IE 509 – Heuristics Spring 2015 Lecturer Zeynep Sargut Room: A312 phone: 488-8137 email: zeynep.sargut@ieu.edu.tr url: homes.ieu.edu.tr/zsargut Course Objectives The purpose of this course is to fundamental concepts of heuristics in solving various optimization problems with emphasis on metaheuristics Course Learning Outcomes The students who succeeded in this course; Course Content Understand the basic types of heuristic search methods Understand the details of basic metaheuristics Be able to implement these heuristic methods to appropriate problems This course introduces the concept of heuristics to the students who have already known about mathematical optimization. The topics include basic heuristic constructs (greedy, improvement, construction); meta heuristics such as simulated annealing, tabu search, genetic algorithms, ant algorithms and their hybrids. The basic material on the heuristic will be covered in regular lectures The students will be required to present a variety of application papers on different subjects related to the course. In addition, as a project assignment the students will design a heuristic, write a code of an appropriate algorithm for the problem and evaluate its performance. Rules Check the web site regularly for reading materials and papers. There will be 4 projects that may include programming. You may use Matlab or any programming language to code the heuristics. The final will be an individual presentation (20 minutes) of your selection of a paper in the below list. The presentation should be emailed to the instructor for grading. EVALUATION SYSTEM Semester Requirements Number Percentage of Grade Projects 4 80 Final/Oral Exam 1 20 100 Total TENTATIVE SCHEDULE Week Subjects Requirements 1 Review of Optimization (Objective function, feasible region), Search, Binary Search 2 Nonlinear optimization 3 Nonlinear optimization search algorithms 4 General algorithmic structure, complexity, efficiency, experiments and benchmarking NP-completeness, NP-hardness Project 1 assigned 1 5 Combinatorial Optimization, Heuristics (greedy, construction, improvement), Examples Project 1 submission 6 Vehicle and driver assignment problem in public transportation Project 2 assigned 7 Intro to Metaheuristics --Very Large Scale Neighborhood Search 8 Tabu Search 9 Simulated annealing- Particle Swarm optimization 10 GRASP (Greedy randomized adaptive search procedure) 11 Evolutionary Algorithms – Genetic Algorithm 12 Multi-objective Tabu Search 13 More topics on crew scheduling 14 Presentations & Discussions 15 Presentations & Discussions Project 2 submission, Project 3 assigned Project 3 submission Project 4 assigned Project 4 submission Required Readings and Supplementary Materials F. Glover, M. Laguna. Tabu Search. Kluwer, 1997. E.G. Talbi. Metaheuristics: From Design to Implementation. Wiley 2009. F. Glover, G. Kochenberger. Handbook of Metaheuristics. Springer 2003. T. González. Handbook of Approximation Algorithms and Metaheuristics. Chapman & Hall 2007. M. Dorigo and T. Stützle. Ant Colony Optimization. MIT Press, Cambridge, MA, 2004. Presentation papers 1. Multiobjective metaheuristics for the bus–driver scheduling problem, H. Lourenco, J. Paixao, R. Portugal, Transportation Science, 35 (3) (2001), pp. 331–341 2. Tabu search for multiobjective optimization: MOTS, MP Hansen - Proceedings of the 13th International Conference on Multiple Criteria Decision Making, 1997 3. Very large-scale neighborhood search techniques in timetabling problems, C Meyers, JB Orlin, Practice and Theory of Automated Timetabling VI, 2007 4. A bus driver scheduling problem: a new mathematical model and a GRASP approximate solution, R De Leone, P Festa, E Marchitto - Journal of Heuristics, 2011 5. Urban Transit Scheduling: Framework, Review and Examples, A. Ceder, Journal of Urban Planning and Development, 2002. 6. Network models for vehicle and crew scheduling, P Carraresi, G Gallo, European Journal of Operational Research, 1984 7. Iterated local search for the multiple depot vehicle scheduling problem, B Laurent, JK Hao, Computers & Industrial Engineering, 2009 8. A decomposition approach for the integrated vehicle-crew-roster problem with days-off pattern, M Mesquita, M Moz, A Paias, M Pato - European Journal of Operational Research, 2013 9. A heuristic procedure for the crew rostering problem, L Bianco, M Bielli, A Mingozzi, S Ricciardelli, European Journal of Operational Research, 1992 2