A fix-and-optimize matheuristic for university timetabling

University course timetabling covers the task of assigning rooms and time periods to courses while ensuring a minimum violation of soft constraints that define the quality of the timetable. These soft constraints can have attributes that make it difficult for mixed-integer programming solvers to find good solutions fast enough to be used in a practical setting. Therefore, metaheuristics have dominated this area despite the fact that mixed-integer programming solvers have improved tremendously over the last decade. This paper presents a matheuristic where the MIP-solver is guided to find good feasible solutions faster. This makes the matheuristic applicable in practical settings, where mixed-integer programming solvers do not perform well. To the best of our knowledge this is the first matheuristic presented for the University Course Timetabling problem. The matheuristic works as a large neighborhood search where the MIP solver is used to explore a part of the solution space in each iteration. The matheuristic uses problem specific knowledge to fix a number of variables and create smaller problems for the solver to work on, and thereby iteratively improves the solution. Thus we are able to solve very large instances and retrieve good solutions within reasonable time limits. The presented framework is easily extendable due to the flexibility of modeling with MIPs; new constraints and objectives can be added without the need to alter the algorithm itself. At the same time, the matheuristic will benefit from future improvements of MIP solvers. The matheuristic is benchmarked on instances from the literature and the 2nd International Timetabling Competition (ITC2007). Our algorithm gives better solutions than running a state-of-the-art MIP solver directly on the model, especially on larger and more constrained instances. Compared to the winner of ITC2007, the matheuristic performs better. However, the most recent state-of-the-art metaheuristics outperform the matheuristic.     

New dominance rules and exploration strategies for?the?1|ri|∑Ui scheduling problem

The paper proposes a new exact approach, based on a Branch, Bound, and Remember (BB&R) algorithm that uses the Cyclic Best First Search (CBFS) strategy, for the 1|r _i |∑U _i scheduling problem, a single machine scheduling problem, where the objective is to find a schedule with the minimum number of tardy jobs. The search space is reduced using new and improved dominance properties and tighter upper bounds, based on a new dynamic programming algorithm. Computational results establish the effectiveness of the BB&R algorithm with CBFS for a broad spectrum of problem instances. In particular, this algorithm was able to solve all problems instances, up to 300 jobs, while existing best known algorithms only solve problems instances up to 200 jobs. Furthermore, the BB&R algorithm with CBFS runs one to two orders of magnitude faster than the current best known algorithm on comparable instances.     

A Reactive Local Search-Based Algorithm for the Multiple-Choice Multi-Dimensional Knapsack Problem

In this paper, we approximately solve the multiple-choice multi-dimensional knapsack problem. We propose an algorithm which is based upon reactive local search and where an explicit check for the repetition of configurations is added to the local search. The algorithm starts by an initial solution and improved by using a fast iterative procedure. Later, both deblocking and degrading procedures are introduced in order (i) to escape to local optima and, (ii) to introduce diversification in the search space. Finally, a memory list is applied in order to forbid the repetition of configurations. The performance of the proposed approaches has been evaluated on several problem instances. Encouraging results have been obtained.     

A biased random-key genetic algorithm for the Steiner triple covering problem

We present a biased random-key genetic algorithm (BRKGA) for finding small covers of computationally difficult set covering problems that arise in computing the 1-width of incidence matrices of Steiner triple systems. Using a parallel implementation of the BRKGA, we compute improved covers for the two largest instances in a standard set of test problems used to evaluate solution procedures for this problem. The new covers for instances A ₄₀₅ and A ₇₂₉ have sizes 335 and 617, respectively. On all other smaller instances our algorithm consistently produces covers of optimal size.     

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     

The transportation problem revisited—preprocessing before using the primal–dual algorithm

We give a necessary condition for the existence of a feasible solution for the transportation problem through a set of admissible cells, and an algorithm to find a set of admissible cells that satisfies the necessary condition. Either there exists a feasible solution through the admissible cells (which is therefore optimal since the complementary slackness conditions hold) or we could begin using the primal–dual algorithm (PDA) at this point. Our approach has two important advantages: Our O(mn) procedure for updating dual variables takes much less computing time than any procedure for solving a maximum flow problem in the primal phase of the PDA. We are never concerned by the degeneracy problem as we are not seeking basic solutions, but admissible cells. An example is presented for illustrating our approach. We finally provide computational results for a set of 30 randomly generated instances. Comparison of our method with the PDA reveals a real speed up.     

A cutting plane algorithm for the capacitated facility location problem

The Capacitated Facility Location Problem (CFLP) is to locate a set of facilities with capacity constraints, to satisfy at the minimum cost the order-demands of a set of clients. A multi-source version of the problem is considered in which each client can be served by more than one facility. In this paper we present a reformulation of the CFLP based on Mixed Dicut Inequalities, a family of minimum knapsack inequalities of a mixed type, containing both binary and continuous (flow) variables. By aggregating flow variables, any Mixed Dicut Inequality turns into a binary minimum knapsack inequality with a single continuous variable. We will refer to the convex hull of the feasible solutions of this minimum knapsack problem as the Mixed Dicut polytope. We observe that the Mixed Dicut polytope is a rich source of valid inequalities for the CFLP: basic families of valid CFLP inequalities, like Variable Upper Bounds, Cover, Flow Cover and Effective Capacity Inequalities, are valid for the Mixed Dicut polytope. Furthermore we observe that new families of valid inequalities for the CFLP can be derived by the lifting procedures studied for the minimum knapsack problem with a single continuous variable. To deal with large-scale instances, we have developed a Branch-and-Cut-and-Price algorithm, where the separation algorithm consists of the complete enumeration of the facets of the Mixed Dicut polytope for a set of candidate Mixed Dicut Inequalities. We observe that our procedure returns inequalities that dominate most of the known classes of inequalities presented in the literature. We report on computational experience with instances up to 1000 facilities and 1000 clients to validate the approach.     

An effective solution for a real cutting stock problem in manufacturing plastic rolls

We confront a practical cutting stock problem from a production plant of plastic rolls. The problem is a variant of the well-known one dimensional cutting stock, with particular constraints and optimization criteria defined by the experts of the company. We start by giving a problem formulation in which optimization criteria have been considered in linear hierarchy according to expert preferences, and then propose a heuristic solution based on a GRASP algorithm. The generation phase of this algorithm solves a simplified version which is rather similar to the conventional one dimensional cutting stock. To do that, we propose a Sequential Heuristic Randomized Procedure (SHRP). Then in the repairing phase, the solution of the simplified problem is transformed into a solution to the real problem. For experimental study we have chosen a set of problem instances of com-mon use to compare SHRP with another recent approach. Also, we show by means of examples, how our approach works over instances taken from the real production process. All authors are supported by MEC-FEDER Grant TIN2007-67466-C02-01 and by contract CN-05-127 of the University of Oviedo and the company ERVISA, and by FICYT under grant BP04-021.     

Upper and lower bounding procedures for the multiple knapsack assignment problem

We formulate the multiple knapsack assignment problem (MKAP) as an extension of the multiple knapsack problem (MKP), as well as of the assignment problem. Except for small instances, MKAP is hard to solve to optimality. We present a heuristic algorithm to solve this problem approximately but very quickly. We first discuss three approaches to evaluate its upper bound, and prove that these methods compute an identical upper bound. In this process, reference capacities are derived, which enables us to decompose the problem into mutually independent MKPs. These MKPs are solved euristically, and in total give an approximate solution to MKAP. Through numerical experiments, we evaluate the performance of our algorithm. Although the algorithm is weak for small instances, we find it prospective for large instances. Indeed, for instances with more than a few thousand items we usually obtain solutions with relative errors less than 0.1% within one CPU second.     

A fast heuristic algorithm for the maximum concurrent <Emphasis Type="Italic">k</Emphasis>-splittable flow problem

In this paper, we propose a fast heuristic algorithm for the maximum concurrent k-splittable flow problem. In such an optimization problem, one is concerned with maximizing the routable demand fraction across a capacitated network, given a set of commodities and a constant k expressing the number of paths that can be used at most to route flows for each commodity. Starting from known results on the k-splittable flow problem, we design an algorithm based on a multistart randomized scheme which exploits an adapted extension of the augmenting path algorithm to produce starting solutions for our problem, which are then enhanced by means of an iterative improvement routine. The proposed algorithm has been tested on several sets of instances, and the results of an extensive experimental analysis are provided in association with a comparison to the results obtained by a different heuristic approach and an exact algorithm based on branch and bound rules.     

Solving Max-Cut to optimality by intersecting semidefinite and polyhedral relaxations

We present a method for finding exact solutions of Max-Cut, the problem of finding a cut of maximum weight in a weighted graph. We use a Branch-and-Bound setting that applies a dynamic version of the bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a “nearly optimal” solution of the basic semidefinite Max-Cut relaxation, strengthened by triangle inequalities. The expensive part of our bounding procedure is solving the basic semidefinite relaxation of the Max-Cut problem, which has to be done several times during the bounding process. We review other solution approaches and compare the numerical results with our method. We also extend our experiments to instances of unconstrained quadratic 0–1 optimization and to instances of the graph equipartition problem. The experiments show that our method nearly always outperforms all other approaches. In particular, for dense graphs, where linear programming-based methods fail, our method performs very well. Exact solutions are obtained in a reasonable time for any instance of size up to n = 100, independent of the density. For some problems of special structure we can solve even larger problem classes. We could prove optimality for several problems of the literature where, to the best of our knowledge, no other method is able to do so. Supported in part by the EU project Algorithmic Discrete Optimization (ADONET), MRTN-CT-2003-504438.     

A new VRPPD model and a hybrid heuristic solution approach for e-tailing

We analyze a business model for e-supermarkets to enable multi-product sourcing capacity through co-opetition (collaborative competition). The logistics aspect of our approach is to design and execute a network system where “premium” goods are acquired from vendors at multiple locations in the supply network and delivered to customers. Our specific goals are to: (i) investigate the role of premium product offerings in creating critical mass and profit; (ii) develop a model for the multiple-pickup single-delivery vehicle routing problem in the presence of multiple vendors; and (iii) propose a hybrid solution approach. To solve the problem introduced in this paper, we develop a hybrid metaheuristic approach that uses a Genetic Algorithm for vendor selection and allocation, and a modified savings algorithm for the capacitated VRP with multiple pickup, single delivery and time windows (CVRPMPDTW). The proposed Genetic Algorithm guides the search for optimal vendor pickup location decisions, and for each generated solution in the genetic population, a corresponding CVRPMPDTW is solved using the savings algorithm. We validate our solution approach against published VRPTW solutions and also test our algorithm with Solomon instances modified for CVRPMPDTW.     

Hybrid Metaheuristics for the Vehicle Routing Problem with Stochastic Demands

This article analyzes the performance of metaheuristics on the vehicle routing problem with stochastic demands (VRPSD). The problem is known to have a computationally demanding objective function, which could turn to be infeasible when large instances are considered. Fast approximations of the objective function are therefore appealing because they would allow for an extended exploration of the search space. We explore the hybridization of the metaheuristic by means of two objective functions which are surrogate measures of the exact solution quality. Particularly helpful for some metaheuristics is the objective function derived from the traveling salesman problem (TSP), a closely related problem. In the light of this observation, we analyze possible extensions of the metaheuristics which take the hybridized solution approach VRPSD-TSP even further and report about experimental results on different types of instances. We show that, for the instances tested, two hybridized versions of iterated local search and evolutionary algorithm attain better solutions than state-of-the-art algorithms.     

Roster evaluation based on classifiers for the nurse rostering problem

The personnel scheduling problem is a well-known NP-hard combinatorial problem. Due to the complexity of this problem and the size of the real-world instances, it is not possible to use exact methods, and thus heuristics, meta-heuristics, or hyper-heuristics must be employed. The majority of heuristic approaches are based on iterative search, where the quality of intermediate solutions must be calculated. Unfortunately, this is computationally highly expensive because these problems have many constraints and some are very complex. In this study, we propose a machine learning technique as a tool to accelerate the evaluation phase in heuristic approaches. The solution is based on a simple classifier, which is able to determine whether the changed solution (more precisely, the changed part of the solution) is better than the original or not. This decision is made much faster than a standard cost-oriented evaluation process. However, the classification process cannot guarantee 100 % correctness. Therefore, our approach, which is illustrated using a tabu search algorithm in this study, includes a filtering mechanism, where the classifier rejects the majority of the potentially bad solutions and the remaining solutions are then evaluated in a standard manner. We also show how the boosting algorithms can improve the quality of the final solution compared with a simple classifier. We verified our proposed approach and premises, based on standard and real-world benchmark instances, to demonstrate the significant speedup obtained with comparable solution quality.     

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.     

Ordinal Optimization of G/G/1/K Polling Systems with <Emphasis Type="Italic">k</Emphasis>-Limited Service Discipline

In this paper, we propose an ordinal optimization theory based algorithm to solve the optimization problem of G/G/1/K polling system with k-limited service discipline for a good enough solution using limited computation time. We assume that the arrival rates do not deteriorate visibly within a very short period. Our approach consists of two stages. In the first stage, we employ a typical genetic algorithm to select N=1024 roughly good solutions from the huge discrete solution space Ω using an offline trained artificial neural network as a surrogate model for fitness evaluation. The second stage consists of several substages to select estimated good enough solutions from the previous N, and the solution obtained in the last substage is the good enough solution that we seek. Using numerous tests, we demonstrate: (i) the computational efficiency of our algorithm in the aspect that we can apply our algorithm in real-time based on the arrival rate assumption; (ii) the superiority of the good enough solution, which achieves drastic objective value reduction in comparison with other existing service disciplines. We provide a performance analysis for our algorithm based on the derived models. The results show that the good enough solution that we obtained is among the best 3.31×10⁻⁶% in the solution space with probability 0.99. This research work was supported in part by the National Science Council of Taiwan, ROC, Grant NSC95-2221-E-009-099-MY2.     

An Ant Colony Optimization Algorithm for Shop Scheduling Problems

We deal with the application of ant colony optimization to group shop scheduling, which is a general shop scheduling problem that includes, among others, the open shop scheduling problem and the job shop scheduling problem as special cases. The contributions of this paper are twofold. First, we propose a neighborhood structure for this problem by extending the well-known neighborhood structure derived by Nowicki and Smutnicki for the job shop scheduling problem. Then, we develop an ant colony optimization approach, which uses a strong non-delay guidance for constructing solutions and which employs black-box local search procedures to improve the constructed solutions. We compare this algorithm to an adaptation of the tabu search by Nowicki and Smutnicki to group shop scheduling. Despite its general nature, our algorithm works particularly well when applied to open shop scheduling instances, where it improves the best known solutions for 15 of the 28 tested instances. Moreover, our algorithm is the first competitive ant colony optimization approach for job shop scheduling instances.     

Heuristic Procedures for the Capacitated Vehicle Routing Problem

In this paper we present two new heuristic procedures for the Capacitated Vehicle Routing Problem (CVRP). The first one solves the problem from scratch, while the second one uses the information provided by a strong linear relaxation of the original problem. This second algorithm is designed to be used in a branch and cut approach to solve to optimality CVRP instances. In both heuristics, the initial solution is improved using tabu search techniques. Computational results over a set of known instances, most of them with a proved optimal solution, are given.     

A New Approach to Pattern Matching in Degenerate DNA/RNA Sequences and Distributed Pattern Matching

In this paper, we consider the pattern matching problem in DNA and RNA sequences where either the pattern or the text can be degenerate, i.e., contain sets of characters. We present an asymptotically faster algorithm for the above problem that works in O(n log m) time, where n and m is the length of the text and the pattern respectively. We also suggest an efficient implementation of our algorithm, which works in linear time when the pattern size is small. Finally, we also describe how our approach can be used to solve the distributed pattern matching problem. The preliminary version of this paper appeared in [26].