Search results for "routing"
showing 10 items of 587 documents
An ILS-Based Metaheuristic for the Stacker Crane Problem
2012
[EN] In this paper we propose a metaheuristic algorithm for the Stacker Crane Problem. This is an NP-hard arc routing problem whose name derives from the practical problem of operating a crane. Here we present a formulation and a lower bound for this problem and propose a metaheuristic algorithm based on the combination of a Multi-start and an Iterated Local Search procedures. Computational results on a large set of instances are presented.
An Iterative Method for Pricing American Options Under Jump-Diffusion Models
2011
We propose an iterative method for pricing American options under jump-diffusion models. A finite difference discretization is performed on the partial integro-differential equation, and the American option pricing problem is formulated as a linear complementarity problem (LCP). Jump-diffusion models include an integral term, which causes the resulting system to be dense. We propose an iteration to solve the LCPs efficiently and prove its convergence. Numerical examples with Kou's and Merton's jump-diffusion models show that the resulting iteration converges rapidly.
The design of absorbing Bayesian pursuit algorithms and the formal analyses of their ε-optimality
2016
The fundamental phenomenon that has been used to enhance the convergence speed of learning automata (LA) is that of incorporating the running maximum likelihood (ML) estimates of the action reward probabilities into the probability updating rules for selecting the actions. The frontiers of this field have been recently expanded by replacing the ML estimates with their corresponding Bayesian counterparts that incorporate the properties of the conjugate priors. These constitute the Bayesian pursuit algorithm (BPA), and the discretized Bayesian pursuit algorithm. Although these algorithms have been designed and efficiently implemented, and are, arguably, the fastest and most accurate LA report…
Lower and upper bounds for the mixed capacitated arc routing problem
2006
This paper presents a linear formulation, valid inequalities, and a lower bounding procedure for the mixed capacitated arc routing problem (MCARP). Moreover, three constructive heuristics and a memetic algorithm are described. Lower and upper bounds have been compared on two sets of randomly generated instances. Computational results show that the average gaps between lower and upper bounds are 0.51% and 0.33%, respectively.
Global sensitivity analysis for urban water quality modelling: Terminology, convergence and comparison of different methods
2015
Abstract Sensitivity analysis represents an important step in improving the understanding and use of environmental models. Indeed, by means of global sensitivity analysis (GSA), modellers may identify both important ( factor prioritisation ) and non-influential ( factor fixing ) model factors. No general rule has yet been defined for verifying the convergence of the GSA methods. In order to fill this gap this paper presents a convergence analysis of three widely used GSA methods (SRC, Extended FAST and Morris screening) for an urban drainage stormwater quality–quantity model. After the convergence was achieved the results of each method were compared. In particular, a discussion on peculiar…
Stochastic dynamics of linear elastic trusses in presence of structural uncertainties (virtual distortion approach)
2004
Structures involving uncertainties in material and/or in geometrical parameters are referred to as uncertain structures. Reliability analysis of such structures strongly depends on variation of parameters and probabilistic approach is often used to characterize structural uncertainties. In this paper dynamic analysis of linearly elastic system in presence of random parameter variations will be performed. In detail parameter fluctuations have been considered as inelastic, stress and parameter dependent superimposed strains. Analysis is then carried out via superposition principle accounting for response to external agencies and parameter dependent strains. Proposed method yields asymptotic s…
A multi-objective strategy for concurrent mapping and routing in networks on chip
2009
The design flow of network-on-chip (NoCs) include several key issues. Among other parameters, the decision of where cores have to be topologically mapped and also the routing algorithm represent two highly correlated design problems that must be carefully solved for any given application in order to optimize several different performance metrics. The strong correlation between the different parameters often makes that the optimization of a given performance metric has a negative effect on a different performance metric. In this paper we propose a new strategy that simultaneously refines the mapping and the routing function to determine the Pareto optimal configurations which optimize averag…
A non dominated ranking Multi Objective Genetic Algorithm and electre method for unequal area facility layout problems
2013
The unequal area facility layout problem (UA-FLP) comprises a class of extremely difficult and widely applicable optimization problems arising in diverse areas and meeting the requirements for real-world applications. Genetic Algorithms (GAs) have recently proven their effectiveness in finding (sub) optimal solutions to many NP-hard problems such as UA-FLP. A main issue in such approach is related to the genetic encoding and to the evolutionary mechanism implemented, which must allow the efficient exploration of a wide solution space, preserving the feasibility of the solutions and ensuring the convergence towards the optimum. In addition, in realistic situations where several design issues…
Using a TSP heuristic for routing order pickers in warehouses
2010
In this paper, we deal with the sequencing and routing problem of order pickers in conventional multi-parallel-aisle warehouse systems. For this NP-hard Steiner travelling salesman problem (TSP), exact algorithms only exist for warehouses with at most three cross aisles, while for other warehouse types literature provides a selection of dedicated construction heuristics. We evaluate to what extent reformulating and solving the problem as a classical TSP leads to performance improvements compared to existing dedicated heuristics. We report average savings in route distance of up to 47% when using the LKH (Lin-Kernighan-Helsgaun) TSP heuristic. Additionally, we examine if combining problem-sp…
The multiple vehicle pickup and delivery problem with LIFO constraints
2015
Abstract This paper approaches a pickup and delivery problem with multiple vehicles in which LIFO conditions are imposed when performing loading and unloading operations and the route durations cannot exceed a given limit. We propose two mixed integer formulations of this problem and a heuristic procedure that uses tabu search in a multi-start framework. The first formulation is a compact one, that is, the number of variables and constraints is polynomial in the number of requests, while the second one contains an exponential number of constraints and is used as the basis of a branch-and-cut algorithm. The performances of the proposed solution methods are evaluated through an extensive comp…