A unified view of metaheuristics This book provides a complete background on metaheuristics and shows readers how to design and implement efficient algorithms to solve complex optimization problems across a diverse range of applications, from networking and bioinformatics to engineering design, routing, and scheduling. It presents the main design questions for all families of metaheuristics and clearly illustrates how to implement the algorithms under a software framework to reuse both the design and code. Throughout the book, the key search components of metaheuristics are considered as a toolbox for: Designing efficient metaheuristics (e.g. local search, tabu search, simulated annealing, evolutionary algorithms, particle swarm optimization, scatter search, ant colonies, bee colonies, artificial immune systems) for optimization problems Designing efficient metaheuristics for multi-objective optimization problems Designing hybrid, parallel, and distributed metaheuristics Implementing metaheuristics on sequential and parallel machines Using many case studies and treating design and implementation independently, this book gives readers the skills necessary to solve large-scale optimization problems quickly and efficiently. It is a valuable reference for practicing engineers and researchers from diverse areas dealing with optimization or machine learning; and graduate students in computer science, operations research, control, engineering, business and management, and applied mathematics.

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Metaheuristics: From Design to Implementation

A test census of Tampa, Florida and an independent postenumeration survey (PES) were conducted by the U.S. Census Bureau in 1985. The PES was a stratified block sample with heavy emphasis placed on hard-to-count population groups. Matching the individuals in the census to the individuals in the PES is an important aspect of census coverage evaluation and consequently a very important process for any census adjustment operations that might be planned. For such an adjustment to be feasible, record-linkage software had to be developed that could perform matches with a high degree of accuracy and that was based on an underlying mathematical theory. A principal purpose of the PES was to provide an opportunity to evaluate the newly implemented record-linkage system and associated methodology. This article discusses the theoretical and practical issues encountered in conducting the matching operation and presents the results of that operation. A review of the theoretical background of the record-linkage...

Advances in Record-Linkage Methodology as Applied to Matching the 1985 Census of Tampa, Florida

We develop a shortest augmenting path algorithm for the linear assignment problem. It contains new initialization routines and a special implementation of Dijkstra's shortest path method. For both dense and sparse problems computational experiments show this algorithm to be uniformly faster than the best algorithms from the literature. A Pascal implementation is presented.

A shortest augmenting path algorithm for dense and sparse linear assignment problems

A survey on problems and methods in generalized assembly line balancing

This paper describes a tabu search heuristic for the vehicle routing problem with soft time windows. In this problem, lateness at customer locations is allowed although a penalty is incurred and added to the objective value. By adding large penalty values, the vehicle routing problem with hard time windows can be addressed as well. In the tabu search, a neighborhood of the current solution is created through an exchange procedure that swaps sequences of consecutive customers (or segments) between two routes. The tabu search also exploits an adaptive memory that contains the routes of the best previously visited solutions. New starting points for the tabu search are produced through a combination of routes taken from different solutions found in this memory. Many best-known solutions are reported on classical test problems.

A Tabu Search Heuristic for the Vehicle Routing Problem with Soft Time Windows

Purpose – The purpose of this paper is to analyze the impact of applying alternative Shariah screens on the resulting universe of halal assets and to show that Shariah screening procedures currently used in practice are inconsistent with respect to discriminating between halal and haram.Design/methodology/approach – An empirical data analysis of the different asset universes obtained when applying the criteria specified by the most prominent Shariah‐compliant funds and indexes to a common standard asset universe, the assets contained in the S&P 500 index.Findings – Analysis reveals that the asset universes are significantly different in size as well as constituents, i.e. for every index there is a substantial number of assets which are specified as halal or haram but classified the opposite way for other indexes. This indicates that, so far, there is no universal or generally accepted understanding of how to transform the descriptive Shariah rules into a system of checkable investment guidelines.Research ...

Review and analysis of current Shariah‐compliant equity screening practices

1. The Linear Sum Assignment Problem.- 2. The Linear Bottleneck Assignment Problem.- 3. The Cardinality Matching Problem.- 4. The Sum Matching Problem.- 5. The Bottleneck Matching Problem.- 6. The Chinese Postman Problem.- 7. Quadratic Assignment Problems.- 8. QAP Heuristic 1: The method of increasing degree of freedom.- 9. QAP Heuristic 2: Cutting plane and exchange method.- 10. General Subroutines.

Assignment and Matching Problems: Solution Methods with FORTRAN-Programs

In this paper we analyze the effects of different strategies to construct Shariah compatible financial portfolios. The difference between conventional and current Shariah portfolio management is the application of sector screens and financial screens by which the asset universe is reduced. Yet, here different schools of scholars define different screening rules leading to significant differences with respect to compliance, but also with respect to performance. After analyzing this discrepancy we propose several new strategies to apply the inconsistent rule systems and a new paradigm for defining Shariah-compliance. Under this new paradigm compliance is attributed to the portfolio and not to the individual assets of the universe. We report results of an empirical study analyzing the potentials of these strategies and of the paradigm. We can show that under the proposed concepts Shariah-compliant portfolios can be realized which have return and risk profiles comparable to the conventional non-constrained portfolios.

New strategies and a new paradigm for Shariah-compliant portfolio optimization.

Despite the vast amount of literature about vehicle routing problems, only very little attention has been paid to vehicles with compartments that allow transportation of inhomogeneous products on the same vehicle, but in different compartments. We motivate a general vehicle routing problem with compartments that is essential for several industries, like the distribution of food or petrol. We introduce a formal model, an integer program formulation and a benchmark suite of 200 instances. A solver suite of heuristic components is presented, which covers a broad range of alternative approaches for construction, local search, large neighbourhood search and meta-heuristics. The empirical results for the benchmark instances identify effective algorithmic setups as well as essential components for achieving high solution quality. In a comparison on 23 specific and combinatorially less complex instances taken from literature, our algorithm showed to be competitive.

Ulrich Derigs

Papers

Review and analysis of current Shariah‐compliant equity screening practices

Assignment and Matching Problems: Solution Methods with FORTRAN-Programs

New strategies and a new paradigm for Shariah-compliant portfolio optimization.

Vehicle routing with compartments: applications, modelling and heuristics

Truck and trailer routing-Problems, heuristics and computational experience