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2008 ACADEMIC TOUR: University of Paderborn , Germany

ADVANCED METAHEURISTICS

Poznan University of Technology Prof. Jacek ZAK Poznan University of Technology, Poland

ADVANCED METAHEURISTICS CONTENTS

Poznan University of Technology 

INTRODUCTION TO METAHEURISTICS

   BASIC NOTIONS, CONCEPTS AND FEATURES REVIEW:

LS, SA, GA, TS

SOLVING MULTIPLE OBJECTIVE OPTIMIZATION PROBLEMS 

SPECIALIZED SINGLE OBJECTIVE METAHEURISTICS

ANT COLONIES

(SWARM – BASED METAHEURISTIC) 

SPECIALIZED METAHEURISTICS

FOR VEHICLE ROUTING PROBLEM   CASE STUDIES, COMPUTATIONAL RESULTS COMMERCIAL SOFWARE

(EVOLVER – GA; OPTQUEST – TS)

– PRESENTATION AND APPLICATION 

MULTIPLE OBJECTIVE METAHEURISTICS

PARETO SIMULATED ANNEALING

(  Crew Assigmnent + Scheduling) 

MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH

– – – HYBRID GENETIC ALGORITHM SIGNLE OBJECTIVE GLS MULTIPLE OBJECTIVE GLS  Vehicle Assignment Problem  

PARETO MEMETIC ALGORITHM

CASE STUDIES, COMPUTATIONAL RESULTS 

CONLUSIONS

Slide  2

ADVANCED METAHEURISTICS

INTRODUCTION TO METAHEURISTICS

ADVANCED METAHEURISTICS

Poznan University of Technology

Motivation & Need for Metaheuristics

Growing complexity of the real life problems; mathematical sophistication of their discription;

Many real life problems are NP-complete problems (Traveling Salesman Problem, Set Covering Problem)

  Computational time increases exponentially with the increase of the size of instances; Non-linear; non-proportional increase;

NP – non polynomial computational time

Real need for efficient methods/ algorithms be able to solve NP-complete problems that would

 The algorithm is efficient if the cost (measured by the time of its development and the size of used memory ) of its application does not grow too fast with the growing size of the problem. Slide  4

ADVANCED METAHEURISTICS

Poznan University of Technology

Computational Complexity

Computational complexity – theory of „how difficult” is to answer a decision problem DP, where a DP is a question that has either a

„yes”

or

„no”

answer

The difficulty is measured by the number of operations algorithm needs to perform to find the correct answer an to the DP in the worst case

A decision problem belongs to the class P of problems if there exists a deterministic algorithm that answers the decision problem and needs O(p(n)) operations; p is a polynomial in n; n is the size of the instance

Slide  5

ADVANCED METAHEURISTICS

Poznan University of Technology

Computational Complexity

A decision problem belongs to the class NP if there is a nondeterministic polynomial time algorithm that solves the decision problem

For optimization problems it is possible to check whether x belongs to X and f(x) < b; b is a constant in polynomial time

A decision problem

DP is NP – complete if DP belongs to NP and DP’ transforms into DP in a polynomial time for all DP’ that belong to NP.

NP-Complete is a subset of NP

Slide  6

ADVANCED METAHEURISTICS COMPLETE PROBLEMS (NP – C)

Poznan University of Technology

Formal definiton of NP-C problem A decision problem DP is NP- complete if: 1.

DP is in NP 2. Each problem in NP is reducable/ transformable to DP (in a polynomial time)

Slide  7

ADVANCED METAHEURISTICS THE VIENNE DIAGRAM

Poznan University of Technology 

The Vienne Diagram of complexity clases shows that P is not equal NP.

It shows also existance of problems outside P and NP-C.

NP-C NP P

Slide  8

ADVANCED METAHEURISTICS COMPLETE PROBLEMS (NP – C) Well konwn NP-complete problems

Poznan University of Technology NP-C Hamiltonian path problem Vertex cover problem Traveling salesman problem Knapsack problem Graph coloring problem Boolean satisfiability problem Slide  9

ADVANCED METAHEURISTICS COMPLETE PROBLEMS (NP – C)

Poznan University of Technology

How to solve NP-Complete Problems?

Approximation

Randomization

Parametrisation

Restricion (in the sensce of restriction for input)

Heuristics

Slide  10

ADVANCED METAHEURISTICS COMPLETE PROBLEMS (NP – C)

Poznan University of Technology

Approximation

• Instead of searching for an optimal solution, search for an

"almost"

optimal one. • Many approximation algorithms emerge from the

linear programming relaxation

of the integer program • It

applies

only to

optimization problems

and

not to "pure" decision problems

like satisfiability (although it's often possible to conceive optimization versions of such problems, such as the maximum satisfiability problem). Slide  11

ADVANCED METAHEURISTICS COMPLETE PROBLEMS (NP – C) Randomization

Poznan University of Technology

Randomized algorithm

=

probabilistic algorithm

• The algorithm typically uses the random bits as an auxiliary input to guide its behavior, in the hope of achieving good performance in the "average case" • Use randomness to get a faster average running time, and allow the algorithm to fail with some small probability.

Slide  12

ADVANCED METAHEURISTICS COMPLETE PROBLEMS (NP – C) Restricion (in the sensce of restriction for input)

Poznan University of Technology By restricting the structure of the input (e.g. to graphs), faster algorithms are usually possible.

Parametrisation

• The theory of parameterized complexity was developed in the 1990s by Rod Downey and Michael Fellows • Often there are fast algorithms if certain parameters of the input are fixed Slide  13

ADVANCED METAHEURISTICS HEURISTICS

Poznan University of Technology 

Heuresis (gr.) = dicovering – the way of organizing the learning process based on self-dependent search; discovering the truth and solving the problem; Heuristic the way of learning without a well organized hypothesis; „Trial-by error” –

Heurisko; Heuriskein (gr.) – the art of discussing focused on discovering the truth, new facts and relationships = find, discover, finding (they find)

Heuristic – practical, experience – based, „intelligent” rule of conduct and behavior

Heuristic (algorithmic meaning) – „not fully valuable” procedure that allows to find a „sufficiently good”, approximate solution in the acceptable / reasonable time

 Resigning from obtaining an optimal solution; trade – offs analysis; searching for a satisfactory, high quality solution Slide  14

ADVANCED METAHEURISTICS HEURISTICS

Poznan University of Technology 

Heuristic algorithms generate should to be efficient to „reasonalbe” solutions in a „resonable time”

Heuristics are typically used to solve complex (large, nonlinear, nonconvex - containing many local minima) multivariate combinatorial optimization problems that are difficult to solve to optimality.

Heuristics are good at dealing with local optima without getting stuck in them while searching for the global optimum.

Slide  15

ADVANCED METAHEURISTICS METAEURISTICS

Poznan University of Technology Greek:

meta

= megas = large, great, huge, universal

METAHEURISTICS

=

mega algorithms = universal algorithms that help us to solve independently in the approximate way a certain decision problem

METAHEURISTICS – Heuristic procedures; Provide general schemes for solving similar categories of problems; need customization

Slide  16

ADVANCED METAHEURISTICS METAEURISTICS – general idea

Poznan University of Technology 

The goal of optimization is to find a discrete solution (vector of bits, array or another structure)

The solution optimizes (maximizes or minimizes) a function created by the user (goal function)

Solutions are called states and the whole set of all states (candidate solutions) is called search space

The nature of search space and states are different for particular problems

Metaheuristics are very often based on probabilistic procedures

Slide  17

ADVANCED METAHEURISTICS METAEURISTICS - inspirations

Genetics Metalurgy Poznan University of Technology Behaviour of animals Slide  18

ADVANCED METAHEURISTICS TYPICAL IDEAS OF METAHEURISTICS

Metaheuristics are based often on probabilistic procedures

Neihgbourhood relation

User specifies time budget (number of iterations or time bounds)

Poznan University of Technology Slide  19

ADVANCED METAHEURISTICS METAEURISTICS - CLASSIFICATION METAHEURISTICS CLASSIC HEURISTICS

LS

LOCAL SEARCH BASED

SA TS Poznan University of Technology

POPULATION BASED

GA Slide  20

ADVANCED METAHEURISTICS METAEURISTICS - history 1965: I. Rechenberg - Evolution strategies 1975: J. Holland – Genetic Algorithms

Poznan University of Technology

1983: W.K. Hastings, S. Kirkpatrick, C.D.Gelatt and M.P. Vecchi – Simulated Annealing 1986: F. Glover – Tabu Search (first mentioned the term meta-heuristic) 1991: M. Dorigo –Ant Colonies Algorithms

Slide  21

ADVANCED METAHEURISTICS METAEURISTICS - examples

Poznan University of Technology

Local search Genetic algorithm Hill-climbing Tabu search Memetic algorithm

Slide  22

ADVANCED METAHEURISTICS

Poznan University of Technology

REVIEW OF METAHEURISTICS

Slide  23

ADVANCED METAHEURISTICS LOCAL SEARCH

Poznan University of Technology

LOCAL SEARCH

• One of the

simplest and most popular metaheuristics;

often used as a basic algorithm (component) of more advanced procedures • Metaheuristic usually applied for solving

hard optimization problems • General idea

is moving from one solution to another in the space of candidate solutions, only in the neighbourhood of a current solution

Slide  24

ADVANCED METAHEURISTICS LOCAL SEARCH

Poznan University of Technology

LOCAL SEARCH

• Major features of LS  Iterative

modification

of the current solution

a

 Defining the rule for generating the

neighborhood V(a)

of the current solution

a,

which is a set of solutions similar to

a

(LS is based on the neighbourhood relation)

 In each iteration

one solution b

the current solution

a

is selected

from the neighborhood of – usually

b

gives a

better value of the objective function)

Solution b

becomes a new current solution and a

new neighborhood V(b)

is generated  The cycle is repeated until the stop condition is reached Slide  25

ADVANCED METAHEURISTICS LOCAL SEARCH

• • • Poznan University of Technology

LOCAL SEARCH Termination conditions:

– When the best solution is found – Predefined time bound or number of steps – Impossibility of improving the solution for a given number of steps

The family of LS is wide

, e.g. „Hill climbing” algorithm

Major versions

Greedy

– finishes search when any solution giving the improvement of the objective function is found; next the neighborhood of a new solution is analyzed •

Steepest descent

– systematically reviews the neighborhood and selects the solution that gives the largest inprovement of the objective function Slide  26

ADVANCED METAHEURISTICS LOCAL SEARCH

Poznan University of Technology

PSEUDOCODE

N

:=number of repetitions

s:=0

; for i=1 to N do

s

:=initial solution;

while

there is a neigbor of

s

with better quality

do

s:

=one arbitrary neighbor of

s

with better quality;

end while

if

s

~ is better than s then

s:=s;

end for

return

s

~ ;

end if

Slide  27

ADVANCED METAHEURISTICS LOCAL SEARCH

Poznan University of Technology

HILL CLIMBING

„Like climbing Everest in thick fog with amnesia” At each step, move to a neighbor of higher value in hopes of getting to an optimal solution (highest possible value) Can easily modify this for problems where optimal means least possible value Slide  28

ADVANCED METAHEURISTICS TABU SEARCH TABU SEARCH

Poznan University of Technology •

Local (neighborhood) search based metaheuristic ;

proved to be efficient and flexible optimization technique; Some of the first TS algorithms did not yield impressive results, but subsequent implementations were much more successful (20 years of experience) • The idea is

using memory

structures to remember potential solutions to avoid cycling  To

improve efficiency of the exploration process

one needs to keep track not only of local information (current value of the objective function) but also information on the exploration process • Inspiration -

sociology

Slide  29

ADVANCED METAHEURISTICS TABU SEARCH

Poznan University of Technology •

INSPIRATION – TABU = TABOO TABU

is a strong social prohibition against words, objects or actions, that are considered undesirable or offensive by a group, society or community • Breaking TABU is usually considered

objectionable

Word TABU

„not allowed” comes from Fijan and means „forbidden” or • Examples of TABU:  Gestures; subjects  Drags  Religion Slide  30

ADVANCED METAHEURISTICS TABU SEARCH

Poznan University of Technology  In Tabu Search,

next move is made to the best neighbor of the current solution a ; sequences of solutions are examined

non – improving moves are acceptable (escaping from local minima) and the 

To avoid cycling,

solutions that were recently examined are forbidden, or tabu, for a number of iterations;

the use of memory is helpful

to forbid moves which might lead to currently visited solutions  The

structure of the neighborhood V(a)

itinerary and hence

iteration k --- V (a, k)

depends upon the  To alleviate time and memory requirements, it is customary to

record an attribute of tabu

solutions rather than the solutions themselves. Slide  31

ADVANCED METAHEURISTICS TABU SEARCH

TABU list: X 2 X 3 X 1 X 4 X 2 X 3 Poznan University of Technology Slide  32

ADVANCED METAHEURISTICS TABU SEARCH

Poznan University of Technology • Instead of

recording solutions (impractical)

we keep track of the

last T moves

– Tabu list of T solutions • For efficiency purposes

several list T r

constituents are given a tabu status can be used at a time; •

Relaxation

of the tabu status –

aspiration level conditions

Short and Long Term Memory

– changing the goal function; intensification and diversification •

Intensification

– giving high priority to the solutions which have common features with the current solution •

Diversification

– spreading the exploration over different regions of the solution space Slide  33

ADVANCED METAHEURISTICS TABU SEARCH PSEUDOCODE

Poznan University of Technology Slide  34

ADVANCED METAHEURISTICS SIMULATED ANNEALING

Poznan University of Technology

SIMULATED ANNEALING

Statistical Mechanics:

The behavior of systems with many degrees of freedom in thermal equilibrium at a finite temperature .

Combinatorial Optimization:

Finding the minimum of a given function depending on many variables.

Analogy:

If a liquid material cools and anneals too quickly, then the material will solidify into a sub-optimal configuration. If the liquid material cools slowly, the crystals within the material will solidify optimally into a state of minimum energy (i.e.

ground state).

 Slide  35

This ground state corresponds to the minimum of the cost function in an optimization problem.

ADVANCED METAHEURISTICS SIMULATED ANNEALING

Poznan University of Technology Fast cooling scheme Slow cooling scheme Example illustrating the effect of cooling scheme on the structure of the material (cristalic structure of the metal) Slide  36

ADVANCED METAHEURISTICS SIMULATED ANNEALING TERMINOLOGY

Poznan University of Technology 

X (or R or

G

)

= Design Vector (i.e. Design, Architecture, Configuration) 

E = System Energy

Value) (i.e. Objective Function  

T = System Temperature

D

= Difference in System Energy

Between Two Design Vectors Slide  37

ADVANCED METAHEURISTICS SIMULATED ANNEALING THE SIMULATED ANNEALING ALGORITHM

Poznan University of Technology

2.

3.

4.

5.

6.

1.

7.

8.

Choose a random X

i

, select the initial system temperature, and specify the cooling (i.e. annealing) scheme Evaluate E(X

i

) using a simulation model Perturb X

i

to obtain a neighboring Design Vector (X

i+1

) Evaluate E(X

i+1

) using a simulation model If E(X

i+1

)< E(X

i

), X

i+1

is the new current solution If E(X

i+1

)> E(X

i

), then accept X

i+1

as the new current solution with a probability e (-

D

/T) where

D

= E(X

i+1

) -E(X

i

).

Reduce the system temperature according to the cooling scheme Terminate the algorithm.

Slide  38

ADVANCED METAHEURISTICS SIMULATED ANNEALING Scheme of SA

Poznan University of Technology Slide  39

ADVANCED METAHEURISTICS SIMULATED ANNEALING Comparision of SA and LS

Poznan University of Technology Local minimum solution Global minimum Local minimum solution Global minimum Local and global extremes in SA Local and global extremes in LS In SA algorithm not only the best solutions are evaluated, so the algorithm may escape from local minimum region Slide  40

ADVANCED METAHEURISTICS SIMULATED ANNEALING Pseudocode

Poznan University of Technology Slide  41

ADVANCED METAHEURISTICS GENETIC ALGORITHM

Poznan University of Technology

GENETIC ALGORITHMS

• PARTICULAR CLASS OF

EVOLUTION - BASED ALGORITHMS

• ALGORITHM INSPIARED BY EVOLUTIONERY BIOLOGY •

TYPICAL FOR GA ARE:

• Crossover • Selection • Population • Chromosome Slide  42 • Goal Function called Fitness Function

ADVANCED METAHEURISTICS GENETIC ALGORITHM

INSPIRATION IN EVOLUTION Poznan University of Technology POPULAION POPULAION IN ENVIRONMENT SURVIVING POPULAION AFTER SOME TIME: REPRODUCTION INDIVIDUALS STONES PREDATORS Slide  43

ADVANCED METAHEURISTICS GENETIC ALGORITHM

Poznan University of Technology Initialization

SCHEME OF THE GENETIC ALGORITHMS

New population Evolution Continue?

NO YES Reproduction Final polulation Slide  44

ADVANCED METAHEURISTICS GENETIC ALGORITHM TYPICAL GENETIC ALGORITHM

Genetic algorithm Genetic representation of the solution domain Poznan University of Technology Fitness function A typical representation of the solution is a vector or an array of bits (but also of integers). The fitness function measures the quality of the solution and depends always on the problem.

Slide  45

ADVANCED METAHEURISTICS GENETIC ALGORITHM

Poznan University of Technology

REPRESENTATION

• The representation of solution is called chromosome • Chromosome can be a vector or array of bools, another data type or a tree data structure • Represetation has huge influence on efficiency of algorithm

Slide  46

ADVANCED METAHEURISTICS GENETIC ALGORITHM REPRESENTATION

Chromosome as a vector of bits Poznan University of Technology Chromosome as an array of bits Crossing-over Slide  47

ADVANCED METAHEURISTICS GENETIC ALGORITHM FITNESS FUNCTION

Poznan University of Technology • Every chromosome is ranked by fitness function • Best chromosomes are allowed to crossover and produce a new generation • Fitness function should be very fast because of many iterations of the algorithm • The main problem is to create a proper fitness function Slide  48

ADVANCED METAHEURISTICS GENETIC ALGORITHM FITNESS FUNCTION

Poznan University of Technology • Every chromosome is ranked by fitness function • Best chromosomes are allowed to crossover and produce a new generation • Fitness function should be easily computed because of many iterations of the algorithm • The main problem is to create a proper fitness function Slide  49

ADVANCED METAHEURISTICS GENETIC ALGORITHM GENETIC PROCES

Poznan University of Technology Slide  50

ADVANCED METAHEURISTICS GENETIC ALGORITHM

Poznan University of Technology

PROCEDURE

t := 0; Compute initial population B0;

WHILE stopping condition not fulfilled DO

BEGIN

select individuals for reproduction; create offsprings by crossing individuals; eventually mutate some individuals; compute new generation

END

Slide  51

ADVANCED METAHEURISTICS GENETIC ALGORITHM APPLICATION

Poznan University of Technology • VEHICLE ROUTING • TRENING NEURAL NETWORK • CONTEINER LOADING OPTIMIZATION • AUTOMATIC DESIGN OF ELECTRICAL CIRCUITS Slide  52

SOLVING MULTIPLE OBJECTIVE OPTIMIZATION PROBLEMS – INTRODUCTION TO MULTIPLE OBJECTIVE METAHEURISTICS

ADVANCED METAHEURISTICS

Poznan University of Technology 

MULTIPLE CRITERIA DECISION MAKING / AIDING

 MULTIPLE CRITERIA ANALYSIS (FRENCH)  MULTIPLE CRITERIA DECISION MAKING (AMERICAN) 

MCDA IS A DYNAMICALLY DEVELOPING FIELD WHICH AIMS AT GIVING THE DM SOME TOOLS IN ORDER TO ENABLE HIM/ HER TO SOLVE A COMPLEX DECISION PROBLEM WHERE SEVERAL (CONTRADICTORY) POINTS OF VIEW MUST BE TAKEN INTO ACCOUNT

IN CONTRAST TO CLASSICAL OR TECHNIQUES MCDA/M METHODS DO NOT YIELD ALL POINTS OF VIEW “OBJECIVELY BEST SOLUTIONS” BECAUSE IT IS IMPOSSIBLE TO GENERATE SUCH SOLUTIONS WHICH ARE THE BEST SIMULTANEOUSLY, FROM

MCDA/M CONCENTRATES ON SUGGESTING SOLUTIONS” “COMPROMISE WHICH TAKE INTO ACCOUNT THE TRADE-OFFS BETWEEN CRITERIA &THE DM’S PREFERENCES

Slide  54

ADVANCED METAHEURISTICS CHARACTERISTICS OF MCD PROBLEMS

Poznan University of Technology

WHAT IS A MULTIPLE CRITERIA DECISION PROBLEM ?

MULTIPLE CRITERIA DECISION PROBLEM WICH, HAVING DEFINED A SET

A

IS A SITUATION IN OF ACTIONS AND A CONSISTENT FAMILY OF CRITERIA

F

ONE WHISHES TO:

DETERMINE A SUBSET OF ACTIONS CONSIDERED TO BE THE BEST WITH RESPECT TO F (CHOICE PROBLEM)

 

DIVIDE A INTO SUBSETS ACCORDING TO SOME NORMS (SORTING PROBLEM) RANK THE ACTIONS OF A FROM BEST TO WORST (RANKING PROBLEM)

Slide  55

ADVANCED METAHEURISTICS CHARACTERISTICS OF MCD PROBLEMS

Poznan University of Technology 

MULTIPLE OBJECTIVE MATHEMATICAL PROGRAM (MOMP)

A PROBLEM WHICH AIMS TO FIND A VECTOR x  R P SATISFYING CONSTRAINTS OF THE TYPE IS h i (x)  0, i = 1, 2, …, m OBEYING EVENTUAL INTEGRALITY CONDITIONS AND MAXIMIZING FUNCTIONS MAX g j (x), j = 1, 2, …, n 

A MOMP IS THUS A MULTIPLE CRITERIA DECISION PROBLEM IN WHICH:

  

A =

{ x i : (x) < 0, …i } …R p

F

= { g 1 (x), …, g n (x)} IS A FAMILY OF TRUE CRITERIA ONE AIMS TO FIND A BEST ACTION (CHOICE PROBLEM) Slide  56

ADVANCED METAHEURISTICS CHARACTERISTICS OF MCD PROBLEMS

Poznan University of Technology 

MULTIPLE CRITERIA DECISION PROBLEM IS DEFINED BY:

 

A SET

A

OF ACTIONS A CONSISTENT FAMILY OF CRITERIA

F

A SET

A

IS A IS A COLLECTION OF OBJECTS, CANDIDADTES, VARIANTS, DECISIONS THAT ARE TO BE ANALYZED AND EVALUTED DURING THE DECISION PROCESS;

A

CAN BE DEFINED:

 

DIRECTLY – BY DENOMINATING ALL ITS ELEMENTS (FINITE SET, RELATIVELY SMALL) INDIRECTLY LARGE) – BY DEFINING CERTAIN FEATURES OF ITS COMPONENTS AND / OR CONSTRAINTS (INFINITE SET, FINITE SET BUT RELATIVELY

A SET

A

CAN BE:

CONSTANT , A’ PRIORI DEFINED; NOT CHANGING DURING THE DECISION PROCESS

EVOLVING, BEING MODIFIED IN THE DECISION PROCESS

Slide  57

ADVANCED METAHEURISTICS CHARACTERISTICS OF MCD PROBLEMS

Poznan University of Technology 

A CONSISTENT FAMILY OF CRITERIA

F

IS A SET OF FUNCTIONS

g

CRITERIA THAT TOGETHER SHOULD GUARANTEE: –

COMPREHENSIVE AND COMPLETE EVALUATION OF VARIANTS (CONSIDERATION OF ALL ASPECTS OF THE DECISION PROBLEM)

 

CONSISTENCY OF THE EVALUATION (EACH CRITERION SHOULD CORRESPOND TO THE DM’S GLOBAL PREFERENCES) NON-REDUNDANCY OF CRITERIA (REPETITIONS SHOULD BE ELIMINATED; MEANINGS AND SCOPES OF CRITERIA MUST BE CLEARLY DEFINED)

EACH CRITERION IN

F

IS A FUNCTION

g

DEFINED ON

A

AND REPRESENTING THE DM’S PREFERENCES TOWARDS A SPECIFIC ASPECT (DIMENSION) OF THE DECISION PROBLEM. CATEGORIES OF CRITERIA:

  

TRUE CRITERION („TRADITIONAL MODEL”) SEMICRITERION („THRESHOLD MODEL”) PSEUDOCRITERION („DOUBLE THRESHOLD MODEL ”)

Slide  58

ADVANCED METAHEURISTICS CHARACTERISTICS OF MCD PROBLEMS

Poznan University of Technology 

DIFFICULTY OF MULTICRITERIA PROBLEMS

 ILL – DEFINED MATHEMATICAL PROBLEMS – SEARCHING FOR A SOLUTION

x

THAT MAXIMIZES MULTIPLE OBJECTIVE FUNCTION 

F

(

x

)  max

g

1 (

x

),

g

2 (

x

),...,

g J

(

x

) subject to:

x

A

THE CONCEPT OF A GLOBAL OPTIMAL SOLUTION DOES NOT MAKE ANY SENSE IN A MULTICRITERIA CONTEXT; THERE IS NO SOLUTION THAT WOULD BE THE BEST FROM ALL POINTS OF VIEW SIMULTANOUESLY; INSTEAD THE NOTION OF A

NON-DOMINATED OR EFFICIENT SOLUTION IS INTRODUCED

 SOLVING A MULTICRITERIA DECISION PROBLEM IS HELPING THE DM TO MASTER THE DATA INVOLVED IN THE PROBLEM AND ADVANCE TOWARD A “COMPROMISE SOLUTION” Slide  59

ADVANCED METAHEURISTICS BASIC DEFINITIONS

Poznan University of Technology 

DOMINANCE RELATION

DOMINANTES

b

(a D b) -

IFF GIVEN TWO ELEMENTS

a

AND b OF g j (a) ≥ g j (b) ; j = 1,2,…,n WHERE AT LEAST ONE OF THE INEQUALITIES IS STRICT

A

,

a

EFFICIENT (PARETO – OPTIMAL) ACTION

NO ACTION OF A DOMINATES IT 

-

ACTION

a

IS EFFICIENT IFF

Vilfredo Pareto (1906) – concept – cornerstone of traditional economic theory; A STATE OF THE WORLD

A

IS PREFERABLE TO A STATE OF THE WORLD

B

IF AT LEAST ONE PERSON IS BETTER OFF IN

A

AND NOBODY IS WORSE OFF

• •

EFFICIENT SET = PARETO OPTIMAL SET = SET OF NONDOMINATED SOLUTIONS = NONINFERIOR SET FOR ALL NONDOMINATED SOLUTIONS THE IMPROVEMENT ON ONE CRITERION IS COMPENSATED BY DETERIORATION ON ANOTHER

Slide  60

ADVANCED METAHEURISTICS BASIC DEFINITIONS x 1 PARETO SET = EFFICEINT SOLUTIONS

Poznan University of Technology

SOLUTI ONS 1 2 3 4 5 I MAX 15 10 12 15 20 CRITERIA II MIN III MAX 4,3 200 5,3 3,2 3,2 3,5 188 205 213 203 IV MAX 4 3 5 4 6 N X x 0

Slide  61

x 2 FIND DOMINATED & NON DOMINATED SOLUTIONS

ADVANCED METAHEURISTICS BASIC DEFINITIONS

Poznan University of Technology 

If x belongs to X (set of feasible solutions) then x is nondominated in X if there exists no other x 1 in X such that x 1 > x and x 1 ; x are different

The main property of a set of nondominated solutions N is that for every dominated solution (feasible solution not in N) we can find a solution in N at which no vector components are smaller and at least one is larger

x in X is dominated by all points in N, indicating that the levels of both components can be increased simultaneously; only for points in N does this subregion of improvement extend beyond the boundaries of X into the infeasible region

Slide  62

ADVANCED METAHEURISTICS BASIC DEFINITIONS

Poznan University of Technology 

THE IMAGE OF A IN THE CRITERIA SPACE

POINTS IN R n IS THE SET

Z a

ONE OBTAINS WHEN EACH ACTION

a

IS OF REPRESETED BY THE POINT WHOSE COORDINATES ARE: {g 1 (a), …,g n (a)}

{g 1 (a),...,g n (a)} a b c Z a Z b Z c Set of actions; decision space Set of evaluations; criteria space

IN MULTIPLE OBJECTIVE DECISION PROBLEMS THE CRITERIA SPACE IS VERY IMPORTANT FOR MAKING GOOD CHOICES AND SELECTING APPROPRIATE – MOST RATIONAL SOLUTIONS

Slide  63

ADVANCED METAHEURISTICS BASIC DEFINITIONS

Poznan University of Technology 

PAY OFF MATRIX

IS THE MATRIX G(nxn) DEFINED BY

k l

• • G kl = g k (

â l

) , k,l = 1,2,…,n IT IS THUS THE MATRIX CONTAINING, FOR EACH ACTION

â l

, ITS EVALUATIONS ACCORDING TO ALL THE CRITERIA IN PARTICULAR G ll = Z l *

SOLUTION 1 SOLUTION 2 G ll = Z l * SOLUTION 3 SOLUTION n G 11 = 250 G 12 = 150 G 13 = 125 G 1n = 175 CRITERION 1 ( Max) CRITERION 2 (Max) CRITERION 3 (Min) CRITERION n (Max)

Slide  64

G 21 = 0.60

G 31 = 67 G n1 = 0.12

G 22 = 0.95

G 32 = 44 G n2 = 0.09

G 23 = 0.80

G 33 = 29 G n3 = 0.05

G 2n = 0.75

G 3n = 58 G nn = 0.16

ADVANCED METAHEURISTICS BASIC DEFINITIONS

Poznan University of Technology 

IDEAL POINT

IN R n IS THE POINT WHOSE COORDINATES ARE (Z 1 * ,…, Z n * ), WHERE Z j * = Max g j (a) ; j = 1,2,…,n A ACTION

â j

IS BEST ACCORDING TO CRITERION j g j (

â j

) = Z j * ►

THE NADIR

…, Z n )

IS THE POINT WHOSE COORDINATES ARE

(Z 1 ,

WHERE:

Z j =

min G jl

, j=1,2,…,n

l Slide  65

ADVANCED METAHEURISTICS BASIC DEFINITIONS x 1 x 1max x 1min THE NADIR x 2min

Slide  66

A

Poznan University of Technology

IDEAL POINT x 2max x 2

ADVANCED METAHEURISTICS SOLVING MOPs COMPUTATIONAL PROCEDURE

Poznan University of Technology

STEP 1

LARGE SET

GENERATING A GOOD APPROXIMATION OF THE PARETO SET STEP 2 STEP 3 EXACT APPROACHES HEURISTIC APPROACHES REVIEW & EVALUATION OF

METAHEURISTICS

THE GENERATED SOLUTIONS

   PREFERENCES SEARCH PROCEDURE TRADE- OFFS ANALYSIS INTERACTIVE METHODS

COMPROMISE SOLUTION

Slide  67

ADVANCED METAHEURISTICS APROXIMATION OF THE PARETO SET

Poznan University of Technology  SOLVING MOPs IS UNDERSTOOD AS FINDING PARETO SETS = SETS OF EFFICIENT/NONDOMINATED SOLUTIONS   FOR A MAJORITY OF MOPs IT IS NOT EASY TO OBTAIN AN EXACT DESCRIPTION OF THE PARETO SET  LARGE (INFINITE) NUMBER OF POINTS  POSSIBLE SITUATIONS – – computationally challenging & expensive  abandoned impossible – numerical complexity of mop EXACT SOLUTION SET IS NOT ATTAINABLE ALTERNATIVE  APPROXIMATED DESCRIPTION BECOMES AN APPEALING  APPROXIMATING APPROACHES DEVELOPED TO:  REPRESENT THE PARETO SET WHEN THE SET IS NUMERICALLY AVAILABLE (LINEAR OR CONVEX MOPS)   APPROXIMATE THE PARETO SET WHEN SOME BUT NOT ALL PARETO POINTS ARE NUMERICALLY AVAILABLE (NONLINEAR MOP’s) APPROXIMATE THE PARETO SET WHEN PARETO POINTS ARE NOT NUMERICALLT AVAILABLE (DISCRETE MOPS) Slide  68

ADVANCED METAHEURISTICS APROXIMATION OF THE PARETO SET

Poznan University of Technology 

FOR ANY MOP APPROXIMATION

 REQUIRES LESS EFFORT  USUALLY IS ACCURATE ENOUGH TO BE USED AS A GENERATOR OF THE SOLUTION SET  REPRESENTS THE SOLUTION SET IN A – – – SIMPLIFIED WAY STRUCTURED WAY UNDERSTADABLE WAY 

APPROVIMATION – IMPORTANT RESEARCH ASPECTS

 QUALITY OF APPROXIMATION (Q of A)  MEASURING & EVALUATING Q of A Slide  69

ADVANCED METAHEURISTICS APROXIMATION OF THE PARETO SET

Poznan University of Technology ITERATICE METHODS TO PRODUCE POINTS/OBJECTS APPROXIMATING THE PARETO SET HEURISTIC APPROACHES THEORETICALLY EXACT APPROACHES POINT-WISE APPROXIMATION UNSUPPORTED THEORETICAL PROOFS FOR CORRECTNESS & OPTIMALITY PARAMTERE SPACE INVESTIGATION NONLINEAR APPROXIMATION CLASSIC HEURISTICS POPULATION BASED METAHEURISTICS PIECE-WISE LINEAR APPROXIMATION Slide  70 LOCAL SEARCH BASED METAHEURISTICS

ADVANCED METAHEURISTICS

Ant colonies

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology 

Ant Colony optimization algorithms are part of swarm intelligence (SI)

 SI – research field that studies algorithms inspired by the observation of the behavior of swarms  SI algorithms are made up of simple individuals that cooperate through self – organization (without central control) 

Ant Colony optimization was inspired by the observation of the behavior of real ants; finding paths from a nest to food

1940s – 1950s – Pierre – Paul Grasse (French entomologist) was the first to investigate the social behavior of insects – termites

  Insects are capable to react to

„significant stimuli”

– signals that activate a genetically encoded reaction; those reactions can act as new significant stimuli for both the insects that produced them and others in the colony

Stigmergy – type of indirect communication – „workers are stimulated by the performance they have achieved”

Slide  72

ADVANCED METAHEURISTICS Ant Colonies Characteristics of Stigmergy

Poznan University of Technology 

The physical, nonsymbolic nature of the information released by the communicating insects

Modification of physical environmental states visited by the insects

Insects (ants) do not communicate using visual cues

Local nature of the released information, which can only be accessed by those insects that visit the place where it was released (or its immediate neighborhood)

Slide  73

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Behavior of ants

Initially ants wander randomly from the food source ants deposit on the ground a chemical substance called

„pheromone”

to find food. While walking to and

Other ants are able to smell the pheromone and its presence influences on the choice of their path – they follow strong pheromone concentrations

After finding food ants return to the nest; the pheromone deposited on the ground forms the

pheromone trail

Other ants follow the

pheromone trail

to find food

Path is not very attractive Slide  74 Pheromone evaporates Information to other ants

ADVANCED METAHEURISTICS Ant Colonies Behavior of ants

Poznan University of Technology 

Ants select their paths randomly ; however they prefer in probability to follow a stronger pheromone trail; due to random fluctuactions one path becomes more acceptable until the colony of ants converges toward one path only (Argentine ants; „binary bridge experiment” ) – J.-L. Deneubourg (1980s)

Ants are capable of adapting to changes in their environment –

autocatalysis

– exploitation of positive feedback

  Ants can find a new shortest path anymore when the old one is not available Ants can select the shortest path from available options – S. Goss experiment – Argentine ants; two bridges of different lengths (1980s) Slide  75

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Ants go from the nest to food using pheromone trail

FOOD NEST/COLONY Slide  76

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

An obstacle has interrupted the initial path – some ants go right and some go left

FOOD NEST/COLONY Slide  77

obstacle

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

New shortest path around an obstacle was established

FOOD NEST/COLONY Slide  78

obstacle

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Graph model of Ant Colonies

Ant Colonies optimization focuses on finding good paths through graphs

Before ants find path to food Many ants found different paths to food The best path to food is established Slide  79

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Family of Ant Colonies Algorithms

Marco Dorigo 1992 – Ant System

M. Dorigo, L. Gambardella, T. Stützle 1995 – Ant Colony System

T. Stützle, H. Hoos - 1995 – MAX-MIN Ant System

M. Dorigo, L. Gambardella, T. Stützle proposed also hybrid versions of AC and LS

Slide  80

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Principles of the AC Algorithm

Calculation of probability how the real ants select paths; probability is a function of the amount of the pheromone;

Artificial ants may simulate pheromone depositing modifying appropriate pheromone variables by associated with problem states they visit while building solutions to the optimization problem

Stigmergy of the artificial ants (agents):

  Associating state variables with different problem states Giving the agents only local access to these variables 

Implicit evaluation of solutions – shorter paths are completed earlier than longer ones; they receive pheromone reinforcement quicker + autocatalysis can be very efficient; the shorter the path the sooner the pheromone is deposited and more ants use the shorter path

Slide  81

ADVANCED METAHEURISTICS Ant Colonies Principles of the Ant Colonies Algorithm Stigmergy Implicit Evaluation

Poznan University of Technology

Autocatalytic Behavior Similarities between real and artificial ants

Population of individuals

(independent agents) a certain goal (find food - good solution)

that work together

to achieve  Single ant is able to find a solution, but only

good solution cooperation

enables ants

to find a

  

Ants deposit pheromone

; real ants on the ground; artificial ants modify numeric values (artificial pheromones) associated with different problem states; a sequence of pheromone values is called the artificial pheromone trail

Evaporation mechanism

– allows artificial ants forget about history and focus on new, promising search directins

Step-wise, sequential process

; real ants walk stochastic decision policy; artificial ants move through available problem states and make stochastic decisions at each step – pheromone concentration; Slide  82

ADVANCED METAHEURISTICS Ant Colonies Differences between real and artificial ants

Poznan University of Technology  Artificial ants live in a discrete world – they move sequentially through a finite set of problem states  The pheromone update (depositing and evaporation) is not accomplished in exactly the same way by artificial ants as by real ones. Sometimes done only by some of the artificial ants and often only after a solution has been constructed  Some implementations of artificial ants use additional mechanisms that do not exist in the case of real ants; e.g. look-ahead, local search, backtracking Slide  83

ADVANCED METAHEURISTICS Ant Colonies Scheme of the Ant Colony Algorithm

Poznan University of Technology 

AC algorithm is based on probabilistic mechanism for solving computational problems

AC algorithm is a loop until termination condition is met

Set parameters, initialize pheromone trails

while

termination conditions not met

do

Construct Ant Solutions Apply Local Search {optional} Update Pheromones

end while

Slide  84

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Ant Colonies Model

A model

P

= (S, W, f) of a COP consists of:   a search space

S

defined over a finite set of discrete decision variables and a set

W

of constraints among the variables an objective function

f: S R +

to be minimized  The search space values

v i j ; S

includes discrete decision variables

X i

solution

s in S

that satisfies all constraints

W

with is a feasible solution  A solution

s *

in

S

is called a global optimum if and only if

f(s * ) < f(s)

for each

s in S

Slide  85

ADVANCED METAHEURISTICS Ant Colonies The Pheromone Model

Poznan University of Technology 

First X i

=

v i j (from its domain D i ) is called a solution component – c ij ; the set of all solution components is denoted by C

A pheromone trail parameter T ij is associated with each component

the set of all pheromone parameters is denoted by

T; the value of a pheromone trail parameter T ij is denoted by t ij (called pheromone value, updated during the search); allows modeling the probability distribution of different components of the solution c ij ;

Artificial ants build a solution by traversing the so-called construction graph G C (V, E) ; V – vertices; E – edges; the set of components C can be associated with V or E

 

The ants move from vertex to vertex along the edges incrementally building a partial solution; they deposit certain amount of pheromone on the components (vertices or edges)

D t

of pheromone deposited may depend on the quality of the solution found; subsequent ants utilize the pheromone information as a guide toward more promising regions of the search space.

Slide  86

ADVANCED METAHEURISTICS Ant Colonies Choice of node in the graph

Poznan University of Technology 

Amount of pheromone on an arc

Desirability of arc (a priori knowledge)

Controlling influence of desirability and pheromone

Slide  87

ADVANCED METAHEURISTICS Ant Colonies Construct Ant Solution

Poznan University of Technology Slide  88

ADVANCED METAHEURISTICS Ant Colonies Update pheromones

Poznan University of Technology Slide  89

ADVANCED METAHEURISTICS Ant Colonies Example

Car accident – an obstacle for drivers(ants) • Connection between two points is not available, because there was an accident on the road • By-pass required Slide  90 Poznan University of Technology

ADVANCED METAHEURISTICS Ant Colonies

Poznan University of Technology

Summary

AC algorithm solves very well complex combinatorial optimization problems, including the traveling salesman problem – results are very close to optimum

When graph can change dynamically AC is better than other metaheuristics (SA,GA) and can operate in „real-time”

AC is a brilliant idea for transportation, city logistics or network routing

Slide  91

ADVANCED METAHEURISTICS TYPES OF METACHEURISTIC FOR CVRP

Metaheuristics for the Capacitated VRP

Poznan University of Technology Slide  92

ADVANCED METAHEURISTICS AGENDA

Introduction – CVRP

Types of Metaheuristics for CVRP

 Simulated Annealing (SA)  Deterministic Annealing (DA)  Tabu Search (TS)  Genetic Algorithm (GA)  Ant Systems (AS)  Neural Networks (NN) 

Conclusions

Poznan University of Technology Slide  93

ADVANCED METAHEURISTICS INTRODUCTION - CVRP

Poznan University of Technology

CVRP – CAPACITATED VEHICLE ROUTING PROBLEM A fleet of vehicles supplies customers. Each vehicle has a certain capacity and each customer has a certain demand. There is a depot(s) and a distance (length, cost, time) matrix between the customers. We look for optimal vehicle routes (minimum distance or number of vehicles).

The VRP is a NP complete problem. The special cases of the VRP result in other popular problems like the Travelling Salesman Problem (TSP) or even Scheduling.

Slide  94

ADVANCED METAHEURISTICS INTRODUCTION - CVRP

Poznan University of Technology

Given

• Complete graph

G=(N,E)

• Set of nodes

N={0,1,…,n}

• Set of edges (symmetric case)

E={(i,j)|i,j

N;i

• Cost of traveling from node

i

to node

j - c ij

• Demand per node

d i (i

• Vehicle capacity

C

• Number of vehicles

K

N-{0})

Find

• A set of at most

K

vehicle routes of total minimum cost such that – Every route starts and ends at the depot, – Each customer is visited exactly once, – The sum of the demands in each vehicle route does not exceed the vehicle’s capacity Slide  95

ADVANCED METAHEURISTICS Mathematical formulation for CVRP: INTRODUCTION - CVRP

Poznan University of Technology .

r(S)

= lower bound on the number of trucks required to service If

Problem

.

, then we have the

Multiple Traveling Salesman

Alternatively, if the edge costs are all zero, then we have the

ADVANCED METAHEURISTICS ITYPES OF METACHEURISTIC FOR CVRP

Poznan University of Technology

Four main types of metaheuristic that have been applied to the VRP:

• Simulated Annealing (SA) • Tabu Search (TS) • Genetic Algorithm (GA) • Ant Systems (AS)

Slide  97

• • • Features: Much more involved More successful Uses a better starting solution • some parameters are adjusted in a trial phase • Richer solution neighborhoods are explored • Cooling schedule is more sophisticated

Slide  98 Poznan University of Technology

Osman’s Simulated Annealing Algorithms TYPES OF METACHEURISTIC FOR CVRP

Poznan University of Technology Algorithm: Phase 1. Descent algorithm.

Step 1. (initial solution). Generate an initial solution by means of the Clarke and Wright algorithm.

Step 2. (descent). Search the solution space using the  -interchange scheme. Implement an improvement as soon as it is identified. Stop whenever an entire neighborhood exploration yields no impovement.

Phase 2. Simulated Annealing Search Step 1.(initial solution). Use as a starting solution the incumbent obtained at he end of Phase 1, or a solution produced by the Clarke and Wright algorithm.

Preform a complete neighborhood search using  -interchange generation mechanism without, however, implementing any move.

Record D max and D min , the largest and the smallest absolute changes in the objective function and compute  , the number of feasible (potential exchanges.

Slide  99

Osman’s Simulated Annealing Algorithms TYPES OF METACHEURISTIC FOR CVRP

Algorithm :

Phase 2.

Step 2. (next solution). Explore the neighborhood of x t  -interchange . using Step 3. (temperature update). Occasional increment rule: if  =1, set  t+1 :=max {  t /2,  *},  :=0 and k:=k+1 Normal decrement rule: if  =0, set  t+1 +=  t /[(n  +n  t) D max D min ]. Set t:=t+1. If k=k 3, stop.

Otherwise, go to step 2.

Poznan University of Technology Slide  100

ADVANCED METAHEURISTICS Tabu Search (TS) TYPES OF METACHEURISTIC FOR CVRP

– Two Early Tabu Search Algorithms – Osman’s Tabu Search Algorithms – Taburoute – Taillard’s Algorithm – Xu and Kelly’s Algorithm – Rego and Roucairol’s Algorithms – Barbarosoglu and Ozgur’s Algorithm – Adaptive Memory Procedure of Rochat and Taillard – Granular Tabu Search of Toth and Vigo Slide  101 Poznan University of Technology

ADVANCED METAHEURISTICS Tabu Search (TS) TYPES OF METACHEURISTIC FOR CVRP

Poznan University of Technology Taburoute – features:  the neighbourhood structure is defined by all solutions that can be reached from current solution by removing a vertex from its current route and inserting it into another route containing on of its p nearest neighbours using GENI (Generalized Insertion for the TSP. This may result in elimination in g an existing route or in creating new one  Search process examines solutions that may be infeasible with respect to the capacity or maximum route lengh constraints  Does not use a tabu list but instead uses random tabu tags.

 Uses diversification strategy Slide  102

Slide  103 Poznan University of Technology

Evolver nad PSP-OptQuest

Evolver Genetic algorithm optimization for Microsoft Excel

Poznan University of Technology

1. The application of powerful genetic algorithm based (GA) optimization techniques, can find optimal solutions to problems which are "unsolvable" for standard linear and non linear optimizers.

2. Add-in for Microsoft Excel.

3. Requires no knowledge of programming or GA theory 4. By Palisade Corporation

Slide  104

Evolver Genetic algorithm optimization for Microsoft Excel

Poznan University of Technology Slide  105

Evolver Adjustable Cells (options) Solving Methods: grouping, order, recipe, budget, project, and schedule.

The “Recipe” and “Order” solving methods are the most popular and they can be used together to solve complex combinatorial problems

The “Recipe” method treats each variable as an ingredient in a recipe, trying to find the “best mix” by changing each variable’s value independently.

In contrast, the “Order” solving method swaps values between variables, shuffling the original values to find the “best order.”

Slide  106 Poznan University of Technology

Crassover and Mutation Rate

Evolver Optimization Operators (Genetic operators)

Linear Operators

– Designed to solve problems where the optimal solution lies on the boundary of the search space defined by the constraints. This mutation and crossover operator pair is well suited for solving linear optimization problems.

Boundary Mutation

– Designed to Quickly optimize variables that affect the result in a monotonic fashion and can be set to the extremes of their range without violating constraints.

Slide  107 Poznan University of Technology

Evolver Optimization Operators (Genetic operators)

Poznan University of Technology •

Cauchy Mutation

– Designed to produce small changes in variables most of the time, but can occasionally generate large changes. •

Non-uniform Mutation

– Produces smaller and smaller mutations as more trials are calculated. This allows Evolver to “fine tune” answers.

Arithmetic Crossover

– Creates new offspring by arithmetically combining the two parents (as opposed to swapping genes).

Heuristic Crossover

– Uses values produced by the parents to determine how the offspring is produced. Searches in the most promising direction and provides fine local tuning.

Slide  108

Evolver Watcher Evolver Watcher

is responsible for regulating and reporting on all Evolver activity. If you are running applications other than Excel that also use Evolver, such as custom applications, the populations they create will also appear in Evolver Watcher’s population list.

Slide  109 Poznan University of Technology

Premium Solver Platform (PSP) – OptQuest Engine Tabu Search algorithm optimization for Microsoft Excel

Poznan University of Technology

1. The application of powerful tabu search optimization techniques, can find optimal solutions to problems which are "unsolvable" for standard linear and non-linear optimizers.

2. Add-in for Microsoft Excel.

3. Requires no knowledge of programming or TS theory 4. By Frontline Systems Inc.

Slide  110

Solver parametrs

Poznan University of Technology Slide  111

Engine e.g. OptQuest

Solver parametrs – OptQuest Engine

• • • • • • • Max Time Solution Iterations Precision (Obj Fun) Precision (Dec Var) Population Size Bounduary Freq Use same sequence of random numbers with seed • Solve Without Integer Constraints • Check for Duplicated Solutions • • Bypass Solver Raports Assume Non-Negative • Show Iteration Results Slide  112 Poznan University of Technology

OptQuest Engine vs. Evolver

Poznan University of Technology Slide  113

Case study I – optimization by Evolver 1. Fleet management problem in the road transportation company (4 old trucks; 16 months) 2. Mathematical model

Decision variables 

x ij

 1  0 truck

i

is used in the period

j

otherwise Poznan University of Technology Slide  114

Case study I – optimization by Evolver

Poznan University of Technology

2. Mathematical model

   The number of vehicles replaced per time period is limited (e.g. 1 per quarter) The vehicle withdrawn from utilization can not be used again The number of vehicles is constant in the time horizon Slide  115

Case study I – optimization by Evolver

Poznan University of Technology

3. Mathematical model

 Criteria – Total maintenance cost (PLN) min

FC

 

i j x ij c ij w ij

Cost ratio Cost Decision variables

Slide  116

Case study I – optimization by Evolver

4. Evolver Options

    Solving method – recipe Crassover Rate – 0,5 Mutation Rate – 0,1 Population Size – 100   Random Number Seed – Generated Randomly Update the Display – never  Valid Trails is Less Than – 0,1% Slide  117 Poznan University of Technology

Case study I – optimization by Evolver

Poznan University of Technology Truck Truck 1 Truck 2 Truck 3 Truck 4 New truck 1 New truck 2 New truck 3 New truck 4

5. Results

Basic solution 339 800 PLN

1 1 1 1 1 0 0 0 0 2 1 1 1 1 0 0 0 0 3 1 1 1 1 0 0 0 0 4 1 1 1 1 0 0 0 0 5 1 1 1 1 0 0 0 0 6 1 1 1 1 0 0 0 0 7 1 1 1 1 0 0 0 0 Quarter 8 9 1 1 1 1 0 0 0 0 0 1 1 1 1 0 0 0 10 11 12 13 14 15 16 1 1 1 1 0 0 0 0 1 1 1 1 0 0 0 0 1 1 1 1 0 0 0 0 1 1 1 1 0 0 0 0 1 1 1 1 0 0 0 0 1 1 1 1 0 0 0 0 1 0 0 0 0 1 1 1

• •

Optimization by Evolver 116 436 PLN

Slide  118 Truck Truck 1 Truck 2 Truck 3 Truck 4 New truck 1 New truck 2 New truck 3 New truck 4 Quarter 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1

Case study II – optimization by OptQuest

Poznan University of Technology

1.

2.

Feet composition problem in the fuel transportation/distribution company

Mathematical model

Decision variables

x ij

 for  

j

 1  asigning

x x ij ij

number    a , vehicle of to customer assigned vehicle i ,    for  

j

 1 assigning

x ij

 the number vehicle of the chamber assigned for transp chamber i , orting fuel type j  2,3..., J to customer

i

, Slide  119

Case study II – optimization by OptQuest

2. Mathematical model

– Constraints Capacity of the fuel chambers in each vehicle 

p

k i I J

  

j

1 2 

P ij

such that

x i

1 

p

i

x ij

Eliminating fuel mix in 1 fuel chamber 

k

 

PK pk

k j J

  2   1  0   if if

x ij

k

, for otherwise a minimum 1

i

   ,  1 Poznan University of Technology Slide  120

Case study II – optimization by OptQuest

Poznan University of Technology

2. Mathematical model

 – Constraints Satisfying demand for fuel

Area A

i

1

x i

1 

P

Area B 

i j

  1 1 

x ij

K

– Working time for vehicels/drivers 

p

LD śr

LR śr

 

LKl p

1

 

LP śr

 

LKr p

V ep

T

max Slide  121

Case study II – optimization by OptQuest

Poznan University of Technology

2. Mathematical model

 – Criteria Total distribution costs [PLN]

Min FC

1 

P

 1 

KZ p

 

LD śr

LR śr

 

LKl p

1

 

LP śr

 

KS p

[

PLN

]

Slide  122

Case study II – optimization by OptQuest

5. OptQuest Options

      Max Time – 200 s Iterations – 10 000 Precision (Obj Fun) – 0,0001 Precision (Dec Var) – 0,0001 Population Size – 75 Bounduary Freq – 0,25 Poznan University of Technology Slide  123

Case study II – optimization by OptQuest

3. OptQuest Options

Use same sequence of random numbers with seed – inactive

   

Solve Without Integer Constraints – inactive Check for Duplicated Solutions – active Bypass Solver Raports – inactive Assume Non-Negative – active

Show Iteration Results - inactive

Slide  124 Poznan University of Technology

Case study II – optimization by OptQuest 6.

Results Number of a vehicle

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Vehicles (4 – cells) Vehicles (8 – cells) Value of criterion [zł] Slide  125 Poznan University of Technology

Basic solution

YES YES YES YES YES YES YES YES YES YES NO NO NO NO NO NO 7 3 10 985

Optimal solution

YES YES NO NO NO NO NO NO NO NO NO NO NO NO NO YES 3 0 5 810

Case study III – optimization by Evolver

Poznan University of Technology

1. Traveling Salesman problem Find the best way to visit all 68 cities with the least amount of traveling. The salesman must always return back to the first city to form a complete loop.

table of distances Slide  126

Case study III – optimization by Evolver

Traveling Salesman problem – NP complete Problem !!!

Poznan University of Technology

69 towns =

1 , 82  10 94

solutions

Slide  127

Case study III – optimization by Evolver

2. Evolver Options

      

Solving method – order Crassover Rate – 0,5 Mutation Rate – 0,1 Population Size – 100 Random Number Seed – Generated Randomly Update the Display – never Valid Trails is Less Than – 0,1%

Slide  128 Poznan University of Technology

Case study III – optimization by Evolver RESULTS (Raport) Valid Trials Total Recalcs Original Value + soft constraint penalties = result Best Value Found + soft constraint penalties = result Occurred on trial Time to find this value Stopped Because Optimization Started At Optimization Finished At Total Optimization Time

Slide  129 182933 291505 25479 0 25479 7824 0 7824 169321 00:09:32 Halted by User 11:43:40 11:54:31 00:10:31 Poznan University of Technology Basic Solution 1 2 3 4 5 … 13 14 15 16 17 … 29 30 … 65 66 67 68 1 Best Solution 1 58 21 23 13 … 30 28 61 18 17 … 48 35 … 65 8 36 27 1

MULTIPLE OBJECTIVE METAHEURISTICS

ADVANCED METAHEURISTICS MULTIOBJECTIVE APPROACH

Poznan University of Technology

LOCAL SEARCH BASED

MOSA PSA TS - MOTS

HYBRID

PMA MOGLS

POPULATION BASED

VEGA Slide  131

ADVANCED METAHEURISTICS LOCAL SEARCH – BASED METAHEURISTICS

Poznan University of Technology 

MOSA

  A PROTOTYPE OF A MULTIOBJECTIVE S.A. METHOD FOR A SET OF WEIGHTING VECTORS  A S.A. PROCEDURE IS PERFORMED ON THE PROBLEM SCALORIZED WITH THE WEIGHTED SUM METHOD      STARTING SOLUTION

x

IS CHOSEN A SOLUTION x’ IN SOME NEIGHBORHOOD IF x IS SELECTED AND COMPARE WITH x IF f(x’)  f(x) OR

k P

  1 

k f k

(

x

' ) 

k P

  1 

k

 YES: x’ IS ACCEPTED AS A BETTER SOLUTION

f k

(

x

)  NO: x’ IS ACCEPTED WITH SOME PROBABILITY RESULT: SET OF POTETIALLY EFFICIENT SOLUTION IN DIRECTION  AFTER PROCEDURE FOR ALL   SETS OF POTENTIALLY EFFICEINT SOLUTION ARE MERGED Slide  132

ADVANCED METAHEURISTICS LOCAL SEARCH – BASED METAHEURISTICS

Poznan University of Technology 

MOTS

 BASED ON NEIGBORHOOD PRINCIPLES       STARTING POINT IS AN INITIAL SOLUTION

x

NEW SOLUTION

x’

IS SOME NEIGBORHOOD OF

x

IS SELECTED, BUT IT IS VASED ON SELECTION USING A WEIGTED DISTANCE FROM X POINT y u IN ORDER TO OVERCOME LOCAL OPTIMA, SOME SOLUTIONS IN THE NEIGHBOURHOOD ARE THE CLARED AS ”TABU” „”TABU” STATUS DEPENDS ON THE ITARATIONS PERFORM SO FAR FOR EACH WEIGHT SINGLE OBJECTIVE TS IS PERFORED AT THE END OF THE ALGORITHM POTENTIALI EFFICENT SETS OF SOLUTIONS ARE MERGED Slide  133

ADVANCED METAHEURISTICS LOCAL SEARCH – BASED METAHEURISTICS

Poznan University of Technology 

POPULATION – BASED METAHEURISTICS

 MAITAIN A WHOLE SET OF SOLUTIONS (THE POPULATIONS)  TRY TO EVOLVE THE POPULATION TOWARDS TO THE PARETO SET  MANY DIFFERENT TECHNIQUES (GA, EVOLUTIONARY ALGORITHMS) TO EVALUATE THE FITNESS OF IDIVIDUAL SOLUTIONS IN MULTIOBJECTIVE CONTEXT Slide  134

Pareto simulated annealing

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Similarities to single objective simulated annealing & genetic algorithms

PSA SA GA New Concepts

Slide  136

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Similarities to single objective simulated annealing & genetic algorithms

PSA SA GA New Concepts

• The concept of the neighborhood • Probabilistic acceptance of new neighbourhood solutions (with a certain probability) • Dependence of the acceptance probability on a parameter (temperature) • The scheme of the temperature changes Slide  137

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Similarities to single objective simulated annealing & genetic algorithms

PSA SA GA New Concepts

• The use of a sample (population) of solutions; each of them exploring the search space according to SA rules • The solutions may be treated as independent agents, exchanging information about their positions. A separate weight vector is associated with each of the generating solutions. Slide  138

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Similarities to single objective simulated annealing & genetic algorithms

PSA SA GA New Concepts

• The use of scalarizing functions locally aggregating multiple criteria functions and scalarizing functions based probabilities for acceptance of new neighborhood solutions • Automatic modifications of weights of particular objectives in each iteration according to a certain rule. The rule for updating the generating solutions’ weight vectors aims at assuring dispersion of the solutions over all regions of the nondominated set Slide  139

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Multiple objective acceptance rules

Poznan University of Technology 

Single objective SA

 

New solution no worse than current solution – acceptance – P=1 Otherwise – acceptance P<1

Each solution x can be modified (replaced) by accepting a randomly generated solution from its neighbourhood. The new solution is acceptable with some probability

PSA uses the concept of multiple objective acceptance rules (P. Serafini – 1994)

Slide  140

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING MOA rules

Poznan University of Technology

In the multiple objective case one of the following exclusive situations may occur

 y dominates or is equal to x (new solution is not worse than the current solution – P = 1 )  y is dominated by x (new solution is worse than the current solution – P < 1 )  y is non dominated with respect to x (ambiguous situation – P = ? )

y – new solution, x – current solution

Slide  141

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING The probability of accepting solution y x )

Poznan University of Technology

(compared with based on MOA rules. The case of two maximized objectives.

y

Criterion 2 (Max)

y

Slide  142

y

Criterion 1 (Max)

y

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

y is non dominated with respect to x

Rule could be interpreted as a local aggregation of all objectives with the weighted Tchebycheff scalarizing function with reference point at f(x)

P

– probability of accepting the new solution y

T

– temperature

Λ

–weight vector Slide  143

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING y is non dominated with respect to x Graphical illustration of the rule

Poznan University of Technology Slide  144

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

y is non dominated with respect to x The rule may be also interpreted as a local aggregation of all objectives with a weighted linear scalarizing function

P

– probability of accepting the new solution y

T

– temperature

Λ

–weight vector Slide  145

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING y is non dominated with respect to x Graphical illustration of the rule

Poznan University of Technology Slide  146

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Management of the population of generating solutions

Poznan University of Technology 

The weights used in the acceptance rules allow to influence on the direction of search in the objective space for particular generating solutions

 

The higher the weight associated with a given objective the higher the influence of this objective on the probability of acceptance of new solutions and the higher the pressure towards improvement of that objective Controling the weight vectors the method may „push” generating solutions into desired directions in the decision space

PSA controls the weight vectors associated with particular generated solution in order to achieve a form of repulsion between the solutions

The weight vector associated with a given generating solution x is modified in order to increase the probability of moving x away from its closest neighbor x’ in the generating sample

This is obtained by increasing the weights of the objectives on which x is better than x’ and decreasing the weights of the objective on which x is worse than

x’

Slide  147

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Management of the population of generating solutions

The Euclidean distance between solutions in the space of normalized objectives is used

The closest naighbor has to be non-dominated with respect to x. If there is no generating solution that meets this requirement each weight is either increased or decreased with probability = 0.5

Repulsion mechanism never repulses the generating solutions from the nondominated set

During the computational process some generating solutions may get stacked in regions far away from the nondominated set.

  If a generating solution is dominated by at least one other generating solution for a number od iterations it is considered not promising and replaced by a solution from the set of potentially Pareto-optimal solutions, having maximum distance to the closest generating solution The idea is to move the generating solution to a poorly explored region of the nondominated set Slide  148

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Updating the set of potentially Pareto – optimal solutions

At the beginning of the computational procedure the set of Pareto-opitmal solutions PP is empty

PP is updated every time when a new solution is generated

Update:

• Add

f(x)

to PP if no point in PP dominates

f(x)

• Remove from PP all points dominated by

f(x)

Slide  149

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Updating the set of potentially Pareto – optimal solutions

Updating could be very time consuming.

The ways to avoid this disadvantage are: • A new solution

y

obtained from

x

should be used to update PP set only when it is not dominated by

x

• New solution

y

may be added to PP set only if they differ enough from all solutions in PP set (threshold – minimum Euclidean distance) • Neglect updating PP in a number of starting iterations (solutions added to PP in early iterations had good chances to be removed) • Using the data structure called quad trees to accelerate the process of updating PP (4 and more objectives) Slide  150

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Using partial preference information

The information concerning the DM’s preferences may help focusing on the interesting region of the nondominated set (e.g. objective 1 is more important than objective 2, solutions having value below a certain threshold on objective 3 are not interesting)

The most natural way of taking into account partial preference information in PSA is to express it in the form of constraints in the weight space

Slide  151

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Basic version of PSA algorithm

Slide  152

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

APPLICATION OF PSA

MULTIOBJECTIVE BUS DRIVER’S SCHEDULING

Slide  153

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Contents

Introduction

Problem definition and mathematical formulation

Solution procedure

Computational experiments

Conclusions

Poznan University of Technology Slide  154

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Combinatorial Problem

Poznan University of Technology

Specific Crew Scheduling Problem BUS DRIVER’S SCHEDULING PROBLEM Set of duties for bus drivers

Slide  155

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Multiple objective formulation

Poznan University of Technology

STAKEHOLDERS

Trasportation company owner – cost oriented

Bus driver – convenience oriented

Slide  156

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Transportation company

Publicly owned, inter-city passenger transportation company, located in Poznan, Poland

The company provides medium – haul transportation services in Western Poland (Wielkopolska); operates 7 days a week

Annual sales 35 mln zl = 10 mln Euro; 125 000 vkm/ week; 62% Night transportation jobs and 38% - Local transportation jobs

3 categories of duties

   Local transportation jobs – L (31) – 9040 km (avg. 292 km) Night transportation jobs – N (20) – 5720 km (avg. 286 km) Additional tasks – P (4) 

Fleet: 103 buses (Autosan and Jelcz) in different age and technical condition

Labor force – 98 employees, incl. 52 bus drivers

Slide  157

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology Balance the workload of drivers

Objectives

Assure fair assignment of duties Slide  158

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Optimization goals

Poznan University of Technology Number of L, N, P should be balanced Number of days-off (including Sundays and Saturdays) sholud be grouped Days-off should be grouped Slide  159

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Decision variables

x ij

   

L N P W

if the i-th bus driver carries out the local transportation job on j-th day if the i-th bus driver carries out the night transportation job on j-th day if the i-th bus driver carries out the additional task on j-th day if the i-th bus driver has a day-off on j-th day

Slide  160

i = 1, ..., I - BUS DRIVER INDEX j = 1, ..., J - DAY INDEX

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Mathematical formulation

Poznan University of Technology

GOAL 1 - AVG. DEVIATION - LOCAL TRANSPORTATION JOBS

Min

f

1 

i I

  1

S L

j J

  1

x Lij J

100 %

I

,

where:

S L

Slide  161 

i I J

   1 1

j x Lij IJ

 100 %

x Lij

  1 if   0 if

x ij

L

otherwise

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Mathematical formulation

Poznan University of Technology

GOAL 2 - AVG. DEVIATION - NIGHT TRANSPORTATION JOBS

i I

  1

S N

j J

  1

x Nij J

100 % Min

f

2 

I

,

where:

S N

Slide  162 

i I J

   1 1

j x Nij IJ

100 %

x Nij

 

1 if

 

0 if

x ij

N

otherwise

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Mathematical formulation

Poznan University of Technology

GOAL 3 - AVG. DEVIATION – ADDITIONAL TASKS

i I

  1

S P

j J

  1

x Pij J

100 % Min

f

3 

I

,

where:

S P

i I J

   1 1

j x Pij IJ

 100 % Slide  163

x Pij

 

1 if

 

0 if

x ij

P

otherwise

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Mathematical formulation GOAL 4 – POINTS AWARDING THE AGGREGATION OF DAYS-OFF

Max

f

4 

i

1

j J I

   1

x W

,

where:

x W

     

0 if {x} > 0 1 if {x} = 0 3 if (x

Wij

+x

Wij+1

) = 0 and (x

Wij+1

+x

Wij+2

) = 0 6 if (x

Wij

+x

Wij+1

) = 0 and (x

Wij+1

+x

Wij+2

) = 0 and (x

Wij+2

+x

Wij+3

) = 0 X = {(x

Wij

+x

Wij+1

) + (x

Wij+1

+x

Wij+2

) + ... + (x

Win-1

+x

Win

)} for n = J

x W ij

 

0 if

 

1 if

x ij

W

otherwise

Slide  164

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Mathematical formulation GOAL 5 - AVG. DEVIATION – AGGREGATED DAYS-OFF

j J

  1

x W J

Min

f

5 

i I

  1

S W

 100 % ,

I

where:

x W S W

    

i I j J

   1 1

IJ

0`if {x} > 0

x W

100 %

1if {x} = 0 3if (x

Wij

+x

Wij+1

) = 0 and (x

Wij+1

+x

Wij+2

) = 0 6if (x

Wij

+x

Wij+1

) = 0 and (x

Wij+1

+x

Wij+2

) = 0 and (x

Wij+2

+x

Wij+3

) = 0

Slide  165

X = {(x

Wij

+x

Wij+1

) + (x

Wij+1

+x

Wij+2

) + ... + (x

Win-1

+x

Win

)} for n = J

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Mathematical formulation GOAL 6 - AVG. DEVIATION – SATURDAYS

i I

  1

S S

j J

  1

x Sij J

 100 % Min

f

6 

I

,

where:

Poznan University of Technology

S S

i I J

   1 1

j x Sij

100 %

IJ

Slide  166

x Sij

  1 if   0 if

x ij

W

otherwise

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Mathematical formulation GOAL 7 - AVG. DEVIATION – SUNDAYS

i I

  1

S D

j J

  1

x Dij J

 100 % Min

f

7 

I

, Poznan University of Technology

where:

S D

Slide  167 

i I J

   1 1

j x Dij

 100 %

IJ x Dij

    1 if 0 if

x ij

W

otherwise

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Length of the scheduling period Poznan University of Technology Number of drivers required for each day Types of contracts (full time, part-time) Expected absences & preferences Slide  168 Constraints Number of drivers available on each day Labour code regulations

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Solution procedure

Poznan University of Technology

Generation of solutions

PSA Multiple objective metaheuristic procedure Generation of a sample of schedules being a good approximation of the whole set of a non-dominated solution LBS-D

Review of solution

Slide  169 Evaluation of schedules according to DM’s preferences Penetration of different regions of the sample Final selection of one solution

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Customization

Poznan University of Technology Slide  170

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Poznan University of Technology

Results of the computational experiments

30000 feasible solutions, including 2062 PP

Each solution – assignment metrix (40 drivers x 30 days); allocation of jobs to the drivers

Computational time - 4 minutes; PC Pentium 1GHz

In the experiment 16 generating solutions have been used and 1856250 steps (moves) of the procedure have been preformed

The exemplary solution - 4366

Slide  171

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING

Exemplary schedule

Poznan University of Technology Slide  172

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING LBS-D

Poznan University of Technology 

Interactive procedure for multiple objective mathematical programming problem

User – friendly interface

Graphical facilities

Phases of decision alternating with phases of computation

Searches for a compromise solution in the neighborhood of the selected solution (middle point)

The search process is similar to projecting light onto the solution set; it is based on the definition of the DM’s preferences (aspiration levels; reference point)

Slide  173

Slide  174 Poznan University of Technology

General Scheme LBS

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Decision phase Fixing points z * and z*

Poznan University of Technology Slide  175

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Decision phase

DM’s preferences (q, p, v)

Procedure finds starting middle points

Poznan University of Technology Slide  176

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Decision phase

An outranking neighborhood is constructed Poznan University of Technology Slide  177

Acceptance of worse values Aspiration Selection

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Graphical analysis

Poznan University of Technology Slide  178

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Decision phase

Poznan University of Technology

Neighbor 3 selected as a new middle point and new neighbors are generated Final solution

Slide  179

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING The most satisfactory schedule

Poznan University of Technology Slide  180

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Comparison of solutions

Poznan University of Technology Improvement: Slide  181 3% to 24% on particular objectives

f 2

 24% ;

f 4

 12%

ADVANCED METAHEURISTICS PARETO SIMULATED ANNEALING Conclusions

Improvement of the real life solution

Flexibility

Good quality results

Efficiency of work

Poznan University of Technology Slide  182

Multiple objective genetic local search

MOGLS

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Contents

Poznan University of Technology 

General idea of hybrid algorithms

Single objective genetic local search algorithm

Multiple objective genetic local search algorithm

Slide  184

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH General idea

Poznan University of Technology Recombination operators Local search MOGLS Slide  185 MCDM

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH General idea

Poznan University of Technology 

The algorithm hybridizes recombination operations with local search (typical single criterion algorithm)

The idea of algorithm is more general, other local huristic methods can be used

MOGLS is a multiple objective version, contains all aspects of MCDM

Slide  186

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Motivation for creating MOGLS

Poznan University of Technology 

Great success of other hybrid genetic meta-heuristics

HGAs Slide  187 Memetic algorithms Genetic Local Search

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Hybrid Genetic Algorithms (HGAs)

Poznan University of Technology 

Standard genetic/evolutionary algorithms working on a reduced set of solutions

Local heuristics = recombination operator (like crossover)

The efficiency grows up, because the search space is smaller

Conclusion: the local optima can be achieved in very efficient way

HGAs may be also interpreted as a modification of multiple start local search herusitcs with random initial solutions

Slide  188

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Single objective GLS algorithm

Poznan University of Technology 

Very good efficiency - > motivation to create multiple objective version

The algorithm stops if the current population was not changed i K subsequent iterations (further improvement is not possible)

Slide  189

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Single objective GLS algorithm

Poznan University of Technology Slide  190

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH

Poznan University of Technology

Test of three single objective methods (for the same instances)

Slide  191

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Test results on the graph

Poznan University of Technology GLS generated best results Slide  192

Slide  193

Application of MSLS GA, GLS

Poznan University of Technology

Vehicle Routing Problem in a Road Transportation Company – case study

Vehicle Routing Problem in a Road Transportation Company

Poznan University of Technology 

Road, freight transportation & logistic company, located in Warsaw, Poland

Activities: transportation and logistic services; forwarding; customs clearence, national and international freight transportation, maintenace / service of vehicles (MAN)

Annual sales – 106 mln zl = 35 mlnEuro; 170 employees

Fleet – 230 vehicles (tractors and trailors); capacity 20 – 30 T

Transportation routes – 100 – 5000 km; 20 – 25 transportation jobs / day

Historical data – May – July 2005; 700 transportation jobs; 200 customers; 70% jobs generated by 20 customers (10%); 650 locations – 180 very important

Analyzed case: 90 transportation jobs; 30 vehicles

Slide  194

Vehicle Routing Problem in a Road Transportation Company

Poznan University of Technology 

The decision problem defined as a single objective optimization problem

  Correlation between criteria (time, cost, profit, distance) Multiple vehicle, pick-up and delivery vehicle routing problem with time windows (m-VPDVRPwTW) 

Not many reports about the solution procedures for this problem

 J. Desrosiers and others – small instance – application of Branch and Bound Slide  195

Mathematical Formulation of the Problem Criterion

Maximal profit in the time horizon [PLN]

Poznan University of Technology Max

z

 

Max

Z

 

r

 1          

W R

 

w

 1

i w i r dod

 

wr

 

c r dod

  

b B

  1 

wkm c br

 

b B

  1   

i r dod

c r dod

  

b B

  1 (

c wkm br

(

c wkm br

 

l br l br r

R

   1 

l br t r dod z b B

  1 

r c b prac c b prac

c b prac

t b prac

t b prac

)

t b prac

 )

b B

  1    

b B

  1

c b prac c b prac

 

t b prac t b prac

  (

T

  

t r

    )       Slide  196

Mathematical Formulation of the Problem Constarints

Poznan University of Technology 

Each order must be either completely fulfilled (by 1 or more vehicles) or rejected

Each vehicle types and loads must match

Capacity dimensions of the vehicle should exceed weight/dimensions of the load

Loading and unloading must be carried out in concrete time windows

Working time for drivers is defined by the labor code

Slide  197

Mathematical experiment Visualization of the optimal solution (GLS – 20 iterations)

Poznan University of Technology Slide  198

The computational efficiency MSLS vs. GLS vs. GA;Time of solution

Poznan University of Technology

PC Pentium IV/2,8 GHz; 30 vehicles and 90 orders

Slide  199

The computational efficiency MSLS vs. GLS vs. GA;Time of solution

Poznan University of Technology

PC Pentium III 750 MHz; 30 vehicles and 90 orders

Slide  200

Intuitive vs. Computer planning

Poznan University of Technology Parameter Intuitive planning Forwarder 1 Forwarder 2 Time of planning [min] Profit [PLN] ~ 230 40000 ~ 190 PC; program VR MSLS ~ 40 GA ~ 40 GLS ~ 40 36800 38500 38500 42200 Slide  201

Conclusion

Poznan University of Technology 

The real-life VRP is characterized by high computational complexity

GLS is the most efficient metaheuristic algorithm (compared with MSLS & GA)

For practical reasons it is advised to use computers with high computational power to solve VRP

Practical results – computer system VR reduces labor intensity by 80% and improves profits by 5.5%

Slide  202

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH MOGLS

Poznan University of Technology 

Goal

set generate good approximations of the nondominated

Finding the whole nondominated set = finding the optima of all weighted Tchebycheff and all weighted linear scalarizing functions

In fact the goal is a simultaneous optimalization of all Tchebycheff and all weighted linear scalarizing functions

„Optimization” is understood as a tendency of the algorithm to improve values of all scalarizing functions (with normalized weight vectors)

Slide  203

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH MOGLS

Poznan University of Technology 

MOGLS implements the idea of simultanous optimization of all weighted Tchebycheff, all weighted linear or all composite scalarizing functions with normalized weight vectors by random choice of the scalarizing function optimized in each iteration

MOGLS tries to improve the value of a randomly selected scalarizing function in each iteration

Single iteration consists of a single recombination of a pair of solutions and application of a local heuristic that takes into account the value of the current scalarizing function

Slide  204

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH

Poznan University of Technology • To draw at random the scalarizing funcion, a normalized weight vetor is drawn at random by the algorithm The algorithm assures that weight vectors are drawn with uniform probability distribution

p(

Λ)

Rand() returns a value from <0,1> Slide  205

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH General scheme of the MOGLS

Poznan University of Technology Slide  206

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Selection of solutions for recombination

Poznan University of Technology 

In single objective GLS the method combines features of two good solutions

MOGLS combines features of solutions that are already good on the current scalarizing function

In each iteration MOGLS algorithm constructs a temporary elite population (TEP) composed of K different solutions being the best on the current scalarizing function among all known solutions.

Two different solutions are drawn for recombination from (TEP)

The idea of recombining good solutions is motivated by „global convexity”

– In single objective optimization this means – good solutions are similar – In multiple objective optimization – good solutions on a given scalarizing function being close in the objective space are similar Slide  207

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Generating the initial set of solutions

Poznan University of Technology 

Construction by applying iteratively the local heuristic to random starting solutions

Local heuristic optimizes the scalarizing functions with randomly generated weight vectors

The number of the initial solutions S is the additional parameter of the method

The method allows to stop generating the initial solutions when the avarage quality of K best solutions in the set of initial solutions over all scalarizing functions is the same as the avarage quality of solutions generated by the local heuristic used for optimization of these functions

Slide  208

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Example of generated solutions for TSP

Poznan University of Technology Slide  209

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH Management of the current set of solutions

Poznan University of Technology 

The idea of storing all solutions in CS is very time and memory consuming for MOGLS

CS is organized as a queue of size KxS (K- number of best solutions, S – number of initial solutions)

In each iteration the newly generated solution is added to the beginning of the queue (if the conditions are met); if it is better than the worst solution in TEP and different form all solutions in TEP

If the size of queue is bigger than KxS the last solution is removed

Slide  210

ADVANCED METAHEURISTICS MULTIPLE OBJECTIVE GENETIC LOCAL SEARCH

Poznan University of Technology

Updating the reference point

The reference point is an important parameter in case of weighted Tchebycheff and composite scalarizing functions

In MOGLS the ideal point (best known values of the objective functions) is used as reference point

The reference point changes in the run of the procedure

The first approximation is obtained by applying local heuristic to optimization of each objective individually.

Normalization of objectives, updating the set of PP, using partial preference information Analogy with PSA

Slide  211

Slide  212 Poznan University of Technology

MOGLS pseudocode

Memetic algorithm and Pareto memetic algorithm

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Contents

Memetic

Memetic algorithm

Pareto Memetic algorithm

Poznan University of Technology Slide  214

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM

Memetics - Genetics

Meme

Poznan University of Technology “the basic unit of cultural transmission, or imitation” Richard Dawkin , ethologist Slide  215 “an element of culture that may be considered to be passed on by non-genetic means” English Oxford Dictionary

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM

Memetics - Genetics Poznan University of Technology 

Mem is defined per analogy to gen

Evolution is not only based on genetics

Term Memetic algorithm was first used by Moscato in 1989 in the sense of population-based hybrid genetic algorithm with some learing procedures

Slide  216

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Memetic algorithm

Inspiration Poznan University of Technology

Darwinian natural evolution Dawkins’ conception

Techniques

of a meme

Slide  217 Search algorithm (LS) Evolutionary algorithm (GA)

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM General scheme of the memetic algorithm

Poznan University of Technology 

Initiation: generating an initial population

Iteration (until termination conditions are reached)

 Improvement of current solutions (by local optimalization methods)  Developing of new generation (solutions) by evolutionary algorithm For improvements MA can use any local optimalization method like local search, tabu search or another one Slide  218

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM General scheme of the memetic algorithm

General initial population Select individuals for nest generations Poznan University of Technology Crossover Mutation Local search Population complete?

Enough generations found?

Slide  219

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Pseudocode of the memetic algorithm

Poznan University of Technology Slide  220

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Pareto memetic algorithm

Poznan University of Technology 

Author: A. Jaszkiewicz, Poznan University of Technology

Modification of MOGLS (Multiple objective genetic local search)

Slide  221

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Two stages of the algorithm

Poznan University of Technology

Stage 1:

Initiation

Generation of the first approximation of the ideal point

Generation of the initial set of solutions Stage 2

Probabilistic choice of two solutions

Recombination and improvement

Slide  222

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Initiation

Poznan University of Technology 

At the beginning a set of Pareto-optimal solutions is empty.

PP:= Ø

The current set of solutions is empty, too.

CS:= Ø

Slide  223

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM

Poznan University of Technology

Generation of the first approximation of the ideal point

Random creation of a possible solution x

Optimalization x to x’ by local heuristic algorithm

Adding x’ to CS

Updating set PP with x’

Slide  224

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Generation of the initial set of solutions

Poznan University of Technology

• Randoming a weight vector Λ

Random creation of a possible solution x

Optimalization of the scalarizing function (z,.. Λ ) x to x’ by local search

Adding x’ to CS

• Updating set PP with x’

This phase is iterated until stopping condition is met Slide  225

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Probabilistic choice of two solutions

Randoming a weight vector Λ

Drawing randomly a sample of solutions from CS

Poznan University of Technology Slide  226

ADVANCED METAHEURISTICS MEMETIC ALGORITHM AND PARETO MEMETIC ALGORITHM Recombination and improvement

Poznan University of Technology 

Recombination of the best and second best solution on s(z,..., Λ) – x

1

Optimization of s(z,.. Λ ) x

1

search to x

1

’ by local

Adding x

1

’ to CS and updating PP if x

1

’ is better than the second best solution in a sample

Slide  227

Slide  228 Poznan University of Technology

Pseudo code of PMA

Slide  229

Application of PMA

Poznan University of Technology

Vehicle Assignment Problem in the Bus Transportation Company – case study

Introduction (I)

Poznan University of Technology 

The essence of the vehicle assignment problem (VAP) in a bus transportation company

 transportation companies utilise vehicles (buses) to transport passengers on given routes according to a given timetable  general problem in such a situation is: How to assign particular buses to given routes?

Many formulations of the VAP are known, for example

    linear programming formulations which can be solved with an application of simplex method, network algorithms or assignment method (Cook 1985; Lotfi et al. 1989) linear, integer programming formulations (Löbel 1998, Rushmeier et al. 1997), sometimes transformed into a non-linear, continuous form (Beaujon et al. 1991) formulations based on the queuing theory (Green et al. 1995, Whitt 1992) formulations considering the homogeneous (Beaujon et al. 1991) or a non homogeneous fleet (Ziarati et al. 1999) Slide  230

Introduction (II)

Poznan University of Technology    formulations which combine the VAP with other fleet management problems, such as: fleet sizing (Beaujon et al. 1991) or fleet scheduling (Löbel 1998) formulations referring to specific transportation environments, such as: urban transportation (Löbel 1998), rail transportation (Ziarati et al. 1999) or air transportation (Rushmeier et al. 1997) formulations with a single objective function (all mentioned above) or, sometimes, with a multicriteria objective function (Zeleny 1982) 

Proposed problem formulation

  is expressed in terms of multicriteria, non-linear, integer, mathematical programming determines the optimal assignment of non-homogeneous fleet of buses to a given set of routes in an international passenger transportation company one week time horizon is assumed for the problem analysis  Slide  231

Computational Experiment Decision situation (I)

Poznan University of Technology 

A Polish, passenger transportation company operating on the 17 routes between 34 Polish and 47 European cities is analysed

All the routes are characterised by the following parameters:

     length

S i

between

1818

and

4048

kilometres average number of passengers travelling weekly on particular routes

P i

between

2

and

796

average income per one passenger (ticket price)

p pas i

and

721

PLN* between

188

average load index

w i

fixed cost

k ij

per route

i

between

0.25

and bus

j

and

0.46

between

3 530

and

14 809

PLN / ride

* PLN – Polish New – Polish currency. 1 PLN = 0.24 USD in December 2001

Slide  232

Computational Experiment Decision situation (II)

Poznan University of Technology 

Analysed company utilises a fleet of 30 buses (Hyundai, Neoplan, Scania, Volvo) characterised by:

 vehicle-kilometre cost

k wkm ij

between

1.49

and

2.01

PLN / kilometre  number of seats (capacity)

c j

between

31

and

57

 comfort level

f j

between

3

and

9

points (comfort level ranges from 1 to10 points) Slide  233

Mathematical Formulation of the Problem Input data – model parameters

Poznan University of Technology        

S i

– length of route

i

[kilometres]

P i

– average number of passengers travelling weekly on route [persons]

i p pas i

– average income per one passenger travelling on route price) [monetary units]

i

(ticket

w i

– average load index of a bus on route

i

[-], expressed as a quotient of an average number of tickets sold for a particular ride on route

i

an average number of passengers in a bus during this ride,

w i

 and

{0,1} k ij

– fixed cost per route

i

and bus

j

, including drivers’ salaries, highway fares, tolls, insurance and licence fees etc. [monetary units / ride]

k wkm ij

– variable (vehicle-kilometre) cost per bus

j

and route fuel and maintenance cost [monetary unit / kilometre]

i

, including

c j

– capacity of bus

j

– number of seats [-]

f j

– travelling comfort level of bus

j

[-], expressed in points according to the following characteristics of bus

j

: seats’ comfort (size, softness), air conditioning, toilet, video etc.,

f j

{1, 2, 3, 4, ..., f max = 10}

Slide  234

Mathematical Formulation of the Problem

Decision variables and Criteria Poznan University of Technology • The integer decision variable 

ij

{0, 1, 2, 3, ...}

, denominates a number of rides carried out weekly by a vehicle

j

on route

i

Criterion

1. Total weekly profit 2. Capacity utilisation – –

Z WL

3. Total number of weekly lost (rejected) customers (passengers) –

SK

4. Comfort of travel for passengers –

WK

Unit

[monetary units] - - [points]

Dp

max min min

Consequence

The maximal number of passengers should be transported with minimal costs Average capacity utilisation should be close to 80% (assumed optimal level), percentage of empty rides should be minimal Assures that all demand will be satisfied,- high customers’ satisfaction max High quality service Slide  235

Mathematical Formulation of the Problem

Criteria Poznan University of Technology

Criterion Formula

1. Total weekly profit –

Z

2. Capacity utilisation –

WL

3. Total number of weekly lost customers –

SK

4. Comfort of travel for passengers –

WK

Slide  236

Max Z Min WL

 

i I

  1

WL opt

   

W i W i

      

S P i i

 

i

 1

j J I

  1    

j J

  1 

SK i

ij

k wkm p pas i ij

min 

P oi

,

c j

cj

     

ij

 

j J

  1 

ij

k ij

   

i

 1

j J I

  1 

ij

 

P oi

  

P i j J

  1 

ij

  

w i

i SK i Min SK

i I

  1

SK i

 max    0 ,

P i

j J

  1   min

P oi

,

w i c w i j

 

ij

    

Max WK

i

 1

j J I

  1 min 

P oi

,

c j

  

ij

f j i

 1

j J I

  1 min 

P oi

,

c j

  

ij

f

max

Mathematical Formulation of the Problem Constraints

Poznan University of Technology 

The presented model takes into consideration the following constraints:

 real riding time by bus

j

on route

i

should be consistent with the timetable  weekly working time of bus

j

should not be grater than its maximal weekly working time, including maintenance (repair and service) times Slide  237

Mathematical Formulation of the Problem Output data – the results

Poznan University of Technology 

As a result DM obtains the most satisfactory solution of the problem from the company’s and its customers’ point of view:

  bus assignment expected values of considered criteria 

ij

=             1 0 ...

1 5 0 ...

0 Route

i

0 3 ...

0 0 0 ...

4 ...

...

...

...

...

...

...

...

2 1 ...

1 0 1 ...

0 2 0 ...

0 1 0 ...

0 0 0 ...

1 0        1 ...

  0   Slide  238

Computational Experiment Stage one - results of PMA

Poznan University of Technology 

A sample of Pareto - optimal solutions generated after 60 000 iterations (recombination and local improvements) is composed of 2 985 different solutions (possible assignments of buses)

The range of considered criteria: Capacity Profit - Z

[PLN]

utilisation - WL Number of lost passengers – SK

[-] [-]

Min -2 669 000 0.11 0

Comfort of travel - WK

[-]

0.85 Max 1 802 570 0.74 181 0.90 Slide  239

Computational Experiment Stage two - settings of LBS method

Poznan University of Technology Slide  240

Computational Experiment Stage two - results of LBS method

Poznan University of Technology 

DM is interested in solution A2960 which outranks the present middle point on criterion 1 (by 300 000 PLN) and is indifferent on the other criteria

 Slide

Solution A2960 becomes a new middle point

 241

– its neighbourhood consists of 38 solutions including solution A2959 which has been selected by DM as the most satisfactory, compromise solution

Computational Experiment Stage two – „the best” assignment of buses (solution A2959)

Poznan University of Technology

1 1

0

10 3 11 1 12 2 13 1 14 1 15 0 20 0 21 0 22 0 23 0 24 0 25 1 30 1

2

0 1 0 0 0 0 0

3

0 0 0 1 0 0 0

4

0 0 0 0 0 1 0

5

0 1 0 0 0 0 0

6

0 0 0 0 1 0 0

7

0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 1 1 1

8

Routes i

9 10 11 12 13 14 15 16 17

0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 … 0 0 1 0 0 0 ... 0 0 0 0 0 0 ... 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 1 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 1 0 0 0 0 0 1 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0

Slide  242

Computational Experiment Compromise solution vs. other Pareto - optimal solutions

Poznan University of Technology

Objective

Other Pareto – optimal solutions Min Max The most satisfactory assignment (solution A2959)

Profit – Z Capacity utilisation - WL Number of lost passengers – SK Comfort of travel - WK

- 2 669 000 1 802 670 0.11 0.74 0 0.85 181 0.90 1 752 140 0.15 22 0.87 Slide  243

Conclusions

Poznan University of Technology 

The presented methodology lets DM to define the most satisfactory assignment of buses to particular routes

The methodology can by applied in a long-distance passenger transportation companies utilising a non-homogeneous fleet of buses

The methodology leads to the profitability analysis of particular routes. Based on the analysis of criterion 1 certain, non-profitable routes can be eliminated from the existing portfolio of the transportation services. It also allows to define the minimal ticket price for each route to assure its acceptable profitability and maintain this service in the portfolio

The methodology of solving VAP combined with an appropriate database let us create the modern DSS for such a problem in the future

Slide  244