Dr. Javier Faulin - Simheuristics: Extending Metaheuristics to Deal with Stochastic Combinatorial Optimization Problems

ABSTRACT: Many combinatorial optimization problems (COPs) encountered in real-world logistics, transportation, production, healthcare, financial, telecommunication, and computing applications are NP-hard in nature. These real-life COPs are frequently characterized by their large-scale sizes and the need for obtaining high-quality solutions in short computing times, thus requiring the use of metaheuristic algorithms. Metaheuristics benefit from different random-search and parallelization paradigms, but they frequently assume that the problem inputs, the underlying objective function, and the set of optimization constraints are deterministic. However, uncertainty is all around us, which often makes deterministic models oversimplified versions of real-life systems. After completing an extensive review of related work, this paper describes a general methodology that allows for extending metaheuristics through simulation to solve stochastic COPs. ‘Simheuristics’ allow modelers for dealing with real-life uncertainty in a natural way by integrating simulation (in any of its variants) into a metaheuristic-driven framework. These optimization driven algorithms rely on the fact that efficient metaheuristics already exist for the deterministic version of the corresponding COP. Simheuristics also facilitate the introduction of risk and/or reliability analysis criteria during the assessment of alternative high-quality solutions to stochastic COPs. Several examples of applications in different fields illustrate the potential of the proposed methodology.

Keywords:  Metaheuristics, Simulation, Combinatorial optimization, Stochastic problems

Dr. Javier Faulin is a Full Professor of Operations Research and Statistics at the Public University of Navarre (Pamplona, Spain). He also collaborates as Instructor-Tutor at the UNED local center in Pamplona. He holds a Ph.D. in Economics and Business from the University of Navarre (Pamplona, Spain), a M.Sc. in Operations Management, Logistics and Transportation from UNED (Madrid, Spain) and a M.Sc. and BSc in Applied Mathematics from the University of Zaragoza (Zaragoza, Spain). He has extended experience in distance and Web-based teaching during the last 15 years in different European universities. Moreover, his teaching has been developed in the following centers: Public University of Navarre (Pamplona, Navarre, Spain), University of Navarre (Pamplona, Navarre, Spain), UNED (Madrid, Spain), the Open University of Catalonia (Barcelona, Spain), the University of Rennes 1 (Rennes, France), and the University of Surrey (Guilford, Surrey, UK). His research interests include transportation and logistics, vehicle routing problems and simulation modelling and analysis, especially in the practical resolution of logistics and delivery problems of companies. Similarly, he has developed a research line of evaluation of environmental impact of freight transportation and its relationship with vehicle routing problems. In order to model the previous problems, he has collaborated (along with Dr Angel Juan and other researchers) in the development of the simheuristics methodology, as a way of imbrication of simulation with optimization. He has published more than 120 papers in international journals, books and proceedings about logistics, routing and simulation. Similarly, he has taught many courses on line about Operations Research (OR) and Decision Making, and he has been the academic advisor of three PhD students and more than 50 graduate and master students. Furthermore, he has been the author of more than 180 talks in OR conferences. He is an editorial board member of the journals: Transportation Research Part E: Logistics and Transportation Review (TRE), Journal of Applied Operational Research (JAOR), International Journal of Applied Management Science (IJAMS) and International Journal of Operations Research and Information Systems (IJORIS).