Metaheuristics are general algorithmic frameworks, often nature-inspired, designed to solve complex optimization problems, and they are a growing research area since a few decades. In recent years, metaheuristics are emerging as successful alternatives to more classical approaches also for solving optimization problems that include in their mathematical formulation uncertain, stochastic, and dynamic information. In this paper metaheuristics such as Ant Colony Optimization, Evolutionary Computation, Simulated Annealing, Tabu Search and others are introduced, and their applications to the class of Stochastic Combinatorial Optimization Problems (SCOPs) is thoroughly reviewed. Issues common to all metaheuristics, open problems, and possible directions of research are proposed and discussed. In this survey, the reader familiar to metaheuristics finds also pointers to classical algorithmic approaches to optimization under uncertainty, and useful informations to start working on this problem domain, while the reader new to metaheuristics should find a good tutorial in those metaheuristics that are currently being applied to optimization under uncertainty, and motivations for interest in this field.

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A survey on metaheuristics for stochastic combinatorial optimization

Most of the scheduling problems are NP-hard. In the literature, several heuristics and dispatching rules are proposed to solve such hard combinatorial optimization problems and genetic algorithm (GA) ranks among the most preferred ones in view of its characteristics such as high adaptability, near optimization and easy realization. But, even though it is a common problem in the industry, only a small number of studies deal with non-identical parallel machines. In this paper, the authors propose a new "crossover operator" and a new "optimality criterion" in order to adapt the GA to non-identical parallel machine scheduling problem. New algorithm is tested on a numerical example by implementing it in a simulation software and computational results are compared to those obtained with LPT (Longest Processing Time) dispatching rule; results were promising. Findings show that, in addition to its high computational speed for larger scale problem, the GA proposed here fits the non-identical parallel machine scheduling problem of minimizing the maximum completion time (makespan).

Non-identical parallel machine scheduling using genetic algorithm

Metaheuristics have been established as one of the most practical approaches to simulation optimization However, these methods are generally designed for combinatorial optimization, and their implementations do not always adequately account for the presence of simulation noise Research in simulation optimization, on the other hand, has focused on convergent algorithms, giving rise to the impression of a gap between research and practice This chapter surveys the use of metaheuristics for simulation optimization, focusing on work bridging the current gap between the practical use of such methods and research, and points out some promising directions for research in this area The main emphasis is on two issues: accounting for simulation noise in the implementation of metaheuristics, and convergence analysis of metaheuristics that is both rigorous and of practical value To illustrate the key points, three metaheuristics are discussed in some detail and used for examples throughout, namely genetic algorithms, tabu search, and the nested partitions method

Chapter 21 Metaheuristics

In this thesis we focus on Stochastic combinatorial Optimization Problems (SCOPs), a wide class of combinatorial optimization problems under uncertainty, where part of the information about the problem data is unknown at the planning stage, but some knowledge about its probability distribution is assumed.Optimization problems under uncertainty are complex and difficult, and often classical algorithmic approaches based on mathematical and dynamic programming are able to solve only very small problem instances. For this reason, in recent years metaheuristic algorithms such as Ant Colony Optimization, Evolutionary Computation, Simulated Annealing, Tabu Search and others, are emerging as successful alternatives to classical approaches.In this thesis, metaheuristics that have been applied so far to SCOPs are introduced and the related literature is thoroughly reviewed. In particular, two properties of metaheuristics emerge from the survey: they are a valid alternative to exact classical methods for addressing real-sized SCOPs, and they are flexible, since they can be quite easily adapted to solve different SCOPs formulations, both static and dynamic. On the base of the current literature, we identify the following as the key open issues in solving SCOPs via metaheuristics: (1) the design and integration of ad hoc, fast and effective objective function approximations inside the optimization algorithm;(2) the estimation of the objective function by sampling when no closed-form expression for the objective function is available, and the study of methods to reduce the time complexity and noise inherent to this type of estimation;(3) the characterization of the efficiency of metaheuristic variants with respect to different levels of stochasticity in the problem instances. We investigate the above issues by focusing in particular on a SCOP belonging to the class of vehicle routing problems: the Probabilistic Traveling Salesman Problem (PTSP). For the PTSP, we consider the Ant Colony Optimization metaheuristic and we design efficient local search algorithms that can enhance its performance. We obtain state-of-the-art algorithms, but we show that they are effective only for instances above a certain level of stochasticity, otherwise it is more convenient to solve the problem as if it were deterministic.The algorithmic variants based on an estimation of the objective function by sampling obtain worse results, but qualitatively have the same behavior of the algorithms based on the exact objective function, with respect to the level of stochasticity. Moreover, we show that the performance of algorithmic variants based on ad hoc approximations is strongly correlated with the absolute error of the approximation, and that the effect on local search of ad hoc approximations can be very degrading.Finally, we briefly address another SCOP belonging to the class of vehicle routing problems: the Vehicle Routing Problem with Stochastic Demands (VRPSD). For this problem, we have implemented and tested several metaheuristics, and we have studied the impact of integrating in them different ad hoc approximations.

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Ant colony optimization and local search for the probabilistic traveling salesman problem: a case study in stochastic combinatorial optimization

Industrial systems are constantly subject to random events with inevitable uncertainties in production factors, especially in processing times. Due to this stochastic nature, selecting appropriate dispatching rules has become a major issue in practical problems. However, previous research implies that using one dispatching rule does not necessarily yield an optimal schedule. Therefore, a new algorithm is proposed based on computer simulation and artificial neural networks (ANNs) to select the optimal dispatching rule for each machine from a set of rules in order to minimise the makespan in stochastic job shop scheduling problems (SJSSPs). The algorithm contributes to the previous work on job shop scheduling in three significant ways: (1) to the best of our knowledge it is the first time that an approach based on computer simulation and ANNs is proposed to select dispatching rules; (2) non-identical dispatching rules are considered for machines under stochastic environment; and (3) the algorithm is capable...

A hybrid computer simulation-artificial neural network algorithm for optimisation of dispatching rule selection in stochastic job shop scheduling problems

R. Yamaguchi

Papers

A genetic algorithm and the Monte Carlo method for stochastic job‐shop scheduling