulated annealing.     

Solving bi-objective flow shop problem with hybrid path relinking algorithm

This paper presents and investigates different ways to integrate path relinking techniques into the hypervolume-based multi-objective local search algorithm (HBMOLS). We aim to evaluate the effectiveness of different path relinking strategies, these strategies focus on two main steps: the ways of path generation and the mechanisms of solutions selection. We propose different methods to establish the path relinking algorithms in a multi-objective context. Computational results on a bi-objective flow shop problem (FSP) and a statistical comparison are reported in the paper. In comparison with two versions of HBMOLS, the algorithms selecting a set of solutions located in the middle of the generated path are efficient. The behavior of these algorithms sheds light on ways to further improvements.     

A GRASP with path‐relinking and restarts heuristic for the prize‐collecting generalized minimum spanning tree problem

Given a graph with its vertex set partitioned into a set of groups, nonnegative costs associated to its edges, and nonnegative prizes associated to its vertices, the prize‐collecting generalized minimum spanning tree problem consists in finding a subtree of this graph that spans exactly one vertex of each group and minimizes the sum of the costs of the edges of the tree less the prizes of the selected vertices. It is a generalization of the NP‐hard generalized minimum spanning tree optimization problem. We propose a GRASP (greedy randomized adaptive search procedure) heuristic for its approximate solution, incorporating path‐relinking for search intensification and a restart strategy for search diversification. The hybridization of the GRASP with path‐relinking and restarts heuristic with a data mining strategy that is applied along with the GRASP iterations, after the elite set is modified and becomes stable, contributes to making the heuristic more robust. The computational experiments show that the heuristic developed in this work found very good solutions for test problems with up to 439 vertices. All input data for the test instances and detailed numerical results are made available from Mendeley Data.     

考虑资源置信度的跨企业项目鲁棒性调度算法

资源不确定性高和调度鲁棒性要求高是跨企业项目调度问题的重要特征,本文采用资源置信度度量资源的不确定性,建立了考虑资源置信度约束的跨企业项目鲁棒性优化调度模型,设计了路径重连求解算法.算法以路径重连机制搜索解空间,以嵌入 的启发式时间缓冲插入算法快速生成鲁棒性调度,并可通过局部增强搜索算法进一步优化调度的鲁棒性.本文应用项目调度标准问题 库PSPLIB中大量问题实例进行了仿真实验,同两个当前具有代表性的鲁棒性项目调度算法进行了比较,实验结果表明了文中算法的有 效性与优势.     

Heuristics for the capacitated modular hub location problem

In this paper we study the hub location problem, where the goal is to identify an optimal subset of facilities (hubs) to minimize the transportation cost while satisfying certain capacity constraints. In particular, we target the single assignment version, in which each node in the transportation network is assigned to only one hub to route its traffic. We consider here a realistic variant introduced previously, in which the capacity of edges between hubs is increased in a modular way. This reflects the practical situation in air traffic where the number of flights between two locations implies a capacity in terms of number of passengers. Then, the capacity can be increased in a modular way, as a factor of the number of flights. We propose heuristic methods to obtain high-quality solutions in short computing times. Specifically, we implement memory structures to create advanced search methods and compare them with previous heuristics on a set of benchmark instances. Memory structures have been widely implemented in the context of the tabu search methodology, usually embedded in local search algorithms. In this paper we explore an alternative design in which the constructive method is enhanced with frequency information and the local search is coupled with a path relinking post-processing. Statistical tests confirm the superiority of our proposal with respect to previous developments.     

Hybrid ensemble selection algorithm incorporating GRASP with path relinking

The greedy randomized adaptive search procedure (GRASP) is an iterative two-phase multi-start metaheuristic procedure for a combination optimization problem, while path relinking is an intensification procedure applied to the solutions generated by GRASP. In this paper, a hybrid ensemble selection algorithm incorporating GRASP with path relinking (PRelinkGraspEnS) is proposed for credit scoring. The base learner of the proposed method is an extreme learning machine (ELM). Bootstrap aggregation (bagging) is used to produce multiple diversified ELMs, while GRASP with path relinking is the approach for ensemble selection. The advantages of the ELM are inherited by the new algorithm, including fast learning speed, good generalization performance, and easy implementation. The PRelinkGraspEnS algorithm is able to escape from local optima and realizes a multi-start search. By incorporating path relinking into GRASP and using it as the ensemble selection method for the PRelinkGraspEnS the proposed algorithm becomes a procedure with a memory and high convergence speed. Three credit datasets are used to verify the efficiency of our proposed PRelinkGraspEnS algorithm. Experimental results demonstrate that PRelinkGraspEnS achieves significantly better generalization performance than the classical directed hill climbing ensemble pruning algorithm, support vector machines, multi-layer perceptrons, and a baseline method, the best single model. The experimental results further illustrate that by decreasing the average time needed to find a good-quality subensemble for the credit scoring problem, GRASP with path relinking outperforms pure GRASP (i.e., without path relinking).     

An iterated sample construction with path relinking method: Application to switch allocation in electrical distribution networks

We present a metaheuristic approach which combines constructive heuristics and local searches based on sampling with path relinking. Its effectiveness is demonstrated by an application to the problem of allocating switches in electrical distribution networks to improve their reliability. Our approach also treats the service restoration problem, which has to be solved as a subproblem, to evaluate the reliability benefit of a given switch allocation proposal. Comparisons with other metaheuristics and with a branch-and-bound procedure evaluate its performance.     

A GRASP with evolutionary path relinking for the truck and trailer routing problem

In the truck and trailer routing problem (TTRP) a heterogeneous fleet composed of trucks and trailers has to serve a set of customers, some only accessible by truck and others accessible with a truck pulling a trailer. This problem is solved using a route-first, cluster-second procedure embedded within a hybrid metaheuristic based on a greedy randomized adaptive search procedure (GRASP), a variable neighborhood search (VNS) and a path relinking (PR). We test PR as a post-optimization procedure, as an intensification mechanism, and within evolutionary path relinking (EvPR). Numerical experiments show that all the variants of the proposed GRASP with path relinking outperform all previously published methods. Remarkably, GRASP with EvPR obtains average gaps to best-known solutions of less than 1% and provides several new best solutions.     

GRASP with exterior path-relinking and restricted local search for the multidimensional two-way number partitioning problem

In this work, we tackle multidimensional two-way number partitioning (MDTWNP) problem by combining GRASP with Exterior Path Relinking. In the last few years, the combination of GRASP with path relinking (PR) has emerged as a highly effective tool for finding high-quality solutions for several difficult problems in reasonable computational time. However, in most of the cases, this hybridisation is limited to the variant known as interior PR. Here, we couple GRASP with the “exterior form” of path relinking and perform extensive experimentation to evaluate this variant. In addition, we enhance our GRASP with PR method with a novel local search method specially designed for the MDTWNP problem. Our computational experiments show the superiority of this approach compared with the previous best method for MDTWNP and with alternative methods for this problem that use other forms of PR.     

Scatter search with path relinking for the job shop with time lags and setup times

This paper addresses the job shop scheduling problem with time lags and sequence-dependent setup times. This is an extension of the job shop scheduling problem with many applications in real production environments. We propose a scatter search algorithm which uses path relinking and tabu search in its core. We consider both feasible and unfeasible schedules in the execution, and we propose effective neighborhood structures with the objectives of reducing the makespan and regain feasibility. We also define new procedures for estimating the quality of the neighbors. We conducted an experimental study to compare the proposed algorithm with the state-of-the-art, in benchmarks both with and without setups. In this study, our algorithm has obtained very competitive results in a reduced run time.     

GRASP with path relinking for commercial districting

The problem of grouping basic units into larger geographic territories subject to dispersion, connectivity, and balance requirements is addressed. The problem is motivated by a real-world application from the bottled beverage distribution industry. Typically, a dispersion function is minimized as compact territories are sought. Existing literature reveals that practically all the works on commercial districting use center-based dispersion functions. These center-based functions yield mixed-integer programming models with some nice properties; however, they have the disadvantage of being very costly to be properly evaluated when used within heuristic frameworks. This is due to the center updating operations frequently needed through the heuristic search. In this work, a more robust dispersion measure based on the diameter of the formed territories is studied. This allows a more efficient heuristic search computation. For solving this particular territory design problem, a greedy randomized adaptive search procedure (GRASP) that incorporates a novel construction procedure where territories are formed simultaneously in two main stages using different criteria is proposed. This also differs from previous literature where GRASP was used to build one territory at a time. The GRASP is further enhanced with two variants of forward-backward path relinking, namely static and dynamic. Path relinking is a sophisticated and very successful search mechanism. This idea is novel in any districting or territory design application to the best of our knowledge. The proposed algorithm and its components have been extensively evaluated over a wide set of data instances. Experimental results reveal that the construction mechanism produces feasible solutions of acceptable quality, which are improved by an effective local search procedure. In addition, empirical evidence indicate that the two path relinking strategies have a significant impact on solution quality when incorporated within the GRASP framework. The ideas and components of the developed method can be further extended to other districting problems under balancing and connectivity constraints.     

Iterated local search heuristics for the Vehicle Routing Problem with Cross-Docking

This work addresses the Vehicle Routing Problem with Cross-Docking (VRPCD). The problem consists in defining a minimum cost set of routes for a fleet of vehicles that meets the demands of products for a set of suppliers and customers. The vehicles leave a single Cross-Dock (CD) towards the suppliers, pick up products and return to the CD, where products can be exchanged before being delivered to their customers. The vehicle routes must respect the vehicle capacity constraints, as well as the time window constraints. We adapted a constructive heuristic and six local search procedures from the literature of VRP, and made them efficient in the presence of the synchronization constraints of VRPCD. Besides, we propose three Iterated Local Search (Lourenço et al., 2010) heuristics for VRPCD. The first heuristic is a standard implementation of ILS, while the second extends the classic ILS framework by keeping a set of elite solutions, instead of a single current solution. The latter set is used in a restart procedure. As far as we can tell, this is the first ILS heuristic in the literature that keeps a population of current elite solutions. The third heuristic is an extension of the second that relies on an intensification procedure based on an Integer Programming formulation for the Set Partitioning problem. The latter allows a neighborhood with an exponential number of neighbors to be efficiently evaluated. We report computational results and comparisons with the best heuristics in the literature. Besides, we also present a new set with the largest instances in the literature of VRPCD, in order to demonstrate that the improvements we propose for the ILS metaheuristic are efficient even for large size instances. Results show that the best of our heuristics is competitive with the best heuristics in the literature of VRPCD. Besides, it improved the best solution known for half of the benchmark instances in the literature.     

An exact constructive algorithm for the knapsack sharing problem

In this paper, we study the knapsack sharing problem (KSP), a variant of the well-known NP-hard single knapsack problem. We propose an exact constructive tree search that combines two complementary procedures: a reduction interval search and a branch and bound. The reduction search has three phases. The first phase applies a polynomial reduction strategy that decomposes the problem into a series of knapsack problems. The second phase is a size reduction strategy that makes the resolution more efficient. The third phase is an interval reduction search that identifies a set of optimal capacities characterizing the knapsack problems. Experimental results provide computational evidence of the better performance of the proposed exact algorithm in comparison to KSPs best exact algorithm, to Cplex and to KSPs latest heuristic approach. Furthermore, they emphasize the importance of the reduction strategies.     

A hybrid scatter search meta-heuristic for delay-constrained multicast routing problems

This paper investigates the first hybrid scatter search and path relinking meta-heuristic for the Delay-Constrained Least-Cost (DCLC) multicast routing problem. The underpinning mathematic model of the DCLC multicast routing problem is the constrained Steiner tree problem in graphs, a well known NP-complete problem. After combining a path relinking method as the solution combination method in scatter search, we further explore two improvement strategies: tabu search and variable neighborhood search, to intensify the search in the hybrid scatter search algorithm. A large number of simulations on some benchmark instances from the OR-library and a group of random graphs of different characteristics demonstrate that the improvement strategy greatly affects the performance of the proposed scatter search algorithm. The hybrid scatter search algorithm intensified by a variable neighborhood descent search is highly efficient in solving the DCLC multicast routing problem in comparison with other algorithms and heuristics in the literature.     

PSO with path relinking for resource allocation using simulation optimization

This paper proposes a PSO-based optimization approach with a particular path relinking technique for moving particles. PSO is evaluated for two combinatorial problems. One under uncertainty, which represents a new application of PSO with path relinking in a stochastic scenario. PSO is considered first in a deterministic scenario for solving the Task Assignment Problem (TAP) and hereafter for a resource allocation problem in a petroleum terminal. This is considered for evaluating PSO in a problem subject to uncertainty whose performance can only be evaluated by simulation. In this case, a discrete event simulation is built for modeling a real-world facility whose typical operations of receiving and transferring oil from tankers to a refinery are made through intermediary storage tanks. The simulation incorporates uncertain data and operational details for optimization that are not considered in other mathematical optimization models. Experiments have been carried out considering issues that affect the choice of parameters for both optimization and simulation. The results show advantages of the proposed approach when compared with Genetic Algorithm and OptQuest (a commercial optimization package).     

A GRASP heuristic using path‐relinking and restarts for the Steiner traveling salesman problem

The traveling salesman problem (TSP) is one of the most studied problems in combinatorial optimization. Given a set of nodes and the distances between them, it consists in finding the shortest route that visits each node exactly once and returns to the first. Nevertheless, more flexible and applicable formulations of this problem exist and can be considered. The Steiner TSP (STSP) is a variant of the TSP that assumes that only a given subset of nodes must be visited by the shortest route, eventually visiting some nodes and edges more than once. In this paper, we adapt some classical TSP constructive heuristics and neighborhood structures to the STSP variant. In particular, we propose a reduced 2‐opt neighborhood and we show that it leads to better results in smaller computation times. Computational results with an implementation of a GRASP heuristic using path‐relinking and restarts are reported. In addition, ten large test instances are generated. All instances and their best‐known solutions are made available for download and benchmarking purposes.     

General approach to stability and stabilization for a class of uncertain discrete non-linear systems

This paper presents a general and unified approach to the problem of stability and stabilization for uncertain discrete-time systems which may be both non-linear and time-varying. General stability conditions based on the principle of contraction mapping are recalled and used to formulate unified stability conditions and stabilization problem for the uncertain system under consideration. For two typical cases (additive uncertainty and multiplicative uncertainty) and three forms of uncertainties, a set of sufficient stability conditions is presented. Some of them are compared with the related conditions described in the literature.     

A perturbation approach for a type of inverse linear programming problems

We consider an inverse linear programming (LP) problem in which the parameters in both the objective function and the constraint set of a given LP problem need to be adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a linear complementarity constrained minimization problem. With the help of the smoothed Fischer–Burmeister function, we propose a perturbation approach to solve the inverse problem and demonstrate its global convergence. An inexact Newton method is constructed to solve the perturbed problem and numerical results are reported to show the effectiveness of the approach.     

A hybrid column generation with GRASP and path relinking for the network load balancing problem

In this paper, a hybrid meta-heuristic is proposed which combines the GRASP with path relinking method and Column Generation. The key idea of this method is to run a GRASP with path relinking search on a restricted search space, defined by Column Generation, instead of running the search on the complete search space of the problem. Moreover, column generation is used not only to compute the initial restricted search space but also to modify it during the whole algorithm. The proposed heuristic is used to solve the network load balancing problem: given a capacitated telecommunications network with single path routing and an estimated traffic demand matrix, the network load balancing problem is the determination of a routing path for each traffic commodity such that the network load balancing is optimized, i.e., the worst link load is minimized, among all such solutions, the second worst link load is minimized, and continuing in this way until all link loads are minimized. The computational results presented in this paper show that, for the network load balancing problem, the proposed heuristic is effective in obtaining better quality solutions in shorter running times.