Mathematical programming based heuristics for the 0–1 MIP: a survey

The 0–1 mixed integer programming problem is used for modeling many combinatorial problems, ranging from logical design to scheduling and routing as well as encompassing graph theory models for resource allocation and financial planning. This paper provides a survey of heuristics based on mathematical programming for solving 0–1 mixed integer programs (MIP). More precisely, we focus on the stand-alone heuristics for 0–1 MIP as well as those heuristics that use linear programming techniques or solve a series of linear programming models or reduced problems, deduced from the initial one, in order to produce a high quality solution of a considered problem. Our emphasis will be on how mathematical programming techniques can be used for approximate problem solving, rather than on comparing performances of heuristics.     

Strategies for designing energy-efficient clusters-based WSN topologies

Wireless Sensor Networks are used in several practical applications such as environmental monitoring and risk detection. In this work, we deal with the problem of organizing the network topology into clusters in order to minimize the total energy consumption. The problem is modeled as an Independent Dominating Problem with Connecting requirements. We first present a state-of-the-art on the problems to optimize energy consumption in WSN. Then, we propose a mixed integer linear programming formulation, constructive heuristics, a local search procedure, and a GRASP-based metaheuristic. Results are provided for large scale WSN instances.     

Assigning cooperating UAVs to simultaneous tasks on consecutive targets using genetic algorithms

A problem of assigning multiple agents to simultaneously perform cooperative tasks on consecutive targets is posed as a new combinatorial optimization problem. The investigated scenario consists of multiple ground moving targets prosecuted by a team of unmanned aerial vehicles (UAVs). The team of agents is heterogeneous, with each UAV carrying designated sensors and all but one carry weapons as well. To successfully prosecute each target it needs to be simultaneously tracked by two UAVs and attacked by a third UAV carrying a weapon. Only for small-sized scenarios involving not more than a few vehicles and targets the problem can be solved in sufficient time using classical combinatorial optimization methods. For larger-sized scenarios the problem cannot be solved in sufficient time using these methods due to timing constraints on the simultaneous tasks and the coupling between task assignment and path planning for each UAV. A genetic algorithm (GA) is proposed for efficiently searching the space of feasible solutions. A matrix representation of the chromosomes simplifies the encoding process and the application of the genetic operators. To further simplify the encoding, the chromosome is composed of sets of multiple genes, each corresponding to the entire set of simultaneous assignments on each target. Simulation results show the viability of the proposed assignment algorithm for different sized scenarios. The sensitivity of the performance to variations in the GA tuning parameters is also investigated.     

具有机器适用限制的分布式置换流水车间问题的模型与算法

考虑具有机器适用限制的多个不同置换流水车间的调度问题. 机器适用限制指的是每个工件只能分配到其可加工工厂集合. 所有置换流水车间拥有的机器数相同但是具有不同的加工能力. 首先, 针对该问题建立了基于位置的混合整数线性规划模型; 进而, 对一般情况和三种特殊情况给出了具有较小近似比的多项式时间算法. 其次, 基于NEH方法提出了启发式算法NEHg, 并给出了以NEHg为上界的分支定界算法. 最后, 通过例子说明了NEHg启发式算法和分支定界算法的计算过程, 并进行大量的实验将NEHg与NEH算法结果进行比较, 从而验证了NEHg算法的有效性.     

The availability of unmanned air vehicles: a post-case study

An Unmanned Air Vehicle (UAV) is an unmanned, remotely controlled, small air vehicle. It has an important role in anti-surface warfare. This implies over-the-horizon detection, classification, targeting and battle damage assessment. To perform these tasks several UAVs are needed to assist or interchange with each other. An important problem is to determine how many UAVs are needed in this respect. The answer depends on the characteristics of the UAV and its mission. The UAV availability problem is very complex and the usual method to solve such a problem is simulation. A disadvantage of simulation is that it can be very time-consuming. Hence it is not very suitable for sensitivity analysis. Moreover, since simulation gives mere approximations and is not very generic, theoretical insights are hardly gained. In this paper we show how such a complex problem can still be tackled analytically by using a basic model from reliability theory, viz., a 1-out-of-n system with cold standby, ample repair facility and general life time and repair distributions.     

A repeated matching heuristic for the single-source capacitated facility location problem

Facility location models form an important class of integer programming problems, with application in many areas such as the distribution and transportation industries. An important class of solution methods for these problems are so-called Lagrangean heuristics which have been shown to produce high quality solutions and which are at the same time robust. The general facility location problem can be divided into a number of special problems depending on the properties assumed. In the capacitated location problem each facility has a specific capacity on the service it provides. We describe a new solution approach for the capacitated facility location problem when each customer is served by a single facility. The approach is based on a repeated matching algorithm which essentially solves a series of matching problems until certain convergence criteria are satisfied. The method generates feasible solutions in each iteration in contrast to Lagrangean heuristics where problem dependent heuristics must be used to construct a feasible solution. Numerical results show that the approach produces solutions which are of similar and often better than those produced using the best Lagrangean heuristics.     

Controlled predatory pricing in a multiperiod Stackelberg game: an MPEC approach

We analyze a multiperiod oligopolistic market where each period is a Stackelberg game between a leader firm and multiple follower firms. The leader chooses his production level first, taking into account the reaction of the followers. Then, the follower firms decide their production levels after observing the leader’s decision. The difference between the proposed model and other models discussed in literature is that the leader firm has the power to force the follower firms out of business by preventing them from achieving a target sales level in a given time period. The leader firm has an incentive to lower the market prices possibly lower than the Stackelberg equilibrium in order to push the followers to sell less and eventually go out of business. Intentionally lowering the market prices to force competitors to fail is known as predatory pricing, and is illegal under antitrust laws since it negatively affects consumer welfare. In this work, we show that there exists a predatory pricing strategy where the market price is above the average cost and consumer welfare is preserved. We develop a mixed integer nonlinear problem (MINLP) that models the multiperiod Stackelberg game. The MINLP problem is transformed to a mixed integer linear problem (MILP) by using binary variables and piecewise linearization. A cutting plane algorithm is used to solve the resulting MILP. The results show that firms can engage in predatory pricing even if the average market price is forced to remain higher than the average cost. Furthermore, we show that in order to protect the consumers, antitrust laws can control predatory pricing by setting rules on consumer welfare.     

The mixed and multi model line balancing problem: a comparison

The balancing problem deals with the assignment of tasks to work stations. We can distinguish two approaches in the literature on the mixed model line balancing problem, that both transform this problem into a single model line balancing problem. These approaches use combined precedence diagrams and adjusted task processing times, respectively.An experiment was carried out to compare several heuristics based on the combined precedence diagram. A new optimisation method has been developed. The results indicate that the position of common tasks in the precedence diagram of the different models has a significant effect on both the CPU time and the unequal distribution of the total work content of single models among work stations. Moreover, good solutions with respect to the number of required stations go together with long CPU times. For several instances, we decreased the CPU times considerably without deteriorating the performance of the methods, by using a reversed combined precedence diagram.     

A comparative analysis of linear fitting for non-linear functions on optimization: A case study: Air pollution problems

A very frequent problem in advanced mathematical programming models is the linear approximation of convex and non-convex non-linear functions in either the constraints or the objective function of an otherwise linear programming problem. In this paper, based on a model that has been developed for the evaluation and selection of pollutant emission control policies and standards, we shall study several ways of representing non-linear functions of a single argument in mixed integer, separable and related programming terms. Thus we shall study the approximations based on piecewise constant, piecewise adjacent, piecewise non-adjacent additional and piecewise non-adjacent segmented functions. In each type of modelization we show the problem size and optimization results of using the following techniques: separable programming, mixed integer programming with Special Ordered Sets of type 1, linear programming with Special Ordered Sets of type 2 and mixed integer programming using strategies based on the quasi-integrality of the binary variables.     

Identical parallel-machine scheduling under availability constraints to minimize the sum of completion times

In this paper, we study the identical parallel machine scheduling problem with a planned maintenance period on each machine to minimize the sum of completion times. This paper is a first approach for this problem. We propose three exact methods to solve the problem at hand: mixed integer linear programming methods, a dynamic programming based method and a branch-and-bound method. Several constructive heuristics are proposed. A lower bound, dominance properties and two branching schemes for the branch-and-bound method are presented. Experimental results show that the methods can give satisfactory solutions.     

Scheduling multiple orders per job in a single machine to minimize total completion time

This paper deals with a single-machine scheduling problem with multiple orders per job (MOJ) considerations. Both lot processing machines and item processing machines are also examined. There are two primary decisions that must be made in the proposed problem: (1) how to group the orders together, and (2) how to schedule the jobs once they are formed. In order to obtain the optimal solution to a scheduling problem, these two decisions should be made simultaneously. The performance measure is the total completion time of all orders. Two mixed binary integer programming models are developed to optimally solve this problem. Also, two efficient heuristics are proposed for solving large-sized problems. Computational results are provided to demonstrate the efficiency of the models and the effectiveness of the heuristics.     

A mathematical programming model and solution for scheduling production orders in Shanghai Baoshan Iron and Steel Complex

In this paper, we investigate the production order scheduling problem derived from the production of steel sheets in Shanghai Baoshan Iron and Steel Complex (Baosteel). A deterministic mixed integer programming (MIP) model for scheduling production orders on some critical and bottleneck operations in Baosteel is presented in which practical technological constraints have been considered. The objective is to determine the starting and ending times of production orders on corresponding operations under capacity constraints for minimizing the sum of weighted completion times of all orders. Due to large numbers of variables and constraints in the model, a decomposition solution methodology based on a synergistic combination of Lagrangian relaxation, linear programming and heuristics is developed. Unlike the commonly used method of relaxing capacity constraints, this methodology alternatively relaxes constraints coupling integer variables with continuous variables which are introduced to the objective function by Lagrangian multipliers. The Lagrangian relaxed problem can be decomposed into two sub-problems by separating continuous variables from integer ones. The sub-problem that relates to continuous variables is a linear programming problem which can be solved using standard software package OSL, while the other sub-problem is an integer programming problem which can be solved optimally by further decomposition. The subgradient optimization method is used to update Lagrangian multipliers. A production order scheduling simulation system for Baosteel is developed by embedding the above Lagrangian heuristics. Computational results for problems with up to 100 orders show that the proposed Lagrangian relaxation method is stable and can find good solutions within a reasonable time.     

Heuristics for the multi-level capacitated minimum spanning tree problem

The capacitated minimum spanning tree (CMST) problem is fundamental to the design of centralized communication networks. In this paper we consider the multi-level capacitated minimum spanning tree problem, a generalization of the well-known CMST problem. Based on work previously done in the field, three heuristics are presented, addressing unit and non-unit demand cases. The proposed heuristics have been also integrated into a mixed integer programming solver. Evaluation results are presented, for an extensive set of experiments, indicating the improvements that the heuristics bring to the particular problem.     

The constrained compartmentalized knapsack problem: mathematical models and solution methods

The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort.     

An integrated model for lot sizing with supplier selection and quantity discounts

Good inventory management is essential for a firm to be cost competitive and to acquire decent profit in the market, and how to achieve an outstanding inventory management has been a popular topic in both the academic field and in real practice for decades. As the production environment getting increasingly complex, various kinds of mathematical models have been developed, such as linear programming, nonlinear programming, mixed integer programming, geometric programming, gradient-based nonlinear programming and dynamic programming, to name a few. However, when the problem becomes NP-hard, heuristics tools may be necessary to solve the problem. In this paper, a mixed integer programming (MIP) model is constructed first to solve the lot-sizing problem with multiple suppliers, multiple periods and quantity discounts. An efficient Genetic Algorithm (GA) is proposed next to tackle the problem when it becomes too complicated. The objectives are to minimize total costs, where the costs include ordering cost, holding cost, purchase cost and transportation cost, under the requirement that no inventory shortage is allowed in the system, and to determine an appropriate inventory level for each planning period. The results demonstrate that the proposed GA model is an effective and accurate tool for determining the replenishment for a manufacturer for multi-periods.     

A Tabu search-based approach for scheduling job-shop type flexible manufacturing systems

The problem of scheduling parts in a job-shop type flexible manufacturing system (FMS) is investigated when each part can have alternative process plans and each operation required of a part can be performed on alternative machines. The mixed-(binary) integer programming model developed for the problem is proven strongly NP-hard. A higher-level heuristic solution algorithm based on a concept known as ‘tabu search’ is developed to determine the best (near-optimal) solution for problems of industrial merit. A comparison of six different versions of tabu search-based heuristics (TSH 1-TSH 6) is performed to investigate the impact of using long-term memory and the use of fixed versus variable tabu-list sizes. A carefully constructed statistical experiment, based on randomized complete-block design, is used to test the performance on four problem structures ranging from 4–14 parts. The results show that, as the problem size increases, TSH 3 with fixed tabu-list size and long-term memory is preferred over the other heuristics. Further, the branch-and-bound technique, by failing to identify as good a solution as that determined by the heuristics (TSH 1-TSH 6), let alone an optimal solution, for a small problem reinforces the need for developing efficient heuristics for solving real problems encountered in industry practice.     

Heuristics for workforce planning with worker differences

This study considers decisions in workforce management assuming individual workers are inherently different as measured by general cognitive ability (GCA). A mixed integer programming (MIP) model that determines different staffing decisions (i.e., hire, cross-train, and fire) in order to minimize workforce related costs over multiple periods is described. Solving the MIP for a large problem instance size is computationally burdensome. In this paper, two linear programming (LP) based heuristics and a solution space partition approach are presented to reduce the computational time. A genetic algorithm was also implemented as an alternative method to obtain better solutions and for comparison to the heuristics proposed. The heuristics were applied to realistic manufacturing systems with a large number of machine groups. Experimental results shows that performance of the LP based heuristics performance are surprisingly good and indicate that the heuristics can solve large problem instances effectively with reasonable computational effort.     

Optimal placement of UV-based communications relay nodes

We consider a constrained optimization problem with mixed integer and real variables. It models optimal placement of communications relay nodes in the presence of obstacles. This problem is widely encountered, for instance, in robotics, where it is required to survey some target located in one point and convey the gathered information back to a base station located in another point. One or more unmanned aerial or ground vehicles (UAVs or UGVs) can be used for this purpose as communications relays. The decision variables are the number of unmanned vehicles (UVs) and the UV positions. The objective function is assumed to access the placement quality. We suggest one instance of such a function which is more suitable for accessing UAV placement. The constraints are determined by, firstly, a free line of sight requirement for every consecutive pair in the chain and, secondly, a limited communication range. Because of these requirements, our constrained optimization problem is a difficult multi-extremal problem for any fixed number of UVs. Moreover, the feasible set of real variables is typically disjoint. We present an approach that allows us to efficiently find a practically acceptable approximation to a global minimum in the problem of optimal placement of communications relay nodes. It is based on a spatial discretization with a subsequent reduction to a shortest path problem. The case of a restricted number of available UVs is also considered here. We introduce two label correcting algorithms which are able to take advantage of using some peculiarities of the resulting restricted shortest path problem. The algorithms produce a Pareto solution to the two-objective problem of minimizing the path cost and the number of hops. We justify their correctness. The presented results of numerical 3D experiments show that our algorithms are superior to the conventional Bellman-Ford algorithm tailored to solving this problem.     

Selecting Portfolios with Fixed Costs and Minimum Transaction Lots

The original Markowitz model of portfolio selection has received a widespread theoretical acceptance and it has been the basis for various portfolio selection techniques. Nevertheless, this normative model has found relatively little application in practice when some additional features, such as fixed costs and minimum transaction lots, are relevant in the portfolio selection problem. In this paper different mixed-integer linear programming models dealing with fixed costs and possibly minimum lots are introduced. Due to the high computational complexity of the models, heuristic procedures, based on the construction and optimal solution of mixed integer subproblems, are proposed. Computational results obtained using data from the Milan Stock Exchange show how the proposed heuristics yield very good solutions in a short computational time and make possible some interesting financial conclusions on the impact of fixed costs and minimum lots on portfolio composition.     

A truck and drones model for last-mile delivery: A mathematical model and heuristic approach

We present a mathematical formulation and a heuristic solution approach for the optimal planning of delivery routes in a multi-modal system combining truck and Unmanned Aerial Vehicle (UAV) operations. In this system, truck and UAV operations are synchronized, i.e., one or more UAVs travel on a truck, which serves as a mobile depot. Deliveries can be made by both UAVs and the truck. While the truck follows a multi-stop route, each UAV delivers a single shipment per dispatch. The presented optimization model minimizes the waiting time of customers in the system. The model determines the optimal allocation of customers to truck and UAVs, the optimal route sequence of the truck, and the optimal launch and reconvene locations of the UAVs along the truck route. We formulate the problem as a Mixed-Integer Linear Programming (MILP) model and conduct a bound analysis to gauge the maximum potential of the proposed system to reduce customer waiting time compared to a traditional truck-only delivery system. To be able to solve real-world problem size instances, we propose an efficient Truck and Drone Routing Algorithm (TDRA). The solution quality and computational performance of the mathematical model and the TDRA are compared together and with the truck-only model based on a variety of problem instances. Further, we apply the TDRA to a real-world case study for e-commerce delivery in São Paulo, Brazil. Our numerical results suggest significant reductions in customer waiting time to be gained from the proposed multi-modal delivery model.