A comparison of two methods for solving 0–1 integer programs using a general purpose simulated annealing algorithm

0–1 problems are often difficult to solve. Although special purpose algorithms (exact as well as heuristic) exist for solving particular problem classes or problem instances, there are few general purpose algorithms for solving practical-sized instances of 0–1 problems. This paper deals with a general purpose heuristic algorithm for 0–1 problems. In this paper, we compare two methods based on simulated annealing for solving general 0–1 integer programming problems. The two methods differe in the scheme used for neighbourhood transitions in the simulated annealing framework. We compare the performance of the two methods on the set partitioning problem.     

Benchmarking curriculum-based course timetabling: formulations,data formats,instances, validation,visualization, and results

We propose a set of formulations for the Curriculum-Based Course Timetabling problem, with the aim of “capturing” many real-world formulations, and thus encouraging researchers to “reduce” their specific problems to one of them, gaining the opportunity to compare and assess their results. This work is accompanied by a web application that maintains all the necessary infrastructures for benchmarking: validators, data formats, instances, reference scores, lower bounds, solutions, and visualizers. All instances proposed here are based on real data from various universities and they represent a variety of possible situations.     

Bus driver duty optimization using an integer programming and evolutionary hybrid algorithm

This paper describes the details of a successful application where an integer programming and evolutionary hybrid algorithm was used to solve a bus driver duty optimization problem. The task is NP-hard, therefore theoretically optimal solutions can only be calculated for very small problem instances. Our aim is to obtain solutions of good quality within reasonable time limits. We first applied an integer programming approach to a set partitioning problem. The model was solved with a column generation algorithm in a branch and bound scheme. In order to solve larger real-life problems, we have combined the integer programming method with a greedy 1+1 steady state evolutionary algorithm. The resulting hybrid algorithm was capable of providing near-optimal solutions within reasonable timescales to larger instances of the bus driver scheduling problem. We present the results and running times of our algorithm in detail, as well as possible directions of future improvements.     

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 multi-start algorithm for a balanced real-world Open Vehicle Routing Problem

The aim of this paper is to solve a real-world problem proposed by an international company operating in Spain and modeled as a variant of the Open Vehicle Routing Problem in which the makespan, i.e., the maximum time spent on the vehicle by one person, must be minimized. A competitive multi-start algorithm, able to obtain high quality solutions within reasonable computing time is proposed. The effectiveness of the algorithm is analyzed through computational testing on a set of 19 school-bus routing benchmark problems from the literature, and on 9 hard real-world problem instances.     

Branch-and-price-and-cut for the multiple traveling repairman problem with distance constraints

In this paper, we extend the multiple traveling repairman problem by considering a limitation on the total distance that a vehicle can travel; the resulting problem is called the multiple traveling repairmen problem with distance constraints (MTRPD). In the MTRPD, a fleet of identical vehicles is dispatched to serve a set of customers. Each vehicle that starts from and ends at the depot is not allowed to travel a distance longer than a predetermined limit and each customer must be visited exactly once. The objective is to minimize the total waiting time of all customers after the vehicles leave the depot. To optimally solve the MTRPD, we propose a new exact branch-and-price-and-cut algorithm, where the column generation pricing subproblem is a resource-constrained elementary shortest-path problem with cumulative costs. An ad hoc label-setting algorithm armed with bidirectional search strategy is developed to solve the pricing subproblem. Computational results show the effectiveness of the proposed method. The optimal solutions to 179 out of 180 test instances are reported in this paper. Our computational results serve as benchmarks for future researchers on the problem.     

On Approximate Solutions in Vector Optimization Problems Via Scalarization

This work deals with approximate solutions in vector optimization problems. These solutions frequently appear when an iterative algorithm is used to solve a vector optimization problem. We consider a concept of approximate efficiency introduced by Kutateladze and widely used in the literature to study this kind of solutions. Necessary and sufficient conditions for Kutateladze’s approximate solutions are given through scalarization, in such a way that these points are approximate solutions for a scalar optimization problem. Necessary conditions are obtained by using gauge functionals while monotone functionals are considered to attain sufficient conditions. Two properties are then introduced to describe the idea of parametric representation of the approximate efficient set. Finally, through scalarization, characterizations and parametric representations for the set of approximate solutions in convex and nonconvex vector optimization problems are proved and the obtained results are applied to Pareto problems. AMS Classification:90C29, 49M37 This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), project BFM2003-02194.     

A Hybrid Multiobjective Evolutionary Algorithm for Solving Vehicle Routing Problem with Time Windows

Vehicle routing problem with time windows (VRPTW) involves the routing of a set of vehicles with limited capacity from a central depot to a set of geographically dispersed customers with known demands and predefined time windows. The problem is solved by optimizing routes for the vehicles so as to meet all given constraints as well as to minimize the objectives of traveling distance and number of vehicles. This paper proposes a hybrid multiobjective evolutionary algorithm (HMOEA) that incorporates various heuristics for local exploitation in the evolutionary search and the concept of Pareto's optimality for solving multiobjective optimization in VRPTW. The proposed HMOEA is featured with specialized genetic operators and variable-length chromosome representation to accommodate the sequence-oriented optimization in VRPTW. Unlike existing VRPTW approaches that often aggregate multiple criteria and constraints into a compromise function, the proposed HMOEA optimizes all routing constraints and objectives simultaneously, which improves the routing solutions in many aspects, such as lower routing cost, wider scattering area and better convergence trace. The HMOEA is applied to solve the benchmark Solomon's 56 VRPTW 100-customer instances, which yields 20 routing solutions better than or competitive as compared to the best solutions published in literature.     

Formulation and a two-phase matheuristic for the roaming salesman problem: Application to election logistics

In this paper we investigate a novel logistical problem. The goal is to determine daily tours for a traveling salesperson who collects rewards from activities in cities during a fixed campaign period. We refer to this problem as the Roaming Salesman Problem (RSP) motivated by real-world applications including election logistics, touristic trip planning and marketing campaigns. RSP can be characterized as a combination of the traditional Periodic TSP and the Prize-Collecting TSP with static arc costs and time-dependent node rewards. Commercial solvers are capable of solving small-size instances of the RSP to near optimality in a reasonable time. To tackle large-size instances we propose a two-phase matheuristic where the first phase deals with city selection while the second phase focuses on route generation. The latter capitalizes on an integer program to construct an optimal route among selected cities on a given day. The proposed matheuristic decomposes the RSP into as many subproblems as the number of campaign days. Computational results show that our approach provides near-optimal solutions in significantly shorter times compared to commercial solvers.     

Two genetic algorithms for solving the uncapacitated single allocation p-hub median problem

This paper deals with the Uncapacitated Single Allocation p-Hub Median Problem (USApHMP). Two genetic algorithm (GA) approaches are proposed for solving this NP-hard problem. New encoding schemes are implemented with appropriate objective functions. Both approaches keep the feasibility of individuals by using specific representation and modified genetic operators. The numerical experiments were carried out on the standard ORLIB hub data set. Both methods proved to be robust and efficient in solving USApHMP with up to 200 nodes and 20 hubs. The second GA approach achieves all previously known optimal solutions and achieves the best-known solutions on large-scale instances.     

Fuzzy bilevel programming with multiple objectives and cooperative multiple followers

Classic bilevel programming deals with two level hierarchical optimization problems in which the leader attempts to optimize his/her objective, subject to a set of constraints and his/her follower’s solution. In modelling a real-world bilevel decision problem, some uncertain coefficients often appear in the objective functions and/or constraints of the leader and/or the follower. Also, the leader and the follower may have multiple conflicting objectives that should be optimized simultaneously. Furthermore, multiple followers may be involved in a decision problem and work cooperatively according to each of the possible decisions made by the leader, but with different objectives and/or constraints. Following our previous work, this study proposes a set of models to describe such fuzzy multi-objective, multi-follower (cooperative) bilevel programming problems. We then develop an approximation Kth-best algorithm to solve the problems.     

A multi-space sampling heuristic for the vehicle routing problem with stochastic demands

The vehicle routing problem with stochastic demands consists in designing transportation routes of minimal expected cost to satisfy a set of customers with random demands of known probability distributions. This paper proposes a simple yet effective heuristic approach that uses randomized heuristics for the traveling salesman problem, a tour partitioning procedure, and a set partitioning formulation to sample the solution space and find high-quality solutions for the problem. Computational experiments on benchmark instances from the literature show that the proposed approach is competitive with the state-of-the-art algorithm for the problem in terms of both accuracy and efficiency. In experiments conducted on a set of 40 instances, the proposed approach unveiled four new best-known solutions (BKSs) and matched another 24. For the remaining 12 instances, the heuristic reported average gaps with respect to the BKS ranging from 0.69 to 0.15 % depending on its configuration.     

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.     

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.     

An adaptive multi-start graph partitioning algorithm for structuring cellular networks

In mobile network design, the problem of assigning network elements to controllers when defining network structure can be modeled as a graph partitioning problem. In this paper, a comprehensive analysis of a sophisticated graph partitioning algorithm for grouping base stations into packet control units in a mobile network is presented. The proposed algorithm combines multi-level and adaptive multi-start schemes to obtain high quality solutions efficiently. Performance assessment is carried out on a set of problem instances built from measurements in a live network. Overall results confirm that the proposed algorithm finds solutions better than those obtained by the classical multi-level approaches and much faster than classical multi-start approaches. The analysis of the optimization surface shows that the best local minima values follow a Gumbel distribution, which justifies the stagnation of naive multi-start approaches after a few attempts. Likewise, the analysis shows that the best local minima share strong similarities, which is the reason for the superiority of adaptive multi-start approaches. Finally, a sensitivity analysis shows the best internal parameter settings in the algorithm.     

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.     

Hybridized evolutionary local search algorithm for the team orienteering problem with time windows

The orienteering problem (OP) consists in finding an elementary path over a subset of vertices. Each vertex is associated with a profit that is collected on the visitor’s first visit. The objective is to maximize the collected profit with respect to a limit on the path’s length. The team orienteering problem (TOP) is an extension of the OP where a fixed number m of paths must be determined. This paper presents an effective hybrid metaheuristic to solve both the OP and the TOP with time windows. The method combines the greedy randomized adaptive search procedure (GRASP) with the evolutionary local search (ELS). ELS generates multiple distinct child solutions using a mutation mechanism. Each child solution is further improved by a local search procedure. GRASP provides multiple starting solutions to the ELS. The method is able to improve several best known results on available benchmark instances.     

Meta-heuristic algorithms for wafer sorting scheduling problems

Wafer sorting is usually regarded as the most critical stage in the whole wafer probing process. This paper discusses the wafer sorting scheduling problem (WSSP) with total setup time minimization as the primary criterion and the minimization of the number of machines used as the secondary criterion. Although the need to consider multiple criteria in real-world WSSPs is widely recognized, the present study is the first attempt to investigate this argument with setups consideration. In view of the strongly NP-hard nature of this problem, three meta-heuristic algorithms—an ant colony system algorithm, a Genetic algorithm, and a Tabu search algorithm are proposed. The proposed meta-heuristics are empirically evaluated by 480 simulation instances based on the characteristics of a real wafer testing shop-floor and found to be very effective in terms of finding good quality solutions.     

On Waring’s problem (elementary methods)

The paper deals with two elementary methods for solving Waring’s problem on the representation of numbers as a sum of equal exponents in powers of natural numbers. The first method is an elementary version of the original Hilbert’s proof, and the second one simplifies and makes more precise the elementary Linnik’s proof based on the estimate of the number of solutions of a certain system of Diophantine equations. Bibliography: 21 titles. To the memory of Yurii Vladimirovich Linnik __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 322, 2005, pp. 149–175.     

On the integer properties of scheduling set partitioning models

Many scheduling problems, arising in the transportation industry, can be posed as massive set partitioning zero-one integer programmes. For reasons of computational complexity it is generally unrealistic to attempt to solve the model in this form using conventional integer linear programming. By the imposition of additional structure, derived from the real-world problem but not already implicit in the mathematical model, it is possible to significantly reduce the effects of computational complexity and provide an effective method of obtaining good feasible solutions.In this paper, recent results in graph theory concerning natural integer properties of set partitioning integer programmes are discussed. These results motivate the development of further implicit constraints which simultaneously reduce the dimensionality and increase the proportion of integer basic feasible solutions of the set partitioning linear programme.