A dual ascent heuristic for obtaining a lower bound of the generalized set partitioning problem with convexity constraints

In this paper we propose a dual ascent heuristic for solving the linear relaxation of the generalized set partitioning problem with convexity constraints, which often models the master problem of a column generation approach. The generalized set partitioning problem contains at the same time set covering, set packing and set partitioning constraints. The proposed dual ascent heuristic is based on a reformulation and it uses Lagrangian relaxation and subgradient method. It is inspired by the dual ascent procedure already proposed in literature, but it is able to deal with right hand side greater than one, together with under and over coverage. To prove its validity, it has been applied to the minimum sum coloring problem, the multi-activity tour scheduling problem, and some newly generated instances. The reported computational results show the effectiveness of the proposed method.     

A Slope Scaling/Lagrangean Perturbation Heuristic with Long-Term Memory for Multicommodity Capacitated Fixed-Charge Network Design

This paper describes a slope scaling heuristic for solving the multicomodity capacitated fixed-charge network design problem. The heuristic integrates a Lagrangean perturbation scheme and intensification/diversification mechanisms based on a long-term memory. Although the impact of the Lagrangean perturbation mechanism on the performance of the method is minor, the intensification/diversification components of the algorithm are essential for the approach to achieve good performance. The computational results on a large set of randomly generated instances from the literature show that the proposed method is competitive with the best known heuristic approaches for the problem. Moreover, it generally provides better solutions on larger, more difficult, instances.     

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.     

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.     

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.     

A branch-price-and-cut algorithm for the vehicle routing problem with time windows and multiple deliverymen

We address a variant of the vehicle routing problem with time windows that includes the decision of how many deliverymen should be assigned to each vehicle. In this variant, the service time at each customer depends on the size of the respective demand and on the number of deliverymen assigned to visit this customer. In addition, the objective function consists of minimizing a weighted sum of the total number of routes, number of deliverymen and traveled distance. These characteristics make this variant very challenging for exact methods. To date, only heuristic approaches have been proposed for this problem, and even the most efficient optimization solvers cannot find optimal solutions in a reasonable amount of time for instances of moderate size when using the available mathematical formulations. We propose a branch-price-and-cut method based on a new set partitioning formulation of the problem. To accelerate the convergence of the method, we rely on an interior-point column and cut generation process, a strong branching strategy and a mixed-integer programming-based primal heuristic. Additionally, a hierarchical branching strategy is used to take into account the different components of the objective function. The computational results indicate the benefits of using the proposed exact solution approach. We closed several instances of the problem and obtained upper bounds that were previously unknown in the literature.     

An Iterative Construction Heuristic for the Ore Selection Problem

The ore selection problem involves choosing a processing option for a number of mining blocks that maximises the expected payoff for a given level of financial risk. An innovative neighbourhood search heuristic is proposed for the ore selection problem. This iterative construction heuristic employs a stochastic demolition and reconstruction strategy. Computational experiments with this heuristic for two ore selection problem instances, one involving 2,500 blocks and the other involving 78,000 blocks, are given. These problem instances are made publicly available for use by future workers. Our computational experiments indicate that the proposed heuristic produces better quality solutions faster than a relay hybrid (constructive-simulated annealing) heuristic.     

A mathematical formulation and complexity considerations for the blocks relocation problem

The blocks relocation problem (BRP) may be defined as follows: given a set of homogeneous blocks stored in a two-dimensional stock, which relocations are necessary to retrieve the blocks from the stock in a predefined order while minimizing the number of those relocations? In this paper, we first prove NP-hardness of the BRP as well as a special case, closing open research questions. Moreover, we propose different solution approaches. First, a mathematical model is presented that provides optimal solutions to the general BRP in cases where instances are small. To overcome such limitation, some realistic assumption taken from the literature is introduced, leading to the definition of a binary linear programming model. In terms of computational time, this approach is reasonably fast to be used to solve medium-sized instances. In addition, we propose a simple heuristic based upon a set of relocation rules. This heuristic is used to generate “good” quality solutions for larger instances in very short computational time, and, consequently, is proposed for tackling problem instances where solutions are required (almost) immediately. Solution quality of the heuristic is measured against optimal solutions obtained using a state-of-the-art commercial solver and both of them are compared with reference results from literature.     

Integer programming formulations and efficient local search for relaxed correlation clustering

Relaxed correlation clustering (RCC) is a vertex partitioning problem that aims at minimizing the so-called relaxed imbalance in signed graphs. RCC is considered to be an NP-hard unsupervised learning problem with applications in biology, economy, image recognition and social network analysis. In order to solve it, we propose two linear integer programming formulations and a local search-based metaheuristic. The latter relies on auxiliary data structures to efficiently perform move evaluations during the search process. Extensive computational experiments on existing and newly proposed benchmark instances demonstrate the superior performance of the proposed approaches when compared to those available in the literature. While the exact approaches obtained optimal solutions for open problems, the proposed heuristic algorithm was capable of finding high quality solutions within a reasonable CPU time. In addition, we also report improving results for the symmetrical version of the problem. Moreover, we show the benefits of implementing the efficient move evaluation procedure that enables the proposed metaheuristic to be scalable, even for large-size instances.

     

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.     

An effective recursive partitioning approach for the packing of identical rectangles in a rectangle

In this work, we deal with the problem of packing (orthogonally and without overlapping) identical rectangles in a rectangle. This problem appears in different logistics settings, such as the loading of boxes on pallets, the arrangements of pallets in trucks and the stowing of cargo in ships. We present a recursive partitioning approach combining improved versions of a recursive five-block heuristic and an L-approach for packing rectangles into larger rectangles and L-shaped pieces. The combined approach is able to rapidly find the optimal solutions of all instances of the pallet loading problem sets Cover I and II (more than 50?000 instances). It is also effective for solving the instances of problem set Cover III (almost 100?000 instances) and practical examples of a woodpulp stowage problem, if compared to other methods from the literature. Some theoretical results are also discussed and, based on them, efficient computer implementations are introduced. The computer implementation and the data sets are available for benchmarking purposes.     

Supply capacity acquisition and allocation with uncertain customer demands

We study a class of capacity acquisition and assignment problems with stochastic customer demands often found in operations planning contexts. In this setting, a supplier utilizes a set of distinct facilities to satisfy the demands of different customers or markets. Our model simultaneously assigns customers to each facility and determines the best capacity level to operate or install at each facility. We propose a branch-and-price solution approach for this new class of stochastic assignment and capacity planning problems. For problem instances in which capacity levels must fall between some pre-specified limits, we offer a tailored solution approach that reduces solution time by nearly 80% over an alternative approach using a combination of commercial nonlinear optimization solvers. We have also developed a heuristic solution approach that consistently provides optimal or near-optimal solutions, where solutions within 0.01% of optimality are found on average without requiring a nonlinear optimization solver.     

General variable neighborhood search for the uncapacitated single allocation <Emphasis Type="Italic">p</Emphasis>-hub center problem

In this paper we propose a general variable neighborhood search heuristic for solving the uncapacitated single allocation p-hub center problem (USApHCP). For the local search step we develop a nested variable neighborhood descent strategy. The proposed approach is tested on benchmark instances from the literature and found to outperform the state-of-the-art heuristic based on ant colony optimization. We also test our heuristic on large scale instances that were not previously considered as test instances for the USApHCP. Moreover, exact solutions were reached by our GVNS for all instances where optimal solutions are known.     

Fix and Relax Heuristic for a Stochastic Lot-Sizing Problem

This paper addresses a particular stochastic lot-sizing and scheduling problem. The evolution of the uncertain parameters is modelled by means of a scenario tree and the resulting model is a multistage stochastic mixed-integer program. We develop a heuristic approach that exploits the specific structure of the problem. The computational experiments carried out on a large set of instances have shown that the approach provides good quality solutions in a reasonable amount of time.     

A scatter search heuristic for the capacitated clustering problem

This paper proposes a scatter search-based heuristic approach to the capacitated clustering problem. In this problem, a given set of customers with known demands must be partitioned into p distinct clusters. Each cluster is specified by a customer acting as a cluster center for this cluster. The objective is to minimize the sum of distances from all cluster centers to all other customers in their cluster, such that a given capacity limit of the cluster is not exceeded and that every customer is assigned to exactly one cluster. Computational results on a set of instances from the literature indicate that the heuristic is among the best heuristics developed for this problem.     

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.     

Mixed integer quadratically-constrained programming model to solve the irregular strip packing problem with continuous rotations

The irregular strip packing problem consists of cutting a set of convex and non-convex two-dimensional polygonal pieces from a board with a fixed height and infinite length. Owing to the importance of this problem, a large number of mathematical models and solution methods have been proposed. However, only few papers consider that the pieces can be rotated at any angle in order to reduce the board length used. Furthermore, the solution methods proposed in the literature are mostly heuristic. This paper proposes a novel mixed integer quadratically-constrained programming model for the irregular strip packing problem considering continuous rotations for the pieces. In the model, the pieces are allocated on the board using a reference point and its allocation is given by the translation and rotation of the pieces. To reduce the number of symmetric solutions for the model, sets of symmetry-breaking constraints are proposed. Computational experiments were performed on the model with and without symmetry-breaking constraints, showing that symmetry elimination improves the quality of solutions found by the solution methods. Tests were performed with instances from the literature. For two instances, it was possible to compare the solutions with a previous model from the literature and show that the proposed model is able to obtain numerically accurate solutions in competitive computational times.     

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 Solution of Massive Generalized Set Partitioning Problems in Aircrew Rostering

The scheduling and rostering of personnel is a problem that occurs in many organizations. Aircrew scheduling has attracted considerable attention with many heuristic methods being proposed, but in recent times set partitioning optimization methods have become more popular. The aircrew rostering problem is discussed and formulated as a generalized set partitioning model. Because of the extremely large optimization models that are generated in practical situations, some special computational techniques have been developed to produce solutions efficiently. These techniques are used to solve problems arising from an airline application in which set partitioning models with more than 650 constraints and 200 000 binary variables are generated. The solutions are produced on a Motorola 68020 microprocessor in little more than three hours.     

Receiver set partitioning and sequencing for multicasting traffic in a WDM lightwave single-hop network

This paper considers a receiver set partitioning and sequencing problem in a wavelength division multiplexing single-hop lightwave network for multicasting traffic. The problem is analysed in the approach of uncapacitated single batch-processing machine scheduling. In the analysis, several solution properties are characterized with respect to a mean flow time measure, based upon which two heuristic algorithms are developed, along with a dynamic programming algorithm. Several numerical experiments show that the heuristic algorithms generate good schedules. The problem is extended to consider two measures simultaneously including the mean flow time and the number of transmissions, for which the proposed algorithms also perform well.