An application of Lagrangian relaxation to a capacity planning problem under uncertainty

A supply chain network-planning problem is presented as a two-stage resource allocation model with 0-1 discrete variables. In contrast to the deterministic mathematical programming approach, we use scenarios, to represent the uncertainties in demand. This formulation leads to a very large scale mixed integer-programming problem which is intractable. We apply Lagrangian relaxation and its corresponding decomposition of the initial problem in a novel way, whereby the Lagrangian relaxation is reinterpreted as a column generator and the integer feasible solutions are used to approximate the given problem. This approach addresses two closely related problems of scenario analysis and two-stage stochastic programs. Computational solutions for large data instances of these problems are carried out successfully and their solutions analysed and reported. The model and the solution system have been applied to study supply chain capacity investment and planning.     

Projected Gradient Flows for BV/Level Set Relaxation

This paper introduces a new level set method based on projected gradient flows for problems that can be solved by a recently introduced relaxation approach. For the class of problems the relaxation is exact, it can be shown that the solution of the flow converges to a solution of the relaxed problem for large time, and the level sets of the limit are solutions of the original problem. We introduce a simple computational scheme based on explicit time discretization and apply the method to imaging examples. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Dynamic fleet management as a logistics queueing network

This paper introduces a new framework for modeling and solving dynamic fleet management problems, which we call the Logistics Queueing Network (LQN). A variety of problems in logistics involve the combined problem of moving freight from origin to destination while simultaneously managing the capacity required to move this freight. Standard formulations for real-world problems usually lead to intractably large linear programs. The LQN approach can take into account more real-world detail and is considerably faster than classical LP formulations. The solutions generated using the LQN approach are shown to be within a few percentage points of the LP optimal solutions depending on the size of the capacity fleets.     

Multi-commodity supply network planning in the forest supply chain

We consider in this paper a two echelon timber procurement system in which the first echelon consists of multiple harvesting blocks and the second echelon consists of multiple mills (e.g., sawmills), both distributed geographically. Demand is put forward by mills in the form of volumes of logs of specific length and species. Due to the impact of log handling and sorting on cut-to-length harvester and forwarder productivity [Gingras, J.-F., Favreau, J., 2002. Incidence du triage sur la productivité des systèmes par bois tronçonnés. Avantage 3], the harvesting cost per unit volume increases as the number of product variety harvested per block increases. The overall product allocation problem is a large scale mixed integer programming problem with the objective of minimizing combined harvesting and aggregated transportation costs, under demand satisfaction constraints. A heuristic is first introduced then, an algorithm based on the branch-and-price approach is proposed for larger scale problems. Experimentations compare solutions found with the heuristic with the corresponding optimal solutions obtained with both Cplex (using the branch-and-bound approach) and the branch-and-price approach. Results demonstrate the good performance level of the heuristic approach for small scale problems, and of the branch-and-price approach for large scale problems.     

Solving the Generalized Machine Assignment Problem in Group Technology

Many existing solution methodologies for machine assignment problems in group technology do not consider factors such as part demand, operation sequence and cost of intercellular moves. We formulate a 0-1 quadratic programming model that takes into account these factors in machine assignment. Two approaches are proposed to solve this problem. The first is an A*-based approach that generates optimal solutions. The second is a heuristic approach developed to solve problems with large number of machines and/or parts. The heuristic approach is shown to be efficient in producing good solutions in a computational study.     

A repeated matching heuristic for the single-source capacitated facility location problem

Facility location models form an important class of integer programming problems, with application in many areas such as the distribution and transportation industries. An important class of solution methods for these problems are so-called Lagrangean heuristics which have been shown to produce high quality solutions and which are at the same time robust. The general facility location problem can be divided into a number of special problems depending on the properties assumed. In the capacitated location problem each facility has a specific capacity on the service it provides. We describe a new solution approach for the capacitated facility location problem when each customer is served by a single facility. The approach is based on a repeated matching algorithm which essentially solves a series of matching problems until certain convergence criteria are satisfied. The method generates feasible solutions in each iteration in contrast to Lagrangean heuristics where problem dependent heuristics must be used to construct a feasible solution. Numerical results show that the approach produces solutions which are of similar and often better than those produced using the best Lagrangean heuristics.     

A goal-driven prototype column generation strategy for the multiple container loading cost minimization problem

In the multiple container loading cost minimization problem (MCLCMP), rectangular boxes of various dimensions are loaded into rectangular containers of various sizes so as to minimize the total shipping cost. The MCLCMP can be naturally modeled as a set cover problem. We generalize the set cover formulation by introducing a new parameter to model the gross volume utilization of containers in a solution. The state-of-the-art algorithm tackles the MCLCMP using the prototype column generation (PCG) technique. PCG is an effective technique for speeding up the column generation technique for extremely hard optimization problems where their corresponding pricing subproblems are NP-hard. We propose a new approach to the MCLCMP that combines the PCG technique with a goal-driven search. Our goal-driven prototype column generation (GD-PCG) algorithm improves the original PCG approach in three respects. Computational experiments suggest that all three enhancements are effective. Our GD-PCG algorithm produces significantly better solutions for the 350 existing benchmark instances than all other approaches in the literature using less computation time. We also generate two new set instances based on industrial data and the classical single container loading instances.     

A column generation approach for the timetabling problem of Greek high schools

A column generation (CG) approach for the solution of timetabling problems is presented. This methodology could be used for various instances of the timetabling problem, although in this paper the solution of the high-school situation in Greece is presented. The results obtained show clearly that the CG approach that has been extremely successful in recent years in the solution of airline crew scheduling problems could also be very efficient and robust for the solution of timetabling problems. Several large timetabling problems corresponding to real problems have been successfully solved, with the solutions obtained feasible and of very high quality in accordance with the problem definition. In addition, none of the solutions contained any idle hour for any of the teachers, which was one of the main goals of this optimization effort.     

New developments in the primal–dual column generation technique

The optimal solutions of the restricted master problems typically leads to an unstable behavior of the standard column generation technique and, consequently, originates an unnecessarily large number of iterations of the method. To overcome this drawback, variations of the standard approach use interior points of the dual feasible set instead of optimal solutions. In this paper, we focus on a variation known as the primal–dual column generation technique which uses a primal–dual interior point method to obtain well-centered non-optimal solutions of the restricted master problems. We show that the method converges to an optimal solution of the master problem even though non-optimal solutions are used in the course of the procedure. Also, computational experiments are presented using linear-relaxed reformulations of three classical integer programming problems: the cutting stock problem, the vehicle routing problem with time windows, and the capacitated lot sizing problem with setup times. The numerical results indicate that the appropriate use of a primal–dual interior point method within the column generation technique contributes to a reduction of the number of iterations as well as the running times, on average. Furthermore, the results show that the larger the instance, the better the relative performance of the primal–dual column generation technique.     

A branch-and-price algorithm to solve the integrated berth allocation and yard assignment problem in bulk ports

In this research, two crucial optimization problems of berth allocation and yard assignment in the context of bulk ports are studied. We discuss how these problems are interrelated and can be combined and solved as a single large scale optimization problem. More importantly we highlight the differences in operations between bulk ports and container terminals which highlights the need to devise specific solutions for bulk ports. The objective is to minimize the total service time of vessels berthing at the port. We propose an exact solution algorithm based on a branch and price framework to solve the integrated problem. In the proposed model, the master problem is formulated as a set-partitioning problem, and subproblems to identify columns with negative reduced costs are solved using mixed integer programming. To obtain sub-optimal solutions quickly, a metaheuristic approach based on critical-shaking neighborhood search is presented. The proposed algorithms are tested and validated through numerical experiments based on instances inspired from real bulk port data. The results indicate that the algorithms can be successfully used to solve instances containing up to 40 vessels within reasonable computational time.     

Genetic algorithm based approach for the integrated airline crew-pairing and rostering problem

Airline crew scheduling problem is a complex and difficult problem faced by all airline companies.To tackle this problem, it was often decomposed into two subproblems solved successively. First, the airline crew-pairing problem, which consists on finding a set of trips – called pairings – i.e. sequences of flights, starting and ending at a crew base, that cover all the flights planned for a given period of time. Secondly, the airline crew rostering problem, which consists on assigning the pairings found by solving the first subproblem, to the named airline crew members. For both problems, several rules and regulations must be respected and costs minimized.It is sure that this decomposition provides a convenient tool to handle the numerous and complex restrictions, but it lacks, however, of a global treatment of the problem. For this purpose, in this study we took the challenge of proposing a new way to solve both subproblems simultaneously. The proposed approach is based on a hybrid genetic algorithm. In fact, three heuristics are developed here to tackle the restriction rules within the GA’s process.     

Heuristic Methods for Large Centroid Clustering Problems

This article presents new heuristic methods for solving a class of hard centroid clustering problems including the p-median, the sum-of-squares clustering and the multi-source Weber problems. Centroid clustering is to partition a set of entities into a given number of subsets and to find the location of a centre for each subset in such a way that a dissimilarity measure between the entities and the centres is minimized. The first method proposed is a candidate list search that produces good solutions in a short amount of time if the number of centres in the problem is not too large. The second method is a general local optimization approach that finds very good solutions. The third method is designed for problems with a large number of centres; it decomposes the problem into subproblems that are solved independently. Numerical results show that these methods are efficient—dozens of best solutions known to problem instances of the literature have been improved—and fast, handling problem instances with more than 85,000 entities and 15,000 centres—much larger than those solved in the literature. The expected complexity of these new procedures is discussed and shown to be comparable to that of an existing method which is known to be very fast.     

Unified encoding for hyper-heuristics with application to bioinformatics

This paper introduces a new approach to applying hyper-heuristic algorithms to solve combinatorial problems with less effort, taking into account the modelling and algorithm construction process. We propose a unified encoding of a solution and a set of low level heuristics which are domain-independent and which change the solution itself. This approach enables us to address NP-hard problems and generate good approximate solutions in a reasonable time without a large amount of additional work required to tailor search methodologies for the problem in hand. In particular, we focused on solving DNA sequencing by hybrydization with errors, which is known to be strongly NP-hard. The approach was extensively tested by solving multiple instances of well-known combinatorial problems and compared with results generated by meta heuristics that have been tailored for specific problem domains.     

A new type of full multigrid method for the elasticity eigenvalue problem

This paper introduces a new type of full multigrid method for the elasticity eigenvalue problem. The main idea is to avoid solving large scale elasticity eigenvalue problem directly by transforming the solution of the elasticity eigenvalue problem into a series of solutions of linear boundary value problems defined on a multilevel finite element space sequence and some small scale elasticity eigenvalue problems defined on the coarsest correction space. The involved linear boundary value problems will be solved by performing some multigrid iterations. Besides, some efficient techniques such as parallel computing and adaptive mesh refinement can also be absorbed in our algorithm. The efficiency and validity of the multigrid methods are verified by several numerical experiments.     

A new discrete filled function method for solving large scale max-cut problems

The global optimization method based on discrete filled function is a new method that solves large scale max-cut problems. We first define a new discrete filled function based on the structure of the max-cut problem and analyze its properties. Unlike the continuous filled function methods, by the characteristic of the max-cut problem, the parameters in the proposed filled function does not need to be adjusted. By combining a procedure that randomly generates initial points for minimization of the proposed filled function, the proposed algorithm can greatly reduce the computational time and be applied to large scale max-cut problems. Numerical results and comparisons with several heuristic methods indicate that the proposed algorithm is efficient and stable to obtain high quality solution of large scale max-cut problems.     

Fleet assignment and routing with schedule synchronization constraints

This paper introduces a new type of constraints, related to schedule synchronization, in the problem formulation of aircraft fleet assignment and routing problems and it proposes an optimal solution approach. This approach is based on Dantzig–Wolfe decomposition/column generation. The resulting master problem consists of flight covering constraints, as in usual applications, and of schedule synchronization constraints. The corresponding subproblem is a shortest path problem with time windows and linear costs on the time variables and it is solved by an optimal dynamic programming algorithm. This column generation procedure is embedded into a branch and bound scheme to obtain integer solutions. A dedicated branching scheme was devised in this paper where the branching decisions are imposed on the time variables. Computational experiments were conducted using weekly fleet routing and scheduling problem data coming from an European airline. The test problems are solved to optimality. A detailed result analysis highlights the advantages of this approach: an extremely short subproblem solution time and, after several improvements, a very efficient master problem solution time.     

Trust region subproblem with an additional linear inequality constraint

This paper studies an extended trust region subproblem (eTRS) in which the trust region intersects the unit ball with a single linear inequality constraint. We present an efficient algorithm to solve the problem using a diagonalization scheme that requires solving a simple convex minimization problem. Attainment of the global optimality conditions is discussed. Our preliminary numerical experiments on several randomly generated test problems show that, the new approach is much faster in finding the global optimal solution than the known semidefinite relaxation approach, especially when solving large scale problems.     

Greedy Gauss-Newton algorithms for finding sparse solutions to nonlinear underdetermined systems of equations

We consider the problem of finding sparse solutions to a system of underdetermined non-linear system of equations. The methods are based on a Gauss–Newton approach with line search where the search direction is found by solving a linearized problem using only a subset of the columns in the Jacobian. The choice of columns in the Jacobian is made through a greedy approach looking at either maximum descent or an approach corresponding to orthogonal matching for linear problems. The methods are shown to be convergent and efficient and outperform the l1 approach on the test problems presented.     

Efficient decomposition and linearization methods for the stochastic transportation problem

The stochastic transportation problem can be formulated as a convex transportation problem with nonlinear objective function and linear constraints. We compare several different methods based on decomposition techniques and linearization techniques for this problem, trying to find the most efficient method or combination of methods. We discuss and test a separable programming approach, the Frank-Wolfe method with and without modifications, the new technique of mean value cross decomposition and the more well known Lagrangean relaxation with subgradient optimization, as well as combinations of these approaches. Computational tests are presented, indicating that some new combination methods are quite efficient for large scale problems.     

An exact approach for solving integer problems under probabilistic constraints with random technology matrix

This paper addresses integer programming problems under probabilistic constraints involving discrete distributions. Such problems can be reformulated as large scale integer problems with knapsack constraints. For their solution we propose a specialized Branch and Bound approach where the feasible solutions of the knapsack constraint are used as partitioning rules of the feasible domain. The numerical experience carried out on a set covering problem with random covering matrix shows the validity of the solution approach and the efficiency of the implemented algorithm.