Lagrangian relaxation guided problem space search heuristics for generalized assignment problems

We develop and test a heuristic based on Lagrangian relaxation and problem space search to solve the generalized assignment problem (GAP). The heuristic combines the iterative search capability of subgradient optimization used to solve the Lagrangian relaxation of the GAP formulation and the perturbation scheme of problem space search to obtain high-quality solutions to the GAP. We test the heuristic using different upper bound generation routines developed within the overall mechanism. Using the existing problem data sets of various levels of difficulty and sizes, including the challenging largest instances, we observe that the heuristic with a specific version of the upper bound routine works well on most of the benchmark instances known and provides high-quality solutions quickly. An advantage of the approach is its generic nature, simplicity, and implementation flexibility.     

The equilibrium generalized assignment problem and genetic algorithm

The well-known generalized assignment problem (GAP) is to minimize the costs of assigning n jobs to m capacity constrained agents (or machines) such that each job is assigned to exactly one agent. This problem is known to be NP-hard and it is hard from a computational point of view as well. In this paper, follows from practical point of view in real systems, the GAP is extended to the equilibrium generalized assignment problem (EGAP) and the equilibrium constrained generalized assignment problem (ECGAP). A heuristic equilibrium strategy based genetic algorithm (GA) is designed for solving the proposed EGAP. Finally, to verify the computational efficiency of the designed GA, some numerical experiments are performed on some known benchmarks. The test results show that the designed GA is very valid for solving EGAP.     

The generalized assignment problem: Valid inequalities and facets

Three classes of valid inequalities based upon multiple knapsack constraints are derived for the generalized assignment problem. General properties of the facet defining inequalities are discussed and, for a special case, the convex hull is completely characterized. In addition, we prove that a basic fractional solution to the linear programming relaxation can be eliminated by a facet defining inequality associated with an individual knapsack constraint.Partial financial support under NSF grant #CCR-8812736.Partial financial support under NSF grant #DMS-8606188.     

Bees algorithm for generalized assignment problem

Bees algorithm (BA) is a new member of meta-heuristics. BA tries to model natural behavior of honey bees in food foraging. Honey bees use several mechanisms like waggle dance to optimally locate food sources and to search new ones. This makes them a good candidate for developing new algorithms for solving optimization problems. In this paper a brief review of BA is first given, afterwards development of a BA for solving generalized assignment problems (GAP) with an ejection chain neighborhood mechanism is presented. GAP is a NP-hard problem. Many meta-heuristic algorithms were proposed for its solution. So far BA is generally applied to continuous optimization. In order to investigate the performance of BA on a complex integer optimization problem, an attempt is made in this paper. An extensive computational study is carried out and the results are compared with several algorithms from the literature.     

The stochastic generalised assignment problem with Bernoulli demands

This paper deals with the Stochastic Generalised Assignment problem. It presents several models for the special case when demands are independent and Bernoulli distributed. Each model designs an assignment structure before the demands are known. Two policies are considered to handle infeasibilities in particular instances of the demands vector. Model performances are compared under both policies.     

The dynamic frequency assignment problem

In this paper, we consider a frequency assignment problem occurring in a military context. The main originality of the problem pertains to its dynamic dimension: new communications requiring frequency assignments need to be established throughout a battlefield deployment. The problem resolution framework decomposes into three phases: assignment of an initial kernel of communications, dynamic assignment of new communication links and a repair process when no assignment is possible. Different solution methods are proposed and extensive computational experiments are carried out on realistic instances.     

Truck dock assignment problem with operational time constraint within crossdocks

In this paper, we consider a truck dock assignment problem with an operational time constraint in crossdocks where the number of trucks exceeds the number of docks available. The problem feasibility is affected by three factors: the arrival and departure time window of each truck, the operational time for cargo shipment among the docks, and the total capacity available to the crossdock. The objective is to find an optimal assignment of trucks that minimizes the operational cost of the cargo shipments and the total number of unfulfilled shipments at the same time. We combine the above two objectives into one term: the total cost, a sum of the total dock operational cost and the penalty cost for all the unfulfilled shipments. The problem is then formulated as an integer programming (IP) model. We find that as the problem size grows, the IP model size quickly expands to an extent that the ILOG CPLEX Solver can hardly manage. Therefore, two meta-heuristic approaches, Tabu Search (TS) and genetic algorithm (GA), are proposed. Computational experiments are conducted, showing that meta-heuristics, especially the Tabu search, dominate the CPLEX Solver in nearly all test cases adapted from industrial applications.     

A hybrid tabu search/branch & bound approach to solving the generalized assignment problem

A new approach for solving the generalized assignment problem (GAP) is proposed that combines the exact branch & bound approach with the heuristic strategy of tabu search (TS) to produce a hybrid algorithm for solving GAP. The algorithm described uses commercial software to solve sub-problems generated by the TS guiding strategy. The TS approach makes use of the concept of referent domain optimisation and introduces novel add/drop strategies. In addition, the linear programming relaxation of GAP that forms part of the branch & bound approach is itself helpful in suggesting which variables might take binary values. Computational results on benchmark test instances are presented and compared with results obtained by the standard branch & bound approach and also several other heuristic approaches from the literature. The results show the new algorithm performs competitively against the alternatives and is able to find some new best solutions for several benchmark instances.     

An approximation algorithm for the generalized assignment problem

The generalized assignment problem can be viewed as the following problem of scheduling parallel machines with costs. Each job is to be processed by exactly one machine; processing jobj on machinei requires timep _ij and incurs a cost ofc _ij ; each machinei is available forT _i time units, and the objective is to minimize the total cost incurred. Our main result is as follows. There is a polynomial-time algorithm that, given a valueC, either proves that no feasible schedule of costC exists, or else finds a schedule of cost at mostC where each machinei is used for at most 2T _i time units.We also extend this result to a variant of the problem where, instead of a fixed processing timep _ij , there is a range of possible processing times for each machine—job pair, and the cost linearly increases as the processing time decreases. We show that these results imply a polynomial-time 2-approximation algorithm to minimize a weighted sum of the cost and the makespan, i.e., the maximum job completion time. We also consider the objective of minimizing the mean job completion time. We show that there is a polynomial-time algorithm that, given valuesM andT, either proves that no schedule of mean job completion timeM and makespanT exists, or else finds a schedule of mean job completion time at mostM and makespan at most 2T. Research partially supported by an NSF PYI award CCR-89-96272 with matching support from UPS, and Sun Microsystems, and by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF grant DMS-8920550.Research supported in part by a Packard Fellowship, a Sloan Fellowship, an NSF PYI award, and by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF grant DMS-8920550.     

Generalized cover facet inequalities for the generalized assignment problem

The generalized assignment problem is that of finding an optimal assignment of agents to tasks, where each agent may be assigned multiple tasks and each task is performed exactly once. This is an NP-complete problem. Algorithms that employ information about the polyhedral structure of the associated polytope are typically more effective for large instances than those that ignore the structure. A class of generalized cover facet-defining inequalities for the generalized assignment problem is derived. These inequalities are based upon multiple knapsack constraints and are derived from generalized cover inequalities.     

(1,k)-configuration facets for the generalized assignment problem

class of facet defining inequalities for the generalized assignment problem is derived. These inequalities are based upon multiple knapsack constraints and are derived from (1,k)-configuration inequalities.Partial financial support under NSF grant #CCR-8812736.Partial financial support under NSF grant #DMS-8606188.     

The quadratic three-dimensional assignment problem: Exact and approximate solution methods

This paper reports on algorithm development for solving the quadratic three-dimensional assignment problem (Q3AP). The Q3AP arises, for example, in the implementation of a hybrid ARQ (automatic repeat request) scheme for enriching diversity among multiple packet re-transmissions, by optimizing the mapping of data bits to modulation symbols. Typical practical problem sizes would be 8, 16, 32 and 64.     

Generalized assignment problem: Truthful mechanism design without money

We propose truthful approximation mechanisms for strategic variants of the generalized assignment problem (GAP) in a payment-free environment. In GAP, a set of items has to be optimally assigned to a set of bins without exceeding the capacity of any singular bin. In our strategic variant, bins are held by strategic agents and each agent may hide its willingness to receive some items in order to obtain items of higher values. The model has applications in auctions with budgeted bidders.     

A generalized bottleneck assignment problem

A solution procedure is presented for a generalization of the standard bottleneck assignment problem in which a secondary criterion is automatically provided. A partitioning problem is modeled by this bottleneck problem to provide an example of its application.     

Local search intensified: Very large-scale variable neighborhood search for the multi-resource generalized assignment problem

We introduce a heuristic for the Multi-Resource Generalized Assignment Problem (MRGAP) based on the concepts of Very Large-Scale Neighborhood Search and Variable Neighborhood Search. The heuristic is a simplified version of the Very Large-Scale Variable Neighborhood Search for the Generalized Assignment Problem. Our algorithm can be viewed as a k-exchange heuristic; but unlike traditional k-exchange algorithms, we choose larger values of k resulting in neighborhoods of very large size with high probability. Searching this large neighborhood (approximately) amounts to solving a sequence of smaller MRGAPs either by exact algorithms or by heuristics. Computational results on benchmark test problems are presented. We obtained improved solutions for many instances compared to some of the best known heuristics for the MRGAP within reasonable running time. The central idea of our heuristic can be used to develop efficient heuristics for other hard combinatorial optimization problems as well.     

Random assignment problems

Analysis of random instances of optimization problems provides valuable insights into the behavior and properties of problem’s solutions, feasible region, and optimal values, especially in large-scale cases. A class of problems that have been studied extensively in the literature using the methods of probabilistic analysis is represented by the assignment problems, and many important problems in operations research and computer science can be formulated as assignment problems. This paper presents an overview of the recent results and developments in the area of probabilistic assignment problems, including the linear and multidimensional assignment problems, quadratic assignment problem, etc.     

An algorithm for the generalized quadratic assignment problem

This paper reports on a new algorithm for the Generalized Quadratic Assignment problem (GQAP). The GQAP describes a broad class of quadratic integer programming problems, wherein M pair-wise related entities are assigned to N destinations constrained by the destinations’ ability to accommodate them. This new algorithm is based on a Reformulation Linearization Technique (RLT) dual ascent procedure. Experimental results show that the runtime of this algorithm is as good or better than other known exact solution methods for problems as large as M=20 and N=15. Current address of P.M. Hahn: 2127 Tryon Street, Philadelphia, PA 19146-1228, USA.     

A faster algorithm for a due date assignment problem with tardy jobs

The single-machine due date assignment problem with the weighted number of tardy jobs objective, (the TWNTD problem), and its generalization with resource allocation decisions and controllable job processing times have been solved in O(n⁴) time by formulating and solving a series of assignment problems. In this note, a faster O(n²) dynamic programming algorithm is proposed for the TWNTD problem and for its controllable processing times generalization in the case of a convex resource consumption function.     

Efficient local search algorithms for known and new neighborhoods for the generalized traveling salesman problem

The generalized traveling salesman problem (GTSP) is a well-known combinatorial optimization problem with a host of applications. It is an extension of the Traveling Salesman Problem (TSP) where the set of cities is partitioned into so-called clusters, and the salesman has to visit every cluster exactly once.     

A survey of algorithms for the generalized assignment problem

This paper surveys algorithms for the well-known problem of finding the minimum cost assignment of jobs to agents so that each job is assigned exactly once and agents are not overloaded. All approaches seem to be based on branch-and-bound with bound supplied through heuristics and through relaxations of the primal problem formulation. From the survey one can select building blocks for the design of one's own tailor-made algorithm. The survey also reveals that although just about every mathematical programming technique was tried on this problem, there is still a lack of a representative set of test problems on which competing enumeration algorithms can be compared, as well as a shortage of effective heuristics.