Simulation-based fitness landscape analysis and optimisation of complex problems

Abstract

Widespread hard optimisation problems in economics and logistics are characterised by large dimensions, uncertainty and nonlinearity and require more powerful methods of stochastic optimisation that traditional ones. Simulation optimisation is a powerful tool for solving these problems. Moreover, fitness landscape analysis techniques provide an efficient approach to better selection of a suitable optimisation algorithm. The concept and techniques of fitness landscape analysis are described. A formalised scheme for simulation optimisation enhanced with fitness landscape analysis is given. Benchmark fitness landscape analysis is performed to find relations between efficiency of an optimisation algorithm and structural features of a fitness landscape. Case study in simulation optimisation of vehicle routing and scheduling is described. Various optimisation scenarios with application of the fitness landscape analysis are discussed and investigated.

Keywords:

• optimisation
• simulation
• fitness landscape analysis
• routing
• scheduling
• time windows

JEL Classification:

• C60
• C61
• C63
• L92

Additional information

Galina MERKURYEVA is a Professor at the Institute of Information Technology, Department of Modelling and Simulation of Riga Technical University (Latvia). She earned her Dr sc. ing. degree in 1984 in technical cybernetics and information theory from the Institute of Electronics and Computer Science of the Latvian Academy of Sciences (Latvia) and Dr habil. in 2003 in control of organisational-technical systems from the Institute of Control Sciences of the Russian Academy of Sciences (Russia). Her professional interests and experiences are in the fields of discrete-event simulation, simulation metamodelling, simulation-based optimisation, decision support systems, logistics, production planning and control, supply chain management and simulation-based training. She is the author of more than 170 publications, including 5 books. She is an editor of the Baltic Journal on Sustainability, Technological and Economic Development of Economy.

Vitaly BOLSHAKOV is a senior researcher at the Department of Modelling and Simulation of Riga Technical University, Latvia. In December 2013 he defended his doctoral thesis and received Dr sc. ing. degree. His main research interests and experiences are in the fields of metaheuristic optimisation, fitness landscape analysis and simulation-based optimisation.