A hybrid adaptive large neighborhood search heuristic for lot-sizing with setup times

This paper presents a hybrid of a general heuristic framework and a general purpose mixed-integer programming (MIP) solver. The framework is based on local search and an adaptive procedure which chooses between a set of large neighborhoods to be searched. A mixed integer programming solver and its built-in feasibility heuristics is used to search a neighborhood for improving solutions. The general reoptimization approach used for repairing solutions is specifically suited for combinatorial problems where it may be hard to otherwise design suitable repair neighborhoods. The hybrid heuristic framework is applied to the multi-item capacitated lot sizing problem with setup times, where experiments have been conducted on a series of instances from the literature and a newly generated extension of these. On average the presented heuristic outperforms the best heuristics from the literature, and the upper bounds found by the commercial MIP solver ILOG CPLEX using state-of-the-art MIP formulations. Furthermore, we improve the best known solutions on 60 out of 100 and improve the lower bound on all 100 instances from the literature.     

Modeling formulation and a new heuristic for the railroad blocking problem

The railroad blocking problem is an important issue at the tactical level of railroad freight transportation. This problem consists of determining paths between the origins and destinations of each shipment to minimize the operating and user costs while satisfying the railroad supply and demand restrictions. A mixed-integer program (MIP) is developed to find the optimal paths, and a new heuristic is developed to solve the proposed model. This heuristic decomposes the model into two sub-problems of manageable size and then provides feasible solutions. We discuss the performance of the proposed heuristic for a set of instances with up to 90 stations. A comparison with the CPLEX MIP solver shows that the heuristic gives the exact solution for 10 out of 15 instances. For the remaining instances, the heuristic obtained solutions within a tolerance of 0.03–0.84%. Furthermore, compared with the CPLEX MIP solver, the heuristic reduced the run time by an average of 85% for all 15 instances. Finally, we present the computational results of the heuristic applied to Iranian railroads.     

The travelling salesperson problem with hotel selection

In this paper, we present the travelling salesperson problem with hotel selection (TSPHS), an extension of the TSP with a number of interesting applications. We present a mathematical formulation, explain the difference with related optimization problems and indicate what makes this problem inherently more difficult. We develop a simple but efficient heuristic that uses two constructive initialization procedures and an improvement procedure consisting of several neighbourhood search operators designed specifically for this problem, as well as some typical neighbourhoods from the literature. We generate several benchmark instances of varying sizes and compare the performance of our heuristic with CPLEX (10.0). We also generate some problems with known optimal solutions and use these to further demonstrate that our heuristic achieves good results in very limited computation times.     

Optimal allocation of stock levels and stochastic customer demands to a capacitated resource

This paper considers a new class of stochastic resource allocation problems that requires simultaneously determining the customers that a capacitated resource must serve and the stock levels of multiple items that may be used in meeting these customers’ demands. Our model considers a reward (revenue) for serving each assigned customer, a variable cost for allocating each item to the resource, and a shortage cost for each unit of unsatisfied customer demand in a single-period context. The model maximizes the expected profit resulting from the assignment of customers and items to the resource while obeying the resource capacity constraint. We provide an exact solution method for this mixed integer nonlinear optimization problem using a Generalized Benders Decomposition approach. This decomposition approach uses Lagrangian relaxation to solve a constrained multi-item newsvendor subproblem and uses CPLEX to solve a mixed-integer linear master problem. We generate Benders cuts for the master problem by obtaining a series of subgradients of the subproblem’s convex objective function. In addition, we present a family of heuristic solution approaches and compare our methods with several MINLP (Mixed-Integer Nonlinear Programming) commercial solvers in order to benchmark their efficiency and quality.     

Scatter search for trainees to software project requirements stable allocation

In this paper, we study a centralized, stable matching scheme, which allocates trainees to software project requirements, to minimize retraining and relocation costs when the preference lists of the project requirements may contain ties of arbitrary lengths. This particular trainees’ assignment problem is important because the allocation decisions not only influence the costs but also impact software project deliverables and intern attrition rates. It is also an NP-hard problem because of the inclusion of the ties, and the costs in the stable allocation model. We, therefore, have designed a GRASP-based scatter search method, to solve the large size instances of our assignment problem efficiently. The GRASP method uses randomized algorithms to generate initial trial solutions. A repair heuristic based on regret minimization idea is designed to convert an unstable solution to a stable solution during an improvement phase. Computational experiments suggest that the proposed algorithm significantly reduces run time compared to the CPLEX, and produces solutions that are at an average 4.5% away from the best CPLEX solutions for the large size problem instances. Moreover, our scatter search method consistently provides better quality solutions than the two state of the art methods from the prior literature.     

An interactive approach for Bi-attribute multi-item auctions

The advances in the technological infrastructure and in the Internet led electronic auctions to become popular. With online sites, people buy/sell inexpensive products/services through auctions. In this paper, we develop an interactive approach that provides aid to both the buyer and the bidders in a bi-attribute, multi-item auction environment. Our approach is applicable for both reverse and forward auctions. We test our approach for underlying linear preference functions of the buyer. We also adapt it as a heuristic for the case the buyer has a nonlinear preference function. The test results show that our approach works well.     

Parametric Ghost Image Processes for Fixed-Charge Problems: A Study of Transportation Networks

We present a parametric approach for solving fixed-charge problems first sketched in Glover (1994). Our implementation is specialized to handle the most prominently occurring types of fixed-charge problems, which arise in the area of network applications. The network models treated by our method include the most general members of the network flow class, consisting of generalized networks that accommodate flows with gains and losses. Our new parametric method is evaluated by reference to transportation networks, which are the network structures most extensively examined, and for which the most thorough comparative testing has been performed. The test set of fixed-charge transportation problems used in our study constitutes the most comprehensive randomly generated collection available in the literature. Computational comparisons reveal that our approach performs exceedingly well. On a set of a dozen small problems we obtain ten solutions that match or beat solutions found by CPLEX 9.0 and that beat the solutions found by the previously best heuristic on 11 out of 12 problems. On a more challenging set of 120 larger problems we uniformly obtain solutions superior to those found by CPLEX 9.0 and, in 114 out of 120 instances, superior to those found by the previously best approach. At the same time, our method finds these solutions while on average consuming 100 to 250 times less CPU time than CPLEX 9.0 and a roughly equivalent amount of CPU time as taken by the previously best method.     

A new method for mean-variance portfolio optimization with cardinality constraints

Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the Limited Asset Markowitz (LAM) model, where the assets are limited with the introduction of quantity and cardinality constraints. We propose a completely new approach for solving the LAM model based on a reformulation as a Standard Quadratic Program, on a new lower bound that we establish, and on other recent theoretical and computational results for such problem. These results lead to an exact algorithm for solving the LAM model for small size problems. For larger problems, such algorithm can be relaxed to an efficient and accurate heuristic procedure that is able to find the optimal or the best-known solutions for problems based on some standard financial data sets that are used by several other authors. We also test our method on five new data sets involving real-world capital market indices from major stock markets. We compare our results with those of CPLEX and with those obtained with very recent heuristic approaches in order to illustrate the effectiveness of our method in terms of solution quality and of computation time. All our data sets and results are publicly available for use by other researchers.     

考虑生产计划的多周期切割问题优化研究

切割生产广泛存在于工业企业,是原材料加工的重要环节。已有文献主要关注单周期切割问题,但是切割计划也是生产计划的一部分,切割计划和生产计划应该协调优化,达到全局最优。本文研究考虑生产计划的多周期切割问题,目标是最小化运营成本,包括准备成本、切割成本、库存成本以及母材消耗成本。首先建立混合整数规划模型;提出动态规划启发式算法;最后对算例在多种情境下测试,分析成本因子变化对最优结果的影响。算法结果与CPLEX最优结果比较,平均误差为1.85%,表明算法是有效的。     

考虑泊位疏浚的连续型泊位和动态岸桥联合调度

针对集装箱码头泊位需要定期维护的实际特征,研究了泊位疏浚情况下连续型泊位和动态岸桥联合调度问题。首先,建立了一个以船舶周转时间最小为目标的整数线性规划模型;其次,针对问题特性设计了三种启发式算法。为了分析泊位疏浚对码头工作的影响并验证模型正确性和算法有效性,分别对未考虑泊位疏浚和考虑泊位疏浚两种调度情形,进行了小规模与大规模问题输入的多组测试。三种算法在小规模输入上均取得了相同于CPLEX的精确解,从而验证了算法的有效性;进一步通过对比分析这些算法在大规模输入中的运行结果,验证其有效性能。     

Genetic Algorithm for Network Cost Minimization Using Threshold Based Discounting

We present a genetic algorithm for heuristically solving a cost minimization problem applied to communication networks with threshold based discounting. The network model assumes that every two nodes can communicate and offers incentives to combine of from different sources. Namely, there is a prescribed threshold on every link, and if the total of on a link is greater than the threshold, the cost of this of is discounted by a factor. A heuristic algorithm based on genetic strategy is developed and applied to a benchmark set of problems. The results are compared with former branch and bound results using the CPLEX(r)solver. For larger data instances we were able to obtain improved solutions using less CPU time, confirming the effectiveness of our heuristic approach.     

GRASP heuristic with path-relinking for the multi-plant capacitated lot sizing problem

This paper addresses the independent multi-plant, multi-period, and multi-item capacitated lot sizing problem where transfers between the plants are allowed. This is an NP-hard combinatorial optimization problem and few solution methods have been proposed to solve it. We develop a GRASP (Greedy Randomized Adaptive Search Procedure) heuristic as well as a path-relinking intensification procedure to find cost-effective solutions for this problem. In addition, the proposed heuristics is used to solve some instances of the capacitated lot sizing problem with parallel machines. The results of the computational tests show that the proposed heuristics outperform other heuristics previously described in the literature. The results are confirmed by statistical tests.     

Comparison of a branch-and-bound heuristic,a newsvendor-based heuristic and periodic Bailey rules for outpatients appointment scheduling systems

Appointment-based service systems admit limited number of customers at a specific time interval to make service providers more accessible by reducing customers’ waiting time and make the costly resources more productive. A traditional approach suggests the Bailey rule, which assigns one or more customers at the initial block and only one customer at remaining blocks. We prescribe two heuristic approaches and variations of the traditional Bailey rule to appointment scheduling systems with the objective of minimizing total expected costs of delay and idle times between blocks. The first heuristic adopts a branch-and-bound approach using forward dynamic programming and tries to fully enumerate with some restrictions. The second heuristic uses a sequential-inverse newsvendor approach using a starting solution. We conduct numerical tests, which show that both heuristics get near-optimal solutions in a quicker time than a commercial solver, CPLEX and that the second approach gives near-optimal solutions far faster than the first approach. In addition, we suggest the use of a periodic Bailey rule, which can be implemented easily in practice, and provides a close solution to the best result of both heuristics, depending upon cost parameters and service-time variances.     

Load balancing and capacity constraints in a hierarchical location model

Recent work on the location of perinatal facilities in the municipality of Rio de Janeiro resulted in the development of an uncapacitated, three-level hierarchical model. An important issue that arose during the course of the research was the need to include some form of capacity constraints into the model, especially in the higher, resource intensive level of the hierarchy. This need was felt from technical discussions related to the research work and from contacts with municipality health officials.A capacitated model is presented and solved using a Lagrangean heuristic. For smaller problems optimal solutions are found using CPLEX; it is found that the heuristic usually gives high quality solutions. Next a bi-criterion model is formulated in which the additional objective measure is the imbalance in facility loading. This is solved exactly for a small problem and approximately for the 152-vertex Rio de Janeiro data.     

An exact algorithm for the capacitated facility location problems with single sourcing

Facility location problems are often encountered in many areas such as distribution, transportation and telecommunication. We describe a new solution approach for the capacitated facility location problem in which each customer is served by a single facility. An important class of heuristic solution methods for these problems are Lagrangian heuristics which have been shown to produce high quality solutions and at the same time be quite robust. A primal heuristic, based on a repeated matching algorithm which essentially solves a series of matching problems until certain convergence criteria are satisfied, is incorporated into the Lagrangian heuristic. Finally, a branch-and-bound method, based on the Lagrangian heuristic is developed, and compared computationally to the commercial code CPLEX. The computational results indicate that the proposed method is very efficient.     

Elastic Constraint Branching, the Wedelin/Carmen Lagrangian Heuristic and Integer Programming for Personnel Scheduling

The Wedelin algorithm is a Lagrangian based heuristic that is being successfully used by Carmen Systems to solve large crew pairing problems within the airline industry. We extend the Wedelin approach by developing an implementation for personnel scheduling problems (also termed staff rostering problems) that exploits the special structure of these problems. We also introduce elastic constraint branching with the twin aims of improving the performance of our new approach and making it more column generation friendly. Numerical results show that our approach can outperform the commercial solver CPLEX on difficult commercial rostering problems.     

A new partial pooling structure for spare parts networks

Motivated by real-life spare parts networks, we introduce a new spare parts inventory model with lateral transshipment. We consider a multi-item, multi-location, single-echelon system with base stock control and aggregate mean waiting time constraints. The local warehouses are divided into two types: main and regular local warehouses. Lateral transshipment is allowed from main local warehouses only. A practical advantage of this structure is that only a limited number of local warehouses has to be equipped to provide lateral transshipment. This structure represents a new form of partial pooling, with no pooling (zero main locals) and full pooling (zero regular locals) as special cases. We develop an accurate and fast approximate evaluation method, and exploit this method in a heuristic procedure for the base stock level determination. We show that only a small number of main locals is sufficient to obtain most of the full pooling benefits. We also apply our methods to case data of ASML, an original equipment manufacturer in the semiconductor supplier industry. As a result of our work ASML was able to improve spare parts planning.     

A memetic algorithm approach for solving the multidimensional multi-way number partitioning problem

In this paper, we describe a generalization of the multidimensional two-way number partitioning problem (MDTWNPP) where a set of vectors has to be partitioned into p sets (parts) such that the sums per every coordinate should be exactly or approximately equal. We will call this generalization the multidimensional multi-way number partitioning problem (MDMWNPP). Also, an efficient memetic algorithm (MA) heuristic is developed to solve the multidimensional multi-way number partitioning problem obtained by combining a genetic algorithm (GA) with a powerful local search (LS) procedure. The performances of our memetic algorithm have been compared with the existing numerical results obtained by CPLEX based on an integer linear programming formulation of the problem. The solution reveals that our proposed methodology performs very well in terms of both quality of the solutions obtained and the computational time compared with the previous method of solving the multidimensional two-way number partitioning problem.     

A metaheuristic approach to the dominating tree problem

This paper considers a recently introduced NP-hard problem on graphs, called the dominating tree problem. In order to solve this problem, we develop a variable neighborhood search (VNS) based heuristic. Feasible solutions are obtained by using the set of vertex permutations that allow us to implement standard neighborhood structures and the appropriate local search procedure. Computational experiments include two classes of randomly generated test instances and benchmark test instances from the literature. Optimality of VNS solutions on small size instances is verified with CPLEX.     

A dynamic programming algorithm for scheduling jobs in a two-machine open shop with an availability constraint

This paper studies a two-machine open shop scheduling problem with an availability constraint, ie we assume that a machine is not always available and that the processing of the interrupted job can be resumed when the machine becomes available again. We consider the makespan minimization as criterion. This problem is NP-hard. We develop a pseudo-polynomial time dynamic programming algorithm to solve the problem optimally when the machine is not available at time s>0. Then, we propose a mixed integer linear programming formulation, that allows to solve instances with up to 500 jobs optimally in less than 5?min with CPLEX solver. Finally, we show that any heuristic algorithm has a worst-case error bound of 1.