Exact and heuristic methods for placing ships in locks

The ship placement problem constitutes a daily challenge for planners in tide river harbours. In essence, it entails positioning a set of ships into as few lock chambers as possible while satisfying a number of general and specific placement constraints. These constraints make the ship placement problem different from traditional 2D bin packing. A mathematical formulation for the problem is presented. In addition, a decomposition model is developed which allows for computing optimal solutions in a reasonable time. A multi-order best fit heuristic for the ship placement problem is introduced, and its performance is compared with that of the left-right-left-back heuristic. Experiments on simulated and real-life instances show that the multi-order best fit heuristic beats the other heuristics by a landslide, while maintaining comparable calculation times. Finally, the new heuristic’s optimality gap is small, while it clearly outperforms the exact approach with respect to calculation time.     

An efficient composite heuristic for the symmetric generalized traveling salesman problem

The main purpose of this paper is to introduce a new composite heuristic for solving the generalized traveling salesman problem. The proposed heuristic is composed of three phases: the construction of an initial partial solution, the insertion of a node from each non-visited node-subset, and a solution improvement phase. We show that the heuristic performs very well on 36 TSPLIB problems which have been solved to optimality by other researchers. We also propose some simple heuristics that can be used as basic blocks to construct more efficient composite heuristics.     

A multi-space sampling heuristic for the vehicle routing problem with stochastic demands

The vehicle routing problem with stochastic demands consists in designing transportation routes of minimal expected cost to satisfy a set of customers with random demands of known probability distributions. This paper proposes a simple yet effective heuristic approach that uses randomized heuristics for the traveling salesman problem, a tour partitioning procedure, and a set partitioning formulation to sample the solution space and find high-quality solutions for the problem. Computational experiments on benchmark instances from the literature show that the proposed approach is competitive with the state-of-the-art algorithm for the problem in terms of both accuracy and efficiency. In experiments conducted on a set of 40 instances, the proposed approach unveiled four new best-known solutions (BKSs) and matched another 24. For the remaining 12 instances, the heuristic reported average gaps with respect to the BKS ranging from 0.69 to 0.15 % depending on its configuration.     

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.     

Supply capacity acquisition and allocation with uncertain customer demands

We study a class of capacity acquisition and assignment problems with stochastic customer demands often found in operations planning contexts. In this setting, a supplier utilizes a set of distinct facilities to satisfy the demands of different customers or markets. Our model simultaneously assigns customers to each facility and determines the best capacity level to operate or install at each facility. We propose a branch-and-price solution approach for this new class of stochastic assignment and capacity planning problems. For problem instances in which capacity levels must fall between some pre-specified limits, we offer a tailored solution approach that reduces solution time by nearly 80% over an alternative approach using a combination of commercial nonlinear optimization solvers. We have also developed a heuristic solution approach that consistently provides optimal or near-optimal solutions, where solutions within 0.01% of optimality are found on average without requiring a nonlinear optimization solver.     

Proximity Benders: a decomposition heuristic for stochastic programs

In this paper we present a heuristic approach to two-stage mixed-integer linear stochastic programming models with continuous second stage variables. A common solution approach for these models is Benders decomposition, in which a sequence of (possibly infeasible) solutions is generated, until an optimal solution is eventually found and the method terminates. As convergence may require a large amount of computing time for hard instances, the method may be unsatisfactory from a heuristic point of view. Proximity search is a recently-proposed heuristic paradigm in which the problem at hand is modified and iteratively solved with the aim of producing a sequence of improving feasible solutions. As such, proximity search and Benders decomposition naturally complement each other, in particular when the emphasis is on seeking high-quality, but not necessarily optimal, solutions. In this paper, we investigate the use of proximity search as a tactical tool to drive Benders decomposition, and computationally evaluate its performance as a heuristic on instances of different stochastic programming problems.     

ZI round,a MIP rounding heuristic

We introduce a new pure integer rounding heuristic, ZI Round, and compare this heuristic to recent extremely fast pure integer rounding heuristic Simple Rounding. Simple Rounding was introduced in the non-commercial code SCIP. ZI Round attempts to round each fractional variable while using row slacks to maintain primal feasibility. We use the MIPLIB 2003 library for the test set. The average time in our run per instance for both Simple Rounding and ZI Round was 0.8 milliseconds, but ZI Round found more feasible solutions with a the same or better objective value. Also the average time to solve the lp relaxation per instance was 2.2 seconds, so these two rounding heuristics are several magnitudes faster than other heuristics which must use the lp solver, including diving heuristics. We also show that ZI Round performs well on a set covering class and a railway crew scheduling class.     

Routing relatively few customers per route

This paper presents a modification of the well-known Solomon (1987) sequential insertion heuristic I1 for the Vehicle Routing Problem with Time Windows (VRPTW). VRPTW involves servicing customers within a pre-specified service time window by homogeneously capacitated vehicles from a single depot. By using two new measures for the additional time needed to insert a customer in the route, significantly better solutions are obtained for relatively short routes compared to the original Solomon (1987) sequential insertion heuristic I1. Because high-quality initial heuristics often allow local searches and metaheuristics to achieve better solutions more quickly, the new approach is likely to help generating better solutions to practical routing problems.     

A multi-level composite heuristic for the multi-depot vehicle fleet mix problem

The problem of simultaneously allocating customers to depots, finding the delivery routes and determining the vehicle fleet composition is addressed. A multi-level composite heuristic is proposed and two reduction tests are designed to enhance its efficiency. The proposed heuristic is tested on benchmark problems involving up to 360 customers, 2 to 9 depots and 5 different vehicle capacities. When tested on the special case, the multi-depot vehicle routing, our heuristic yields solutions almost as good as those found by the best known heuristics but using only 5 to 10% of their computing time. Encouraging results were also obtained for the case where the vehicles have different capacities.     

Two-Machine Flowshop Batching and Scheduling

We consider in this paper a two-machine flowshop scheduling problem in which the first machine processes jobs individually while the second machine processes jobs in batches. The forming of each batch on the second machine incurs a constant setup time. The objective is to minimize the makespan. This problem was previously shown to be NP-hard in the ordinary sense. In this paper, we first present a strong NP-hardness result of the problem. We also identify a polynomially solvable case with either anticipatory or non-anticipatory setups. We then establish a property that an optimal solution for the special case is a lower bound for the general problem. To obtain near-optimal solutions for the general problem, we devise some heuristics. The lower bound is used to evaluate the quality of the heuristic solutions. Results of computational experiments reveal that the heuristics produce solutions with small error ratios. They also suggest that the lower bound is close to the optimal solution.     

An efficient heuristic approach for a multi-period logistics network redesign problem

In this paper, a multi-period logistics network redesign problem arising in the context of strategic supply chain planning is studied. Several aspects of practical relevance are captured, namely, multiple echelons with different types of facilities, product flows between facilities in the same echelon, direct shipments to customers, and facility relocation. A two-phase heuristic approach is proposed to obtain high-quality feasible solutions to the problem, which is initially modeled as a large-scale mixed-integer linear program. In the first phase of the heuristic, a linear programming rounding strategy is applied to find initial values for the binary location variables. The second phase of the heuristic uses local search to correct the initial variable choices when a feasible solution is not identified, or to improve the initial feasible solution when its quality does not meet given criteria. The results of a computational study are reported for randomly generated instances comprising a variety of logistics networks.     

An LP-based heuristic for two-stage capacitated facility location problems

In this paper, a linear programming based heuristic is considered for a two-stage capacitated facility location problem with single source constraints. The problem is to find the optimal locations of depots from a set of possible depot sites in order to serve customers with a given demand, the optimal assignments of customers to depots and the optimal product flow from plants to depots. Good lower and upper bounds can be obtained for this problem in short computation times by adopting a linear programming approach. To this end, the LP formulation is iteratively refined using valid inequalities and facets which have been described in the literature for various relaxations of the problem. After each reoptimisation step, that is the recalculation of the LP solution after the addition of valid inequalities, feasible solutions are obtained from the current LP solution by applying simple heuristics. The results of extensive computational experiments are given.     

An iterative three-component heuristic for the team orienteering problem with time windows

This paper studies the team orienteering problem with time windows, the aim of which is to maximize the total profit collected by visiting a set of customers with a limited number of vehicles. Each customer has a profit, a service time and a time window. A service provided to any customer must begin in his or her time window. We propose an iterative framework incorporating three components to solve this problem. The first two components are a local search procedure and a simulated annealing procedure. They explore the solution space and discover a set of routes. The third component recombines the routes to identify high quality solutions. Our computational results indicate that this heuristic outperforms the existing approaches in the literature in average performance by at least 0.41%. In addition, 35 new best solutions are found.     

A heuristic approach to the multi-period multi-commodity transportation problem

This paper describes an approach to solving a real-world problem which involves the transportation of multiple types of commodities from a number of sources to a number of destinations in discrete time periods, using a capacitated heterogeneous fleet of vehicles. The preliminary objective is to minimize the total number of discrete periods needed to complete the entire operation. The problem is first formulated as a mixed integer programme and its tractability is then greatly improved by reformulating it through backward decomposition into two separate models and solved iteratively. A heuristic approach harnessing specific features of the second approach is developed for solving large size problems to obtain near-optimal solutions within reasonable time. The design of the heuristic also takes into consideration the secondary objectives of minimizing the total vehicle capacity used and minimizing the total capacity of sources needed to satisfy the demands at the destinations. Computational results are provided for a variety of randomly generated problems as well as problems from the literature. The approach described here may be applied to the multi-period transportation of personnel and goods from multiple starting points to multiple destinations in both military and civilian applications.     

A unified heuristic for a large class of Vehicle Routing Problems with Backhauls

The Vehicle Routing Problem with Backhauls is a generalization of the ordinary capacitated vehicle routing problem where goods are delivered from the depot to the linehaul customers, and additional goods are brought back to the depot from the backhaul customers. Numerous ways of modeling the backhaul constraints have been proposed in the literature, each imposing different restrictions on the handling of backhaul customers. A survey of these models is presented, and a unified model is developed that is capable of handling most variants of the problem from the literature. The unified model can be seen as a Rich Pickup and Delivery Problem with Time Windows, which can be solved through an improved version of the large neighborhood search heuristic proposed by Ropke and Pisinger [An adaptive large neighborhood search heuristic for the pickup and delivery problem with time windows, Technical Report, DIKU, University of Copenhagen, 2004]. The results obtained in this way are comparable to or improve on similar results found by state of the art heuristics for the various variants of the problem. The heuristic has been tested on 338 problems from the literature and it has improved the best known solution for 227 of these. An additional benefit of the unified modeling and solution method is that it allows the dispatcher to mix various variants of the Vehicle Routing Problem with Backhauls for the individual customers or vehicles.     

Using a TSP heuristic for routing order pickers in warehouses

In this paper, we deal with the sequencing and routing problem of order pickers in conventional multi-parallel-aisle warehouse systems. For this NP-hard Steiner travelling salesman problem (TSP), exact algorithms only exist for warehouses with at most three cross aisles, while for other warehouse types literature provides a selection of dedicated construction heuristics. We evaluate to what extent reformulating and solving the problem as a classical TSP leads to performance improvements compared to existing dedicated heuristics. We report average savings in route distance of up to 47% when using the LKH (Lin–Kernighan–Helsgaun) TSP heuristic. Additionally, we examine if combining problem-specific solution concepts from dedicated heuristics with high-quality local search features could be useful. Lastly, we verify whether the sophistication of ‘state-of-the-art’ local search heuristics is necessary for routing order pickers in warehouses, or whether a subset of features suffices to generate high-quality solutions.     

An index heuristic for transshipment decisions in multi-location inventory systems based on a pairwise decomposition

In multi-location inventory systems, transshipments are often used to improve customer service and reduce cost. Determining optimal transshipment policies for such systems involves a complex optimisation problem that is only tractable for systems with few locations. Consequently simple heuristic transshipment policies are often applied in practice. This paper develops an approximate solution method which applies decomposition to reduce a Markov decision process model of a multi-location inventory system into a number of models involving only two locations. The value functions from the subproblems are used to estimate the fair charge for the inventory provided in a transshipment. This estimate of the fair charge is used as the decision criterion in a heuristic transshipment policy for the multi-location system. A numerical study shows that the proposed heuristic can deliver considerable cost savings compared to the simple heuristics often used in practice.     

New heuristics for the Fleet Size and Mix Vehicle Routing Problem with Time Windows

In the Fleet Size and Mix Vehicle Routing Problem with Time Windows (FSMVRPTW) customers need to be serviced in their time windows at minimal costs by a heterogeneous fleet. In this paper new heuristics for the FSMVRPTW are developed. The performance of the heuristics is shown to be significantly higher than that of any previous heuristic approach and therefore likely to achieve better solutions to practical routing problems.     

Algorithms for a stochastic selective travelling salesperson problem

In this paper, the selective travelling salesperson problem with stochastic service times, travel times, and travel costs (SSTSP) is addressed. In the SSTSP, service times, travel times and travel costs are known a priori only probabilistically. A non-negative value of reward for providing service is associated with each customer and there is a pre-specified limit on the duration of the solution tour. It is assumed that not all potential customers can be visited within this tour duration limit, even under the best circumstances. And, thus, a subset of customers must be selected. The objective of the SSTSP is to design an a priori tour that visits each chosen customer once such that the total profit (total reward collected by servicing customers minus travel costs) is maximized and the probability that the total actual tour duration exceeds a given threshold is no larger than a chosen probability value. We formulate the SSTSP as a chance-constrained stochastic program and propose both exact and heuristic approaches for solving it. Computational experiments indicate that the exact algorithm is able to solve small- and moderate-size problems to optimality and the heuristic can provide near-optimal solutions in significantly reduced computing time.     

A bi-criteria heuristic for the vehicle routing problem with time windows

This paper describes a heuristic for the Vehicle Routing and Scheduling Problem with Time Windows (VRSPTW). Unique to this problem are the so-called time windows, i.e. time slots during which the vehicle must arrive at the customer to deliver the goods. The heuristic builds on the well-known Clarke and Wright Savings method with an additional criterion that models an intuitive view of time influence on route building. Experiments show that this added criterion yields significantly better solutions to the VRSPTW than pure routing heuristics, and also compares favorably to other new heuristics, developed specifically for the VRSPTW.