An ant colony optimization algorithm to solve the minimum cost network flow problem with concave cost functions

In this work we address the Singe-Source Uncapacitated Minimum Cost Network Flow Problem with concave cost functions. Given that this problem is of a combinatorial nature and also that the total costs are nonlinear, we propose a hybrid heuristic to solve it. In this type of algorithms one usually tries to manage two conflicting aspects of searching behaviour: exploration, the algorithm's ability to search broadly through the search space; and exploitation, the algorithm ability to search locally around good solutions that have been found previously. In our case, we use an Ant Colony Optimization algorithm to mainly deal with the exploration, and a Local Search algorithm to cope with the exploitation of the search space. Our method proves to be very efficient while solving both small and large size problem instances. The problems we have used to test the algorithm were previously solved by other authors using other population based heuristics and our algorithm was able to improve upon their results, both in terms of computing time and solution quality.

[1]  E. Spencer From the Library , 1936, British Journal of Ophthalmology.

[2]  T. Stützle,et al.  MAX-MIN Ant System and local search for the traveling salesman problem , 1997, Proceedings of 1997 IEEE International Conference on Evolutionary Computation (ICEC '97).

[3]  Marco Dorigo,et al.  Ant system: optimization by a colony of cooperating agents , 1996, IEEE Trans. Syst. Man Cybern. Part B.

[4]  Nicos Christofides,et al.  A Branch-and-Bound Algorithm for Concave Network Flow Problems , 2006, J. Glob. Optim..

[5]  W. Zangwill Minimum Concave Cost Flows in Certain Networks , 1968 .

[6]  Godfrey A. Walters,et al.  An evolutionary approach for finding optimal trees in undirected networks , 2000, Eur. J. Oper. Res..

[7]  Broderick Crawford,et al.  Integrating Lookahead and Post Processing Procedures with ACO for Solving Set Partitioning and Covering Problems , 2006, ICAISC.

[8]  Hosang Jung,et al.  Ant colony optimization algorithm to solve for the transportation problem of cross-docking network , 2010, Comput. Ind. Eng..

[9]  Ismail Karaoglan,et al.  A genetic ant colony optimization approach for concave cost transportation problems , 2007, 2007 IEEE Congress on Evolutionary Computation.

[10]  Panos M. Pardalos,et al.  Algorithms for the single-source uncapacitated minimum concave-cost network flow problem , 1991, J. Glob. Optim..

[11]  Miguel A. Vega-Rodríguez,et al.  A Hybrid Ant Colony Optimization Algorithm for Solving the Terminal Assignment Problem , 2009, IJCCI.

[12]  Nicos Christofides,et al.  Upper bounds for single‐source uncapacitated concave minimum‐cost network flow problems , 2003, Networks.

[13]  Hamid Davoud Pour,et al.  Solving the facility and layout and location problem by ant-colony optimization-meta heuristic , 2006 .

[14]  Rainer E. Burkard,et al.  Linear Approximations in a Dynamic Programming Approach for the Uncapacitated Single-Source Minimum Concave Cost Network Flow Problem in Acyclic Networks , 2001, J. Glob. Optim..

[15]  José Fernando Gonçalves,et al.  Heuristic solutions for general concave minimum cost network flow problems , 2007, Networks.

[16]  John R. Current,et al.  An improved ant colony optimization based algorithm for the capacitated arc routing problem , 2010 .

[17]  Arie Segev,et al.  Analysis of a flow problem with fixed charges , 1989, Networks.

[18]  Panos M. Pardalos,et al.  Supply Chain Optimization , 2007 .

[19]  Reiner Horst,et al.  An integer concave minimization approach for the minimum concave cost capacitated flow problem on networks , 1994, Universität Trier, Mathematik/Informatik, Forschungsbericht.

[20]  Panos M. Pardalos,et al.  A solution approach to the fixed charge network flow problem using a dynamic slope scaling procedure , 1999, Oper. Res. Lett..

[21]  Eleni Hadjiconstantinou,et al.  An Ant Colony Heuristic for the Design of Two-Edge Connected Flow Networks , 2004, ANTS Workshop.

[22]  Ravindra K. Ahuja,et al.  Applications of network optimization , 1992 .

[23]  Abder Koukam,et al.  A Combination of Simulated Annealing and Ant Colony System for the Capacitated Location-Routing Problem , 2006, KES.

[24]  Türkay Dereli,et al.  An ant colony algorithm for solving budget constrained and unconstrained dynamic facility layout problems , 2006 .

[25]  Thomas Stützle,et al.  Ant Colony Optimization Theory , 2004 .

[26]  Bertrand M. T. Lin,et al.  Ant colony optimization for the cell assignment problem in PCS networks , 2006, Comput. Oper. Res..

[27]  Laurence A. Wolsey,et al.  A branch-and-cut algorithm for the single-commodity, uncapacitated, fixed-charge network flow problem , 2003, Networks.

[28]  Panos M. Pardalos,et al.  Adaptive dynamic cost updating procedure for solving fixed charge network flow problems , 2008, Comput. Optim. Appl..

[29]  Ching-Jung Ting,et al.  Combining Lagrangian heuristic and Ant Colony System to solve the Single Source Capacitated Facility Location Problem , 2008 .

[30]  Panos M. Pardalos,et al.  Bilinear modeling solution approach for fixed charge network flow problems , 2009, Optim. Lett..

[31]  Nicos Christofides,et al.  A dynamic programming approach for solving single-source uncapacitated concave minimum cost network flow problems , 2006, Eur. J. Oper. Res..