Lot-sizing with production and delivery time windows

We study two different lot-sizing problems with time windows that have been proposed recently. For the case of production time windows, in which each client specific order must be produced within a given time interval, we derive tight extended formulations for both the constant capacity and uncapacitated problems with Wagner-Whitin (non-speculative) costs. For the variant with nonspecific orders, known to be equivalent to the problem in which the time windows can be ordered by time, we also show equivalence to the basic lot-sizing problem with upper bounds on the stocks. Here we derive polynomial time dynamic programming algorithms and tight extended formulations for the uncapacitated and constant capacity problems with general costs. For the problem with delivery time windows, we use a similar approach to derive tight extended formulations for both the constant capacity and uncapacitated problems with Wagner-Whitin (non-speculative) costs. We are most grateful for the hospitality of IASI, Rome, where part of this work was carried out. The collaboration with IASI takes place in the framework of ADONET, a European network in Algorithmic Discrete Optimization, contract n MRTN-CT-2003-504438. This text presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister's Office, Science Policy Programming. The scientific responsibility is assumed by the authors.     

Solving the discrete lotsizing and scheduling problem with sequence dependent set-up costs and set-up times using the Travelling Salesman Problem with time windows

In this paper we consider the Discrete Lotsizing and Scheduling Problem with sequence dependent set-up costs and set-up times (DLSPSD). DLSPSD contains elements from lotsizing and from job scheduling, and is known to be NP-Hard. An exact solution procedure for DLSPSD is developed, based on a transformation of DLSPSD into a Travelling Salesman Problem with Time Windows (TSPTW). TSPTW is solved by a novel dynamic programming approach due to Dumas et al. (1993). The results of a computational study show that the algorithm is the first one capable of solving DLSPSD problems of moderate size to optimality with a reasonable computational effort.     

Effiziente,optimale effiziente wege in graphen and diskret-differentielle prozesse mit vektorwertigem funktional

At first discrete-differential processes are reduced to “shortest-path-problems” in graphs without approximation. For vector minimum problems, especially shortest-path-problems with vector-valued lengths of arcs, the notion of an optimal-efficient solution,. of an optimal-efficient path resp. with regard to a real-valued valuation is introduced. To compute an optimal-efficient path, analog of the algorithms of Bellman, Ford, Floyd and Dantzing for vector-valued lengths of arcs and generalized measures of paths are given.     

The undirected m-Capacitated Peripatetic Salesman Problem

In the m-Capacitated Peripatetic Salesman Problem (m-CPSP) the aim is to determine m Hamiltonian cycles of minimal total cost on a graph, such that all the edges are traversed less than the value of their capacity. This article introduces three formulations for the m-CPSP. Two branch-and-cut algorithms and one branch-and-price algorithm are developed. Tests performed on randomly generated and on TSPLIB Euclidean instances indicate that the branch-and-price algorithm can solve instances with more than twice the size of what is achievable with the branch-and-cut algorithms.     

A stochastic dynamic traveling salesman problem with hard time windows

Just-in-time (JIT) trucking service, i.e., arriving at customers within specified time windows, has become the norm for freight carriers in all stages of supply chains. In this paper, a JIT pickup/delivery problem is formulated as a stochastic dynamic traveling salesman problem with time windows (SDTSPTW). At a customer location, the vehicle either picks up goods for or delivers goods from the depot, but does not provide moving service to transfer goods from one location to another. Such routing problems are NP-hard in deterministic settings, and in our context, complicated further by the stochastic, dynamic nature of the problem. This paper develops an efficient heuristic for the SDTSPTW with hard time windows. The heuristic is shown to be useful both in controlled numerical experiments and in applying to a real-life trucking problem.     

Solving the Asymmetric Travelling Salesman Problem with time windows by branch-and-cut

Many optimization problems have several equivalent mathematical models. It is often not apparent which of these models is most suitable for practical computation, in particular, when a certain application with a specific range of instance sizes is in focus. Our paper addresses the Asymmetric Travelling Salesman Problem with time windows (ATSP-TW) from such a point of view. The real–world application we aim at is the control of a stacker crane in a warehouse.?We have implemented codes based on three alternative integer programming formulations of the ATSP-TW and more than ten heuristics. Computational results for real-world instances with up to 233 nodes are reported, showing that a new model presented in a companion paper outperforms the other two models we considered – at least for our special application – and that the heuristics provide acceptable solutions. Received: August 1999 / Accepted: September 2000?Published online April 12, 2001     

Sequence Independent Lifting for Mixed Integer Programs with Variable Upper Bounds

We investigate the convex hull of the set defined by a single inequality with continuous and binary variables with variable upper bound constraints. We extend the traditional flow cover inequality, and show that it is valid for a restriction of the set in which some variables are fixed. We also give conditions under which this inequality is facet-defining and, when it is not, we show how it can be lifted to obtain valid inequalities for the entire set using sequence independent lifting. In general, computing the lifting function is NP-hard, but under an additional restriction on the cover we obtain a closed form. Finally, we show how these results imply and extend known results about the single node fixed charge flow polyhedron. This material is based upon work supported by the National Science Foundation under Grant No. 0084826. Received: April 2004     

A General VNS heuristic for the traveling salesman problem with time windows

This paper presents a General Variable Neighborhood Search (GVNS) heuristic for the Traveling Salesman Problem with Time Windows (TSPTW). The heuristic is composed by both constructive and optimization stages. In the first stage, the heuristic constructs a feasible solution using VNS, and in the optimization stage the heuristic improves the feasible solution with a General VNS heuristic. Both constructive and optimization stages take advantage of elimination tests, partial neighbor evaluation and neighborhood partitioning techniques. Experimental results show that this approach is efficient, reducing significantly the computation time and improving some best known results from the literature.     

Discrete and continuous time representations and mathematical models for large production scheduling problems: A case study from the pharmaceutical industry

The underlying time framework used is one of the major differences in the basic structure of mathematical programming formulations used for production scheduling problems. The models are either based on continuous or discrete time representations. In the literature there is no general agreement on which is better or more suitable for different types of production or business environments. In this paper we study a large real-world scheduling problem from a pharmaceutical company. The problem is at least NP-hard and cannot be solved with standard solution methods. We therefore decompose the problem into two parts and compare discrete and continuous time representations for solving the individual parts. Our results show pros and cons of each model. The continuous formulation can be used to solve larger test cases and it is also more accurate for the problem under consideration.     

A goal programming approach to vehicle routing problems with soft time windows

The classical vehicle routing problem involves designing a set of routes for a fleet of vehicles based at one central depot that is required to serve a number of geographically dispersed customers, while minimizing the total travel distance or the total distribution cost. Each route originates and terminates at the central depot and customers demands are known. In many practical distribution problems, besides a hard time window associated with each customer, defining a time interval in which the customer should be served, managers establish multiple objectives to be considered, like avoiding underutilization of labor and vehicle capacity, while meeting the preferences of customers regarding the time of the day in which they would like to be served (soft time windows). This work investigates the use of goal programming to model these problems. To solve the model, an enumeration-followed-by-optimization approach is proposed which first computes feasible routes and then selects the set of best ones. Computational results show that this approach is adequate for medium-sized delivery problems.     

Minimizing total earliness and tardiness on re-entrant batch processing machine with time windows

The time window (TW) generalizes the concept of due date. The semiconductor wafer fabrication system is currently one of the most complex production processes, which has typical re-entrant batch processing machine (RBPM). RBPM is a bottleneck. This paper addresses a scheduling of RBPM with job-dependent TWs. According to a general modelling, an improved and new job-family-oriented modelling of the decomposition method that is based on the slack mixed integer linear programming is proposed. First, the complicated scheduling problem of RBPM is divided into sub-problems, which are executed circularly. Then, each one consists of updating, sequencing and dispatching. The objective is to minimize the total earliness and tardiness for job-dependent TWs. In order to evaluate the proposed modelling, the experiments are implemented on the real-time scheduling simulation platform and optimization toolkit ILOG CPLEX. The results show that the improved modelling obtains better solutions in less computation time.     

Creating lasso-solutions for the traveling salesman problem with pickup and delivery by Tabu search

We consider the Traveling Salesman Problem with Pickup and Delivery (TSPPD) where the same costumers might require both deloverie of goods and pickup of other goods. All the goods should be transported from/to the same depot. A vehicle on a TSPPD-tour could often get some practical problems when arranging the load. Even if the vehicle has enough space for all the pickups, one has to consider that they are stored in a way that doesn't block the delivery for the next customer. In real life problems this occurs for instance for breweries when they deliver bottles of beer or mineral water and collects empty bottles from the same customers on the same tour. In these situations we could relax the constraints of only checking Hamiltonian tours, and also try solutions that can visit customers in a way giving rise to a ‘alsso’ model. A solution which first only delivers bottles until the vehicle is partly unloaded, then do both delivery and pickup at the remaining customers and at last picks up the empty bottle from the first visited customers, could in these situations be better than a pure Hamiltonian tour, at least in a practical setting. To find such solutions, we will use the metaheuristic Tabu Search on some well known TSPPD-problems, and compare them to other kinds of solutions on the same problems.     

The time constrained maximal covering salesman problem

We introduce the time constrained maximal covering salesman problem (TCMCSP) which is the generalization of the covering salesman and orienting problems. In this problem, we are given a set of vertices including a central depot, customer and facility vertices where each facility can supply the demand of some customers within its pre-determined coverage distance. Starting from the depot, the goal is to maximize the total number of covered customers by constructing a length constrained Hamiltonian cycle over a subset of facilities. We propose several mathematical programming models for the studied problem followed by a heuristic algorithm. The developed algorithm takes advantage of different procedures including swap, deletion, extraction-insertion and perturbation. Finally, an integer linear programming based improvement technique is designed to try to improve the quality of the solutions. Extensive computational experiments on a set of randomly generated instances indicate the effectiveness of the algorithm.     

The Attractive Traveling Salesman Problem

In the Attractive Traveling Salesman Problem the vertex set is partitioned into facility vertices and customer vertices. A maximum profit tour must be constructed on a subset of the facility vertices. Profit is computed through an attraction function: every visited facility vertex attracts a portion of the profit from the customer vertices based on the distance between the facility and customer vertices, and the attractiveness of the facility vertex. A gravity model is used for computing the profit attraction. The problem is formulated as an integer non-linear program. A linearization is proposed and strengthened through the introduction of valid inequalities, and a branch-and-cut algorithm is developed. A tabu search algorithm is also implemented. Computational results are reported.     

New neighborhood structures for the Double Traveling Salesman Problem with Multiple Stacks

The changing requirements in transportation and logistics have recently induced the appearance of new vehicle routing problems that include complex constraints as precedence or loading constraints. One of these problems that have appeared during the last few years is the Double Traveling Salesman Problem with Multiple Stacks (DTSPMS), a vehicle routing problem in which some pickups and deliveries must be performed in two independent networks, verifying some precedence and loading constraints imposed on the vehicle. In this paper, four new neighborhood structures for the DTSPMS based on reinsertion and permutation of orders to modify both the routes and the loading planning of the solutions are introduced and described in detail. They can be used in combination with any metaheuristic using local search as a subprocedure, guiding the search to unexplored zones of the solution space. Some computational results obtained using all proposed neighborhood structures are presented, providing good quality solutions for real sized instances.      

The vehicle routing problem with coupled time windows

In this article we introduce the vehicle routing problem with coupled time windows (VRPCTW), which is an extension of the vehicle routing problem with time windows (VRPTW), where additional coupling constraints on the time windows are imposed. VRPCTW is applied to model a real-world planning problem concerning the integrated optimization of school starting times and public bus services. A mixed-integer programming formulation for the VRPCTW within this context is given. It is solved using a new meta-heuristic that combines classical construction aspects with mixed-integer preprocessing techniques, and improving hit-and-run, a randomized search strategy from global optimization. Solutions for several randomly generated and real-world instances are presented.     

Online stochastic UAV mission planning with time windows and time-sensitive targets

In this paper we simultaneously consider three extensions to the standard Orienteering Problem (OP) to model characteristics that are of practical relevance in planning reconnaissance missions of Unmanned Aerial Vehicles (UAVs). First, travel and recording times are uncertain. Secondly, the information about each target can only be obtained within a predefined time window. Due to the travel and recording time uncertainty, it is also uncertain whether a target can be reached before the end of its time window. Finally, we consider the appearance of new targets during the flight, so-called time-sensitive targets, which need to be visited immediately if possible. We tackle this online stochastic UAV mission planning problem with time windows and time-sensitive targets using a re-planning approach. To this end, we introduce the Maximum Coverage Stochastic Orienteering Problem with Time Windows (MCS-OPTW). It aims at constructing a tour with maximum expected profit of targets that were already known before the flight. Secondly, it directs the planned tour to predefined areas where time-sensitive targets are expected to appear. We have developed a fast heuristic that can be used to re-plan the tour, each time before leaving a target. In our computational experiments we illustrate the benefits of the MCS-OPTW planning approach with respect to balancing the two objectives: the expected profits of foreseen targets, and expected percentage of time-sensitive targets reached on time. We compare it to a deterministic planning approach and show how it deals with uncertainty in travel and recording times and the appearance of time-sensitive targets.