Skip to main content
Top
Published in: Soft Computing 2/2020

29-03-2019 | Methodologies and Application

A genetic algorithm with local search for solving single-source single-sink nonlinear non-convex minimum cost flow problems

Authors: Behrooz Ghasemishabankareh, Melih Ozlen, Xiaodong Li, Kalyanmoy Deb

Published in: Soft Computing | Issue 2/2020

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

Network models are widely used for solving difficult real-world problems. The minimum cost flow problem (MCFP) is one of the fundamental network optimisation problems with many practical applications. The difficulty of MCFP depends heavily on the shape of its cost function. A common approach to tackle MCFPs is to relax the non-convex, mixed-integer, nonlinear programme (MINLP) by introducing linearity or convexity to its cost function as an approximation to the original problem. However, this sort of simplification is often unable to sufficiently capture the characteristics of the original problem. How to handle MCFPs with non-convex and nonlinear cost functions is one of the most challenging issues. Considering that mathematical approaches (or solvers) are often sensitive to the shape of the cost function of non-convex MINLPs, this paper proposes a hybrid genetic algorithm with local search (namely GALS) for solving single-source single-sink nonlinear non-convex MCFPs. Our experimental results demonstrate that GALS offers highly competitive performances as compared to those of the mathematical solvers and a standard genetic algorithm.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Footnotes
1
Some example formulations of nonlinear non-convex cost functions for MCFPs are presented in Sect. 4.
 
Literature
go back to reference Ahuja RK, Magnanti TL, Orlin JB (1993) Network flows: theory, algorithms, and applications. Prentice Hall, Upper Saddle River, pp 4–6MATH Ahuja RK, Magnanti TL, Orlin JB (1993) Network flows: theory, algorithms, and applications. Prentice Hall, Upper Saddle River, pp 4–6MATH
go back to reference Burer S, Letchford AN (2012) Non-convex mixed-integer nonlinear programming: a survey. Surv Oper Res Manag Sci 17(2):97–106MathSciNet Burer S, Letchford AN (2012) Non-convex mixed-integer nonlinear programming: a survey. Surv Oper Res Manag Sci 17(2):97–106MathSciNet
go back to reference Burkard RE, Dollani H, Thach PT (2001) Linear approximations in a dynamic programming approach for the uncapacitated single-source minimum concave cost network flow problem in acyclic networks. J Glob Optim 19(2):121–139MathSciNetCrossRef Burkard RE, Dollani H, Thach PT (2001) Linear approximations in a dynamic programming approach for the uncapacitated single-source minimum concave cost network flow problem in acyclic networks. J Glob Optim 19(2):121–139MathSciNetCrossRef
go back to reference Cheng R, Gen M (1998) An evolution programme for the resource-constrained project scheduling problem. Int J Comput Integr Manuf 11(3):274–287CrossRef Cheng R, Gen M (1998) An evolution programme for the resource-constrained project scheduling problem. Int J Comput Integr Manuf 11(3):274–287CrossRef
go back to reference Erickson RE, Monma CL, Veinott AF Jr (1987) Send-and-split method for minimum-concave-cost network flows. Math Oper Res 12(4):634–664MathSciNetCrossRef Erickson RE, Monma CL, Veinott AF Jr (1987) Send-and-split method for minimum-concave-cost network flows. Math Oper Res 12(4):634–664MathSciNetCrossRef
go back to reference Fontes DBMM, Gonalves JF (2007) Heuristic solutions for general concave minimum cost network flow problems. Netw Int J 50(1):67–76MathSciNetMATH Fontes DBMM, Gonalves JF (2007) Heuristic solutions for general concave minimum cost network flow problems. Netw Int J 50(1):67–76MathSciNetMATH
go back to reference Fontes DBMM, Hadjiconstantinou E, Christofides N (2006a) A branch-and-bound algorithm for concave network flow problems. J Glob Optim 34(1):127–155MathSciNetCrossRef Fontes DBMM, Hadjiconstantinou E, Christofides N (2006a) A branch-and-bound algorithm for concave network flow problems. J Glob Optim 34(1):127–155MathSciNetCrossRef
go back to reference Fontes DBMM, Hadjiconstantinou E, Christofides N (2006b) A dynamic programming approach for solving single-source uncapacitated concave minimum cost network flow problems. Eur J Oper Res 174(2):1205–1219MathSciNetCrossRef Fontes DBMM, Hadjiconstantinou E, Christofides N (2006b) A dynamic programming approach for solving single-source uncapacitated concave minimum cost network flow problems. Eur J Oper Res 174(2):1205–1219MathSciNetCrossRef
go back to reference Garey MR, Johnson DS (2002) Computers and intractability, vol 29. wh freeman, New York Garey MR, Johnson DS (2002) Computers and intractability, vol 29. wh freeman, New York
go back to reference Gen M, Cheng R, Wang D (1997) Genetic algorithms for solving shortest path problems. In: IEEE International conference on evolutionary computation, 1997. IEEE Gen M, Cheng R, Wang D (1997) Genetic algorithms for solving shortest path problems. In: IEEE International conference on evolutionary computation, 1997. IEEE
go back to reference Gen M, Cheng R, Lin L (2008) Network models and optimization: multiobjective genetic algorithm approach. Springer, BerlinMATH Gen M, Cheng R, Lin L (2008) Network models and optimization: multiobjective genetic algorithm approach. Springer, BerlinMATH
go back to reference Ghasemishabankareh B, Ozlen M, Neumann F, Li X (2018) A probabilistic tree-based representation for nonconvex minimum cost flow problems. In: International conference on parallel problem solving from nature. Springer, Cham, pp 69–81CrossRef Ghasemishabankareh B, Ozlen M, Neumann F, Li X (2018) A probabilistic tree-based representation for nonconvex minimum cost flow problems. In: International conference on parallel problem solving from nature. Springer, Cham, pp 69–81CrossRef
go back to reference Goldberg DE, Holland JH (1988) Genetic algorithms and machine learning. Mach Learn 3(2):95–99CrossRef Goldberg DE, Holland JH (1988) Genetic algorithms and machine learning. Mach Learn 3(2):95–99CrossRef
go back to reference Guisewite GM, Pardalos PM (1991a) Global search algorithms for minimum concave-cost network flow problems. J Glob Optim 1(4):309–330MathSciNetCrossRef Guisewite GM, Pardalos PM (1991a) Global search algorithms for minimum concave-cost network flow problems. J Glob Optim 1(4):309–330MathSciNetCrossRef
go back to reference Guisewite GM, Pardalos PM (1991b) Algorithms for the single-source uncapacitated minimum concave-cost network flow problem. J Glob Optim 1(3):245–265MathSciNetCrossRef Guisewite GM, Pardalos PM (1991b) Algorithms for the single-source uncapacitated minimum concave-cost network flow problem. J Glob Optim 1(3):245–265MathSciNetCrossRef
go back to reference Horst R, Thoai NV (1998) An integer concave minimization approach for the minimum concave cost capacitated flow problem on networks. Oper Res Spektrum 20(1):47–53MathSciNetCrossRef Horst R, Thoai NV (1998) An integer concave minimization approach for the minimum concave cost capacitated flow problem on networks. Oper Res Spektrum 20(1):47–53MathSciNetCrossRef
go back to reference Kim H-J, Hooker JN (2002) Solving fixed-charge network flow problems with a hybrid optimization and constraint programming approach. Ann Oper Res 115(1–4):95–124MathSciNetCrossRef Kim H-J, Hooker JN (2002) Solving fixed-charge network flow problems with a hybrid optimization and constraint programming approach. Ann Oper Res 115(1–4):95–124MathSciNetCrossRef
go back to reference Klansek U (2014) Solving the nonlinear discrete transportation problem by MINLP optimization. Transport 29(1):1–11CrossRef Klansek U (2014) Solving the nonlinear discrete transportation problem by MINLP optimization. Transport 29(1):1–11CrossRef
go back to reference Klansek U, Psunder M (2010) Solving the nonlinear transportation problem by global optimization. Transport 25(3):314–324CrossRef Klansek U, Psunder M (2010) Solving the nonlinear transportation problem by global optimization. Transport 25(3):314–324CrossRef
go back to reference Lin L, Gen M (2009) Multiobjective genetic algorithm for bicriteria network design problems. In: Gen M, Katai O, McKay B, Namatame A, Sarker RA, Zhang B-T (eds) Intelligent and evolutionary systems. Springer, Berlin, pp 141–161CrossRef Lin L, Gen M (2009) Multiobjective genetic algorithm for bicriteria network design problems. In: Gen M, Katai O, McKay B, Namatame A, Sarker RA, Zhang B-T (eds) Intelligent and evolutionary systems. Springer, Berlin, pp 141–161CrossRef
go back to reference Lin SY, Lin CH (1997) A computationally efficient method for nonlinear multicommodity network flow problems. Netw Int J 29(4):225–244MathSciNetMATH Lin SY, Lin CH (1997) A computationally efficient method for nonlinear multicommodity network flow problems. Netw Int J 29(4):225–244MathSciNetMATH
go back to reference Michalewicz Z, Vignaux GA, Hobbs M (1991) A nonstandard genetic algorithm for the nonlinear transportation problem. ORSA J Comput 3(4):307–316CrossRef Michalewicz Z, Vignaux GA, Hobbs M (1991) A nonstandard genetic algorithm for the nonlinear transportation problem. ORSA J Comput 3(4):307–316CrossRef
go back to reference Monteiro MSR, Fontes DB, Fontes FA (2011) An ant colony optimization algorithm to solve the minimum cost network flow problem with concave cost functions. In: Proceedings of the 13th annual conference on Genetic and evolutionary computation, pp 139–146 Monteiro MSR, Fontes DB, Fontes FA (2011) An ant colony optimization algorithm to solve the minimum cost network flow problem with concave cost functions. In: Proceedings of the 13th annual conference on Genetic and evolutionary computation, pp 139–146
go back to reference Monteiro MSR, Fontes DBMM, Fontes FACC (2013) Concave minimum cost network flow problems solved with a colony of ants. J Heuristics 19(1):1–33CrossRef Monteiro MSR, Fontes DBMM, Fontes FACC (2013) Concave minimum cost network flow problems solved with a colony of ants. J Heuristics 19(1):1–33CrossRef
go back to reference Newell GF (1996) Non-convex traffic assignment on a rectangular grid network. Transp Sci 30(1):32–42CrossRef Newell GF (1996) Non-convex traffic assignment on a rectangular grid network. Transp Sci 30(1):32–42CrossRef
go back to reference Ortega F, Wolsey LA (2003) A branch-and-cut algorithm for the single-commodity, uncapacitated, fixed-charge network flow problem. Netw Int J 41(3):143–158MathSciNetMATH Ortega F, Wolsey LA (2003) A branch-and-cut algorithm for the single-commodity, uncapacitated, fixed-charge network flow problem. Netw Int J 41(3):143–158MathSciNetMATH
go back to reference Reca J, Martnez J, Lpez-Luque R (2017) A new efficient bounding strategy applied to the heuristic optimization of the water distribution networks design. In: Congress on numerical methods in engineering CMN Reca J, Martnez J, Lpez-Luque R (2017) A new efficient bounding strategy applied to the heuristic optimization of the water distribution networks design. In: Congress on numerical methods in engineering CMN
go back to reference Sherali HD, Adams WP (2013) A reformulation-linearization technique for solving discrete and continuous nonconvex problems, vol 31. Springer, BerlinMATH Sherali HD, Adams WP (2013) A reformulation-linearization technique for solving discrete and continuous nonconvex problems, vol 31. Springer, BerlinMATH
go back to reference Sinha A, Malo P, Deb K (2017) Evolutionary algorithm for bilevel optimization using approximations of the lower level optimal solution mapping. Eur J Oper Res 257(2):395–411MathSciNetCrossRef Sinha A, Malo P, Deb K (2017) Evolutionary algorithm for bilevel optimization using approximations of the lower level optimal solution mapping. Eur J Oper Res 257(2):395–411MathSciNetCrossRef
go back to reference Tawarmalani M, Sahinidis NV, Sahinidis N (2002) Convexification and global optimization in continuous and mixed-integer nonlinear programming: theory, algorithms, software, and applications, vol 65. Springer, BerlinCrossRef Tawarmalani M, Sahinidis NV, Sahinidis N (2002) Convexification and global optimization in continuous and mixed-integer nonlinear programming: theory, algorithms, software, and applications, vol 65. Springer, BerlinCrossRef
go back to reference Vegh LA (2016) A strongly polynomial algorithm for a class of minimum-cost flow problems with separable convex objectives. SIAM J Comput 45(5):1729–1761MathSciNetCrossRef Vegh LA (2016) A strongly polynomial algorithm for a class of minimum-cost flow problems with separable convex objectives. SIAM J Comput 45(5):1729–1761MathSciNetCrossRef
go back to reference Xie F, Jia R (2012) Nonlinear fixed charge transportation problem by minimum cost flow-based genetic algorithm. Comput Ind Eng 63(4):763–778CrossRef Xie F, Jia R (2012) Nonlinear fixed charge transportation problem by minimum cost flow-based genetic algorithm. Comput Ind Eng 63(4):763–778CrossRef
go back to reference Yan S, Shih YL, Wang CL (2010) An ant colony system-based hybrid algorithm for square root concave cost transhipment problems. Eng Optim 42(11):983–1001MathSciNetCrossRef Yan S, Shih YL, Wang CL (2010) An ant colony system-based hybrid algorithm for square root concave cost transhipment problems. Eng Optim 42(11):983–1001MathSciNetCrossRef
Metadata
Title
A genetic algorithm with local search for solving single-source single-sink nonlinear non-convex minimum cost flow problems
Authors
Behrooz Ghasemishabankareh
Melih Ozlen
Xiaodong Li
Kalyanmoy Deb
Publication date
29-03-2019
Publisher
Springer Berlin Heidelberg
Published in
Soft Computing / Issue 2/2020
Print ISSN: 1432-7643
Electronic ISSN: 1433-7479
DOI
https://doi.org/10.1007/s00500-019-03951-2

Other articles of this Issue 2/2020

Soft Computing 2/2020 Go to the issue

Methodologies and Application

Hierarchical granular hotspots detection

Premium Partner