Requiem for the Miller–Tucker–Zemlin subtour elimination constraints?

The Miller–Tucker–Zemlin (MTZ) Subtour Elimination Constraints (SECs) and the improved version by Desrochers and Laporte (DL) have been and are still in regular use to model a variety of routing problems. This paper presents a systematic way of deriving inequalities that are more complicated than the MTZ and DL inequalities and that, in a certain way, “generalize” the underlying idea of the original inequalities. We present a polyhedral approach that studies and analyses the convex hull of feasible sets for small dimensions. This approach allows us to generate generalizations of the MTZ and DL inequalities, which are “good” in the sense that they define facets of these small polyhedra. It is well known that DL inequalities imply a subset of Dantzig–Fulkerson–Johnson (DFJ) SECs for two-node subsets. Through the approach presented, we describe a generalization of these inequalities which imply DFJ SECs for three-node subsets and show that generalizations for larger subsets are unlikely to exist. Our study presents a similar analysis with generalizations of MTZ inequalities and their relation with the lifted circuit inequalities for three node subsets.     

Stochastic models for strategic resource allocation in nonprofit foreclosed housing acquisitions

Increased rates of mortgage foreclosures in the U.S. have had devastating social and economic impacts during and after the 2008 financial crisis. As part of the response to this problem, nonprofit organizations such as community development corporations (CDCs) have been trying to mitigate the negative impacts of mortgage foreclosures by acquiring and redeveloping foreclosed properties. We consider the strategic resource allocation decisions for these organizations which involve budget allocations to different neighborhoods under cost and return uncertainty. Based on interactions with a CDC, we develop stochastic integer programming based frameworks for this decision problem, and assess the practical value of the models by using real-world data. Both policy-related and computational analyses are performed, and several insights such as the trade-offs between different objectives, and the efficiency of different solution approaches are presented.     

Effective location models for sorting recyclables in public management

The recycling of urban solid wastes is a critical point for the “closing supply chains” of many products, mainly when their value cannot be completely recovered after use. In addition to environmental aspects, the process of recycling involves technical, economic, social and political challenges for public management. For most of the urban solid waste, the management of the end-of-life depends on selective collection to start the recycling process. For this reason, an efficient selective collection has become a mainstream tool in the Brazilian National Solid Waste Policy. In this paper, we study effective models that might support the location planning of sorting centers in a medium-sized Brazilian city that has been discussing waste management policies over the past few years. The main goal of this work is to provide an optimal location planning design for recycling urban solid wastes that fall within the financial budget agreed between the municipal government and the National Bank for Economic and Social Development. Moreover, facility planning involves deciding on the best sites for locating sorting centers along the four-year period as well as finding ways to meet the demand for collecting recyclable materials, given that economic factors, consumer behavior and environmental awareness are inherently uncertain future outcomes. To deal with these issues, we propose a deterministic version of the classical capacity facility location problem, and both a two-stage recourse formulation and risk-averse models to reduce the variability of the second-stage costs. Numerical results suggest that it is possible to improve the current selective collection, as well as hedge against data uncertainty by using stochastic and risk-averse optimization models.     

A viscosity method with no spectral radius requirements for the split common fixed point problem

This paper is concerned with an algorithmic solution to the split common fixed point problem in Hilbert spaces. Our method can be regarded as a variant of the “viscosity approximation method”. Under very classical assumptions, we establish a strong convergence theorem with regard to involved operators belonging to the wide class of quasi-nonexpansive operators. In contrast with other related processes, our algorithm does not require any estimate of some spectral radius. The technique of analysis developed in this work is new and can be applied to many other fixed point iterations. Numerical experiments are also performed with regard to an inverse heat problem.     

Scheduling with few changes

In this work we consider scheduling problems where a sequence of assignments from products to machines – or from tasks to operators, or from workers to resources – has to be determined, with the goal of minimizing the costs (=money, manpower, and/or time) that are incurred by the interplay between those assignments. To account for the different practical requirements (e.g. few changes between different products/tasks on the same machine/operator, few production disruptions, or few changes of the same worker between different resources), we employ different objective functions that are all based on elementary combinatorial properties of the schedule matrix. We propose simple and efficient algorithms to solve the corresponding optimization problems, and provide hardness results where such algorithms most likely do not exist.     

A survey of recent research on location-routing problems

The design of distribution systems raises hard combinatorial optimization problems. For instance, facility location problems must be solved at the strategic decision level to place factories and warehouses, while vehicle routes must be built at the tactical or operational levels to supply customers. In fact, location and routing decisions are interdependent and studies have shown that the overall system cost may be excessive if they are tackled separately. The location-routing problem (LRP) integrates the two kinds of decisions. Given a set of potential depots with opening costs, a fleet of identical vehicles and a set of customers with known demands, the classical LRP consists in opening a subset of depots, assigning customers to them and determining vehicle routes, to minimize a total cost including the cost of open depots, the fixed costs of vehicles used, and the total cost of the routes. Since the last comprehensive survey on the LRP, published by Nagy and Salhi (2007), the number of articles devoted to this problem has grown quickly, calling a review of new research works. This paper analyzes the recent literature (72 articles) on the standard LRP and new extensions such as several distribution echelons, multiple objectives or uncertain data. Results of state-of-the-art metaheuristics are also compared on standard sets of instances for the classical LRP, the two-echelon LRP and the truck and trailer problem.     

On the core of cost-revenue games: Minimum cost spanning tree games with revenues

In this paper, we analyze cost sharing problems arising from a general service by explicitly taking into account the generated revenues. To this cost-revenue sharing problem, we associate a cooperative game with transferable utility, called cost-revenue game. By considering cooperation among the agents using the general service, the value of a coalition is defined as the maximum net revenues that the coalition may obtain by means of cooperation. As a result, a coalition may profit from not allowing all its members to get the service that generates the revenues. We focus on the study of the core of cost-revenue games. Under the assumption that cooperation among the members of the grand coalition grants the use of the service under consideration to all its members, it is shown that a cost-revenue game has a nonempty core for any vector of revenues if, and only if, the dual game of the cost game has a large core. Using this result, we investigate minimum cost spanning tree games with revenues. We show that if every connection cost can take only two values (low or high cost), then, the corresponding minimum cost spanning tree game with revenues has a nonempty core. Furthermore, we provide an example of a minimum cost spanning tree game with revenues with an empty core where every connection cost can take only one of three values (low, medium, or high cost).     

An iterated local search algorithm for the vehicle routing problem with backhauls

The Vehicle Routing Problem with Backhauls (VRPB) is an extension of the VRP that deals with two types of customers: the consumers (linehaul) that request goods from the depot and the suppliers (backhaul) that send goods to the depot. In this paper, we propose a simple yet effective iterated local search algorithm for the VRPB. Its main component is an oscillating local search heuristic that has two main features. First, it explores a broad neighborhood structure at each iteration. This is efficiently done using a data structure that stores information about the set of neighboring solutions. Second, the heuristic performs constant transitions between feasible and infeasible portions of the solution space. These transitions are regulated by a dynamic adjustment of the penalty applied to infeasible solutions. An extensive statistical analysis was carried out in order to identify the most important components of the algorithm and to properly tune the values of their parameters. The results of the computational experiments carried out show that this algorithm is very competitive in comparison to the best metaheuristic algorithms for the VRPB. Additionally, new best solutions have been found for two instances in one of the benchmark sets. These results show that the performance of existing metaheuristic algorithms can be considerably improved by carrying out a thorough statistical analysis of their components. In particular, it shows that by expanding the exploration area and improving the efficiency of the local search heuristic, it is possible to develop simpler and faster metaheuristic algorithms without compromising the quality of the solutions obtained.     

Polynomial cases of the economic lot sizing problem with cost discounts

In this paper we study the economic lot sizing problem with cost discounts. In the economic lot sizing problem a facility faces known demands over a discrete finite horizon. At each period, the ordering cost function and the holding cost function are given and they can be different from period to period. There are no constraints on the quantity ordered in each period and backlogging is not allowed. The objective is to decide when and how much to order so as to minimize the total ordering and holding costs over the finite horizon without any shortages. We study two different cost discount functions. The modified all-unit discount cost function alternates increasing and flat sections, starting with a flat section that indicates a minimum charge for small quantities. While in general the economic lot sizing problem with modified all-unit discount cost function is known to be NP-hard, we assume that the cost functions do not vary from period to period and identify a polynomial case. Then we study the incremental discount cost function which is an increasing piecewise linear function with no flat sections. The efficiency of the solution algorithms follows from properties of the optimal solution. We computationally test the polynomial algorithms against the use of CPLEX.     

Online stochastic UAV mission planning with time windows and time-sensitive targets

In this paper we simultaneously consider three extensions to the standard Orienteering Problem (OP) to model characteristics that are of practical relevance in planning reconnaissance missions of Unmanned Aerial Vehicles (UAVs). First, travel and recording times are uncertain. Secondly, the information about each target can only be obtained within a predefined time window. Due to the travel and recording time uncertainty, it is also uncertain whether a target can be reached before the end of its time window. Finally, we consider the appearance of new targets during the flight, so-called time-sensitive targets, which need to be visited immediately if possible. We tackle this online stochastic UAV mission planning problem with time windows and time-sensitive targets using a re-planning approach. To this end, we introduce the Maximum Coverage Stochastic Orienteering Problem with Time Windows (MCS-OPTW). It aims at constructing a tour with maximum expected profit of targets that were already known before the flight. Secondly, it directs the planned tour to predefined areas where time-sensitive targets are expected to appear. We have developed a fast heuristic that can be used to re-plan the tour, each time before leaving a target. In our computational experiments we illustrate the benefits of the MCS-OPTW planning approach with respect to balancing the two objectives: the expected profits of foreseen targets, and expected percentage of time-sensitive targets reached on time. We compare it to a deterministic planning approach and show how it deals with uncertainty in travel and recording times and the appearance of time-sensitive targets.