An ILP and simulation model to optimize search and rescue helicopter operations

Maritime search and rescue (SAR) operations, conducted for rendering aid to the victims in need of help at sea, play a crucial role in dropping the number of causalities. Therefore, it is of high importance to organize SAR operations properly. In this paper, we compose a hybrid methodology which combines optimization and simulation to allocate SAR helicopters. First, we build an integer linear programming (ILP) model to provide an effective deployment plan and use it as an input to a simulation model which includes constraints that the ILP model cannot tackle. Next, using a rule-based algorithm, we generate alternative solutions and seek better plans that exist in the vicinity of the ILP model solution. We perform our methodology on the historical incident data in the Aegean Sea region. Results show that the hybrid methodology we adopted leads to a more effective utilization of resources than the optimization model alone.     

Numerical solutions comparison for interval linear programming problems based on coverage and validity rates

In this paper, two-step method (TSM), alternative solution method (SOM-2) and best-worst case (BWC) method are introduced to solve a type of interval linear programming (ILP) problem. To compare the performance of the methods, Monte Carlo simulation is also used to solve the same ILP problem, whose solutions are assumed to be real solutions. In the comparison, two scenarios corresponding with two assumptions of distribution functions are considered: (i) all the input parameters obey normal distribution; (ii) all the input parameters obey uniform distribution. Based on the simulation results, coverage rate (CR) and validity rate (VR) are proposed as new indicators to measure the quality of the numerical solutions obtained from the methods. Results from a numerical case study indicate that the TSM and SOM-2 solutions can cover the majority of valid values (CR > 50%, VR > 50%), compared to the conventional BWC method. In addition, from the point of CR, TSM is more applicable since the solutions of TSM can identify more feasible solutions. However, from the point of VR, SOM-2 is preferred since it can exclude more baseless solutions (this means more feasible solutions are contained in the SOM-2 solutions). In general, TSM would be preferred when only the range of the system objective needs to be determined, while SOM-2 would be much useful in identifying the effective values of the objective.     

The balanced academic curriculum problem revisited

The Balanced Academic Curriculum Problem (BACP) consists in assigning courses to teaching terms satisfying prerequisites and balancing the credit course load within each term. The BACP is part of the CSPLib with three benchmark instances, but its formulation is simpler than the problem solved in practice by universities. In this article, we introduce a generalized version of the problem that takes different curricula and professor preferences into account, and we provide a set of real-life problem instances arisen at University of Udine. Since the existing formulation based on a min–max objective function does not balance effectively the credit load for the new instances, we also propose alternative objective functions. Whereas all the CSPLib instances are efficiently solved with Integer Linear Programming (ILP) state-of-the-art solvers, our new set of real-life instances turns out to be much more challenging and still intractable for ILP solvers. Therefore, we have designed, implemented, and analyzed heuristics based on local search. We have collected computational results on all the new instances with the proposed approaches and assessed the quality of solutions with respect to the lower bounds found by ILP on a relaxed and decomposed problem. Results show that a selected heuristic finds solutions of quality at 9%–60% distance from the lower bound. We make all data publicly available, in order to stimulate further research on this problem.     

切割定界与整数分枝结合求解整数线性规划

把一种改进的割平面方法和分枝定界的思想结合起来求解整数线性规划 ( ILP)问题 .它利用目标函数等值面的移动来切去相应 ( LP)的可行域中含其非整数最优解但不含 ( ILP)可行解的“无用部分”,并将对应的目标函数值作为 ( ILP)目标最优值的一个上界 ;最后 ,通过 ( LP)最优解中非整数基变量的整数分枝来获得整数线性规划的最优解 .     

Cyclic scheduling via integer programs with circular ones

A fundamental problem of cyclic staffing is to size and schedule a minimum-cost workforce so that sufficient workers are on duty during each time period. This may be modeled as an integer linear program with a cyclically structured 0-1 constraint matrix. We identify a large class of such problems for which special structure permits the ILP to be solved parametrically as a bounded series of network flow problems. Moreover, an alternative solution technique is shown in which the continuous-valued LP is solved and the result rounded in a special way to yield an optimum solution to the ILP.     

An objective hyperplane search procedure for solving the general all-integer linear programming (ILP) problem

We describe an objective hyperplane search method for solving a class of integer linear programming (ILP) problems. We formulate the search as a bounded knapsack problem and develop requisite theory for formulating knapsack problems with composite constraints and composite objective functions that facilitate convergence to an ILP solution. A heuristic solution algorithm was developed and used to solve a variety of test problems found in the literature. The method obtains optimal or near-optimal solutions in acceptable ranges of computational effort.     

A GRASP + ILP-based metaheuristic for the capacitated location-routing problem

In this paper we present a three-phase heuristic for the Capacitated Location-Routing Problem. In the first stage, we apply a GRASP followed by local search procedures to construct a bundle of solutions. In the second stage, an integer-linear program (ILP) is solved taking as input the different routes belonging to the solutions of the bundle, with the objective of constructing a new solution as a combination of these routes. In the third and final stage, the same ILP is iteratively solved by column generation to improve the solutions found during the first two stages. The last two stages are based on a new model, the location-reallocation model, which generalizes the capacitated facility location problem and the reallocation model by simultaneously locating facilities and reallocating customers to routes assigned to these facilities. Extensive computational experiments show that our method is competitive with the other heuristics found in the literature, yielding the tightest average gaps on several sets of instances and being able to improve the best known feasible solutions for some of them.     

A cyclic scheduling problem with an undetermined number of parallel identical processors

This paper presents two integer linear programming (ILP) models for cyclic scheduling of tasks with unit/general processing time. Our work is motivated by digital signal processing (DSP) applications on FPGAs (Field-Programmable Gate Arrays)—hardware architectures hosting several sets of identical arithmetic units. These hardware units can be formalized as dedicated sets of parallel identical processors. We propose a method to find an optimal periodic schedule of DSP algorithms on such architectures where the number of available arithmetic units must be determined by the scheduling algorithm with respect to the capacity of the FPGA circuit. The emphasis is put on the efficiency of the ILP models. We show the advantages of our models in comparison with common ILP models on benchmarks and randomly generated instances.     

A column generation approach to train timetabling on a corridor

We propose heuristic and exact algorithms for the (periodic and non-periodic) train timetabling problem on a corridor that are based on the solution of the LP relaxation of an ILP formulation in which each variable corresponds to a full timetable for a train. This is in contrast with previous approaches to the same problem, which were based on ILP formulations in which each variable is associated with a departure and/or arrival of a train at a specific station in a specific time instant, whose LP relaxation is too expensive to be solved exactly. Experimental results on real-world instances of the problem show that the proposed approach is capable of producing heuristic solutions of better quality than those obtained by these previous approaches, and of solving some small-size instances to proven optimality.      

How to determine basis stability in interval linear programming

Interval linear programming (ILP) was introduced in order to deal with linear programming problems with uncertainties that are modelled by ranges of admissible values. Basic tasks in ILP such as calculating the optimal value bounds or set of all possible solutions may be computationally very expensive. However, if some basis stability criterion holds true then the problems becomes much more easy to solve. In this paper, we propose a method for testing basis stability. Even though the method is exponential in the worst case (not surprisingly due to NP-hardness of the problem), it is fast in many cases.     

About Lagrangian Methods in Integer Optimization

It is well-known that the Lagrangian dual of an Integer Linear Program (ILP) provides the same bound as a continuous relaxation involving the convex hull of all the optimal solutions of the Lagrangian relaxation. It is less often realized that this equivalence is effective, in that basically all known algorithms for solving the Lagrangian dual either naturally compute an (approximate) optimal solution of the “convexified relaxation”, or can be modified to do so. After recalling these results we elaborate on the importance of the availability of primal information produced by the Lagrangian dual within both exact and approximate approaches to the original (ILP), using three optimization problems with different structure to illustrate some of the main points.     

Confidence intervals in the solution of stochastic integer linear programming problems

A method is proposed to estimate confidence intervals for the solution of integer linear programming (ILP) problems where the technological coefficients matrix and the resource vector are made up of random variables whose distribution laws are unknown and only a sample of their values is available. This method, based on the theory of order statistics, only requires knowledge of the solution of the relaxed integer linear programming (RILP) problems which correspond to the sampled random parameters. The confidence intervals obtained in this way have proved to be more accurate than those estimated by the current methods which use the integer solutions of the sampled ILP problems.This research was partially supported by the Italian National Research Council contract no. 82.001 14.93 (P.F. Trasporti).     

Models and heuristic algorithms for a weighted vertex coloring problem

We consider a weighted version of the well-known Vertex Coloring Problem (VCP) in which each vertex i of a graph G has associated a positive weight w _i . Like in VCP, one is required to assign a color to each vertex in such a way that colors on adjacent vertices are different, and the objective is to minimize the sum of the costs of the colors used. While in VCP the cost of each color is equal to one, in the Weighted Vertex Coloring Problem (WVCP) the cost of each color depends on the weights of the vertices assigned to that color, and it equals the maximum of these weights. WVCP is known to be NP-hard and arises in practical scheduling applications, where it is also known as Scheduling on a Batch Machine with Job Compatibilities. We propose three alternative Integer Linear Programming (ILP) formulations for WVCP: one is used to derive, dropping integrality requirement for the variables, a tight lower bound on the solution value, while a second one is used to derive a 2-phase heuristic algorithm, also embedding fast refinement procedures aimed at improving the quality of the solutions found. Computational results on a large set of instances from the literature are reported.     

Solving large-scale maximum expected covering location problems by genetic algorithms: A comparative study

This paper compares the performance of genetic algorithms (GAs) on large-scale maximum expected coverage problems to other heuristic approaches. We focus our attention on a particular formulation with a nonlinear objective function to be optimized over a convex set. The solutions obtained by the best genetic algorithm are compared to Daskin's heuristic and the optimal or best solutions obtained by solving the corresponding integer linear programming (ILP) problems. We show that at least one of the GAs yields optimal or near-optimal solutions in a reasonable amount of time.     

A provably convergent heuristic for stochastic bicriteria integer programming

We propose a general-purpose algorithm APS (Adaptive Pareto-Sampling) for determining the set of Pareto-optimal solutions of bicriteria combinatorial optimization (CO) problems under uncertainty, where the objective functions are expectations of random variables depending on a decision from a finite feasible set. APS is iterative and population-based and combines random sampling with the solution of corresponding deterministic bicriteria CO problem instances. Special attention is given to the case where the corresponding deterministic bicriteria CO problem can be formulated as a bicriteria integer linear program (ILP). In this case, well-known solution techniques such as the algorithm by Chalmet et al. can be applied for solving the deterministic subproblem. If the execution of APS is terminated after a given number of iterations, only an approximate solution is obtained in general, such that APS must be considered a metaheuristic. Nevertheless, a strict mathematical result is shown that ensures, under rather mild conditions, convergence of the current solution set to the set of Pareto-optimal solutions. A modification replacing or supporting the bicriteria ILP solver by some metaheuristic for multicriteria CO problems is discussed. As an illustration, we outline the application of the method to stochastic bicriteria knapsack problems by specializing the general framework to this particular case and by providing computational examples.     

A new equivalent transformation for interval inequality constraints of interval linear programming

In this paper, we have introduced a new approach to solve a class of interval linear programming (ILP) problems. Firstly, the novel concept of an interval ordering relation is further developed to make desired solution feasible. Secondly, according to the 3\(\upsigma \) law of normal distribution, a new equivalent transformation for constraints with the interval-valued coefficients of ILP is justified. Accordingly, the uncertainty stemmed from interval number could be replaced by the uncertainty of random variables. Consequently, the classical methodology of stochastic linear programming, a chance constrained programming model based on normal distribution is designed to work out the equivalent form of the original problem. This is because it allows us to carry out the optimization operation with a certain calibrated probability. A typical numerical example is given to illustrate how to apply equivalent transformation in order to realize ILP. Finally, we conclude this paper by elaborated comparisons among our method and selected existing solutions to advance our confidence of our research results as to their correctness and effectiveness.     

An algorithm and upper bounds for the weighted maximal planar graph problem

In this paper, we investigate the weighted maximal planar graph (WMPG) problem. Given a complete, edge-weighted, simple graph, the WMPG problem involves finding a subgraph with the highest sum of edge weights that is maximal planar, namely, it can be embedded in the plane without any of its edges intersecting, and no additional edge can be added to the subgraph without violating its planarity. We present a new integer linear programming (ILP) model for this problem. We then develop a cutting-plane algorithm to solve the WMPG problem based on the proposed ILP model. This algorithm enables the problem to be solved more efficiently than previously reported algorithms. New upper bounds are also provided, which are useful in evaluating the quality of heuristic solutions or in generating initial solutions for meta-heuristics. Computational results are reported for a set of 417 test instances of size varying from 6 to 100 nodes including 105 instances from the literature and 312 randomly generated instances. The computational results indicate that instances with up to 24 nodes can be solved optimally in reasonable computational time and the new upper bounds for larger instances significantly improve existing upper bounds.     

A “reduce and solve” approach for the multiple-choice multidimensional knapsack problem

The multiple-choice multidimensional knapsack problem (MMKP) is a well-known NP-hard combinatorial optimization problem with a number of important applications. In this paper, we present a “reduce and solve” heuristic approach which combines problem reduction techniques with an Integer Linear Programming (ILP) solver (CPLEX). The key ingredient of the proposed approach is a set of group fixing and variable fixing rules. These fixing rules rely mainly on information from the linear relaxation of the given problem and aim to generate reduced critical subproblem to be solved by the ILP solver. Additional strategies are used to explore the space of the reduced problems. Extensive experimental studies over two sets of 37 MMKP benchmark instances in the literature show that our approach competes favorably with the most recent state-of-the-art algorithms. In particular, for the set of 27 conventional benchmarks, the proposed approach finds an improved best lower bound for 11 instances and as a by-product improves all the previous best upper bounds. For the 10 additional instances with irregular structures, the method improves 7 best known results.     

Models and algorithms for a staff scheduling problem

We present mathematical models and solution algorithms for a family of staff scheduling problems arising in real life applications. In these problems, the daily assignments to be performed are given and the durations (in days) of the working and rest periods for each employee in the planning horizon are specified in advance, whereas the sequence in which these working and rest periods occur, as well as the daily assignment for each working period, have to be determined. The main objective is the minimization of the number of employees needed to perform all daily assignments in the horizon. We decompose the problem into two steps: the definition of the sequence of working and rest periods (called pattern) for each employee, and the definition of the daily assignment to be performed in each working period by each employee. The first step is formulated as a covering problem for which we present alternative ILP models and exact enumerative algorithms based on these models. Practical experience shows that the best approach is based on the model in which variables are associated with feasible patterns and generated either by dynamic programming or by solving another ILP. The second step is stated as a feasibility problem solved heuristically through a sequence of transportation problems. Although in general this procedure may not find a solution (even if one exists), we present sufficient conditions under which our approach is guaranteed to succeed. We also propose an iterative heuristic algorithm to handle the case in which no feasible solution is found in the second step. We present computational results on real life instances associated with an emergency call center. The proposed approach is able to determine the optimal solution of instances involving up to several hundred employees and a working period of up to 6 months. Mathematics Subject Classification (2000): 90B70, 90C10, 90C27, 90C39, 90C57, 90C59     

Approximating solutions to linear and nonlinear differential equations by the method of maximum entropy

A technique to approximate the solution to linear and nonlinear boundary value problems is developed and numerical examples are presented. The technique is based on the method of maximum entropy with moments of the differential equation used as constraints. The method is very general and has the advantage that additional information can be fed into the solution, such as the function's domain or the positivity or negativity of the solution. The technique should find applications in approximating solutions to equations which may or may not contain noise and as an alternative to finite difference and Fourier series solutions and may have applications to large scale simulations.