A column generation approach for an employee scheduling problem with multiple shifts and work locations

This paper is concerned with the problem of assigning employees to a number of work centres taking into account employees' expressed preferences for specific shifts, off-days, and work centres. This particular problem is faced by the Kuwait National Petroleum Corporation that hires a firm to prepare schedules for assigning employees to about 86 stations distributed all over Kuwait. The number of variables in a mixed-integer programming model formulated for this problem is overwhelming, and hence, a direct solution to even the continuous relaxation of this model for relatively large-scale instances is inconceivable. However, we demonstrate that a column generation method, which exploits the special structures of the model, can readily solve the continuous relaxation of the model. Based on this column generation construct, we develop an effective heuristic to solve the problem. Computational results indicate that the proposed approach can facilitate the generation of good-quality schedules for even large-scale problem instances in a reasonable time.     

Sugar cane transportation in Cuba,a case study

In this study the authors present a mixed integer linear programming model to solve the problem of cost minimization of sugar cane removal and its transport from the fields to the sugar mill at operational level. The complexity of the problem is basically determined by the system approach which results in the generation of a great number of variables and constraints that refer to the following operational dimensions: (a) need for continuous supply to the sugar mill; (b) cutting means used in cane harvesting; (c) transportation vehicles and (d) providing routes, which are characterized by the existence of storage facilities at the beginning of the railroads. The results demonstrate the model is not only useful to minimize transportation cost, but also for scheduling daily cane road transport and harvesting quotas of cutting means.     

考虑订单合并和货物转运的多式联运路径优化研究

为了获得运输的规模经济效应,本文研究了一种考虑订单合并和货物转运的零担多式联运路径优化问题。首先,以总运输成本为目标函数,以网络中的运输工具容量、可以提供的运输工具最大数量、运输工具服务的关闭时间以及订单时间窗为约束,构建混合整数规划模型,在模型中允许多个订单进行合并运输并考虑运输过程中的转运成本。其次,由于多式联运路径优化问题是典型的NP-hard问题,为了快速求解该模型,开发了一种可以快速为该问题提供近似最优解和下界的列生成启发式算法。最后,生成并测试了大量算例,结果表明所开发的列生成启发式算法可以在较短的时间内提供高质量的近似最优解。文章所构建的模型和开发的列生成启发式算法可以为零担自营多式联运物流企业提供高效的决策支持。     

p-Hub approach for the optimal park-and-ride facility location problem

Park and Ride facilities (P&R) are car parks at which users can transfer to public transportation to reach their final destination. We propose a mixed linear programming formulation to determine the location of a fixed number of P&R facilities so that their usage is maximized. The facilities are modeled as hubs. Commuters can use one of the P&R facilities or choose to travel by car to their destinations, and their behavior follows a logit model. We apply a p-hub approach considering that users incur in a known generalized cost of using each P&R facility as input for the logit model. For small instances of the problem, we propose a novel linearization of the logit model, which allows transforming the binary nonlinear programming problem into a mixed linear programming formulation. A modification of the Heuristic Concentration Integer (HCI) procedure is applied to solve larger instances of the problem. Numerical experiments are performed, including a case in Queens, NY. Further research is proposed.     

铁路客运网络列车开行方案优化模型的列生成算法

列车开行方案的设计是铁路旅客运输组织规划中的一个重要环节。本文首先给出了一个综合考虑铁路旅客运输的经济效益和公共服务性的优化模型,以铁路旅客运输的公共效益最大化为目标,对整个铁路客运网络上不同始发-终到和不同停站方式的列车开行方案进行优化。然后提出了一个求解此模型的启发式列生成算法,该算法与标准列生成算法相比,可以减少迭代次数并缩短收敛时间。最后给出一组利用随机生成的网络和需求进行求解的算例,验证本算法可以在较短时间内求解较大规模的铁路网络列车开行方案优化问题,并能有效缩小问题规模。     

The implementor/adversary algorithm for the cyclic and robust scheduling problem in health-care

A general problem in health-care consists in allocating some scarce medical resource, such as operating rooms or medical staff, to medical specialties in order to keep the queue of patients as short as possible. A major difficulty stems from the fact that such an allocation must be established several months in advance, and the exact number of patients for each specialty is an uncertain parameter. Another problem arises for cyclic schedules, where the allocation is defined over a short period, e.g. a week, and then repeated during the time horizon. However, the demand typically varies from week to week: even if we know in advance the exact demand for each week, the weekly schedule cannot be adapted accordingly. We model both the uncertain and the cyclic allocation problem as adjustable robust scheduling problems. We develop a row and column generation algorithm to solve this problem and show that it corresponds to the implementor/adversary algorithm for robust optimization recently introduced by Bienstock for portfolio selection. We apply our general model to compute master surgery schedules for a real-life instance from a large hospital in Oslo.     

Column Generation Algorithms for Nonlinear Optimization,I: Convergence Analysis

Column generation is an increasingly popular basic tool for the solution of large-scale mathematical programming problems. As problems being solved grow bigger, column generation may however become less efficient in its present form, where columns typically are not optimizing, and finding an optimal solution instead entails finding an optimal convex combination of a huge number of them. We present a class of column generation algorithms in which the columns defining the restricted master problem may be chosen to be optimizing in the limit, thereby reducing the total number of columns needed. This first article is devoted to the convergence properties of the algorithm class, and includes global (asymptotic) convergence results for differentiable minimization, finite convergence results with respect to the optimal face and the optimal solution, and extensions of these results to variational inequality problems. An illustration of its possibilities is made on a nonlinear network flow model, contrasting its convergence characteristics to that of the restricted simplicial decomposition (RSD) algorithm.     

A branch-and-price algorithm for the capacitated facility location problem

The capacitated facility location problem (CFLP) is a well-known combinatorial optimization problem with applications in distribution and production planning. It consists in selecting plant sites from a finite set of potential sites and in allocating customer demands in such a way as to minimize operating and transportation costs. A number of solution approaches based on Lagrangean relaxation and subgradient optimization has been proposed for this problem. Subgradient optimization does not provide a primal (fractional) optimal solution to the corresponding master problem. However, in order to compute optimal solutions to large or difficult problem instances by means of a branch-and-bound procedure information about such a primal fractional solution can be advantageous. In this paper, a (stabilized) column generation method is, therefore, employed in order to solve a corresponding master problem exactly. The column generation procedure is then employed within a branch-and-price algorithm for computing optimal solutions to the CFLP. Computational results are reported for a set of larger and difficult problem instances.     

Optimal fleet composition and periodic routing of offshore supply vessels

The supply vessel planning problem is a maritime transportation problem faced by amongst others the energy company Statoil. A set of offshore installations requires supplies from an onshore supply depot on a regular basis, a service performed by a fleet of offshore supply vessels. The problem consists of determining the optimal fleet composition of offshore supply vessels and their corresponding weekly voyages and schedules. We present a voyage-based solution method for the supply vessel planning problem. A computational study shows how the solution method can be used to solve real-life problems. Statoil has implemented a planning tool based on the voyage-based solution method and reports significant savings.     

Fleet routing position-based model for inventory pickup under production shutdown

This paper addresses the problem of collecting inventory of production at various plants having limited storage capacity, violation of which forces plant shutdowns. The production at plants is continuous (with known rates) and a fleet of vehicles need to be scheduled to transport the commodity from plants to a central storage or depot, possibly making multiple pickups at a given plant to avoid shutdown. One operational objective is to achieve the highest possible rate of product retrieval at the depot, relative to the total travel time of the fleet. This problem is a variant (and generalization) of the inventory routing problem. The motivating application for this paper is barge scheduling for oil pickup from off-shore oil-producing platforms with limited holding capacity, where shutdowns are prohibitively expensive. We develop a new model that is fundamentally different from standard node-arc or path formulations in the literature. The proposed model is based on assigning a unique position to each vehicle visit at a node in a chronological sequence of vehicle-nodal visits. This approach leads to substantial flexibility in modeling multiple visits to a node using multiple vehicles, while controlling the number of binary decision variables. Consequently, our position-based model solves larger model instances significantly more efficiently than the node-arc counterpart. Computational experience of the proposed model with the off-shore barge scheduling application is reported.     

Inventory constrained maritime routing and scheduling for multi-commodity liquid bulk,Part I: Applications and model

This paper formulates a model for finding a minimum cost routing in a network for a heterogeneous fleet of ships engaged in pickup and delivery of several liquid bulk products. The problem is frequently encountered by maritime chemical transport companies, including oil companies serving an archipelago of islands. The products are assumed to require dedicated compartments in the ship. The problem is to decide how much of each product should be carried by each ship from supply ports to demand ports, subject to the inventory level of each product in each port being maintained between certain levels that are set by the production rates, the consumption rates, and the storage capacities of the various products in each port. This important and challenging inventory constrained multi-ship pickup–delivery problem is formulated as a mixed-integer nonlinear program. We show that the model can be reformulated as an equivalent mixed-integer linear program with special structure. Over 100 test problems are randomly generated and solved using CPLEX 7.5. The results of our numerical experiments illuminate where problem structure can be exploited in order to solve larger instances of the model. Part II of the sequel will deal with new algorithms that take advantage of model properties.     

Timetabling for Greek high schools

The timetabling process and the resulting weekly schedules are important components for the daily operation of any school. This paper presents an efficient solution to the timetabling problem for the secondary educational system in Greece. Such a problem involves scheduling a large number of classes, teachers, courses, and classrooms to a number of time-periods. The development of the basic structure and the modelling of the problem as an integer mathematical program allows for the generation of constraints necessary for the satisfaction of all the school system rules and regulations. The integer programming approach and the commercial tools available for this class of problems facilitated the process of locating the optimal solution for the problem. The model is flexible and modular allowing for adaptations to satisfy the local characteristics of each school by changing the parameters of the model and adding or replacing constraints. A fully defined timetabling problem for a typical Greek high school is presented and optimally solved in order to demonstrate the effectiveness of the model in satisfying both the hard and the soft operational rules of the problem. Implementation of the new methodology for regular use for high schools is currently being attempted.     

Exact approaches for lifetime maximization in connectivity constrained wireless multi-role sensor networks

In this paper, we consider the duty scheduling of sensor activities in wireless sensor networks to maximize the lifetime. We address full target coverage problems contemplating sensors used for sensing data and transmit it to the base station through multi-hop communication as well as sensors used only for communication purposes. Subsets of sensors (also called covers) are generated. Those covers are able to satisfy the coverage requirements as well as the connection to the base station. Thus, maximum lifetime can be obtained by identifying the optimal covers and allocate them an operation time. The problem is solved through a column generation approach decomposed in a master problem used to allocate the optimal time interval during which covers are used and in a pricing subproblem used to identify the covers leading to maximum lifetime. Additionally, Branch-and-Cut based on Benders’ decomposition and constraint programming approaches are used to solve the pricing subproblem. The approach is tested on randomly generated instances. The computational results demonstrate the efficiency of the proposed approach to solve the maximum network lifetime problem in wireless sensor networks with up to 500 sensors.     

A column generation based decomposition algorithm for a parallel machine just-in-time scheduling problem

We propose a column generation based exact decomposition algorithm for the problem of scheduling n jobs with an unrestrictively large common due date on m identical parallel machines to minimize total weighted earliness and tardiness. We first formulate the problem as an integer program, then reformulate it, using Dantzig–Wolfe decomposition, as a set partitioning problem with side constraints. Based on this set partitioning formulation, a branch and bound exact solution algorithm is developed for the problem. In the branch and bound tree, each node is the linear relaxation problem of a set partitioning problem with side constraints. This linear relaxation problem is solved by column generation approach where columns represent partial schedules on single machines and are generated by solving two single machine subproblems. Our computational results show that this decomposition algorithm is capable of solving problems with up to 60 jobs in reasonable cpu time.     

Production planning with approved vendor matrices for a hard-disk drive manufacturer

We develop an optimal production schedule for a manufacturer of hard-disk drives that offers its customers the approved vendor matrix (AVM) as a competitive advantage. An AVM allows each customer to pick and choose the various product component vendors for individual or pairs of components constituting their product. The production planning problem faced by the manufacturer is to meet customer demand as precisely as possible while observing the matrix restrictions and also the limited availability of production resources. We formulate this problem as a linear programming model with a large number of variables, and present a solution procedure based on the column generation technique. A special class of the problem is then studied, whereby the number of production setups in each period is limited and discrete. We modify our formulation into a mixed-integer problem, and proceed to develop procedures that can obtain good feasible solutions using linear programming rounding techniques.     

Integrated airline crew scheduling: A bi-dynamic constraint aggregation method using neighborhoods

The integrated crew scheduling (ICS) problem consists of determining, for a set of available crew members, least-cost schedules that cover all flights and respect various safety and collective agreement rules. A schedule is a sequence of pairings interspersed by rest periods that may contain days off. A pairing is a sequence of flights, connections, and rests starting and ending at the same crew base. Given its high complexity, the ICS problem has been traditionally tackled using a sequential two-stage approach, where a crew pairing problem is solved in the first stage and a crew assignment problem in the second stage. Recently, Saddoune et al. (2010b) developed a model and a column generation/dynamic constraint aggregation method for solving the ICS problem in one stage. Their computational results showed that the integrated approach can yield significant savings in total cost and number of schedules, but requires much higher computational times than the sequential approach. In this paper, we enhance this method to obtain lower computational times. In fact, we develop a bi-dynamic constraint aggregation method that exploits a neighborhood structure when generating columns (schedules) in the column generation method. On a set of seven instances derived from real-world flight schedules, this method allows to reduce the computational times by an average factor of 2.3, while improving the quality of the computed solutions.     

A Goal Programming Model for Staff Scheduling at a Telecommunications Center

In this paper, a mathematical model is developed to solve a staff scheduling problem for a telecommunications center. Currently, weekly schedules are manually produced. The manual nature of the process and the large number of constraints and goals lead to a situation where the used schedules are both inefficient and unfair. A zero-one linear goal programming model is suggested to find an optimized cyclical schedule. The center objectives as well as the engineers’ preferences are taken into account. The developed model had to produce balanced schedules that provide the required coverage while satisfying fairness considerations, in terms of weekends off, working night shifts, isolated days on, and isolated days off. A staffing analysis and mathematical properties have been developed to find the optimal parameters of the staff scheduling model. A 6-week scheduling period has been suggested instead of the current weekly period. Work patterns have been suggested to improve schedules quality. These work patterns have been mathematically formulated as a set of soft constraints. The suggested mathematical model has been implemented using Lingo software. The optimal cyclical schedule has been found. It significantly increases both efficiency and staff satisfaction. The suggested approach can be used for any similar staff scheduling problem.     

Exact methods for large-scale multi-period financial planning problems

A relevant financial planning problem is the periodical rebalance of a portfolio of assets such that the portfolio’s total value exhibits certain characteristics. This problem can be modelled using a transition graph G to represent the future state space evolution of the corresponding economy and mathematically formulated as a linear programming problem. We present two different mathematical formulations of the problem. The first considers explicitly the set of the possible scenarios (scenario-based approach), while the second considers implicitly the whole set of scenarios provided by the graph G (graph-based approach). Unfortunately, for both the formulations the size of the corresponding linear programs can be huge even for simple financial problems. However, the graph-based approach seems to be a more powerful model, since it allows to consider a huge number of scenarios in a very compact formulation. The purpose of this paper is to present both heuristic and exact methods for the solution of large-scale multi-period financial planning problems using the graph-based model. In particular, in this paper we propose lower and upper bounds and three exact methods based on column, row and column/row generation, respectively. Since the methods based on column/row generation exploits simultaneously both the primal and the dual structure of the problem we call it Criss-Cross generation method. Computational results are given to prove the effectiveness of the proposed methods.      

Large-scale optimization with the primal-dual column generation method

The primal-dual column generation method (PDCGM) is a general-purpose column generation technique that relies on the primal-dual interior point method to solve the restricted master problems. The use of this interior point method variant allows to obtain suboptimal and well-centered dual solutions which naturally stabilizes the column generation process. As recently presented in the literature, reductions in the number of calls to the oracle and in the CPU times are typically observed when compared to the standard column generation, which relies on extreme optimal dual solutions. However, these results are based on relatively small problems obtained from linear relaxations of combinatorial applications. In this paper, we investigate the behaviour of the PDCGM in a broader context, namely when solving large-scale convex optimization problems. We have selected applications that arise in important real-life contexts such as data analysis (multiple kernel learning problem), decision-making under uncertainty (two-stage stochastic programming problems) and telecommunication and transportation networks (multicommodity network flow problem). In the numerical experiments, we use publicly available benchmark instances to compare the performance of the PDCGM against recent results for different methods presented in the literature, which were the best available results to date. The analysis of these results suggests that the PDCGM offers an attractive alternative over specialized methods since it remains competitive in terms of number of iterations and CPU times even for large-scale optimization problems.