Scatter search for project scheduling with resource availability cost

This paper considers a project scheduling problem with the objective of minimizing resource availability costs, taking into account a deadline for the project and precedence relations among the activities. Exact methods have been proposed for solving this problem, but we are not aware of existing heuristic methods. Scatter search is used to tackle this problem, and our implementation incorporates advanced strategies such as dynamic updating of the reference set, the use of frequency-based memory within the diversification generator, and a combination method based on path relinking. We also analyze the merit of employing a subset of different types when combining solutions. Extensive computational experiments involving more than 2400 instances are performed. For small instances, the performance of the proposed procedure is compared to optimal solutions generated by an exact cutting plane algorithm and upper and lower bounds from the literature. For medium and larger size instances, we developed simple multi-start heuristics and comparative results are reported.     

A reduction approach for solving the rectangle packing area minimization problem

In the rectangle packing area minimization problem (RPAMP) we are given a set of rectangles with known dimensions. We have to determine an arrangement of all rectangles, without overlapping, inside an enveloping rectangle of minimum area. The paper presents a generic approach for solving the RPAMP that is based on two algorithms, one for the 2D Knapsack Problem (KP), and the other for the 2D Strip Packing Problem (SPP). In this way, solving an instance of the RPAMP is reduced to solving multiple SPP and KP instances. A fast constructive heuristic is used as SPP algorithm while the KP algorithm is instantiated by a tree search method and a genetic algorithm alternatively. All these SPP and KP methods have been published previously. Finally, the best variants of the resulting RPAMP heuristics are combined within one procedure. The guillotine cutting condition is always observed as an additional constraint. The approach was tested on 15 well-known RPAMP instances (above all MCNC and GSRC instances) and new best solutions were obtained for 10 instances. The computational effort remains acceptable. Moreover, 24 new benchmark instances are introduced and promising results are reported.     

A hybrid scatter search/electromagnetism meta-heuristic for project scheduling

In the last few decades, several effective algorithms for solving the resource-constrained project scheduling problem have been proposed. However, the challenging nature of this problem, summarised in its strongly NP-hard status, restricts the effectiveness of exact optimisation to relatively small instances. In this paper, we present a new meta-heuristic for this problem, able to provide near-optimal heuristic solutions for relatively large instances. The procedure combines elements from scatter search, a generic population-based evolutionary search method, and from a recently introduced heuristic method for the optimisation of unconstrained continuous functions based on an analogy with electromagnetism theory. We present computational experiments on standard benchmark datasets, compare the results with current state-of-the-art heuristics, and show that the procedure is capable of producing consistently good results for challenging instances of the resource-constrained project scheduling problem. We also demonstrate that the algorithm outperforms state-of-the-art existing heuristics.     

A worst case analysis of a dynamic programming-based heuristic algorithm for 2D unconstrained guillotine cutting

In this paper, a dynamic programming-based recursive method is proposed for solving an unconstrained 2D rectangular cutting problem. The algorithm is an incomplete method, in which some intricate cutting patterns may not be obtained. The worst case performance of the algorithm is evaluated and some theoretical analyses for the algorithm are performed. Compared to traditional dynamic programming, this algorithm gives a high percentage of optimal solutions (94.84%, 86.67% and 77.83% for small, medium and large sized unweighted instances, 99.67%, 99.50% and 97.00% for small, medium and large sized weighted instances) but features a far lower computational complexity. Computational results are also presented for some known benchmarks.     

A branch-and-price algorithm for the two-stage guillotine cutting stock problem

We investigate the two-stage guillotine two-dimensional cutting stock problem. This problem commonly arises in the industry when small rectangular items need to be cut out of large stock sheets. We propose an integer programming formulation that extends the well-known Gilmore and Gomory model by explicitly considering solutions that are obtained by both slitting some stock sheets down their widths and others down their heights. To solve this model, we propose an exact branch-and-price algorithm. To the best of our knowledge, this is the first contribution with regard to obtaining integer optimal solutions to Gilmore and Gomory model. Extensive results, on a set of real-world problems, indicate that the proposed algorithm delivers optimal solutions for instances with up to 809 items and that the hybrid cutting strategy often yields improved solutions. Furthermore, our computational study reveals that the proposed modelling and algorithmic strategy outperforms a recently proposed arc-flow model-based solution strategy.     

An improved decomposition-based heuristic to design a water distribution network for an irrigation system

In this paper the authors address a pressurized water distribution network design problem for irrigation purposes. Two mixed binary nonlinear programming models are proposed for this NP-hard problem. Furthermore, a heuristic algorithm is presented for the problem, which considers a decomposition sequential scheme, based on linearization of the second model, coupled with constructive and local search procedures designed to achieve improved feasible solutions. To evaluate the robustness of the method we tested it on several instances generated from a real application. The best solutions obtained are finally compared with solutions provided by standard software. These computational experiments enable the authors to conclude that the decomposition sequential heuristic is a good approach to this difficult real problem.     

An efficient approach for large-scale two-dimensional guillotine cutting stock problems

We present an efficient method for solving approximately both constrained and unconstrained two-dimensional cutting stock problems. The algorithm guarantees a constant approximation ratio for some versions of the problem. The performance of the proposed algorithm is evaluated on several large-scale randomly generated problem instances and on many instances of the literature. Computational results show that our algorithm produces high-quality solutions within reasonable computational times.     

A bi-objective mathematical model for two-dimensional loading time-dependent vehicle routing problem

This paper introduces two-dimensional loading time-dependent vehicle routing problem and proposes a bi-objective mathematical model. This problem assesses the process of distributing the rectangular-shaped demanded items over an urban environment; it does not, however, allow items to be loaded on top of each other. In addition to the above assumptions, the presented model also satisfies the first-in-first-out property in the time-dependent vehicle routing problem. Given the NP-hard nature of the problem, a method called elitist non-dominated sorting local search is developed to obtain its solutions. To evaluate the performance of the proposed algorithm, the solutions of this algorithm for small-scale problem instances are compared with the results of an exact method. For the medium-scale problem instances, results of NSGA-II and SPEA2 are used as the basis of comparison. The computational results demonstrate the good performance of the proposed method.     

Lexicography and degeneracy: can a pure cutting plane algorithm work?

We discuss an implementation of the lexicographic version of Gomory’s fractional cutting plane method for ILP problems and of two heuristics mimicking the latter. In computational testing on a battery of MIPLIB problems we compare the performance of these variants with that of the standard Gomory algorithm, both in the single-cut and in the multi-cut (rounds of cuts) version, and show that they provide a radical improvement over the standard procedure. In particular, we report the exact solution of ILP instances from MIPLIB such as stein15, stein27, and bm23, for which the standard Gomory cutting plane algorithm is not able to close more than a tiny fraction of the integrality gap. We also offer an explanation for this surprising phenomenon.     

A proposal for a hybrid meta-strategy for combinatorial optimization problems

In this paper, we propose an algorithm named BDS (Bound-Driven Search) that combines features of exact and approximate methods. The proposed procedure may be seen as a local search algorithm that systematically explores (in a branch-and bound sense) the most promising nodes, thus preventing solutions from being reevaluated. Additionally, it can be regarded as an exact method as it may be able to guarantee that the solution found is optimal. We present the application of this new algorithm to a specific problem domain: the permutation flow shop scheduling problem with makespan objective. The subsequent computational experiments are encouraging, as the algorithm is able to yield exact or near exact solutions to most instances of the problem. Furthermore, the algorithm outperforms one of the best state-of-the-art algorithms for the problem.     

A fast meta-heuristic approach for the $$(\alpha ,\beta )-k$$-feature set problem

The feature selection problem aims to choose a subset of a given set of features that best represents the whole in a particular aspect, preserving the original semantics of the variables on the given samples and classes. In 2004, a new approach to perform feature selection was proposed. It was based on a NP-complete combinatorial optimisation problem called (\(\alpha ,\beta \))-k-feature set problem. Although effective for many practical cases, which made the approach an important feature selection tool, the only existing solution method, proposed on the original paper, was found not to work well for several instances. Our work aims to cover this gap found on the literature, quickly obtaining high quality solutions for the instances that existing approach can not solve. This work proposes a heuristic based on the greedy randomised adaptive search procedure and tabu search to address this problem; and benchmark instances to evaluate its performance. The computational results show that our method can obtain high quality solutions for both real and the proposed artificial instances and requires only a fraction of the computational resources required by the state of the art exact and heuristic approaches which use mixed integer programming models.     

A Dynamic Domain Contraction Algorithm for Nonconvex Piecewise Linear Network Flow Problems*

We consider the Nonconvex Piecewise Linear Network Flow Problem (NPLNFP) which is known to be -hard. Although exact methods such as branch and bound have been developed to solve the NPLNFP, their computational requirements increase exponentially with the size of the problem. Hence, an efficient heuristic approach is in need to solve large scale problems appearing in many practical applications including transportation, production-inventory management, supply chain, facility expansion and location decision, and logistics. In this paper, we present a new approach for solving the general NPLNFP in a continuous formulation by adapting a dynamic domain contraction. A Dynamic Domain Contraction (DDC) algorithm is presented and preliminary computational results on a wide range of test problems are reported. The results show that the proposed algorithm generates solutions within 0 to 0.94 % of optimality in all instances that the exact solutions are available from a branch and bound method.     

Cutting plane approach for the maximum flow interdiction problem

The maximum flow interdiction is a class of leader–follower optimization problems that seek to identify the set of edges in a network whose interruption minimizes the maximum flow across the network. Particularly, maximum flow interdiction is important in assessing the vulnerability of networks to disruptions. In this paper, the problem is formulated as a bi-level mixed-integer program and an iterative cutting plane algorithm is proposed as a solution methodology. The cutting planes are implemented in a branch-and-cut approach that is computationally effective. Extensive computational results are presented on 336 different instances with varying parameters and with networks of sizes up to 50 nodes, 1200 edge, and 800 commodities. The computational results show that the proposed cutting plane approach has significant computational advantage over the direct solution of the monolithic formulation of the maximum flow interdiction problem for the majority of the tested instances.     

Strategic oscillation for the capacitated hub location problem with modular links

The capacitated single assignment hub location problem with modular link capacities is a variant of the classical hub location problem in which the cost of using edges is not linear but stepwise, and the hubs are restricted in terms of transit capacity rather than in the incoming traffic. We propose a metaheuristic algorithm based on strategic oscillation, a methodology originally introduced in the context of tabu search. Our method incorporates several designs for constructive and destructive algorithms, together with associated local search procedures, to balance diversification and intensification for an efficient search. Computational results on a large set of instances show that, in contrast to exact methods that can only solve small instances optimally, our metaheuristic is able to find high-quality solutions on larger instances in short computing times. In addition, the new method, which joins tabu search strategies with strategic oscillation, outperforms the previous tabu search implementation.     

Two-phase method and Lagrangian relaxation to solve the Bi-Objective Set Covering Problem

This paper deals with the Bi-Objective Set Covering Problem, which is a generalization of the well-known Set Covering Problem. The proposed approach is a two-phase heuristic method which has the particularity to be a constructive method using the primal-dual Lagrangian relaxation to solve single objective Set Covering problems. The results show that this algorithm finds several potentially supported and unsupported solutions. A comparison with an exact method (up to a medium size), shows that many Pareto-optimal solutions are retrieved and that the other solutions are well spread and close to the optimal ones. Moreover, the method developed compares favorably with the Pareto Memetic Algorithm proposed by Jaszkiewicz.     

The combined cutting stock and lot-sizing problem in industrial processes

Despite its great applicability in several industries, the combined cutting stock and lot-sizing problem has not been sufficiently studied because of its great complexity. This paper analyses the trade-off that arises when we solve the cutting stock problem by taking into account the production planning for various periods. An optimal solution for the combined problem probably contains non-optimal solutions for the cutting stock and lot-sizing problems considered separately. The goal here is to minimize the trim loss, the storage and setup costs. With a view to this, we formulate a mathematical model of the combined cutting stock and lot-sizing problem and propose a solution method based on an analogy with the network shortest path problem. Some computational results comparing the combined problem solutions with those obtained by the method generally used in industry—first solve the lot-sizing problem and then solve the cutting stock problem—are presented. These results demonstrate that by combining the problems it is possible to obtain benefits of up to 28% profit. Finally, for small instances we analyze the quality of the solutions obtained by the network shortest path approach compared to the optimal solutions obtained by the commercial package AMPL.     

An adaptive memory methodology for the vehicle routing problem with simultaneous pick-ups and deliveries

This paper deals with a routing problem variant which considers customers to simultaneously require delivery and pick-up services. The examined problem is referred to as the Vehicle Routing Problem with Simultaneous Pick-ups and Deliveries (VRPSPD). VRPSPD is an NP-hard combinatorial optimization problem, practical large-scale instances of which cannot be solved by exact solution methodologies within acceptable computational times. Our interest was therefore focused on metaheuristic solution approaches. In specific, we introduce an Adaptive Memory (AM) algorithmic framework which collects and combines promising solution features to generate high-quality solutions. The proposed strategy employs an innovative memory mechanism to systematically maximize the amount of routing information extracted from the AM, in order to drive the search towards diverse regions of the solution space. Our metaheuristic development was tested on numerous VRPSPD instances involving from 50 to 400 customers. It proved to be rather effective and efficient, as it produced high-quality solutions, requiring limited computational effort. Furthermore, it managed to produce several new best solutions.     

Tabu search and GRASP for the maximum diversity problem

In this paper, we develop new heuristic procedures for the maximum diversity problem (MDP). This NP-hard problem has a significant number of practical applications such as environmental balance, telecommunication services or genetic engineering. The proposed algorithm is based on the tabu search methodology and incorporates memory structures for both construction and improvement. Although proposed in seminal tabu search papers, memory-based constructions have often been implemented in naïve ways that disregard important elements of the fundamental tabu search proposals. We will compare our tabu search construction with a memory-less design and with previous algorithms recently developed for this problem. The constructive method can be coupled with a local search procedure or a short-term tabu search for improved outcomes. Extensive computational experiments with medium and large instances show that the proposed procedure outperforms the best heuristics reported in the literature within short computational times.     

A branch-and-bound-based local search method for the flow shop problem

It is well-known that exact branch and bound methods can only solve small or moderately sized ????-hard combinatorial optimization problems. In this paper, we address the issue of embedding an approximate branch and bound algorithm into a local search framework. The resulting heuristic has been applied to the problem of finding a minimum makespan in the permutation flow shop problem. Computational experiments carried out on a large set of benchmark problems show that the proposed method consistently yields optimal or near-optimal solutions for instances with up to 200 jobs and 10 machines. In particular, for 19 instances, the heuristic produces solutions that outperform the best known ones.     

Minimizing cyclic cutwidth of graphs using a memetic algorithm

Cyclic cutwidth minimization problem (CCMP) consists of embedding a graph onto a circle such that the maximum cutwidth in a region is minimized. It is an NP-complete problem and for some classes of graphs, exact results of cyclic cutwidth have been proved in literature. However, no algorithm has been reported for general graphs. In this paper, a memetic algorithm is proposed for CCMP in which we have designed six construction heuristics in order to generate a good initial population and also local search is employed to improve the solutions in each generational phase. The algorithm achieves optimal results for the classes of graphs with known exact results. Extensive experiments have also been conducted on some classes of graphs for which exact results are not known such as the complete split graph, join of hypercubes, toroidal meshes, cone graph and some instances of Harwell-Boeing graphs which are a subset of public domain Matrix Market library. Trends observed in the experimental results for some of the classes of graphs have led to conjectures for cyclic cutwidth.