Inverse integer optimization with an imperfect observation

This study develops and evaluates methods for inverse integer optimization problems with an imperfect observation where the unknown parameters are the cost coefficients. We propose a cutting plane algorithm for this problem and compare it to a heuristic which solves the inverse of the linear relaxation of the forward problem. We then propose a hybrid approach that initializes the cutting plane algorithm from the solution of the heuristic.     

Optimizing Bernoulli Routing Policies for Balancing Loads on Call Centers and Minimizing Transmission Costs

We address the problem of assigning probabilities at discrete time instants for routing toll-free calls to a given set of call centers to minimize a weighted sum of transmission costs and load variability at the call centers during the next time interval.We model the problem as a tripartite graph and decompose the finding of an optimal probability assignment in the graph into the following problems: (i) estimating the true arrival rates at the nodes for the last time period; (ii) computing routing probabilities assuming that the estimates are correct. We use a simple approach for arrival rate estimation and solve the routing probability assignment by formulating it as a convex quadratic program and using the affine scaling algorithm to obtain an optimal solution.We further address a practical variant of the problem that involves changing routing probabilities associated with k nodes in the graph, where k is a prespecified number, to minimize the objective function. This involves deciding which k nodes to select for changing probabilities and determining the optimal value of the probabilities. We solve this problem using a heuristic that ranks all subsets of k nodes using gradient information around a given probability assignment.The routing model and the heuristic are evaluated for speed of computation of optimal probabilities and load balancing performance using a Monte Carlo simulation. Empirical results for load balancing are presented for a tripartite graph with 99 nodes and 17 call center gates.     

The multi-trip vehicle routing problem

The basic vehicle routing problem is concerned with the design of a set of routes to serve a given number of customers, minimising the total distance travelled. In that problem, each vehicle is assumed to be used only once during a planning period, which is typically a day, and therefore is unrepresentative of many practical situations, where a vehicle makes several journeys during a day. The present authors have previously published an algorithm which outperformed an experienced load planner working on the complex, real-life problems of Burton's Biscuits, where vehicles make more than one trip each day. This present paper uses a simplified version of that general algorithm, in order to compare it with a recently published heuristic specially designed for the theoretical multi-trip vehicle routing problem.     

Solving Examination Timetabling Problems through Adaption of Heuristic Orderings

Heuristic ordering based methods, very similar to those used for graph colouring problems, have long been applied successfully to the examination timetabling problem. Despite the success of these methods on real life problems, even with limited computing resources, the approach has the fundamental flaw that it is only as effective as the heuristic that is used. We present a method that adapts to suit a particular problem instance “on the fly.” This method provides an alternative to existing forms of ‘backtracking,’ which are often required to cope with the possible unsuitability of a heuristic. We present a range of experiments on benchmark problems to test and evaluate the approach. In comparison to other published approaches to solving this problem, the adaptive method is more general, significantly quicker and easier to implement and produces results that are at least comparable (if not better) than the current state of the art. We also demonstrate the level of generality of this approach by starting it with the inverse of a known good heuristic, a null ordering and random orderings, showing that the adaptive method can transform a bad heuristic ordering into a good one.     

A new constructive heuristic for the flowshop scheduling problem

This paper presents a simple constructive heuristic (HFC) for the flowshop makespan problem which is capable of producing non-permutation schedules when it deems it appropriate. HFC determines the order of any two jobs in the final schedule based on their order in all two-machine problems embedded in the problem. Computational experiments indicate that HFC performs as well as NEH which is the currently best available constructive heuristic on problems where a permutation schedule is expected to be optimal. However, HFC outperforms NEH on problems where a non-permutation schedule may be optimal.     

Convex optimization under combinatorial sparsity constraints

We present a heuristic approach for convex optimization problems containing different types of sparsity constraints. Whenever the support is required to belong to a matroid, we propose an exchange heuristic adapting the support in every iteration. The entering non-zero is determined by considering the dual multipliers of the bounds on variables being fixed to zero. While this algorithm is purely heuristic, we show experimentally that it often finds near-optimal solutions for cardinality-constrained knapsack problems and for sparse regression problems.     

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.     

An improved ant colony optimisation heuristic for graph colouring

The focus of this paper is an ant colony optimisation heuristic for the graph colouring problem. We start by showing how a series of improvements enhance the performance of an existing ant colony approach to the problem and then go on to demonstrate that a further strengthening of the construction phase, combined with a tabu search improvement phase, raise the performance to the point where it is able to compete with some of the best-known approaches on a series of benchmark problems.     

A decision theory based scheduling procedure for single-machine weighted earliness and tardiness problems

We consider the dynamic single-machine scheduling problem where the objective is to minimize the sum of weighted earliness and weighted tardiness costs. A single pass heuristic, based on decision theory, is developed for constructing schedules. The heuristic permits schedules with idle time between jobs and behaves like a dispatching procedure. The performance of the new heuristic is examined using 116 published problems for which the optimum solution is known. Its performance is also investigated using 540 randomly generated problems covering a variety of conditions by comparing it to two well known dispatching procedures, adapted for dynamic early/tardy problems. The results indicate that the heuristic performs very well.     

Heuristic concentration: Two stage solution construction

By utilizing information from multiple runs of an interchange heuristic we construct a new solution that is generally better than the best local optimum previously found. This new, two stage, approach to combinatorial optimization is demonstrated in the context of the p-median problem. Two layers of optimization are superimposed. The first layer is a conventional heuristic the second is a heuristic or exact procedure which draws on the concentrated solution set generated by the initial heuristic. The intention is to provide an alternative heuristic procedure which, when dealing with large problems, has a higher probability of producing optimal solutions than existing methods. The procedure is fairly general and appears to be applicable to combinatorial problems in a number of contexts.     

Successive Linear Approximation Procedure for Generalized Fixed-Charge Transportation Problems

In this paper, we develop a new heuristic procedure for solving a generalization of the fixed-charge transportation problem in which there are resource losses in addition to the fixed charges. The losses may be evaporation losses when the commodity is a liquid, heat losses in an electrical distribution network, or deterioration losses in distribution networks involving perishable commodities such as, for example, food items. The proposed procedure consists of solving a sequence of pro-rated problems. It is different from heuristic procedures that have been developed for solving the standard fixed charge transportation problem, in that it is not based on extreme point enumeration. We experiment with problems involving up to 2100 arcs with fixed charges and resource losses. The results show that the proposed approach is viable for solving medium-to-large sized problems.     

A new metaheuristic algorithm based on shark smell optimization

In this article, a new metaheuristic optimization algorithm is introduced. This algorithm is based on the ability of shark, as a superior hunter in the nature, for finding prey, which is taken from the smell sense of shark and its movement to the odor source. Various behaviors of shark within the search environment, that is, sea water, are mathematically modeled within the proposed optimization approach. The effectiveness of the suggested approach is compared with many other heuristic optimization methods based on standard benchmark functions. Also, to illustrate the efficiency of the proposed optimization method for solving real‐world engineering problems, it is applied for the solution of load frequency control problem in electrical power systems. The obtained results confirm the validity of the proposed metaheuristic optimization algorithm. © 2014 Wiley Periodicals, Inc. Complexity 21: 97–116, 2016     

A heuristic method for non-homogeneous redundancy optimization of series-parallel multi-state systems

This paper develops an efficient heuristic to solve the non-homogeneous redundancy allocation problem for multi-state series-parallel systems. Non identical components can be used in parallel to improve the system availability by providing redundancy in subsystems. Multiple component choices are available for each subsystem. The components are binary and chosen from a list of products available on the market, and are characterized in terms of their cost, performance and availability. The objective is to determine the minimal-cost series-parallel system structure subject to a multi-state availability constraint. System availability is represented by a multi-state availability function, which extends the binary-state availability. This function is defined as the ability to satisfy consumer demand that is represented as a piecewise cumulative load curve. A fast procedure is used, based on universal generating function, to evaluate the multi-state system availability. The proposed heuristic approach is based on a combination of space partitioning, genetic algorithms (GA) and tabu search (TS). After dividing the search space into a set of disjoint subsets, this approach uses GA to select the subspaces, and applies TS to each selected subspace. The design problem, solved in this study, has been previously analyzed using GA. Numerical results for the test problems from previous research are reported, and larger test problems are randomly generated. These results show that the proposed approach is efficient both in terms of both of solution quality and computational time, as compared to existing approaches.     

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.     

Material allocation in MRP with tardiness penalties

In this paper, we address some flaws in the material allocation function of Materials Requirements Planning (MRP). The problem formulation differs from standard MRP logic in certain important ways: start and finish times for orders are forced to be realistic and material allocations are made to minimize the total tardiness penalty associated with late completion. We show that the resulting MRP material allocation problem is NP-hard in the strong sense. A lower bound and a heuristic are developed from a mixed integer linear formulation and its Lagrangean relaxation. The lower bound and the heuristics are closer to the optimum in cases where there is either abundant material or considerable competition for material; in intermediate cases, small perturbations in material allocation can have a significant effect. A group of heuristics based on the MRP approach and its modifications is examined; they are optimal under certain conditions. An improvement method that preserves priorities inherent in any given starting solution is also presented. The Lagrangean heuristic performs better than the MRP based heuristics for a set of 3900 small problems, yielding solutions that are about 5% to 10% over the optimal. The best MRP based heuristic does about as well as the Lagrangean heuristic on a set of 120 larger problems, and is 25% to 40% better than the standard MRP approach, on the data sets tested.     

An exact algorithm for the capacitated facility location problems with single sourcing

Facility location problems are often encountered in many areas such as distribution, transportation and telecommunication. We describe a new solution approach for the capacitated facility location problem in which each customer is served by a single facility. An important class of heuristic solution methods for these problems are Lagrangian heuristics which have been shown to produce high quality solutions and at the same time be quite robust. A primal heuristic, based on a repeated matching algorithm which essentially solves a series of matching problems until certain convergence criteria are satisfied, is incorporated into the Lagrangian heuristic. Finally, a branch-and-bound method, based on the Lagrangian heuristic is developed, and compared computationally to the commercial code CPLEX. The computational results indicate that the proposed method is very efficient.     

A penalty function heuristic for the resource constrained shortest path problem

The resource constrained shortest path problem (RCSP) consists of finding the shortest path between two nodes of an assigned network, with the constraint that traversing an arc of the network implies the consumption of certain limited resources. In this paper we propose a new heuristic for the solution of the RCSP problem in medium and large scale networks. It is based on the extension to the discrete case of the penalty function heuristic approach for the fast ε-approximate solution of difficult large-scale continuous linear programming problems. Computational experience on test instances has shown that the proposed penalty function heuristic (PFH) is very effective in the solution of medium and large scale RCSP instances. For all the tests reported it provides very good upper bounds (in many cases the optimal solution) in less than 26 iterations, where each iteration requires only the computation of a shortest path.     

A genetic algorithm for the generalised assignment problem

A new algorithm for the generalised assignment problem is described in this paper. The algorithm is adapted from a genetic algorithm which has been successfully used on set covering problems, but instead of genetically improving a set of feasible solutions it tries to genetically restore feasibility to a set of near-optimal ones. Thus it may be regarded as operating in a dual sense to the more familiar genetic approach. The algorithm has been tested on generalised assignment problems of substantial size and compared to an exact integer programming approach and a well-established heuristic approach.     

Jostling for position: local improvement for irregular cutting patterns

This paper introduces a new improvement heuristic for irregular cutting and packing problems. The method is based on a small number of repetitions of any leftmost placement policy and is particularly effective in situations where computation time is strictly limited but exceeds that required for a single pass approach. Both the algorithm and the geometry required for implementation are described in full and the results of computational experiments on a variety of data are presented. These results show that the algorithm is an effective technique for producing good packings.     

The multiple container loading cost minimization problem

In the shipping and transportation industry, there are several types of standard containers with different dimensions and different associated costs. In this paper, we examine the multiple container loading cost minimization problem (MCLCMP), where the objective is to load products of various types into containers of various sizes so as to minimize the total cost. We transform the MCLCMP into an extended set cover problem that is formulated using linear integer programming and solve it with a heuristic to generate columns. Experiments on standard bin-packing instances show our approach is superior to prior approaches. Additionally, since the optimal solutions for existing test data is unknown, we propose a technique to generate test data with known optimal solutions for MCLCMP.