A metaheuristic approach to the dominating tree problem

This paper considers a recently introduced NP-hard problem on graphs, called the dominating tree problem. In order to solve this problem, we develop a variable neighborhood search (VNS) based heuristic. Feasible solutions are obtained by using the set of vertex permutations that allow us to implement standard neighborhood structures and the appropriate local search procedure. Computational experiments include two classes of randomly generated test instances and benchmark test instances from the literature. Optimality of VNS solutions on small size instances is verified with CPLEX.     

Variable and large neighborhood search to solve the multiobjective set covering problem

In this paper, we study the multiobjective version of the set covering problem. To our knowledge, this problem has only been addressed in two papers before, and with two objectives and heuristic methods. We propose a new heuristic, based on the two-phase Pareto local search, with the aim of generating a good approximation of the Pareto efficient solutions. In the first phase of this method, the supported efficient solutions or a good approximation of these solutions is generated. Then, a neighborhood embedded in the Pareto local search is applied to generate non-supported efficient solutions. In order to get high quality results, two elaborate local search techniques are considered: a large neighborhood search and a variable neighborhood search. We intensively study the parameters of these two techniques. We compare our results with state-of-the-art results and we show that with our method, better results are obtained for different indicators.     

Variable neighborhood search for the travelling deliveryman problem

A travelling deliveryman needs to find a tour such that the total waiting time of all the customers he has to visit is minimum. The deliveryman starts his tour at a depot, travelling at constant velocity. In this paper we suggest a general variable neighborhood search based heuristic to solve this NP-hard combinatorial optimization problem. We combine several classical neighborhood structures and design data structure to store and update the incumbent solution efficiently. In this way, we are able to explore neighborhoods as efficiently as when solving the travelling salesman problem. Computational results obtained on usual test instances show that our approach outperforms recent heuristics from the literature.     

A facility neighborhood search heuristic for capacitated facility location with single-source constraints and flexible demand

We consider a generalization of the well-known capacitated facility location problem with single source constraints in which customer demand contains a flexible dimension. This work focuses on providing fast and practically implementable optimization-based heuristic solution methods for very large scale problem instances. We offer a unique approach that utilizes a high-quality efficient heuristic within a neighborhood search to address the combined assignment and fixed-charge structure of the underlying optimization problem. We also study the potential benefits of combining our approach with a so-called very large-scale neighborhood search (VLSN) method. As our computational test results indicate, our work offers an attractive solution approach that can be tailored to successfully solve a broad class of problem instances for facility location and similar fixed-charge problems.     

Multi-exchange neighborhood structures for the capacitated minimum spanning tree problem

The capacitated minimum spanning tree (CMST) problem is to find a minimum cost spanning tree with an additional cardinality constraint on the sizes of the subtrees incident to a given root node. The CMST problem is an NP-complete problem, and existing exact algorithms can solve only small size problems. Currently, the best available heuristic procedures for the CMST problem are tabu search algorithms due to Amberg et al. and Sharaiha et al. These algorithms use two-exchange neighborhood structures that are based on exchanging a single node or a set of nodes between two subtrees. In this paper, we generalize their neighborhood structures to allow exchanges of nodes among multiple subtrees simultaneously; we refer to such neighborhood structures as multi-exchange neighborhood structures. Our first multi-exchange neighborhood structure allows exchanges of single nodes among several subtrees. Our second multi-exchange neighborhood structure allows exchanges that involve multiple subtrees. The size of each of these neighborhood structures grows exponentially with the problem size without any substantial increase in the computational times needed to find improved neighbors. Our approach, which is based on the cyclic transfer neighborhood structure due to Thompson and Psaraftis and Thompson and Orlin transforms a profitable exchange into a negative cost subset-disjoint cycle in a graph, called an improvement graph, and identifies these cycles using variants of shortest path label-correcting algorithms. Our computational results with GRASP and tabu search algorithms based on these neighborhood structures reveal that (i) for the unit demand case our algorithms obtained the best available solutions for all benchmark instances and improved some; and (ii) for the heterogeneous demand case our algorithms improved the best available solutions for most of the benchmark instances with improvements by as much as 18%. The running times our multi-exchange neighborhood search algorithms are comparable to those taken by two-exchange neighborhood search algorithms. Received: September 1998 / Accepted: March 2001?Published online May 18, 2001     

A 3-flip neighborhood local search for the set covering problem

The set covering problem (SCP) calls for a minimum cost family of subsets from n given subsets, which together covers the entire ground set. In this paper, we propose a local search algorithm for SCP, which has the following three characteristics. (1) The use of 3-flip neighborhood, which is the set of solutions obtainable from the current solution by exchanging at most three subsets. As the size of 3-flip neighborhood is O(n³), the neighborhood search becomes expensive if implemented naively. To overcome this, we propose an efficient implementation that reduces the number of candidates in the neighborhood without sacrificing the solution quality. (2) We allow the search to visit the infeasible region, and incorporate the strategic oscillation technique realized by adaptive control of penalty weights. (3) The size reduction of the problem by using the information from the Lagrangian relaxation is incorporated, which is indispensable for solving very large instances. According to computational comparisons on benchmark instances with other existing heuristic algorithms for SCP, our algorithm performs quite effectively for various types of problems, especially for very large-scale instances.     

Restricted dynamic programming based neighborhoods for the hop-constrained minimum spanning tree problem

In this paper we develop, study and test new neighborhood structures for the Hop-constrained Minimum Spanning Tree Problem (HMSTP). These neighborhoods are defined by restricted versions of a new dynamic programming formulation for the problem and provide a systematic way of searching neighborhood structures based on node-level exchanges. We have also developed several local search methods that are based on the new neighborhoods. Computational experiments for a set of benchmark instances with up to 80 nodes show that the more elaborate methods produce in a quite fast way, heuristic solutions that are, for all cases, within 2% of the optimum.     

A generalized variable neighborhood search heuristic for the capacitated vehicle routing problem with stochastic service times

This paper describes a generalized variable neighborhood search heuristic for the Capacitated Vehicle Routing Problem with Stochastic Service Times, in which the service times at vertices are stochastic. The heuristic is tested on randomly generated instances and compared with two other heuristics and with an alternative solution strategy. Computational results show the superiority and effectiveness of the proposed heuristic.     

Performance of simulated annealing-based heuristic for the unconstrained binary quadratic programming problem

The unconstrained binary quadratic programming problem (BQP) is known to be NP-hard and has many practical applications. This paper presents a simulated annealing (SA)-based heuristic for the BQP. The new SA heuristic for the BQP is based on a simple (1-opt) local search heuristic and designed with a simple cooling schedule, but the multiple annealing processes are adopted. To show practical performances of the SA, we test on publicly available benchmark instances of large size ranging from 500 to 2500 variables and compare them with other heuristics such as multi-start local search, the previous SA, tabu search, and genetic algorithm incorporating the 1-opt local search. Computational results indicate that our SA leads to high-quality solutions with short times and is more effective than the competitors particularly for the largest benchmark set. Furthermore, the values of new best-known solutions found by the SA for several large instances are also reported.     

The tree representation for the pickup and delivery traveling salesman problem with LIFO loading

The feasible solutions of the traveling salesman problem with pickup and delivery (TSPPD) are commonly represented by vertex lists. However, when the TSPPD is required to follow a policy that loading and unloading operations must be performed in a last-in-first-out (LIFO) manner, we show that its feasible solutions can be represented by trees. Consequently, we develop a novel variable neighborhood search (VNS) heuristic for the TSPPD with last-in-first-out loading (TSPPDL) involving several search operators based on the tree data structure. Extensive experiments suggest that our VNS heuristic is superior to the current best heuristics for the TSPPDL in terms of solution quality, while requiring no more computing time as the size of the problem increases.     

A general variable neighborhood search for solving the uncapacitated single allocation p-hub median problem

We present a new general variable neighborhood search approach for the uncapacitated single allocation p-hub median problem in networks. This NP hard problem is concerned with locating hub facilities in order to minimize the traffic between all origin-destination pairs. We use three neighborhoods and efficiently update data structures for calculating new total flow in the network. In addition to the usual sequential strategy, a new nested strategy is proposed in designing a deterministic variable neighborhood descent local search. Our experimentation shows that general variable neighborhood search based heuristics outperform the best-known heuristics in terms of solution quality and computational effort. Moreover, we improve the best-known objective values for some large Australia Post and PlanetLab instances. Results with the new nested variable neighborhood descent show the best performance in solving very large test instances.     

A basic variable neighborhood search heuristic for the uncapacitated multiple allocation <Emphasis Type="Italic">p</Emphasis>-hub center problem

The uncapacitated multiple allocation p-hub center problem (UMApHCP) consists of choosing p hub locations from a set of nodes with pairwise traffic demands in order to route the traffic between the origin-destination pairs such that the maximum cost between origin-destination pairs is minimum. It is assumed that transportation between non-hub nodes is possible only via chosen hub nodes. In this paper we propose a basic variable neighborhood search (VNS) heuristic for solving this NP hard problem. In addition we apply two mathematical formulations of the UMApHCP in order to detect limitations of the current state-of-the-art solver used for this problem. The heuristics are tested on benchmark instances for p-hub problems. The obtained results reveal the superiority of the proposed basic VNS over the state-of-the-art as well as over a multi-start local search heuristic developed by us in this paper.     

A hybrid adaptive large neighborhood search heuristic for lot-sizing with setup times

This paper presents a hybrid of a general heuristic framework and a general purpose mixed-integer programming (MIP) solver. The framework is based on local search and an adaptive procedure which chooses between a set of large neighborhoods to be searched. A mixed integer programming solver and its built-in feasibility heuristics is used to search a neighborhood for improving solutions. The general reoptimization approach used for repairing solutions is specifically suited for combinatorial problems where it may be hard to otherwise design suitable repair neighborhoods. The hybrid heuristic framework is applied to the multi-item capacitated lot sizing problem with setup times, where experiments have been conducted on a series of instances from the literature and a newly generated extension of these. On average the presented heuristic outperforms the best heuristics from the literature, and the upper bounds found by the commercial MIP solver ILOG CPLEX using state-of-the-art MIP formulations. Furthermore, we improve the best known solutions on 60 out of 100 and improve the lower bound on all 100 instances from the literature.     

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.     

A priori orienteering with time windows and stochastic wait times at customers

In the pharmaceutical industry, sales representatives visit doctors to inform them of their products and encourage them to become an active prescriber. On a daily basis, pharmaceutical sales representatives must decide which doctors to visit and the order to visit them. This situation motivates a problem we more generally refer to as a stochastic orienteering problem with time windows (SOPTW), in which a time window is associated with each customer and an uncertain wait time at a customer results from a queue of competing sales representatives. We develop a priori routes with the objective of maximizing expected sales. We operationalize the sales representative’s execution of the a priori route with relevant recourse actions and derive an analytical formula to compute the expected sales from an a priori tour. We tailor a variable neighborhood search heuristic to solve the problem. We demonstrate the value of modeling uncertainty by comparing the solutions to our model to solutions of a deterministic version using expected values of the associated random variables. We also compute an empirical upper bound on our solutions by solving deterministic instances corresponding to perfect information.     

Variable neighborhood search: Principles and applications

Systematic change of neighborhood within a possibly randomized local search algorithm yields a simple and effective metaheuristic for combinatorial and global optimization, called variable neighborhood search (VNS). We present a basic scheme for this purpose, which can easily be implemented using any local search algorithm as a subroutine. Its effectiveness is illustrated by solving several classical combinatorial or global optimization problems. Moreover, several extensions are proposed for solving large problem instances: using VNS within the successive approximation method yields a two-level VNS, called variable neighborhood decomposition search (VNDS); modifying the basic scheme to explore easily valleys far from the incumbent solution yields an efficient skewed VNS (SVNS) heuristic. Finally, we show how to stabilize column generation algorithms with help of VNS and discuss various ways to use VNS in graph theory, i.e., to suggest, disprove or give hints on how to prove conjectures, an area where metaheuristics do not appear to have been applied before.     

Real-world flexible resource profile scheduling with multiple criteria: learning scalarization functions for MIP and heuristic approaches

This article addresses a scheduling problem for a chemical research laboratory. Activities with potentially variable, non-rectangular resource allocation profiles must be scheduled on discrete renewable resources. A mixed-integer programming (MIP) formulation for the problem includes maximum time lags, custom resource allocation constraints, and multiple nonstandard objectives. We present a list scheduling heuristic that mimics the human decision maker and thus provides reference solutions. These solutions are the basis for an automated learning-based determination of coefficients for the convex combination of objectives used by the MIP and a dedicated variable neighborhood search (VNS) approach. The development of the VNS also involves the design of new neighborhood structures that prove particularly effective for the custom objectives under consideration. Relative improvements of up to 60% are achievable for isolated objectives, as demonstrated by the final computational study based on a broad spectrum of randomly generated instances of different sizes and real-world data from the company’s live system.     

The prize-collecting generalized minimum spanning tree problem

We introduce the prize-collecting generalized minimum spanning tree problem. In this problem a network of node clusters needs to be connected via a tree architecture using exactly one node per cluster. Nodes in each cluster compete by offering a payment for selection. This problem is NP-hard, and we describe several heuristic strategies, including local search and a genetic algorithm. Further, we present a simple and computationally efficient branch-and-cut algorithm. Our computational study indicates that our branch-and-cut algorithm finds optimal solutions for networks with up to 200 nodes within two hours of CPU time, while the heuristic search procedures rapidly find near-optimal solutions for all of the test instances.     

Variable neighbourhood search for bandwidth reduction

The problem of reducing the bandwidth of a matrix consists of finding a permutation of rows and columns of a given matrix which keeps the non-zero elements in a band as close as possible to the main diagonal. This NP-complete problem can also be formulated as a vertex labelling problem on a graph, where each edge represents a non-zero element of the matrix. We propose a variable neighbourhood search based heuristic for reducing the bandwidth of a matrix which successfully combines several recent ideas from the literature. Empirical results for an often used collection of 113 benchmark instances indicate that the proposed heuristic compares favourably to all previous methods. Moreover, with our approach, we improve best solutions in 50% of instances of large benchmark tests.     

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.