Optimizing specimen collection for processing in clinical testing laboratories

We study the logistics of specimen collection for a clinical testing laboratory that serves sites dispersed in an urban area. The specimens that accumulate at the customer sites throughout the working day are transported to the laboratory for processing. The problem is to construct and schedule a series of tours to collect the accumulated specimens from the sites throughout the day. Two hierarchical objectives are considered: (i) maximizing the amount of specimens processed by the next morning, and (ii) minimizing the daily transportation cost. We show that the problem is NP-hard and formulate a linear Mixed Integer Programming (MIP) model to solve the bicriteria problem in two levels. We characterize properties of optimal solutions and develop a heuristic approach based on solving the MIP model with additional constraints that seeks for feasible solutions with specific characteristics. To evaluate the performance of this approach, we provide an upper bounding scheme on the daily processed amount, and develop two relaxed MIP models to generate lower bounds on the daily transportation cost. The effectiveness of the proposed solution approach is evaluated using realistic problem instances. Insights on key problem parameters and their effects on the solutions are extracted by further experiments.     

Further results on an abstract model for branching and its application to mixed integer programming

Mathematical Programming - A key ingredient in branch and bound (B&B) solvers for mixed-integer programming (MIP) is the selection of branching variables since poor or arbitrary selection...     

Local protein threading by Mixed Integer Programming

During the last decade, significant progress has been made in solving the Protein Threading Problem (PTP). However, all previous approaches to PTP only perform global sequence-structure alignment. This obvious limitation is in clear contrast with the “world of sequences”, where local sequence-sequence alignments are widely used to find functionally important regions in families of proteins. This paper presents a novel approach to PTP which allows to align a part of a protein structure onto a protein sequence in order to detect local similarities. We show experimentally that such local sequence-structure alignments improve the quality of the prediction. Our approach is based on Mixed Integer Programming (MIP) which has been shown to be very successful in this domain. We describe five MIP models for local sequence-structure alignments, compare and analyze their performances by using ILOG CPLEX 10 solver on a benchmark of proteins.     

Two-stage vehicle routing problem with arc time windows: A mixed integer programming formulation and a heuristic approach

In this paper, we introduce a new variant of the Vehicle Routing Problem (VRP), namely the Two-Stage Vehicle Routing Problem with Arc Time Windows (TS_VRP_ATWs) which generally emerges from both military and civilian transportation. The TS_VRP_ATW is defined as finding the vehicle routes in such a way that each arc of the routes is available only during a predefined time interval with the objective of overall cost minimization. We propose a Mixed Integer Programming (MIP) formulation and a heuristic approach based on Memetic Algorithm (MA) to solve the TS_VRP_ATW. The qualities of both solution approaches are measured by using the test problems in the literature. Experimental results show that the proposed MIP formulation provides the optimal solutions for the test problems with 25 and 50 nodes, and some test problems with 100 nodes. Results also show that the proposed MA is promising quality solutions in a short computation time.     

Exploring relaxation induced neighborhoods to improve MIP solutions

Given a feasible solution to a Mixed Integer Programming (MIP) model, a natural question is whether that solution can be improved using local search techniques. Local search has been applied very successfully in a variety of other combinatorial optimization domains. Unfortunately, local search relies extensively on the notion of a solution neighborhood, and this neighborhood is almost always tailored to the structure of the particular problem being solved. A MIP model typically conveys little information about the underlying problem structure. This paper considers two new approaches to exploring interesting, domain-independent neighborhoods in MIP. The more effective of the two, which we call Relaxation Induced Neighborhood Search (RINS), constructs a promising neighborhood using information contained in the continuous relaxation of the MIP model. Neighborhood exploration is then formulated as a MIP model itself and solved recursively. The second, which we call guided dives, is a simple modification of the MIP tree traversal order. Loosely speaking, it guides the search towards nodes that are close neighbors of the best known feasible solution. Extensive computational experiments on very difficult MIP models show that both approaches outperform default CPLEX MIP and a previously described approach for exploring MIP neighborhoods (local branching) with respect to several different metrics. The metrics we consider are quality of the best integer solution produced within a time limit, ability to improve a given integer solution (of both good and poor quality), and time required to diversify the search in order to find a new solution.Mathematics Subject Classification (2000):20E28, 20G40, 20C20Acknowledgement We wish to thank the two anonymous referees for their helpful comments.     

Combination of local search and CLP in the vehicle-fleet scheduling problem

Vehicle-fleet scheduling is one of the most commonly occurring problems of transport management. In this paper a new approach facing the problem is introduced. It draws upon the combination of the advantages of Constraint Logic Programming (CLP) with the benefits of local search in order to obtain satisfactory results with respect to execution time. CLP is used for generating an initial feasible solution and then for checking every intermediate solution obtained from local search so that it is in accordance with the constraints of the problem. Local search is implemented for the minimisation of the cost of the initial solution. Several local search methods were tested on various cases of the problem and the results obtained are discussed and compared with respect to the cost of the solution and the execution time.     

Semi-Lagrangian relaxation applied to?the?uncapacitated facility location problem

We show how the performance of general purpose Mixed Integer Programming (MIP) solvers, can be enhanced by using the Semi-Lagrangian Relaxation (SLR) method. To illustrate this procedure we perform computational experiments on large-scale instances of the Uncapacitated Facility Location (UFL) problems with unknown optimal values. CPLEX solves 3 out of the 36 instances. By combining CPLEX with SLR, we manage to solve 18 out of the 36 instances and improve the best known lower bound for the other instances. The key point has been that, on average, the SLR approach, has reduced by more than 90% the total number of relevant UFL variables.     

Production planning via scenario modelling

Several Linear Programming (LP) and Mixed Integer Programming (MIP) models for the production and capacity planning problems with uncertainty in demand are proposed. In contrast to traditional mathematical programming approaches, we use scenarios to characterize the uncertainty in demand. Solutions are obtained for each scenario and then these individual scenario solutions are aggregated to yield a nonanticipative or implementable policy. Such an approach makes it possible to model nonstationarity in demand as well as a variety of recourse decision types. Two scenario-based models for formalizing implementable policies are presented. The first model is a LP model for multi-product, multi-period, single-level production planning to determine the production volume and product inventory for each period, such that the expected cost of holding inventory and lost demand is minimized. The second model is a MIP model for multi-product, multi-period, single-level production planning to help in sourcing decisions for raw materials supply. Although these formulations lead to very large scale mathematical programming problems, our computational experience with LP models for real-life instances is very encouraging.     

Hybrid Modelling for Robust Solving

We study a balanced academic curriculum problem and an industrial steel mill slab design problem. These problems can be modelled in different ways, using both Integer Linear Programming (ILP) and Constraint Programming (CP) techniques. We consider the utility of each model. We also propose integrating the models to create hybrids that benefit from the complementary strengths of each model. Experimental results show that hybridization significantly increases the domain pruning and decreases the run-time on many instances. Furthermore, a CP/ILP hybrid model gives a more robust performance in the face of varying instance data.     

Mixed-integer programming models for nesting problems

Several industrial problems involve placing objects into a container without overlap, with the goal of minimizing a certain objective function. These problems arise in many industrial fields such as apparel manufacturing, sheet metal layout, shoe manufacturing, VLSI layout, furniture layout, etc., and are known by a variety of names: layout, packing, nesting, loading, placement, marker making, etc. When the 2-dimensional objects to be packed are non-rectangular the problem is known as the nesting problem. The nesting problem is strongly NP-hard. Furthermore, the geometrical aspects of this problem make it really hard to solve in practice. In this paper we describe a Mixed-Integer Programming (MIP) model for the nesting problem based on an earlier proposal of Daniels, Li and Milenkovic, and analyze it computationally. We also introduce a new MIP model for a subproblem arising in the construction of nesting solutions, called the multiple containment problem, and show its potentials in finding improved solutions.     

The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results

First, this paper presents the results of experiments with algorithmic techniques for efficiently solving medium and large scale linear and mixed integer programming problems. The techniques presented here are either original or recent.The solution of a great number of problems has shown that efficient problem solving requires automatic adaptation of algorithmic techniques upon problem characteristics. We show when a given technique should be used for a particular problem.The last part of this paper describes an attempt to provide a powerful mathematical programming language, allowing an easy programming of specific studies on medium-size models such as the recursive use of LP or the build-up of algorithms based on the simplex method.All these features have been implemented in the IBM Mathematical Programming System, MPSX/370, and its feature MIP/370. Extensive numerical results and comparisons on real-life problems are provided and commented upon.Presented at the IXth International Symposium on Mathematical Programming in Budapest (1976).     

Cane Railway Scheduling via Constraint Logic Programming: Labelling Order and Constraints in a Real-Life Application

In Australia, cane transport is the largest unit cost in the manufacturing of raw sugar, making up around 35% of the total manufacturing costs. Producing efficient schedules for the cane railways can result in significant cost savings. This paper presents a study using Constraint Logic Programming (CLP) to solve the cane transport scheduling problem. Tailored heuristic labelling order and constraints strategies are proposed and encouraging results of application to several test problems and one real-life case are presented. The preliminary results demonstrate that CLP can be used as an effective tool for solving the cane transport scheduling problem, with a potential decrease in development costs of the scheduling system. It can also be used as an efficient tool for rescheduling tasks which the existing cane transport scheduling system cannot perform well.     

Optimal deployment of?eventually-serializable data services

Providing consistent and fault-tolerant distributed object services is among the fundamental problems in distributed computing. To achieve fault-tolerance and to increase throughput, objects are replicated at different networked nodes. However, replication induces significant communication costs to maintain replica consistency. Eventually-Serializable Data Service (ESDS) has been proposed to reduce these costs and enable fast operations on data, while still providing guarantees that the replicated data will eventually be consistent. This paper reconsiders the deployment phase of ESDS, in which a particular implementation of communicating software components must be mapped onto a physical architecture. This deployment aims at minimizing the overall communication costs, while satisfying the constraints imposed by the protocol. Both MIP (Mixed Integer Programming) and CP (Constraint Programming) models are presented and applied to realistic ESDS instances. The experimental results indicate that both models can find optimal solutions and prove optimality. The CP model, however, provides orders of magnitude improvements in efficiency. The limitations of the MIP model and the critical aspects of the CP model are discussed. Symmetry breaking and parallel computing are also shown to bring significant benefits.     

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.     

Discrete 2-convex functions

Mathematical Programming - In this paper we reconsider a known technique for constructing strong MIP formulations for disjunctive constraints of the form $$x \in \bigcup _{i=1}^m P_i$$ , where the...     

A MIP formulation for the minmax regret total completion time in scheduling with unrelated parallel machines

The paper proposes a Mixed Integer Programming (MIP) formulation of the scheduling problem with total flow criterion on a set of parallel unrelated machines under an uncertainty context about the processing times. To model the problem we assume that lower and upper bounds are known for each processing time. In this context we consider an optimal minmax regret schedule as a suitable approximation to the optimal schedule under an arbitrary choice of the possible processing times.     

Enhanced mixed integer programming techniques and routing problems

This is a summary of the author’s PhD thesis supervised by Andrea Lodi and Paolo Toth and defended on 16 April 2009 at the Università di Bologna. The thesis is written in English and is available from the author upon request. This work is focused on Mixed Integer Programming (MIP). In particular, the first part of the thesis deals with general purpose cutting planes, which are probably the key ingredient behind the success of the current generation of MIP solvers. The second part is instead focused on the heuristic and exact exploitation of integer programming techniques for hard combinatorial optimization problems in the context of routing applications.     

Solving Difficult Multicommodity Problems with a Specialized Interior-Point Algorithm

A scheduling problem with piecewise linear (PL) optimization extends conventional scheduling by imposing a conjunction of combinatorial PL constraints involving the objective function variables. To solve this problem, this paper presents a hybrid algorithm where Constraint Programming (CP) search is supported and driven by a (integer) linear programming solver running on a well-controlled subproblem which is dynamically tightened. The paper discusses and compares different ways of decomposing the problem constraints between the CP search and the solver. We show how the subproblem structure and the piecewise linearity are exploited by the search.     

New convergent heuristics for 0–1 mixed integer programming

Several hybrid methods have recently been proposed for solving 0–1 mixed integer programming problems. Some of these methods are based on the complete exploration of small neighborhoods. In this paper, we present several convergent algorithms that solve a series of small sub-problems generated by exploiting information obtained from a series of relaxations. These algorithms generate a sequence of upper bounds and a sequence of lower bounds around the optimal value. First, the principle of a linear programming-based algorithm is summarized, and several enhancements of this algorithm are presented. Next, new hybrid heuristics that use linear programming and/or mixed integer programming relaxations are proposed. The mixed integer programming (MIP) relaxation diversifies the search process and introduces new constraints in the problem. This MIP relaxation also helps to reduce the gap between the final upper bound and lower bound. Our algorithms improved 14 best-known solutions from a set of 108 available and correlated instances of the 0–1 multidimensional Knapsack problem. Other encouraging results obtained for 0–1 MIP problems are also presented.