Transcript Bez tytułu slajdu - ECho
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