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.     

An evolutionary approach for bandwidth multicoloring problems

In this paper we consider some generalizations of the vertex coloring problem, where distance constraints are imposed between adjacent vertices (bandwidth coloring problem) and each vertex has to be colored with more than one color (bandwidth multicoloring problem). We propose an evolutionary metaheuristic approach for the first problem, combining an effective tabu search algorithm with population management procedures. The approach can be applied to the second problem as well, after a simple transformation. Computational results on instances from the literature show that the overall algorithm is able to produce high quality solutions in a reasonable amount of time, outperforming the most effective algorithms proposed for the bandwidth coloring problem, and improving the best known solution of many instances of the bandwidth multicoloring problem.     

Integer programming formulations for the minimum weighted maximal matching problem

Given an undirected graph, the problem of finding a maximal matching that has minimum total weight is NP-hard. This problem has been studied extensively from a graph theoretical point of view. Most of the existing literature considers the problem in some restricted classes of graphs and give polynomial time exact or approximation algorithms. On the contrary, we consider the problem on general graphs and approach it from an optimization point of view. In this paper, we develop integer programming formulations for the minimum weighted maximal matching problem and analyze their efficacy on randomly generated graphs. We also compare solutions found by a greedy approximation algorithm, which is based on the literature, against optimal solutions. Our results show that our integer programming formulations are able to solve medium size instances to optimality and suggest further research for improvement.     

A hybrid simulated annealing and column generation approach for capacitated multicommodity network design

This paper presents a hybrid simulated annealing (SA) and column generation (CG) algorithm for the path-based formulation of the capacitated multicommodity network design (PCMND) problem. In the proposed method, the SA metaheuristic algorithm manages open and closed arcs. Several strategies for adding and dropping arcs are suggested and evaluated. For a given design vector in the proposed hybrid approach, the PCMND problem becomes a capacitated multicommodity minimum cost flow (CMCF) problem. The exact evaluation of the CMCF problem is performed using the CG algorithm. The parameter tuning is done by means of design of experiments approach. The performance of the proposed algorithm is evaluated by solving several benchmark instances. The results of the proposed algorithm are compared with the solutions of CPLEX solver and the best-known method in the literature under different time limits. Statistical analysis proves that the proposed algorithm is able to obtain better solutions.     

A dynamic programming algorithm for the space allocation and aisle positioning problem

The space allocation and aisle positioning problem (SAAPP) in a material handling system with gravity flow racks is the problem of minimizing the total number of replenishments over a period subject to practical constraints related to the need for aisles granting safe and easy access to storage locations. In this paper, we develop an exact dynamic programming algorithm for the SAAPP. The computational study shows that our exact algorithm can be used to find optimal solutions for numerous SAAPP instances of moderate size.     

条形装箱问题的优化模型和增广Lagrange算法

This paper formulates a two-dimensional strip packing problem as a non-linear programming(NLP)problem and establishes the first-order optimality con-ditions for the NLP problem.A numerical algorithm for solving this NLP problemis given to find exact solutions to strip-packing problems involving up to 10 items.Approximate solutions can be found for big-sized problems by decomposing the setof items into small-sized blocks of which each block adopts the proposed numericalalgorithm.Numerical results show that the approximate solutions to big-sized prob-lems obtained by this method are superior to those by NFDH,FFDH and BFDHapproaches.     

Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming

In exact arithmetic, the simplex method applied to a particular linear programming problem instance with real data either shows that it is infeasible, shows that its dual is infeasible, or generates optimal solutions to both problems. Most interior-point methods, on the other hand, do not provide such clear-cut information. If the primal and dual problems have bounded nonempty sets of optimal solutions, they usually generate a sequence of primal or primaldual iterates that approach feasibility and optimality. But if the primal or dual instance is infeasible, most methods give less precise diagnostics. There are methods with finite convergence to an exact solution even with real data. Unfortunately, bounds on the required number of iterations for such methods applied to instances with real data are very hard to calculate and often quite large. Our concern is with obtaining information from inexact solutions after a moderate number of iterations. We provide general tools (extensions of the Farkas lemma) for concluding that a problem or its dual is likely (in a certain well-defined sense) to be infeasible, and apply them to develop stopping rules for a homogeneous self-dual algorithm and for a generic infeasible-interior-point method for linear programming. These rules allow precise conclusions to be drawn about the linear programming problem and its dual: either near-optimal solutions are produced, or we obtain certificates that all optimal solutions, or all feasible solutions to the primal or dual, must have large norm. Our rules thus allow more definitive interpretation of the output of such an algorithm than previous termination criteria. We give bounds on the number of iterations required before these rules apply. Our tools may also be useful for other iterative methods for linear programming. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.     

带鳍通道性能的遗传算法优化

与光滑通道相比,带鳍通道有更高的传热系数,附加的鳍,极大地增强了通道的传热.然而,传热的增强又与压降的升高相关联,这又导致泵动力需求的增加,因此应该寻求对该系统的优化设计.该文的主要目的是,通过如下方式来精确地确定鳍的位置和尺寸:利用遗传算法实现最小压降时达到最优传热.鳍的每种布局作为问题(遗传算法中的一个个体)的一个解.通常,首先随机地产生一个初始种群,然后该算法在所有这些解中搜索,利用布局函数迭代出新解,最后得到鳍的优化设计.     

An optimal capacity assignment for the robust design problem in capacitated flow networks

This paper proposes an exact algorithm to solve the robust design problem in a capacitated flow network in which each edge has several possible capacities. A capacitated flow network is popular in our daily life. For example, the computer network, the power transmission network, or even the supply chain network are capacitated flow networks. In practice, such network may suffer failure, partial failure or maintenance. Therefore, each edge in the network should be assigned sufficient capacity to keep the network functioning normally. The robust design problem (RDP) in a capacitated flow network is to search for the minimum capacity assignment of each edge such that the network still survived even under the edge’s failure. However, how to optimally assign the capacity to each edge is not an easy task. Although this kind of problem was known of NP-hard, this paper proposes an efficient exact algorithm to search for the optimal solutions for such a network and illustrates the efficiency of the proposed algorithm by numerical examples.     

An estimation of distribution algorithm with intelligent local search for rule-based nurse rostering

This paper proposes a new memetic evolutionary algorithm to achieve explicit learning in rule-based nurse rostering, which involves applying a set of heuristic rules for each nurse's assignment. The main framework of the algorithm is an estimation of distribution algorithm, in which an ant-miner methodology improves the individual solutions produced in each generation. Unlike our previous work (where learning is implicit), the learning in the memetic estimation of distribution algorithm is explicit, that is, we are able to identify building blocks directly. The overall approach learns by building a probabilistic model, that is, an estimation of the probability distribution of individual nurse–rule pairs that are used to construct schedules. The local search processor (ie the ant-miner) reinforces nurse–rule pairs that receive higher rewards. A challenging real-world nurse rostering problem is used as the test problem. Computational results show that the proposed approach outperforms most existing approaches. It is suggested that the learning methodologies suggested in this paper may be applied to other scheduling problems where schedules are built systematically according to specific rules.     

An exact solution framework for a broad class of vehicle routing problems

This paper presents an exact solution framework for solving some variants of the vehicle routing problem (VRP) that can be modeled as set partitioning (SP) problems with additional constraints. The method consists in combining different dual ascent procedures to find a near optimal dual solution of the SP model. Then, a column-and-cut generation algorithm attempts to close the integrality gap left by the dual ascent procedures by adding valid inequalities to the SP formulation. The final dual solution is used to generate a reduced problem containing all optimal integer solutions that is solved by an integer programming solver. In this paper, we describe how this solution framework can be extended to solve different variants of the VRP by tailoring the different bounding procedures to deal with the constraints of the specific variant. We describe how this solution framework has been recently used to derive exact algorithms for a broad class of VRPs such as the capacitated VRP, the VRP with time windows, the pickup and delivery problem with time windows, all types of heterogeneous VRP including the multi depot VRP, and the period VRP. The computational results show that the exact algorithm derived for each of these VRP variants outperforms all other exact methods published so far and can solve several test instances that were previously unsolved.     

Finding preferred subsets of Pareto optimal solutions

Multi-objective optimization algorithms can generate large sets of Pareto optimal (non-dominated) solutions. Identifying the best solutions across a very large number of Pareto optimal solutions can be a challenge. Therefore it is useful for the decision-maker to be able to obtain a small set of preferred Pareto optimal solutions. This paper analyzes a discrete optimization problem introduced to obtain optimal subsets of solutions from large sets of Pareto optimal solutions. This discrete optimization problem is proven to be NP-hard. Two exact algorithms and five heuristics are presented to address this problem. Five test problems are used to compare the performances of these algorithms and heuristics. The results suggest that preferred subset of Pareto optimal solutions can be efficiently obtained using the heuristics, while for smaller problems, exact algorithms can be applied.     

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.     

Roster evaluation based on classifiers for the nurse rostering problem

The personnel scheduling problem is a well-known NP-hard combinatorial problem. Due to the complexity of this problem and the size of the real-world instances, it is not possible to use exact methods, and thus heuristics, meta-heuristics, or hyper-heuristics must be employed. The majority of heuristic approaches are based on iterative search, where the quality of intermediate solutions must be calculated. Unfortunately, this is computationally highly expensive because these problems have many constraints and some are very complex. In this study, we propose a machine learning technique as a tool to accelerate the evaluation phase in heuristic approaches. The solution is based on a simple classifier, which is able to determine whether the changed solution (more precisely, the changed part of the solution) is better than the original or not. This decision is made much faster than a standard cost-oriented evaluation process. However, the classification process cannot guarantee 100 % correctness. Therefore, our approach, which is illustrated using a tabu search algorithm in this study, includes a filtering mechanism, where the classifier rejects the majority of the potentially bad solutions and the remaining solutions are then evaluated in a standard manner. We also show how the boosting algorithms can improve the quality of the final solution compared with a simple classifier. We verified our proposed approach and premises, based on standard and real-world benchmark instances, to demonstrate the significant speedup obtained with comparable solution quality.     

A Lagrangean relaxation and decomposition algorithm for the video placement and routing problem

Video on demand (VoD) is a technology used to provide a number of programs to a number of users on request. In developing a VoD system, a fundamental problem is load balancing, which is further characterized by optimally placing videos to a number of predefined servers and routing the user program requests to available resources. In this paper, an exact solution algorithm is described to solve the video placement and routing problem. The algorithm is based on Lagrangean relaxation and decomposition. The novelty of the approach can be described as the use of integer programs to obtain feasible solutions in the algorithm. Computational experimentation reveals that for randomly generated problems with up to 100 nodes and 250 videos, the use of such integer programs help greatly in obtaining good quality solutions (typically within 5% of the optimal solution), even in the very early iterations of the algorithm.     

An integer linear programming formulation and heuristics for the minmax relative regret robust shortest path problem

The well-known Shortest Path problem (SP) consists in finding a shortest path from a source to a destination such that the total cost is minimized. The SP models practical and theoretical problems. However, several shortest path applications rely on uncertain data. The Robust Shortest Path problem (RSP) is a generalization of SP. In the former, the cost of each arc is defined by an interval of possible values for the arc cost. The objective is to minimize the maximum relative regret of the path from the source to the destination. This problem is known as the minmax relative regret RSP and it is NP-Hard. We propose a mixed integer linear programming formulation for this problem. The CPLEX branch-and-bound algorithm based on this formulation is able to find optimal solutions for all instances with 100 nodes, and has an average gap of 17 % on the instances with up to 1,500 nodes. We also develop heuristics with emphasis on providing efficient and scalable methods for solving large instances for the minmax relative regret RSP, based on Pilot method and random-key genetic algorithms. To the best of our knowledge, this is the first work to propose a linear formulation, an exact algorithm and metaheuristics for the minmax relative regret RSP.     

An approximate decomposition algorithm for convex minimization

For nonsmooth convex optimization, Robert Mifflin and Claudia Sagastizábal introduce a VU-space decomposition algorithm in Mifflin and Sagastizábal (2005) [11]. An attractive property of this algorithm is that if a primal-dual track exists, this algorithm uses a bundle subroutine. With the inclusion of a simple line search, it is proved to be globally and superlinearly convergent. However, a drawback is that it needs the exact subgradients of the objective function, which is expensive to compute. In this paper an approximate decomposition algorithm based on proximal bundle-type method is introduced that is capable to deal with approximate subgradients. It is shown that the sequence of iterates generated by the resulting algorithm converges to the optimal solutions of the problem. Numerical tests emphasize the theoretical findings.     

A Branch-and-Cut algorithm for graph coloring

In this paper a Branch-and-Cut algorithm, based on a formulation previously introduced by us, is proposed for the Graph Coloring Problem. Since colors are indistinguishable in graph coloring, there may typically exist many different symmetrical colorings associated with a same number of colors. If solutions to an integer programming model of the problem exhibit that property, the Branch-and-Cut method tends to behave poorly even for small size graph coloring instances. Our model avoids, to certain extent, that bottleneck. Computational experience indicates that the results we obtain improve, in most cases, on those given by the well-known exact solution graph coloring algorithm Dsatur.     

Firefly penalty-based algorithm for bound constrained mixed-integer nonlinear programming

In this article, we aim to extend the firefly algorithm (FA) to solve bound constrained mixed-integer nonlinear programming (MINLP) problems. An exact penalty continuous formulation of the MINLP problem is used. The continuous penalty problem comes out by relaxing the integrality constraints and by adding a penalty term to the objective function that aims to penalize integrality constraint violation. Two penalty terms are proposed, one is based on the hyperbolic tangent function and the other on the inverse hyperbolic sine function. We prove that both penalties can be used to define the continuous penalty problem, in the sense that it is equivalent to the MINLP problem. The solutions of the penalty problem are obtained using a variant of the metaheuristic FA for global optimization. Numerical experiments are given on a set of benchmark problems aiming to analyze the quality of the obtained solutions and the convergence speed. We show that the firefly penalty-based algorithm compares favourably with the penalty algorithm when the deterministic DIRECT or the simulated annealing solvers are invoked, in terms of convergence speed.     

A bi-objective mathematical model for two-dimensional loading time-dependent vehicle routing problem

This paper introduces two-dimensional loading time-dependent vehicle routing problem and proposes a bi-objective mathematical model. This problem assesses the process of distributing the rectangular-shaped demanded items over an urban environment; it does not, however, allow items to be loaded on top of each other. In addition to the above assumptions, the presented model also satisfies the first-in-first-out property in the time-dependent vehicle routing problem. Given the NP-hard nature of the problem, a method called elitist non-dominated sorting local search is developed to obtain its solutions. To evaluate the performance of the proposed algorithm, the solutions of this algorithm for small-scale problem instances are compared with the results of an exact method. For the medium-scale problem instances, results of NSGA-II and SPEA2 are used as the basis of comparison. The computational results demonstrate the good performance of the proposed method.