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The application of the cross-entropy method for multi-objective optimisation to combinatorial problems

Thesis (MScEng)--Stellenbosch University, 2012. / ENGLISH ABSTRACT: Society is continually in search of ways to optimise various objectives.
When faced with multiple and con
icting objectives, humans are in
need of solution techniques to enable optimisation. This research
is based on a recent venture in the eld of multi-objective optimisation,
the use of the cross-entropy method to solve multi-objective
problems. The document provides a brief overview of the two elds,
multi-objective optimisation and the cross-entropy method, touching
on literature, basic concepts and applications or techniques. The
application of the method to two problems is then investigated. The
rst application is to the multi-objective vehicle routing problem with
soft time windows, a widely studied problem with many real-world
applications. The problem is modelled mathematically with a transition
probability matrix that is updated according to cross-entropy
principles before converging to an approximation solution set. The
highly constrained problem is successfully modelled and the optimisation
algorithm is applied to a set of benchmark problems. It was
found that the cross-entropy method for multi-objective optimisation
is a valid technique in providing feasible and non-dominated solutions.
The second application is to a real world case study in blood management
done at the Western Province Blood Transfusion Service. The
conceptual model is derived from interviews with relevant stakeholders
before discrete event simulation is used to model the system. The
cross-entropy method is used to optimise the inventory policy of the
system by simultaneously maximising the combined service level of the
system and minimising the total distance travelled. By integrating the
optimisation and simulation model, the study shows that the inventory policy of the service can improve signi cantly, and the use of the
cross-entropy algorithm adequately progresses to a front of solutions.
The research proves the remarkable width and simplicity of possible
applications of the cross-entropy algorithm for multi-objective optimisation,
whilst contributing to literature on the vehicle routing problem
and blood management. Results on benchmark problems for the vehicle
routing problem with soft time windows are provided and an
improved inventory policy is suggested to the Western Province Blood
Transfusion Service. / AFRIKAANSE OPSOMMING: Die mensdom is voortdurend op soek na maniere om verskeie doelwitte
te optimeer. Wanneer die mens konfrontreer word met meervoudige
en botsende doelwitte, is oplossingsmetodes nodig om optimering te
bewerkstellig. Hierdie navorsing is baseer op 'n nuwe wending in die
veld van multi-doelwit optimering, naamlik die gebruik van die kruisentropie
metode om multi-doelwit probleme op te los. Die dokument
verskaf 'n bre e oorsig oor die twee velde { multi-doelwit optimering en
die kruis-entropie-metode { deur kortliks te kyk na die beskikbare literatuur,
basiese beginsels, toepassingsareas en metodes. Die toepassing
van die metode op twee onafhanklike probleme word dan ondersoek.
Die eerste toepassing is di e van die multi-doelwit voertuigroeteringsprobleem
met plooibare tydvensters. Die probleem word eers wiskundig
modelleer met 'n oorgangswaarskynlikheidsmatriks. Die matriks word
dan deur kruis-entropie beginsels opdateer voor dit konvergeer na 'n
benaderingsfront van oplossings. Die oplossingsruimte is onderwerp
aan heelwat beperkings, maar die probleem is suksesvol modelleer en
die optimeringsalgoritme is gevolglik toegepas op 'n stel verwysingsprobleme.
Die navorsing het gevind dat die kruis-entropie metode vir
multi-doelwit optimering 'n geldige metode is om 'n uitvoerbare front
van oplossings te beraam.
Die tweede toepassing is op 'n gevallestudie van die bestuur van bloed
binne die konteks van die Westelike Provinsie Bloedoortappingsdiens.
Na aanleiding van onderhoude met die relevante belanghebbers is 'n
konsepmodel geskep voor 'n simulasiemodel van die stelsel gebou is.
Die kruis-entropie metode is gebruik om die voorraadbeleid van die
stelsel te optimeer deur 'n gesamentlike diensvlak van die stelsel te
maksimeer en terselfdetyd die totale reis-afstand te minimeer. Deur die optimerings- en simulasiemodel te integreer, wys die studie dat
die voorraadbeleid van die diens aansienlik kan verbeter, en dat die
kruis-entropie algoritme in staat is om na 'n front van oplossings te
beweeg. Die navorsing bewys die merkwaardige wydte en eenvoud
van moontlike toepassings van die kruis-entropie algoritme vir multidoelwit
optimering, terwyl dit 'n bydrae lewer tot die afsonderlike
velde van voertuigroetering en die bestuur van bloed. Uitslae vir die
verwysingsprobleme van die voertuigroeteringsprobleem met plooibare
tydvensters word verskaf en 'n verbeterde voorraadbeleid word aan
die Westelike Provinsie Bloedoortappingsdiens voorgestel.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:sun/oai:scholar.sun.ac.za:10019.1/71636
Date12 1900
CreatorsHauman, Charlotte
ContributorsBekker, J., Stellenbosch University. Faculty of Engineering. Dept. of Industrial Engineering.
PublisherStellenbosch : Stellenbosch University
Source SetsSouth African National ETD Portal
Languageen_ZA
Detected LanguageEnglish
TypeThesis
Format115 p. : ill.
RightsStellenbosch University

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