Equitable Demand Adjustment for Infeasible Transportation Problems

We present a modelling/solution procedure for adjusting demands to obtain an ‘equitably infeasible’ solution for an infeasible transportation problem. The infeasibility may be due to total supply not being equal to total demand, or inadmissible routes (arcs). We show that the problem can be modelled and solved as a pre-emptive, multicriteria, capacitated transportation problem, whose objective is to minimize the maximum deviation between the fractional undersupply to the demand nodes or, equivalently, to minimize the fractional undersupply of the demands. Further, we show that an optimal solution can be obtained by solving either a single-criterion transportation problem (by choosing sufficiently large weights to aggregate the criteria) or a sequence of single-criterion transportation problems.     

Development of the tree-based link labeling algorithm for optimal path-finding in urban transportation networks

The optimal path-finding algorithm which is an important module in developing route guidance systems and traffic control systems has to provide correct paths to consider U-turns, P-turns, and no-left-turns in urban transportation networks.Traditional methods which have been used to consider those regulations on urban transportation networks can be categorized into network representation and algorithmic methods like the vine-building algorithm. First, network representation methods use traditional optimal path-finding algorithms with modifications to the network structure: for example, just adding dummy nodes and links to the existing network allows constraint-search in the network. This method which creates large networks is hard to implement and introduces considerable difficulties in network coding. With the increased number of nodes and links, the memory requirement tremendously increases, which causes the processing speed to slow down. For these reasons, the method has not been widely accepted for incorporating turning regulations in optimal path-finding problems in transportation networks. Second, algorithmic methods, as they are mainly based on the vine-building algorithm, have been suggested for determining optimal path for networks with turn penalties and prohibitions. However, the algorithms, although they nicely reflect the characteristics of urban transportation networks, frequently provide infeasible or suboptimal solutions.The algorithm to be suggested in this research is a method which is basically based on Dijkstra's algorithm [1] and the tree-building algorithm used to construct optimal paths. Unlike the traditional node labeling algorithms which label each node with minimum estimated cost, this algorithm labels each link with minimum estimated cost.Comparison with the vine-building algorithm shows that the solution of the link-labeling algorithm is better than that of the vine-building algorithm which very frequently provides suboptimal solutions. As a result, the algorithm allows turning regulations, while providing an optimal solution within a reasonable time limit.     

A new method for constructing a minimal PERT network

A project is an enterprise consisting of several activities which are to be carried out in some specific order. The activities and the order in which they need to be carried out can be represented by a PERT network. The PERT technique is a traditional, well-known approach to the expert of project management. When networks are used, it often becomes necessary to draw dummy activities. Since the computation of project completion time is proportional to the number of arcs, including dummy arcs, it is desirable to draw a network with as few dummy activities as possible.In this paper, we propose a new method for constructing, for a given project scheduling problem, a PERT network having as small as possible the number of dummy arcs by using some results on line graphs. This algorithm deals with the existence of transitive arcs. The paper contains illustrative examples, proofs of some theoretical results as well as a comparative study with a similar algorithm known in the literature. Computational results showed the superiority of our algorithm.     

A warm-start dual simplex solution algorithm for the minimum flow networks with postoptimality analyses

This paper presents an algorithm for finding the minimum flow in general (s, t) networks with m directed arcs. The minimum flow problem (MFP) arises in many transportation and communication systems. Here, we construct a linear programming (LP) formulation of MFP and develop a simplex-type algorithm to find a minflow. Unlike other simplex-like algorithms, the algorithm developed here starts with an incomplete Basic Variable Set (BVS) initially and then fills-up the BVS completely while pushing toward an optimal vertex. If this results in pushing too far into infeasibility, the next step pulls the solution back to feasibility. Both phases use the Gauss-Jordan pivoting transformation used in the standard simplex and dual simplex algorithms.

The proposed approach has some common features with Dantzig's self-dual simplex algorithm. We have avoided, however, the need for extra variables (slack and surplus) for equality constraints, as well as an artificial constraint for the self-dual algorithm for initial phase and the dual simplex, respectively. The proposed Push phase takes at most 2m − 1 iterations to complete a tree (this augmentation may not be feasible). An infeasible path to the optimal solution contains at most 2m − 1 iterations; therefore in theory, the algorithm needs a sequence of at most 4m − 2 iterations.

Furthermore, the algorithm developed here makes available the full power of LP perturbation analysis and facilitates introducing network structural changes and side constraints also. It can also detect clerical errors in data entry which may make the problem infeasible or unbounded. It is assumed that the reader is familiar with LP terminology.     

Successive Linear Approximation Procedure for Generalized Fixed-Charge Transportation Problems

In this paper, we develop a new heuristic procedure for solving a generalization of the fixed-charge transportation problem in which there are resource losses in addition to the fixed charges. The losses may be evaporation losses when the commodity is a liquid, heat losses in an electrical distribution network, or deterioration losses in distribution networks involving perishable commodities such as, for example, food items. The proposed procedure consists of solving a sequence of pro-rated problems. It is different from heuristic procedures that have been developed for solving the standard fixed charge transportation problem, in that it is not based on extreme point enumeration. We experiment with problems involving up to 2100 arcs with fixed charges and resource losses. The results show that the proposed approach is viable for solving medium-to-large sized problems.     

Locating Active Sensors on Traffic Networks

Sensors are used to monitor traffic in networks. For example, in transportation networks, they may be used to measure traffic volumes on given arcs and paths of the network. This paper refers to an active sensor when it reads identifications of vehicles, including their routes in the network, that the vehicles actively provide when they use the network. On the other hand, the conventional inductance loop detectors are passive sensors that mostly count vehicles at points in a network to obtain traffic volumes (e.g., vehicles per hour) on a lane or road of the network.This paper introduces a new set of network location problems that determine where to locate active sensors in order to monitor or manage particular classes of identified traffic streams. In particular, it focuses on the development of two generic locational decision models for active sensors, which seek to answer these questions: (1) “How many and where should such sensors be located to obtain sufficient information on flow volumes on specified paths?”, and (2) “Given that the traffic management planners have already located count detectors on some network arcs, how many and where should active sensors be located to get the maximum information on flow volumes on specified paths?”The problem is formulated and analyzed for three different scenarios depending on whether there are already count detectors on arcs and if so, whether all the arcs or a fraction of them have them. Location of an active sensor results in a set of linear equations in path flow variables, whose solution provide the path flows. The general problem, which is related to the set-covering problem, is shown to be NP-Hard, but special cases are devised, where an arc may carry only two routes, that are shown to be polynomially solvable. New graph theoretic models and theorems are obtained for the latter cases, including the introduction of the generalized edge-covering by nodes problem on the path intersection graph for these special cases. An exact algorithm for the special cases and an approximate one for the general case are presented.     

Transportation problem with nonlinear side constraints a branch and bound approach

In a container terminal management, we are often confronted with the following problem: how to assign a reasonable depositing position for an arriving container, so that the efficiency of searching for and loading of a container later can be increased. In this paper, the problem is modeled as a transportation problem with nonlinear side constraints (TPNSC). The reason of nonlinear side constraints arising is that some kinds of containers cannot be stacked in the same row (the space of storage yard is properly divided into several rows). A branch and bound algorithm is designed to solve this problem. The algorithm is based on the idea of using disjunctive arcs (branches) for resolving conflicts that are created whenever some conflicting kinds of containers are deposited in the same row. During the branch and bound, the candidate problems are transformed into classical transportation problems, so that the efficient transportation algorithm can be applied, at the same time the reoptimization technique is employed during the branch and bound. Further, we design a heuristic to obtain a feasible initial solution for TPNSC in order to prune some candidates as early and/or as much as possible. We report computational results on randomly generated problems.     

Complexities and algorithms for synchronized scheduling of parallel machine assembly and air transportation in consumer electronics supply chain

In this paper, we study the problem of synchronized scheduling of assembly and air transportation to achieve accurate delivery with minimized cost in consumer electronics supply chain. This problem was motivated by a major PC manufacturer in consumer electronics industry. The overall problem is decomposed into two sub-problems, which consist of an air transportation allocation problem and an assembly scheduling problem. The air transportation allocation problem is formulated as an integer linear programming problem with the objective of minimizing transportation cost and delivery earliness tardiness penalties. The assembly scheduling problem seeks to determine a schedule ensuring that the orders are completed on time and catch the flights such that the waiting penalties between assembly and transportation is minimized. The problem is formulated as a parallel machine scheduling problem with earliness penalties. The computational complexities of the two sub-problems are investigated. The air transportation allocation problem with split delivery is shown to be solvable. The parallel machine assembly scheduling problem is shown to be NP-complete. Simulated annealing based heuristic algorithms are presented to solve the parallel machine problem.     

A Full Nesterov–Todd Step Infeasible Interior-Point Method for Second-Order Cone Optimization

After a brief introduction to Jordan algebras, we present a primal–dual interior-point algorithm for second-order conic optimization that uses full Nesterov–Todd steps; no line searches are required. The number of iterations of the algorithm coincides with the currently best iteration bound for second-order conic optimization. We also generalize an infeasible interior-point method for linear optimization to second-order conic optimization. As usual for infeasible interior-point methods, the starting point depends on a positive number. The algorithm either finds a solution in a finite number of iterations or determines that the primal–dual problem pair has no optimal solution with vanishing duality gap.     

Dynamic graph generation for the shortest path problem in time expanded networks

In discrete optimization problems the progress of objects over time is frequently modeled by shortest path problems in time expanded networks, but longer time spans or finer time discretizations quickly lead to problem sizes that are intractable in practice. In convex relaxations the arising shortest paths often lie in a narrow corridor inside these networks. Motivated by this observation, we develop a general dynamic graph generation framework in order to control the networks’ sizes even for infinite time horizons. It can be applied whenever objects need to be routed through a traffic or production network with coupling capacity constraints and with a preference for early paths. Without sacrificing any information compared to the full model, it includes a few additional time steps on top of the latest arcs currently in use. This “frontier” of the graphs can be extended automatically as required by solution processes such as column generation or Lagrangian relaxation. The corresponding algorithm is efficiently implementable and linear in the arcs of the non-time-expanded network with a factor depending on the basic time offsets of these arcs. We give some bounds on the required additional size in important special cases and illustrate the benefits of this technique on real world instances of a large scale train timetabling problem.     

Efficient contraflow algorithms for quickest evacuation planning

The optimization models and algorithms with their implementations on flow over time problems have been an emerging field of research because of largely increasing human-created and natural disasters worldwide. For an optimal use of transportation network to shift affected people and normalize the disastrous situation as quickly and Efficiently as possible, contraflow configuration is one of the highly applicable operations research (OR) models. It increases the outbound road capacities by reversing the direction of arcs towards the safe destinations that not only minimize the congestion and increase the flow but also decrease the evacuation time significantly. In this paper, we sketch the state of quickest flow solutions and solve the quickest contraflow problem with constant transit times on arcs proving that the problem can be solved in strongly polynomial time O(nm²(log n)²), where n and m are number of nodes and number of arcs, respectively in the network. This contraflow solution has the same computational time bound as that of the best min-cost flow solution. Moreover, we also introduce the contraflow approach with load dependent transit times on arcs and present an Efficient algorithm to solve the quickest contraflow problem approximately. Supporting the claim, our computational experiments on Kathmandu road network and on randomly generated instances perform very well matching the theoretical results. For sufficiently large number of evacuees, about double flow can be shifted with the same evacuation time and about half time is sufficient to push the given flow value with contraflow reconfiguration.     

A heuristic solution technique to attain the minimal total cost bounds of transporting a homogeneous product with varying demands and supplies

Transportation of a product from multi-source to multi-destination with minimal total transportation cost plays an important role in logistics and supply chain management. Researchers have given considerable attention in minimizing this cost with fixed supply and demand quantities. However, these quantities may vary within a certain range in a period due to the variation of the global economy. So, the concerned parties might be more interested in finding the lower and the upper bounds of the minimal total costs with varying supplies and demands within their respective ranges for proper decision making. This type of transportation problem has received attention of only one researcher, who formulated the problem and solved it by LINGO. We demonstrate that this method fails to obtain the correct upper bound solution always. Then we extend this model to include the inventory costs during transportation and at destinations, as they are interrelated factors. The number of choices of supplies and demands within their respective ranges increases enormously as the number of suppliers and buyers increases. In such a situation, although the lower bound solution can be obtained methodologically, determination of the upper bound solution becomes an NP hard problem. Here we carry out theoretical analyses on developing the lower and the upper bound heuristic solution techniques to the extended model. A comparative study on solutions of small size numerical problems shows promising performance of the current upper bound technique. Another comparative study on results of numerical problems demonstrates the effect of inclusion of the inventory costs.     

The Transportation Problem and its Variants

For 54 unimodular linear programming problems it is shown that either (i) the objective function is unbounded, or (ii) the problem is infeasible, or (iii) the problem can be solved by solving a related transportation problem. The related transportation problem is obtained by adding at the most two new constraints to the original problem.     

The fleet size and mix problem for capacitated arc routing

There have been several attempts to solve the capacitated arc routing problem with m vehicles starting their tours from a central node. The objective has been to minimize the total distance travelled. In the problem treated here we also have the fixed costs of the vehicles included in the objective function. A set of vehicle capacities with their respective costs are used. Thus the objective function becomes a combination of fixed and variable costs. The solution procedure consists of four phases. In the first phase, a Chinese or rural postman problem is solved depending on whether all or some of the arcs in the network demand service with the objective of minimizing the total distance travelled. It results in a tour called the giant tour. In the second phase, the giant tour is partitioned into single vehicle subtours feasible with respect to the constraints. A new network is constructed with the node set corresponding to the arcs of the giant tour and with the arc set consisting of the subtours of the giant tour. The arc costs include both the fixed and variable costs of the subtours. The third phase consists of solving the shortest path problem on this new network to result in the least cost set of subtours represented on the new network. In the last phase a postprocessor is applied to the solution to improve it. The procedure is repeated for different giant tours to improve the final solution. The problem is extended to the case where there can be upper bounds on the number of vehicles with given capacities using a branch and bound method. Extension to directed networks is given. Some computational results are reported.     

A robust algorithm for quadratic optimization under quadratic constraints

Most existing methods of quadratically constrained quadratic optimization actually solve a refined linear or convex relaxation of the original problem. It turned out, however, that such an approach may sometimes provide an infeasible solution which cannot be accepted as an approximate optimal solution in any reasonable sense. To overcome these limitations a new approach is proposed that guarantees a more appropriate approximate optimal solution which is also stable under small perturbations of the constraints.     

Relaxation-based algorithms for minimax optimization problems with resource allocation applications

We consider minimax optimization problems where each term in the objective function is a continuous, strictly decreasing function of a single variable and the constraints are linear. We develop relaxation-based algorithms to solve such problems. At each iteration, a relaxed minimax problem is solved, providing either an optimal solution or a better lower bound. We develop a general methodology for such relaxation schemes for the minimax optimization problem. The feasibility tests and formulation of subsequent relaxed problems can be done by using Phase I of the Simplex method and the Farkas multipliers provided by the final Simplex tableau when the corresponding problem is infeasible. Such relaxation-based algorithms are particularly attractive when the minimax optimization problem exhibits additional structure. We explore special structures for which the relaxed problem is formulated as a minimax problem with knapsack type constraints; efficient algorithms exist to solve such problems. The relaxation schemes are also adapted to solve certain resource allocation problems with substitutable resources. There, instead of Phase I of the Simplex method, a max-flow algorithm is used to test feasibility and formulate new relaxed problems.Corresponding author.Work was partially done while visiting AT&T Bell Laboratories.     

Improve-and-Branch Algorithm for the Global Optimization of Nonconvex NLP Problems

A new algorithm to solve nonconvex NLP problems is presented. It is based on the solution of two problems. The reformulated problem RP is a suitable reformulation of the original problem and involves convex terms and concave univariate terms. The main problem MP is a nonconvex NLP that outer-approximates the feasible region and underestimate the objective function. MP involves convex terms and terms which are the products of concave univariate functions and new variables. Fixing the variables in the concave terms, a convex NLP that overestimates the feasible region and underestimates the objective function is obtained from the MP. Like most of the deterministic global optimization algorithms, bounds on all the variables in the nonconvex terms must be provided. MP forces the objective value to improve and minimizes the difference of upper and lower bound of all the variables either to zero or to a positive value. In the first case, a feasible solution of the original problem is reached and the objective function is improved. In general terms, the second case corresponds to an infeasible solution of the original problem due to the existence of gaps in some variables. A branching procedure is performed in order to either prove that there is no better solution or reduce the domain, eliminating the local solution of MP that was found. The MP solution indicates a key point to do the branching. A bound reduction technique is implemented to accelerate the convergence speed. Computational results demonstrate that the algorithm compares very favorably to other approaches when applied to test problems and process design problems. It is typically faster and it produces very accurate results.     

Tree network design avoiding congestion

We introduce in this paper an optimal method for tree network design avoiding congestion. We see this problem arising in telecommunication and transportation networks as a flow extension of the Steiner problem in directed graphs, thus including as a particular case any alternative approach based on the minimum spanning tree problem. Our multi-commodity formulation is able to cope with the design of centralized computer networks, modern multi-cast multi-party or hub-based transportation trees. The objective in such cases is the minimization of the sum of the fixed (structural) and variable (operational) costs of all the arcs composing an arborescence that links the origin node (switching center, server, station) to every demand node (multi-cast participants, users in general). The non-linear multi-commodity flow model is solved by a generalized Benders decomposition approach.     

Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming

In exact arithmetic, the simplex method applied to a particular linear programming problem instance with real data either shows that it is infeasible, shows that its dual is infeasible, or generates optimal solutions to both problems. Most interior-point methods, on the other hand, do not provide such clear-cut information. If the primal and dual problems have bounded nonempty sets of optimal solutions, they usually generate a sequence of primal or primaldual iterates that approach feasibility and optimality. But if the primal or dual instance is infeasible, most methods give less precise diagnostics. There are methods with finite convergence to an exact solution even with real data. Unfortunately, bounds on the required number of iterations for such methods applied to instances with real data are very hard to calculate and often quite large. Our concern is with obtaining information from inexact solutions after a moderate number of iterations. We provide general tools (extensions of the Farkas lemma) for concluding that a problem or its dual is likely (in a certain well-defined sense) to be infeasible, and apply them to develop stopping rules for a homogeneous self-dual algorithm and for a generic infeasible-interior-point method for linear programming. These rules allow precise conclusions to be drawn about the linear programming problem and its dual: either near-optimal solutions are produced, or we obtain certificates that all optimal solutions, or all feasible solutions to the primal or dual, must have large norm. Our rules thus allow more definitive interpretation of the output of such an algorithm than previous termination criteria. We give bounds on the number of iterations required before these rules apply. Our tools may also be useful for other iterative methods for linear programming. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.     

The hub location and network design problem with fixed and variable arc costs: formulation and dual-based solution heuristic

Many air, less-than-truck load and intermodal transportation and telecommunication networks incorporate hubs in an effort to reduce total cost. These hubs function as make bulk/break bulk or consolidation/deconsolidation centres. In this paper, a new hub location and network design formulation is presented that considers the fixed costs of establishing the hubs and the arcs in the network, and the variable costs associated with the demands on the arcs. The problem is formulated as a mixed integer programming problem embedding a multi-commodity flow model. The formulation can be transformed into some previously modelled hub network design problems. We develop a dual-based heuristic that exploits the multi-commodity flow problem structure embedded in the formulation. The test results indicate that the heuristic is an effective way to solve this computationally complex problem.