Theoretical and practical aspects of ant colony optimization

Combinatorial optimization problems are of high academical as well as practical importance. Many instances of relevant combinatorial optimization problems are, due to their dimensions, intractable for complete methods such as branch and bound. Therefore, approximate algorithms such as metaheuristics received much attention in the past 20 years. Examples of metaheuristics are simulated annealing, tabu search, and evolutionary computation. One of the most recent metaheuristics is ant colony optimization (ACO), which was developed by Prof. M. Dorigo (who is the supervisor of this thesis) and colleagues. This thesis deals with theoretical as well as practical aspects of ant colony optimization. * A survey of metaheuristics. Chapter 1 gives an extensive overview on the nowadays most important metaheuristics. This overview points out the importance of two important concepts in metaheuristics: intensification and diversification. * The hyper-cube framework. Chapter 2 introduces a new framework for implementing ACO algorithms. This framework brings two main benefits to ACO researchers. First, from the point of view of the theoretician: we prove that Ant System (the first ACO algorithm to be proposed in the literature) in the hyper-cube framework generates solutions whose expected quality monotonically increases with the number of algorithm iterations when applied to unconstrained problems. Second, from the point of view of the experimental researcher, we show through examples that the implementation of ACO algorithms in the hyper-cube framework increases their robustness and makes the handling of the pheromone values easier. * Deception. In the first part of Chapter 3 we formally define the notions of first and second order deception in ant colony optimization. Hereby, first order deception corresponds to deception as defined in the field of evolutionary computation and is therefore a bias introduced by the problem (instance) to be solved. Second order deception is an ACO-specific phenomenon. It describes the observation that the quality of the solutions generated by ACO algorithms may decrease over time in certain settings. In the second part of Chapter 3 we propose different ways of avoiding second order deception. * ACO for the KCT problem. In Chapter 4 we outline an ACO algorithm for the edge-weighted k-cardinality tree (KCT) problem. This algorithm is implemented in the hyper-cube framework and uses a pheromone model that was determined to be well-working in Chapter 3. Together with the evolutionary computation and the tabu search approaches that we develop in Chapter 4, this ACO algorithm belongs to the current state-of-the-art algorithms for the KCT problem. * ACO for the GSS problem. Chapter 5 describes a new ACO algorithm for the group shop scheduling (GSS) problem, which is a general shop scheduling problem that includes among others the well-known job shop scheduling (JSS) and the open shop scheduling (OSS) problems. This ACO algorithm, which is implemented in the hyper-cube framework and which uses a new pheromone model that was experimentally tested in Chapter 3, is currently the best ACO algorithm for the JSS as well as the OSS problem. In particular when applied to OSS problem instances, this algorithm obtains excellent results, improving the best known solution for several OSS benchmark instances. A final contribution of this thesis is the development of a general method for the solution of combinatorial optimization problems which we refer to as Beam-ACO. This method is a hybrid between ACO and a tree search technique known as beam search. We show that Beam-ACO is currently a state-of-the-art method for the application to the existing open shop scheduling (OSS) problem instances.