Open vehicle routing problem with driver nodes and time deadlines

In this paper, we consider a variant of the open vehicle routing problem in which vehicles depart from the depot, visit a set of customers, and end their routes at special nodes called driver nodes. A driver node can be the home of the driver or a parking lot where the vehicle will stay overnight. The resulting problem is referred to as the open vehicle routing problem with driver nodes (OVRP-d). We consider three classes of OVRP-d: with no time constraints, with a maximum route duration, and with both a maximum route duration as well as time deadlines for visiting customers. For the solution of these problems, which are not addressed previously in the literature, we develop a new tabu search heuristic. Computational results on randomly generated instances indicate that the new heuristic exhibits a good performance both in terms of the solution quality and computation time.     

Heuristics for a project management problem with incompatibility and assignment costs

Consider a project which consists of a set of jobs to be performed, assuming each job has a duration of at most one time period. We assume that the project manager provides a set of possible durations (in time periods) for the whole project. When a job is assigned to a specific time period, an assignment cost is encountered. In addition, for some pairs of jobs, an incompatibility cost is encountered if they are performed at the same time period. Both types of cost depend on the duration of the whole project, which also has to be determined. The goal is to assign a time period to each job while minimizing the costs. We propose a tabu search heuristic, as well as an adaptive memory algorithm, and compare them with other heuristics on large instances, and with an exact method on small instances. Variations of the problems are also discussed     

The off-line group seat reservation problem

In this paper we address the problem of assigning seats in a train for a group of people traveling together. We consider two variants of the problem. One is a special case of two-dimensional knapsack where we consider the train as having fixed size and the objective is to maximize the utilization of the seats in the train. The second is a special case of two-dimensional bin packing where all requests must be accommodated while trying to minimize the number of passenger cars needed. For both variants of the problem we present a number of bounds and develop exact algorithms. Computational results are presented for various instances based on realistic data, and from the packing literature adapted to the problems addressed.     

A resource investment problem with time/resource trade-offs

In this study, we consider a Resource Investment Problem with time/resource trade-offs in project networks. We assume that there is a single renewable resource and the processing requirement of an activity can be reduced by investing extra resources. Our aim is to minimize the maximum resource usage, hence, the total amount invested for the single resource, while meeting the pre-specified deadline. We formulate the problem as a mixed integer linear model and find optimal solutions for small-sized problem instances. For large-sized problem instances, we propose a heuristic solution procedure. We develop several lower bounds and use them to evaluate the performance of our heuristic procedure. The results of our computational experiments have revealed the satisfactory behaviour of our optimality properties, lower bounds and heuristic procedure.     

A Mathematical Programming Approach to Optimal Markovian Switching of Poisson Arrival Streams to Queueing Systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.     

Solving Max-Cut to optimality by intersecting semidefinite and polyhedral relaxations

We present a method for finding exact solutions of Max-Cut, the problem of finding a cut of maximum weight in a weighted graph. We use a Branch-and-Bound setting that applies a dynamic version of the bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a “nearly optimal” solution of the basic semidefinite Max-Cut relaxation, strengthened by triangle inequalities. The expensive part of our bounding procedure is solving the basic semidefinite relaxation of the Max-Cut problem, which has to be done several times during the bounding process. We review other solution approaches and compare the numerical results with our method. We also extend our experiments to instances of unconstrained quadratic 0–1 optimization and to instances of the graph equipartition problem. The experiments show that our method nearly always outperforms all other approaches. In particular, for dense graphs, where linear programming-based methods fail, our method performs very well. Exact solutions are obtained in a reasonable time for any instance of size up to n = 100, independent of the density. For some problems of special structure we can solve even larger problem classes. We could prove optimality for several problems of the literature where, to the best of our knowledge, no other method is able to do so. Supported in part by the EU project Algorithmic Discrete Optimization (ADONET), MRTN-CT-2003-504438.     

Tabu search for a class of scheduling problems

Scheduling problems are often modeled as resourceconstrained problems in which critical resource assignments to tasks are known and the best assignment of resource time must be made subject to these constraints. Generalization toresource scheduling, where resource assignments are chosen concurrently with times results is a problem which is much more difficult. A simplified model of the general resource scheduling model is possible, however, in which tasks must be assigned a singleprimary resource, subject to constraints resulting from preassignment ofsecondary, or auxiliary, resources. This paper describes extensions and enhancements of tabu search for the special case of the resource scheduling problem described above. The class of problems is further restricted to those where it is reasonable to enumerate both feasible time and primary resource assignments. Potential applications include shift oriented production and manpower scheduling problems as well as course scheduling where classrooms (instructors) are primary and instructors (rooms) and students are secondary resources. The underlying model is a type of quadratic multiple choice problem which we call multiple choice quadratic vertex packing (MCQVP). Results for strategic oscillation and biased candidate sampling strategies are shown for reasonably sized real and randomly generated, synthetic, problem instances. The strategies are compared with other variations using consistent measures of solution time and quality developed for this study.     

Tabu search for multi-mode resource-constrained project scheduling with schedule-dependent setup times

In this paper, a multi-mode resource-constrained project scheduling problem with schedule-dependent setup times is considered. A schedule-dependent setup time is defined as a setup time dependent on the assignment of resources to activities over time, when resources are, e.g., placed in different locations. In such a case, the time necessary to prepare the required resource for processing an activity depends not only on the sequence of activities but, more generally, on the locations in which successive activities are executed. Activities are non-preemptable, resources are renewable, and the objective is to minimize the project duration. A local search metaheuristic—tabu search is proposed to solve this strongly NP-hard problem, and it is compared with the multi-start iterative improvement method as well as with random sampling. A computational experiment is described, performed on a set of instances based on standard test problems constructed by the ProGen project generator. The algorithms are computationally compared, the results are analyzed and discussed, and some conclusions are given.     

Structural properties of the optimal resource allocation policy for single-queue systems

This paper studies structural properties of the optimal resource allocation policy for single-queue systems. Jobs arrive at a service facility and are sent one by one to a pool of computing resources for parallel processing. The facility poses a constraint on the maximum expected sojourn time of a job. A central decision maker allocates the servers dynamically to the facility. We consider two models: a limited resource allocation model, where the allocation of resources can only be changed at the start of a new service, and a fully flexible allocation model, where the allocation of resources can also change during a service period. In these two models, the objective is to minimize the average utilization costs whilst satisfying the time constraint. To this end, we cast these optimization problems as Markov decision problems and derive structural properties of the relative value function. We show via dynamic programming that (1) the optimal allocation policy has a work-conservation property, and (2) the optimal number of servers follows a step function with as extreme policy the bang-bang control policy. Moreover, (3) we provide conditions under which the bang-bang control policy takes place. These properties give a full characterization of the optimal policy, which are illustrated by numerical experiments.     

Chance-constrained programming with fuzzy stochastic coefficients

We consider fuzzy stochastic programming problems with a crisp objective function and linear constraints whose coefficients are fuzzy random variables, in particular of type L-R. To solve this type of problems, we formulate deterministic counterparts of chance-constrained programming with fuzzy stochastic coefficients, by combining constraints on probability of satisfying constraints, as well as their possibility and necessity. We discuss the possible indices for comparing fuzzy quantities by putting together interval orders and statistical preference. We study the convexity of the set of feasible solutions under various assumptions. We also consider the case where fuzzy intervals are viewed as consonant random intervals. The particular cases of type L-R fuzzy Gaussian and discrete random variables are detailed.     

Maximizing Queueing Network Utility Subject to Stability: Greedy Primal-Dual Algorithm

We study a model of controlled queueing network, which operates and makes control decisions in discrete time. An underlying random network mode determines the set of available controls in each time slot. Each control decision “produces” a certain vector of “commodities”; it also has associated “traditional” queueing control effect, i.e., it determines traffic (customer) arrival rates, service rates at the nodes, and random routing of processed customers among the nodes. The problem is to find a dynamic control strategy which maximizes a concave utility function H(X), where X is the average value of commodity vector, subject to the constraint that network queues remain stable.We introduce a dynamic control algorithm, which we call Greedy Primal-Dual (GPD) algorithm, and prove its asymptotic optimality. We show that our network model and GPD algorithm accommodate a wide range of applications. As one example, we consider the problem of congestion control of networks where both traffic sources and network processing nodes may be randomly time-varying and interdependent. We also discuss a variety of resource allocation problems in wireless networks, which in particular involve average power consumption constraints and/or optimization, as well as traffic rate constraints.     

Optimization guided lower and upper bounds for the resource investment problem

The resource investment problem deals with the issue of providing resources to a project such that a given deadline can be met. The objective is to make the resources available in the cheapest possible way. For each resource, expenses depend on the maximum amount required during the course of the project. In this paper we develop two lower bounds for this NP-hard problem using Lagrangean relaxation and column generation techniques, respectively. Both procedures are capable of yielding feasible solutions as well. Hence, we also have two optimization guided heuristics. A computational study consisting of a set of 3210 instances compares both approaches and allows insight into the performance.     

Managing variances in manufacturing system design

The goal of this paper is to investigate how uncertainties in demand and production should be incorporated into manufacturing system design problems. We examine two problems in manufacturing system design: the resource allocation problem and the product grouping problem. In the resource allocation problem, we consider the issue of how to cope with uncertainties when we utilize two types of resources: actual processing capacity and stored capacity (inventory). A closed form solution of the optimal allocation scheme for each type of capacity is developed, and its performance is compared to that of the conventional scheme where capacity allocation and inventory control decisions are made sequentially. In the product grouping problem, we consider the issue of how we design production lines when each line is dedicated to a certain set of products. We formulate a mathematical program in which we simultaneously determine the number of production lines and the composition of each line. Two heuristics are developed for the problem.     

Maximum agreement and compatible supertrees

Given a set of leaf-labelled trees with identical leaf sets, the MAST problem, respectively MCT problem, consists of finding a largest subset of leaves such that all input trees restricted to these leaves are isomorphic, respectively compatible. In this paper, we propose extensions of these problems to the context of supertree inference, where input trees have non-identical leaf sets. This situation is of particular interest in phylogenetics. The resulting problems are called SMAST and SMCT.A sufficient condition is given that identifies cases where these problems can be solved by resorting to MAST and MCT as subproblems. This condition is met, for instance, when only two input trees are considered. Then we give algorithms for SMAST and SMCT that benefit from the link with the subtree problems. These algorithms run in time linear to the time needed to solve MAST, respectively MCT, on an instance of the same or smaller size.It is shown that arbitrary instances of SMAST and SMCT can be turned in polynomial time into instances composed of trees with a bounded number of leaves.SMAST is shown to be W[2]-hard when the considered parameter is the number of input leaves that have to be removed to obtain the agreement of the input trees. A similar result holds for SMCT. Moreover, the corresponding optimization problems, that is the complements of SMAST and SMCT, cannot be approximated in polynomial time within any constant factor, unless P=NP. These results also hold when the input trees have a bounded number of leaves.The presented results apply to both collections of rooted and unrooted trees.     

A tractable multi-leader multi-follower peak-load-pricing model with strategic interaction

While single-level Nash equilibrium problems are quite well understood nowadays, less is known about multi-leader multi-follower games. However, these have important applications, e.g., in the analysis of electricity and gas markets, where often a limited number of firms interacts on various subsequent markets. In this paper, we consider a special class of two-level multi-leader multi-follower games that can be applied, e.g., to model strategic booking decisions in the European entry-exit gas market. For this nontrivial class of games, we develop a solution algorithm that is able to compute the complete set of Nash equilibria instead of just individual solutions or a bigger set of stationary points. Additionally, we prove that for this class of games, the solution set is finite and provide examples for instances without any Nash equilibria in pure strategies. We apply the algorithm to a case study in which we compute strategic booking and nomination decisions in a model of the European entry-exit gas market system. Finally, we use our algorithm to provide a publicly available test library for the considered class of multi-leader multi-follower games. This library contains problem instances with different economic and mathematical properties so that other researchers in the field can test and benchmark newly developed methods for this challenging class of problems.

     

Branch-and-price approach for the multi-skill project scheduling problem

This work introduces a procedure to solve the multi-skill project scheduling problem (MSPSP) (Néron and Baptista, International symposium on combinatorial, optimization (CO’2002), 2002). The MSPSP mixes both the classical resource constrained project scheduling problem and the multi-purpose machine model. The aim is to find a schedule that minimizes the completion time (makespan) of a project, composed of a set of activities. In addition, precedence relations and resources constraints are considered. In this problem, resources are staff members that master several skills. Thus, a given number of workers must be assigned to perform each skill required by an activity. Practical applications include the construction of buildings, as well as production and software development planning. We present a column generation approach embedded within a branch-and-price (B&P) procedure that considers a given activity and time-based decomposition approach. Obtained results show that the proposed B&P procedure is able to reach optimal solutions for several small and medium sized instances in an acceptable computational time. Furthermore, some previously open instances were optimally solved.     

α-Coverage to extend network lifetime on wireless sensor networks

An important problem in the context of wireless sensor networks is the Maximum Network Lifetime Problem (MLP): find a collection of subset of sensors (cover) each covering the whole set of targets and assign them an activation time so that network lifetime is maximized. In this paper we consider a variant of MLP, where we allow each cover to neglect a certain fraction (1 ? α) of the targets. We analyze the problem and show that the total network lifetime can be hugely improved by neglecting a very small portion of the targets. An exact approach, based on a Column Generation scheme, is presented and a heuristic solution algorithm is also provided to initialize the approach. The proposed approaches are tested on a wide set of instances. The experimentation shows the effectiveness of both the proposed problems and solution algorithms in extending network lifetime and improving target coverage time when some regularity conditions are taken into account.     

Asymptotic Analysis of a Greedy Heuristic for the Multi-Period Single-Sourcing Problem: The Acyclic Case

The multi-period single-sourcing problem that we address in this paper can be used as a tactical tool for evaluating logistics network designs in a dynamic environment. In particular, our objective is to find an assignment of customers to facilities, as well as the location, timing and size of production and inventory levels, that minimizes total assignment, production, and inventory costs. We propose a greedy heuristic, and prove that this greedy heuristic is asymptotically optimal in a probabilistic sense for the subclass of problems where the assignment of customers to facilities is allowed to vary over time. In addition, we prove a similar result for the subclass of problems where each customer needs to be assigned to the same facility over the planning horizon, and where the demand for each customer exhibits the same seasonality pattern. We illustrate the behavior of the greedy heuristic, as well as some improvements where the greedy heuristic is used as the starting point of a local interchange procedure, on a set of randomly generated test problems. These results suggest that the greedy heuristic may be asymptotically optimal even for the cases that we were unable to analyze theoretically.     

Integer programming models for the multidimensional assignment problem with star costs

We consider a variant of the multidimensional assignment problem (MAP) with decomposable costs in which the resulting optimal assignment is described as a set of disjoint stars. This problem arises in the context of multi-sensor multi-target tracking problems, where a set of measurements, obtained from a collection of sensors, must be associated to a set of different targets. To solve this problem we study two different formulations. First, we introduce a continuous nonlinear program and its linearization, along with additional valid inequalities that improve the lower bounds. Second, we state the standard MAP formulation as a set partitioning problem, and solve it via branch and price. These approaches were put to test by solving instances ranging from tripartite to 20-partite graphs of 4 to 30 nodes per partition. Computational results show that our approaches are a viable option to solve this problem. A comparative study is presented.