Lower and upper bounds for location-arc routing problems with vehicle capacity constraints

This paper addresses multi-depot location arc routing problems with vehicle capacity constraints. Two mixed integer programming models are presented for single and multi-depot problems. Relaxing these formulations leads to other integer programming models whose solutions provide good lower bounds for the total cost. A powerful insertion heuristic has been developed for solving the underlying capacitated arc routing problem. This heuristic is used together with a novel location–allocation heuristic to solve the problem within a simulated annealing framework. Extensive computational results demonstrate that the proposed algorithm can find high quality solutions. We also show that the potential cost saving resulting from adding location decisions to the capacitated arc routing problem is significant.     

A Simulated Annealing Approach to the Solution of Flexible Labour Scheduling Problems

This paper presents a new solution approach to the discontinuous labour tour scheduling problem where the objective is to minimize the number of full-time employees required to satisfy forecast demand. Previous heuristic approaches have often limited the number of allowable tours by restricting labour scheduling flexibility in terms of shift length, shift start-times, days-off, meal-break placement, and other factors. These restrictions were essential to the tractability of the heuristic approaches but often resulted in solutions that contained a substantial amount of excess labour. In this study, we relaxed many of the restrictions on scheduling flexibility assumed in previous studies. The resulting problem environment contained more than two billion allowable tours, precluding the use of previous heuristic methods. Consequently, we developed a simulated annealing heuristic for solving the problem. An important facet of this new approach is an ‘intelligent’ improvement routine which eliminates the need for long run-times typically associated with simulated annealing algorithms. The simulated annealing framework does not rely on a special problem structure and our implementation rapidly converged to near-optimal solutions for all problems in the test environment.     

A Two Stage Search Heuristic for Scheduling Payments in Projects

When the Net Present Value (NPV) of a project is used as a measure of its financial performance, effective management of cash flows over the duration of the project is critical for improved profitability. Progress payments are a major component of project cash flows. In many project environments, the contractor can negotiate payment terms. Payments are typically tied to completion of project activities and therefore have significant impact on the schedule of activities and the timing of the payments. In this paper, we consider the problem of simultaneously determining the amount, timing and location of progress payments in projects to maximize NPV. Due to the combinatorial nature of the problem, heuristics are a practical approach to solving the problem. We propose a two-stage heuristic where simulated annealing is used in the first stage to determine a set of payments. In the second stage, activities are rescheduled to improve project NPV. We compare the performance of this general purpose heuristic with other problem-dependent heuristics from the literature. Our results indicate that the simulated annealing heuristic significantly outperforms the parameter-based heuristics. Although rescheduling in the second stage improves NPV, increases are relatively small in magnitude. While the specific parameters settings suggested by the simulated annealing heuristic in this study may have limited generalizability at this time due to the narrow range of problems tested, our analysis suggests that a pure simulated annealing approach is a very attractive alternative for obtaining good heuristic solutions to the complex problem of scheduling payments in projects.     

Applying simulated annealing to location-planning models

Simulated annealing is a computational approach that simulates an annealing schedule used in producing glass and metals. Originally developed by Metropolis et al. in 1953, it has since been applied to a number of integer programming problems, including the p-median location-allocation problem. However, previously reported results by Golden and Skiscim in 1986 were less than encouraging. This article addresses the design of a simulated-annealing approach for the p-median and maximal covering location problems. This design has produced very good solutions in modest amounts of computer time. Comparisons with an interchange heuristic demonstrate that simulated annealing has potential as a solution technique for solving location-planning problems and further research should be encouraged.     

Simulated N-Body: New Particle Physics-Based Heuristics for a Euclidean Location-Allocation Problem

The general facility location problem and its variants, including most location-allocation and P-median problems, are known to be NP-hard combinatorial optimization problems. Consequently, there is now a substantial body of literature on heuristic algorithms for a variety of location problems, among which can be found several versions of the well-known simulated annealing algorithm. This paper presents an optimization paradigm that, like simulated annealing, is based on a particle physics analogy but is markedly different from simulated annealing. Two heuristics based on this paradigm are presented and compared to simulated annealing for a capacitated facility location problem on Euclidean graphs. Experimental results based on randomly generated graphs suggest that one of the heuristics outperforms simulated annealing both in cost minimization as well as execution time. The particular version of location problem considered here, a location-allocation problem, involves determining locations and associated regions for a fixed number of facilities when the region sizes are given. Intended applications of this work include location problems with congestion costs as well as graph and network partitioning problems.     

A Tabu Search with Slope Scaling for the Multicommodity Capacitated Location Problem with Balancing Requirements

In this paper, a tabu search heuristic is combined with slope scaling to solve a discrete depot location problem, known as the multicommodity location problem with balancing requirements. Although the uncapacitated version of this problem has already been addressed in the literature, this is not the case for the more challenging capacitated version, where each depot has a fixed and finite capacity. The slope scaling approach is used during the initialization phase to provide the tabu search with good starting solutions. Numerical results are reported on various types of large-scale randomly generated instances. The quality of the heuristic is assessed by comparing the solutions obtained with those of a commercial mixed-integer programming code.     

A graph-pair representation and MIP-model-based heuristic for the unequal-area facility layout problem

Owing to its theoretical as well as practical significance, the facility layout problem with unequal-area departments has been studied for several decades, with a wide range of heuristic and a few exact solution procedures developed by numerous researchers. In one of the exact procedures, the facility layout problem is formulated as a mixed-integer programming (MIP) model in which binary (0/1) variables are used to prevent departments from overlapping with one another. Obtaining an optimal solution to the MIP model is difficult, and currently only problems with a limited number of departments can be solved to optimality. Motivated by this situation, we developed a heuristic procedure which uses a “graph pair” to determine and manipulate the relative location of the departments in the layout. The graph-pair representation technique essentially eliminates the binary variables in the MIP model, which allows the heuristic to solve a large number of linear programming models to construct and improve the layout in a comparatively short period of time. The search procedure to improve the layout is driven by a simulated annealing algorithm. The effectiveness of the proposed graph-pair heuristic is demonstrated by comparing the results with those reported in recent papers. Possible extensions to the graph-pair representation technique are discussed at the end of the paper.     

A multi-class multi-level capacitated lot sizing model

When demand loading is higher than available capacity, it takes a great deal of effort for a traditional MRP system to obtain a capacity-feasible production plan. Also, the separation of lot sizing decisions and capacity requirement planning makes the setup decisions more difficult. In a practical application, a production planning system should prioritize demands when allocating manufacturing resources. This study proposes a planning model that integrates all MRP computation modules. The model not only includes multi-level capacitated lot sizing problems but also considers multiple demand classes. Each demand class corresponds to a mixed integer programming (MIP) problem. By sequentially solving the MIP problems according to their demand class priorities, this proposed approach allocates finite manufacturing resources and generates feasible production plans. In this paper we experiment with three heuristic search algorithms: (1) tabu search; (2) simulated annealing, and (3) genetic algorithm, to solve the MIP problems. Experimental designs and statistical methods are used to evaluate and analyse the performance of these three algorithms. The results show that tabu search and simulated annealing perform best in the confirmed order demand class and forecast demand class, respectively.     

Solving a manpower scheduling problem for airline catering using metaheuristics

We study a manpower scheduling problem with job time windows and job-skills compatibility constraints. This problem is motivated by airline catering operations, whereby airline meals and other supplies are delivered to aircrafts on the tarmac just before the flights take-off. Jobs (flights) must be serviced within a given time-window by a team consisting of a driver and loader. Each driver/loader has the skills to service some, but not all, of the airline/aircraft/configuration of the jobs. Given the jobs to be serviced and the roster of workers for each shift, the problem is to form teams and assign teams and start-times for the jobs, so as to service as many flights as possible. Only teams with the appropriate skills can be assigned to a flight. Workload balance among the teams is also a consideration. We present model formulations and investigate a tabu search heuristic and a simulated annealing heuristic approach to solve the problem. Computational experiments show that the tabu search approach outperforms the simulated annealing approach, and is capable of finding good solutions.     

混合启发式算法求解多配送人员车辆路径问题

为解决带时间窗和多配送人员的车辆路径问题,本文采用混合启发式算法对其进行求解。该算法主要由整数规划重组、局部搜索算法和模拟退火算法三部分组成。在算法中,整数规划重组有效提高了解的质量,局部搜索算法和模拟退火算法保证了算法搜索的深入性和广泛性。通过与CPLEX和禁忌搜索算法进行对比,证实了混合启发式算法实用价值更高,求解效果更好。     

A comparison of two methods for solving 0–1 integer programs using a general purpose simulated annealing algorithm

0–1 problems are often difficult to solve. Although special purpose algorithms (exact as well as heuristic) exist for solving particular problem classes or problem instances, there are few general purpose algorithms for solving practical-sized instances of 0–1 problems. This paper deals with a general purpose heuristic algorithm for 0–1 problems. In this paper, we compare two methods based on simulated annealing for solving general 0–1 integer programming problems. The two methods differe in the scheme used for neighbourhood transitions in the simulated annealing framework. We compare the performance of the two methods on the set partitioning problem.     

Heuristics for the Maximum Outerplanar Subgraph Problem

Determining the maximum outerplanar subgraph of a given graph is known to be an NP-complete problem. In the literature there are no earlier experiment on approximating the maximum outerplanar subgraph problem. In this paper we compare solution quality and running times of different heuristics for finding maximum outerplanar subgraphs. We compare a greedy heuristic against a triangular cactus heuristic and its greedy variation. We also use the solutions from the greedy heuristics as initial solutions for a simulated annealing algorithm.The main experimental result is that simulated annealing with initial solution taken from the greedy triangular cactus heuristic yields the best known approximations for the maximum outerplanar subgraph problem.Work funded by the Tampere Graduate School in Information Science and Engineering (TISE) and supported by the Academy of Finland (Project 51528).     

Metaheuristics can solve sudoku puzzles

In this paper we present, to our knowledge, the first application of a metaheuristic technique to the very popular and NP-complete puzzle known as ‘sudoku’. We see that this stochastic search-based algorithm, which uses simulated annealing, is able to complete logic-solvable puzzle-instances that feature daily in many of the UK’s national newspapers. We also introduce a new method for producing sudoku problem instances (that are not necessarily logic-solvable) and use this together with the proposed SA algorithm to try and discover for what types of instances this algorithm is best suited. Consequently we notice the presence of an ‘easy-hard-easy’ style phase-transition similar to other problems encountered in operational research.     

A comparative study of a new heuristic based on adaptive memory programming and simulated annealing: The case of job shop scheduling

In this study, a general framework is proposed that combines the distinctive features of three well-known approaches: the adaptive memory programming, the simulated annealing, and the tabu search methods. Four variants of a heuristic based on this framework are developed and presented. The performance of the proposed methods is evaluated and compared with a conventional simulated annealing approach using benchmark problems for job shop scheduling. The unique feature of the proposed framework is the use of two short-term memories. The first memory temporarily prevents further changes in the configuration of a provisional solution by maintaining the presence of good elements of such solutions. The purpose of the second memory is to keep track of good solutions found during an iteration, so that the best of these can be used as the starting point in a subsequent iteration. Our computational results for the job shop scheduling problem clearly indicate that the proposed methods significantly outperform the conventional simulated annealing.     

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.     

生鲜农产品多配送中心连续选址FCM-ISA算法及应用

本文对生鲜农产品多配送中心连续选址问题进行了研究,在建立考虑最小距离约束下连续选址模型的基础上,针对以往连续选址模型求解过程中采用随机方式生成初始解会造成算法搜索范围过大且易陷入局部最优的局限,创新性地提出了连续选址模型的模糊C均值聚类-改进模拟退火(FCM-ISA)算法,并以杭州市为例验证了所建模型及设计算法的有效性。计算结果表明,本文所建立的生鲜农产品多配送中心连续选址模型更符合实际选址情景,设计的FCM-ISA算法收敛速度快且全局寻优效果好,对科学地进行生鲜农产品多配送中心选址决策具有重要的指导意义。     

A hybrid heuristic algorithm for the 2D variable-sized bin packing problem

In this paper, we consider the two-dimensional variable-sized bin packing problem (2DVSBPP) with guillotine constraint. 2DVSBPP is a well-known NP-hard optimization problem which has several real applications. A mixed bin packing algorithm (MixPacking) which combines a heuristic packing algorithm with the Best Fit algorithm is proposed to solve the single bin problem, and then a backtracking algorithm which embeds MixPacking is developed to solve the 2DVSBPP. A hybrid heuristic algorithm based on iterative simulated annealing and binary search (named HHA) is then developed to further improve the results of our Backtracking algorithm. Computational experiments on the benchmark instances for 2DVSBPP show that HHA has achieved good results and outperforms existing algorithms.     

Binary knapsack problems with random budgets

The binary knapsack problem is a combinatorial optimization problem in which a subset of a given set of elements needs to be chosen in order to maximize profit, given a budget constraint. In this paper, we study a stochastic version of the problem in which the budget is random. We propose two different formulations of this problem, based on different ways of handling infeasibility, and propose an exact algorithm and a local search-based heuristic to solve the problems represented by these formulations. We also present the results from some computational experiments.     

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.     

Generating quadratic assignment test problems with known optimal permutations

The quadratic assignment problem (QAP) is a well-known combinatorial optimization problem of which the travelling-salesman problem is a special case. Although the QAP has been extensively studied during the past three decades, this problem remains very hard to solve. Problems of sizes greater than 15 are generally impractical to solve. For this reason, many heuristics have been developed. However, in the literature, there is a lack of test problems with known optimal solutions for evaluating heuristic algorithms. Only recently Paulubetskis proposed a method to generate test problems with known optimal solutions for a special type of QAP. This paper concerns the generation of test problems for the QAP with known optimal permutations. We generalize the result of Palubetskis and provide test-problem generators for more general types of QAPs. The test-problem generators proposed are easy to implement and were also tested on several well-known heuristic algorithms for the QAP. Computatinal results indicate that the test problems generated can be used to test the effectiveness of heuristic algorithms for the QAP. Comparison with Palubetskis' procedure was made, showing the superiority of the new test-problem generators. Three illustrative test problems of different types are also provided in an appendix, together with the optimal permutations and the optimal objective function values.