A branch-and-cut algorithm for a generalization of the Uncapacitated Facility Location Problem

Summary We introduce a generalization of the well-know Uncapacitated Facility Location Problem, in which clients can be served not only by single facilities but also by sets of facilitities. The problem, calledGaneralized Uncapacitated Facility Lacition Problem (GUFLP), was inspired by the Index Selection Problem in physical database design. We for mulate GUFLP as a Set Packing Problem, showing that our model contains all the clique inequalities (in polynomial number). Moreover, we describe and exact separation procedure for odd-hole inequalities, based on the particular structure of the problem. These results are used within a branch-and-cut algorithm for the exact solution of GUFLP. Computational results on two different classes of test problems are given.     

Two-phase method and Lagrangian relaxation to solve the Bi-Objective Set Covering Problem

This paper deals with the Bi-Objective Set Covering Problem, which is a generalization of the well-known Set Covering Problem. The proposed approach is a two-phase heuristic method which has the particularity to be a constructive method using the primal-dual Lagrangian relaxation to solve single objective Set Covering problems. The results show that this algorithm finds several potentially supported and unsupported solutions. A comparison with an exact method (up to a medium size), shows that many Pareto-optimal solutions are retrieved and that the other solutions are well spread and close to the optimal ones. Moreover, the method developed compares favorably with the Pareto Memetic Algorithm proposed by Jaszkiewicz.     

Scatter search for the single source capacitated facility location problem

This paper considers the Single Source Capacitated Facility Location Problem (SSCFLP). We propose a Scatter Search approach to provide upper bounds for the optimal solution of the problem. The proposed approach uses GRASP to initialize the Reference Set. Solutions of the Reference Set are combined using a procedure that consists of two phases: (1) the initialization phase and (2) the improvement phase. During the initialization phase each client is assigned to an open facility to obtain a solution that is then improved with the improvement phase. Also, a tabu search algorithm is applied. In order to evaluate the proposed approach we use different sets of test problems. According to the results obtained we observe that the method provides good quality solutions with reasonable computational effort.     

Covering models and optimization techniques for emergency response facility location and planning: a review

With emergencies being, unfortunately, part of our lives, it is crucial to efficiently plan and allocate emergency response facilities that deliver effective and timely relief to people most in need. Emergency Medical Services (EMS) allocation problems deal with locating EMS facilities among potential sites to provide efficient and effective services over a wide area with spatially distributed demands. It is often problematic due to the intrinsic complexity of these problems. This paper reviews covering models and optimization techniques for emergency response facility location and planning in the literature from the past few decades, while emphasizing recent developments. We introduce several typical covering models and their extensions ordered from simple to complex, including Location Set Covering Problem (LSCP), Maximal Covering Location Problem (MCLP), Double Standard Model (DSM), Maximum Expected Covering Location Problem (MEXCLP), and Maximum Availability Location Problem (MALP) models. In addition, recent developments on hypercube queuing models, dynamic allocation models, gradual covering models, and cooperative covering models are also presented in this paper. The corresponding optimization techniques to solve these models, including heuristic algorithms, simulation, and exact methods, are summarized.     

A weight set decomposition algorithm for finding all efficient extreme points in the outcome set of a multiple objective linear program

Various computational difficulties arise in using decision set-based vector maximization methods to solve multiple objective linear programming problems. As a result, several researchers have begun to explore the possibility of solving these problems by examining subsets of their outcome sets, rather than of their decision sets. In this article, we present and validate a basic weight set decomposition approach for generating the set of all efficient extreme points in the outcome set of a multiple objective linear program. Based upon this approach, we then develop an algorithm, called the Weight Set Decomposition Algorithm, for generating this set. A sample problem is solved using this algorithm, and the main potential computational and practical advantages of the algorithm are indicated.     

Efficient elementary and restricted non-elementary route pricing

Column generation is involved in the current most efficient approaches to routing problems. Set partitioning formulations model routing problems by considering all possible routes and selecting a subset that visits all customers. These formulations often produce tight lower bounds and require column generation for their pricing step. The bounds in the resulting branch-and-price are tighter when elementary routes are considered, but this approach leads to a more difficult pricing problem. Balancing the pricing with route relaxations has become crucial for the efficiency of the branch-and-price for routing problems. Recently, the ng-routes relaxation was proposed as a compromise between elementary and non-elementary routes. The ng-routes are non-elementary routes with the restriction that when following a customer, the route is not allowed to visit another customer that was visited before if they belong to a dynamically computed set. The larger the size of these sets, the closer the ng-route is to an elementary route. This work presents an efficient pricing algorithm for ng-routes and extends this algorithm for elementary routes. Therefore, we address the Shortest Path Problem with Resource Constraint (SPPRC) and the Elementary Shortest Path Problem with Resource Constraint (ESPPRC). The proposed algorithm combines the Decremental State-Space Relaxation technique (DSSR) with completion bounds. We apply this algorithm for the Generalized Vehicle Routing Problem (GVRP) and for the Capacitated Vehicle Routing Problem (CVRP), demonstrating that it is able to price elementary routes for instances up to 200 customers, a result that doubles the size of the ESPPRC instances solved to date.     

Linear programs for constraint satisfaction problems

A novel representation is described that models some important NP-hard problems, such as the propositional satisfiability problem (SAT), the Traveling Salesperson Problem (TSP), the Quadratic Assignment Problem (QAP), and the Minimal Set Covering Problem (MSCP) by means of only two types of constraints: ‘choice constraints’ and ‘exclusion constraints’. In its main section the paper presents an approach for solving an m-CNF-SAT problem (Conjunctive Normal Form Satisfaction: n variables, p clauses, clause length m) by integer programming. The approach is unconventional, because 2n distinct 0–1 variables are used for each clause of the m-CNF-SAT problem. The constraint matrix A forces that for every clause exactly one 0–1 variable is set equal to 1 (choice constraint), and no two 0–1 variables, representing a literal and its complement, are both set equal to 1 (exclusion constraints). The particular m-CNF-SAT instance is coded in a cost vector, which serves for maximization of the number of satisfied clauses. The paper presents a modification of the Simplex for solving the obtained integer program. A main theorem of the paper is that this algorithm always finds a 0–1 integer solution. A solution of the integer program corresponds to a solution of the m-CNF-SAT and vice versa. The results of significant experimental tests are reported, and the procedure is compared to other approaches. The same modelling technique is then used for the Traveling Salesperson Problem, for the Minimal Set Covering, and for the Quadratic Assignment Problem: it is shown that a uniform approach is thus useful.     

A probabilistic greedy search algorithm for combinatorial optimisation with application to the set covering problem

We present a probabilistic greedy search method for combinatorial optimisation problems. This approach is implemented and evaluated for the Set Covering Problem (SCP) and shown to yield a simple, robust, and quite fast heuristic. Tests performed on a large set of benchmark instances with up to 1000 rows and 10?000 columns show that the algorithm consistently yields near-optimal solutions.     

A Branch-and-Price Algorithm for the Capacitated Arc Routing Problem with Stochastic Demands

We address the Capacitated Arc Routing Problem with Stochastic Demands (CARPSD), which we formulate as a Set Partitioning Problem. The CARPSD is solved by a Branch-and-Price algorithm, which we apply without graph transformation. The demand’s stochastic nature is incorporated into the pricing problem. Computational results are reported.     

Probe interval and probe unit interval graphs on superclasses of cographs

Probe (unit) interval graphs form a superclass of (unit) interval graphs. A graph is probe (unit) interval if its vertices can be partitioned into two sets: a set of probe vertices and a set of nonprobe vertices, so that the set of nonprobe vertices is a stable set and it is possible to obtain a (unit) interval graph by adding edges with both endpoints in the set of nonprobe vertices. Probe interval graphs were introduced by Zhang for an application concerning with the physical mapping of DNA in the human genome project. In this work, we present characterizations by minimal forbidden induced subgraphs of probe interval and probe unit interval graphs within two superclasses of cographs: P₄-tidy graphs and tree-cographs.     

Emergency ambulance deployment in Barbados: a multi-objective approach

A multi-objective version of the Maximum Availability Location Problem is presented in this paper. The assumption of server independence is relaxed by adopting the approach of the Queuing Probabilistic Location Set Covering Problem for calculating the probability that all servers in a given region are busy. The first objective seeks to maximize the population receiving coverage within a given distance standard and with a given level of reliability. The second objective chooses those locations which minimize the cost of covering the population. This model is used to obtain sets of good locations using data obtained from the Barbados Emergency Ambulance Service. The solutions obtained from the optimization model are then subject to a detailed analysis by simulation. The results reveal the potentially good performance of the system, when locations derived from the optimization model are used.     

A matheuristic for the cell formation problem

In this paper we propose a GRASP matheuristic coupled with an Integer Programming refinement based on Set Partitioning to solve the Cell Formation Problem. We use the grouping efficacy measure to evaluate the solutions. As this measure is nonlinear, we propose a fractional Set Partitioning approach and its linearization. Our method is validated on a set of 35 instances from the literature. The experiments found four unknown solutions. For all instances with known optima, our method is able to determine the optimum solutions.     

Stochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem

We deal with the problem of minimizing the expectation of a real valued random function over the weakly Pareto or Pareto set associated with a Stochastic Multi-objective Optimization Problem, whose objectives are expectations of random functions. Assuming that the closed form of these expectations is difficult to obtain, we apply the Sample Average Approximation method in order to approach this problem. We prove that the Hausdorff–Pompeiu distance between the weakly Pareto sets associated with the Sample Average Approximation problem and the true weakly Pareto set converges to zero almost surely as the sample size goes to infinity, assuming that our Stochastic Multi-objective Optimization Problem is strictly convex. Then we show that every cluster point of any sequence of optimal solutions of the Sample Average Approximation problems is almost surely a true optimal solution. To handle also the non-convex case, we assume that the real objective to be minimized over the Pareto set depends on the expectations of the objectives of the Stochastic Optimization Problem, i.e. we optimize over the image space of the Stochastic Optimization Problem. Then, without any convexity hypothesis, we obtain the same type of results for the Pareto sets in the image spaces. Thus we show that the sequence of optimal values of the Sample Average Approximation problems converges almost surely to the true optimal value as the sample size goes to infinity.     

Joint ground and air emergency medical services coverage models: A greedy heuristic solution approach

Aeromedical and ground ambulance services often team up in responding to trauma crashes, especially when the emergency helicopter is unable to land at the crash scene. We propose location-coverage models and a greedy heuristic for their solution to simultaneously locate ground and air ambulances, and landing zones (transfer points). We provide a coverage definition based on both response time and total service time, and consider three coverage options; only ground emergency medical services (EMS) coverage, only air EMS coverage, or joint coverage of ground and air EMS in which the patient is transferred from an ambulance into an emergency helicopter at a transfer point. To analyze this complex coverage situation we develop two sets of models, which are variations of the Location Set Covering Problem (LSCP) and the Maximal Covering Location Problem (MCLP). These models address uncertainty in spatial distribution of motor vehicle crash locations by providing coverage to a given set of both crash nodes and paths. The models also consider unavailability of ground ambulances by drawing upon concepts from backup coverage models. We illustrate our results on a case study that uses crash data from the state of New Mexico. The case study shows that crash node and path coverage percentage values decrease when ground ambulances are utilized only within their own jurisdiction.     

Computational experience with approximation algorithms for the set covering problem

The Set Covering problem (SCP) is a well known combinatorial optimization problem, which is NP-hard. We conducted a comparative study of nine different approximation algorithms for the SCP, including several greedy variants, fractional relaxations, randomized algorithms and a neural network algorithm. The algorithms were tested on a set of random-generated problems with up to 500 rows and 5000 columns, and on two sets of problems originating in combinatorial questions with up to 28160 rows and 11264 columns.On the random problems and on one set of combinatorial problems, the best algorithm among those we tested was a randomized greedy algorithm, with the neural network algorithm very close in second place. On the other set of combinatorial problems, the best algorithm was a deterministic greedy variant, and the randomized algorithms (both randomized greedy and neural network) performed quite poorly. The other algorithms we tested were always inferior to the ones mentioned above.     

Solution techniques for the Large Set Covering Problem

Given a finite set E and a family F={E₁,…,E_m} of subsets of E such that F covers E, the famous unicost set covering problem (USCP) is to determine the smallest possible subset of F that also covers E. We study in this paper a variant, called the Large Set Covering Problem (LSCP), which differs from the USCP in that E and the subsets E_i are not given in extension because they are very large sets that are possibly infinite. We propose three exact algorithms for solving the LSCP. Two of them determine minimal covers, while the third one produces minimum covers. Heuristic versions of these algorithms are also proposed and analysed. We then give several procedures for the computation of a lower bound on the minimum size of a cover. We finally present algorithms for finding the largest possible subset of F that does not cover E. We also show that a particular case of the LSCP is to determine irreducible infeasible sets in inconsistent constraint satisfaction problems. All concepts presented in the paper are illustrated on the k-colouring problem which is formulated as a constraint satisfaction problem.     

A recursive algorithm for finding the minimum norm point in a polytope and a pair of closest points in two polytopes

For a given pair of finite point setsP andQ in some Euclidean space we consider two problems: Problem 1 of finding the minimum Euclidean norm point in the convex hull ofP and Problem 2 of finding a minimum Euclidean distance pair of points in the convex hulls ofP andQ. We propose a finite recursive algorithm for these problems. The algorithm is not based on the simplicial decomposition of convex sets and does not require to solve systems of linear equations.     

Monotonic Variable Consistency Rough Set Approaches

We consider probabilistic rough set approaches based on different versions of the definition of rough approximation of a set. In these versions, consistency measures are used to control assignment of objects to lower and upper approximations. Inspired by some basic properties of rough sets, we find it reasonable to require from these measures several properties of monotonicity. We consider three types of monotonicity properties: monotonicity with respect to the set of attributes, monotonicity with respect to the set of objects, and monotonicity with respect to the dominance relation. We show that consistency measures used so far in the definition of rough approximation lack some of these monotonicity properties. This observation led us to propose new measures within two kinds of rough set approaches: Variable Consistency Indiscernibility-based Rough Set Approaches (VC-IRSA) and Variable Consistency Dominance-based Rough Set Approaches (VC-DRSA). We investigate properties of these approaches and compare them to previously proposed Variable Precision Rough Set (VPRS) model, Rough Bayesian (RB) model, and previous versions of VC-DRSA.     

A lower bound for the symbolic multifractal spectrum of a self-similar multifractal with arbitrary overlaps

By now the multifractal structure of self-similar measures satisfying the so-called Open Set Condition is well understood. However, if the Open Set Condition is not satisfied, then almost nothing is known. In this paper we prove a nontrivial lower bound for the symbolic multifractal spectrum of an arbitrary self-similar measure. We emphasize that we are considering arbitrary self-similar measures (and sets) which are not assumed to satisfy the Open Set Condition or similar separation conditions. Our results also have applications to self-similar sets which do not satisfy the Open Set Condition (© 2009 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A robust heuristic for the Generalized Assignment Problem

The Generalized Assignment Problem, in the class of NP-hard problems, occurs in a wide range of applications — vehicle packing, computers, and logistics, to name only a few. Previous research has been concentrated on optimization methodologies for the GAP. Because the Generalized Assignment Problem is NP-hard, optimization methods tend to require larger computation times for large-scale problems. This paper presents a new heuristic,Variable-Depth-Search Heuristic (VDSH). We show that on the sets of large test problems, the quality of the solution found by VDSH exceeds that of the leading heuristic by an average of over twenty percent, while maintaining acceptable solution times. On difficult problem instances, VDSH provides solutions having costs 140% less than those found by the leading heuristic. A duality gap analysis of VDSH demonstrates the robustness of our heuristics.