Approximations and Randomization to Boost CSP Techniques

In recent years we have seen an increasing interest in combining constraint satisfaction problem (CSP) formulations and linear programming (LP) based techniques for solving hard computational problems. While considerable progress has been made in the integration of these techniques for solving problems that exhibit a mixture of linear and combinatorial constraints, it has been surprisingly difficult to successfully integrate LP-based and CSP-based methods in a purely combinatorial setting. Our approach draws on recent results on approximation algorithms based on LP relaxations and randomized rounding techniques, with theoretical guarantees, as well on results that provide evidence that the runtime distributions of combinatorial search methods are often heavy-tailed. We propose a complete randomized backtrack search method for combinatorial problems that tightly couples CSP propagation techniques with randomized LP-based approximations. We present experimental results that show that our hybrid CSP/LP backtrack search method outperforms the pure CSP and pure LP strategies on instances of a hard combinatorial problem.     

Classical and new heuristics for the open-shop problem: A computational evaluation

We study the problem of constructing minimum makespan schedules for the Open-Shop problem. This paper presents two new heuristics: the first one is a list scheduling algorithm with two priorities. The second is based on the construction of matchings in a bipartite graph. We develop several versions of these two heuristics. A computational evaluation shows that around 90% of randomly generated instances are solvable optimally, whereas classical (list scheduling) heuristics achieve less than 20% on average. Therefore, our algorithms make most Open-Shop instances easy to solve in practice, and this raises the problem of generating hard instances. We extend the evaluation to two kinds of such instances: the results are not so good, but remain better than classical heuristics.     

Path relinking for unconstrained binary quadratic programming

This paper presents two path relinking algorithms to solve the unconstrained binary quadratic programming (UBQP) problem. One is based on a greedy strategy to generate the relinking path from the initial solution to the guiding solution and the other operates in a random way. We show extensive computational results on five sets of benchmarks, including 31 large random UBQP instances and 103 structured instances derived from the MaxCut problem. Comparisons with several state-of-the-art algorithms demonstrate the efficacy of our proposed algorithms in terms of both solution quality and computational efficiency. It is noteworthy that both algorithms are able to improve the previous best known results for almost 40 percent of the 103 MaxCut instances.     

Threshold Boolean form for joint probabilistic constraints with random technology matrix

We develop a new modeling and solution method for stochastic programming problems that include a joint probabilistic constraint in which the multirow random technology matrix is discretely distributed. We binarize the probability distribution of the random variables in such a way that we can extract a threshold partially defined Boolean function (pdBf) representing the probabilistic constraint. We then construct a tight threshold Boolean minorant for the pdBf. Any separating structure of the tight threshold Boolean minorant defines sufficient conditions for the satisfaction of the probabilistic constraint and takes the form of a system of linear constraints. We use the separating structure to derive three new deterministic formulations for the studied stochastic problem, and we derive a set of strengthening valid inequalities. A crucial feature of the new integer formulations is that the number of integer variables does not depend on the number of scenarios used to represent uncertainty. The computational study, based on instances of the stochastic capital rationing problem, shows that the mixed-integer linear programming formulations are orders of magnitude faster to solve than the mixed-integer nonlinear programming formulation. The method integrating the valid inequalities in a branch-and-bound algorithm has the best performance.     

A computational comparison of flow formulations for the capacitated location-routing problem

In this paper we present a computational comparison of four different flow formulations for the capacitated location-routing problem. We introduce three new flow formulations for the problem, namely a two-index two-commodity flow formulation, a three-index vehicle-flow formulation and a three-index two-commodity flow formulation. We also consider an existing two-index vehicle-flow formulation and extend it by considering new families of valid inequalities and separation algorithms. We introduce new branch-and-cut algorithms for each of the formulations and compare them on a wide number of instances. Our results show that compact formulations can produce tight gaps and solve many instances quickly, whereas three-index formulations scale better in terms of computing time.     

Heuristics for Multi-Stage Interdiction of Stochastic Networks

We describe and compare heuristic solution methods for a multi-stage stochastic network interdiction problem. The problem is to maximize the probability of sufficient disruption of the flow of information or goods in a network whose characteristics are not certain. In this formulation, interdiction subject to a budget constraint is followed by operation of the network, which is then followed by a second interdiction subject to a second budget constraint. Computational results demonstrate and compare the effectiveness of heuristic algorithms. This problem is interesting in that computing an objective function value requires tremendous effort. We exhibit classes of instances in our computational experiments where local search based on a transformation neighborhood is dominated by a constructive neighborhood.     

Competitive genetic algorithms for the open-shop scheduling problem

For more than two machines, and when preemption is forbidden, the computation of minimum makespan schedules for the open-shop problem is NP-hard. Compared to the flow-shop and the job-shop, the open-shop has free job routes which lead to a much larger solution space, to smaller gaps between the optimal makespan and the lower bounds, and to disappointing results for the algorithms based on the disjunctive graph model. For instance, the best existing branch and bound method cannot solve some 7 ×7 hard instances to optimality, and all published metaheuristics (working by reversing some disjunctions already fixed) do not better than some greedy or steepest-descent heuristics which need a much smaller computational effort. In this context, the intrinsic parallelism of genetic algorithms (GAs) seems well adapted, for detecting global optima disseminated among many quasi-optimal schedules. This paper presents several GAs for the open-shop problem. It is shown that even simple and fast versions can compete with the best known heuristics and metaheuristics, thanks to two key-features: a population in which each individual has a distinct makespan, and a special procedure which reorders every new chromosome. Using problem-specific heuristics, it is possible to design more powerful GAs which give excellent results, even on the hardest benchmarks of the literature: for instance, all hard open instances from Taillard are broken, except one for which the best known solution is improved.     

Experimental analysis of heuristics for the bottleneck traveling salesman problem

In this paper we develop efficient heuristic algorithms to solve the bottleneck traveling salesman problem (BTSP). Results of extensive computational experiments are reported. Our heuristics produced optimal solutions for all the test problems considered from TSPLIB, JM-instances, National TSP instances, and VLSI TSP instances in very reasonable running time. We also conducted experiments with specially constructed ‘hard’ instances of the BTSP that produced optimal solutions for all but seven problems. Some fast construction heuristics are also discussed. Our algorithms could easily be modified to solve related problems such as the maximum scatter TSP and testing hamiltonicity of a graph.     

Exact solution of the soft-clustered vehicle-routing problem

The soft-clustered vehicle-routing problem (SoftCluVRP) extends the classical capacitated vehicle-routing problem by one additional constraint: The customers are partitioned into clusters and feasible routes must respect the soft-cluster constraint, that is, all customers of the same cluster must be served by the same vehicle. In this article, we design and analyze different branch-and-price algorithms for the exact solution of the SoftCluVRP. The algorithms differ in the way the column-generation subproblem, a variant of the shortest-path problem with resource constraints (SPPRC), is solved. The standard approach for SPPRCs is based on dynamic-programming labeling algorithms. We show that even with all the recent acceleration techniques (e.g., partial pricing, bidirectional labeling, decremental state space relaxation) available for SPPRC labeling algorithms, the solution of the subproblem remains extremely difficult. The main contribution is the modeling and solution of the subproblem using a branch-and-cut algorithm. The conducted computational experiments prove that branch-and-price equipped with this integer programming-based approach outperforms sophisticated labeling-based algorithms by one order of magnitude. The largest SoftCluVRP instances solved to optimality have more than 400 customers or more than 50 clusters.     

The track formulation for the Train Dispatching problem

With few exceptions, train movements are still controlled by human operators, the dispatchers. They establish routes and precedence between trains in real-time in order to cope with normal operations but also to recover from deviations from the timetable, and minimize overall delays. Implicitly they tackle and solve repeatedly a hard optimization problem, the Train Dispatching Problem. We recently developed a decomposition approach which allowed us to solve real-life instances to optimality or near optimality in times acceptable for dispatchers. We present here some new ideas which appear to significantly reduce computational times while solving to optimality even large instances.     

Weekly self-scheduling,forward contracting,and pool involvement for an electricity producer. An adaptive robust optimization approach

This paper addresses the optimization under uncertainty of the self-scheduling, forward contracting, and pool involvement of an electricity producer operating a mixed power generation station, which combines thermal, hydro and wind sources, and uses a two stage adaptive robust optimization approach. In this problem the wind power production and the electricity pool price are considered to be uncertain, and are described by uncertainty convex sets. To solve this problem, two variants of a constraint generation algorithm are proposed, and their application and characteristics discussed. Both algorithms are used to solve two case studies based on two producers, each operating equivalent generation units, differing only in the thermal units’ characteristics. Their market strategies are investigated for three different scenarios, corresponding to as many instances of electricity price forecasts. The effect of the producers’ approach, whether conservative or more risk prone, is also investigated by solving each instance for multiple values of the so-called budget parameter. It was possible to conclude that this parameter influences markedly the producers’ strategy, in terms of scheduling, profit, forward contracting, and pool involvement. These findings are presented and analyzed in detail, and an attempted rationale is proposed to explain the less intuitive outcomes. Regarding the computational results, these show that for some instances, the two variants of the algorithms have a similar performance, while for a particular subset of them one variant has a clear superiority.     

Solving the short-term electrical generation scheduling problem by an adaptive evolutionary approach

In this paper, we introduce an adaptive evolutionary approach to solve the short-term electrical generation scheduling problem (STEGS). The STEGS is a hard constraint satisfaction optimization problem. The algorithm includes various strategies proposed in the literature to tackle hard problems with constraints such as: the representation used a non-binary coding scheme that drastically reduces the search space compared with the traditional evolutionary approaches. Specialized operators are especially designed for this problem and for this kind of representation, which also includes a local search procedure. Furthermore, the algorithm is guided by an adaptive parameter control strategy. We used some very well known benchmarks for STEGS to evaluate our approach. The results are very encouraging and we have obtained new better values for all the systems tested. Our aim here is to show that evolutionary approaches can be considered as good techniques to be used to solve real-world highly constrained problems.     

Proportionate flow-shop scheduling with rejection

In many heavily loaded manufacturing systems, managers routinely make use of outsourcing options in order to maintain reasonable Quality of Service for customers. Thus, there is a strong need to provide tools for managers to economically coordinate sourcing and scheduling decisions. Our main aim is to provide such tools for an important set of flow-shop scheduling problems where rejection (outsourcing) is allowed and processing times are machine-independent. Our scheduling problems are essentially bicriteria problems, which combine a scheduling objective and the total outsourcing cost. We study several problems which differ according to the scheduling criterion considered. Moreover, each problem is divided into four different variations depending on the way the two criteria are dealt with. For example, in one variation the two criteria are aggregated into a single objective function; in two other variations the aim consists of minimizing one criterion subject to ensuring that the value of the other criterion will not exceed a predefined threshold. From a theoretical point of view, a computational complexity classification is provided for all variations of the problems under consideration. Moreover, optimization algorithms have been constructed to solve all problem variations, and approximation schemes have been developed for solving hard variations. Those schemes enable managers to solve large instances of hard variations while controlling the maximal gap between the obtained solution and the (unknown) optimal solution.     

A branch-and-price algorithm to solve the integrated berth allocation and yard assignment problem in bulk ports

In this research, two crucial optimization problems of berth allocation and yard assignment in the context of bulk ports are studied. We discuss how these problems are interrelated and can be combined and solved as a single large scale optimization problem. More importantly we highlight the differences in operations between bulk ports and container terminals which highlights the need to devise specific solutions for bulk ports. The objective is to minimize the total service time of vessels berthing at the port. We propose an exact solution algorithm based on a branch and price framework to solve the integrated problem. In the proposed model, the master problem is formulated as a set-partitioning problem, and subproblems to identify columns with negative reduced costs are solved using mixed integer programming. To obtain sub-optimal solutions quickly, a metaheuristic approach based on critical-shaking neighborhood search is presented. The proposed algorithms are tested and validated through numerical experiments based on instances inspired from real bulk port data. The results indicate that the algorithms can be successfully used to solve instances containing up to 40 vessels within reasonable computational time.     

Reconstructing (0,1)-matrices from projections using integer programming

We study the problem of reconstructing (0,1)-matrices based on projections along a small number of directions. This discrete inverse problem is generally hard to solve for more than 3 projection directions. Building on previous work by the authors, we give a problem formulation with the objective of finding matrices with the maximal number of neighboring ones. A solution approach based on variable splitting and the use of subgradient optimization is given. Further, computational results are given for some structured instances. Optimal solutions are found for instances with up to 10,000 binary variables.     

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     

Multi-armed bandit-based hyper-heuristics for combinatorial optimization problems

There are significant research opportunities in the integration of Machine Learning (ML) methods and Combinatorial Optimization Problems (COPs). In this work, we focus on metaheuristics to solve COPs that have an important learning component. These algorithms must explore a solution space and learn from the information they obtain in order to find high-quality solutions. Among the metaheuristics, we study Hyper-Heuristics (HHs), algorithms that, given a number of low-level heuristics, iteratively select and apply heuristics to a solution. The HH we consider has a Markov model to produce sequences of low-level heuristics, which we combine with a Multi-Armed Bandit Problem (MAB)-based method to learn its parameters. This work proposes several improvements to the HH metaheuristic that yields a better learning for solving problem instances. Specifically, this is the first work in HHs to present Exponential Weights for Exploration and Exploitation (EXP3) as a learning method, an algorithm that is able to deal with adversarial settings. We also present a case study for the Vehicle Routing Problem with Time Windows (VRPTW), for which we include a list of low-level heuristics that have been proposed in the literature. We show that our algorithms can handle a large and diverse list of heuristics, illustrating that they can be easily configured to solve COPs of different nature. The computational results indicate that our algorithms are competitive methods for the VRPTW (2.16% gap on average with respect to the best known solutions), demonstrating the potential of these algorithms to solve COPs. Finally, we show how algorithms can even detect low-level heuristics that do not contribute to finding better solutions to the problem.     

The Team Orienteering Problem with Time Windows: An LP-based Granular Variable Neighborhood Search

The Team Orienteering Problem (TOP) is a known NP-hard problem that typically arises in vehicle routing and production scheduling contexts. In this paper we introduce a new solution method to solve the TOP with hard Time Window constraints (TOPTW). We propose a Variable Neighborhood Search (VNS) procedure based on the idea of exploring, most of the time, granular instead of complete neighborhoods in order to improve the algorithm’s efficiency without loosing effectiveness. The method provides a general way to deal with granularity for those routing problems based on profits and complicated by time constraints. Extensive computational results are reported on standard benchmark instances. Performance of the proposed algorithm is compared to optimal solution values, when available, or to best known solution values obtained by state-of-the-art algorithms. The method comes out to be, on average, quite effective allowing to improve the best know values for 25 test instances.