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.     

Confidence-based optimisation for the newsvendor problem under binomial,Poisson and exponential demand

We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We assume that the decision maker is given a set of past demand samples and we employ confidence interval analysis in order to identify a range of candidate order quantities that, with prescribed confidence probability, includes the real optimal order quantity for the underlying stochastic demand process with unknown stationary parameter(s). In addition, for each candidate order quantity that is identified, our approach produces an upper and a lower bound for the associated cost. We apply this approach to three demand distributions in the exponential family: binomial, Poisson, and exponential. For two of these distributions we also discuss the extension to the case of unobserved lost sales. Numerical examples are presented in which we show how our approach complements existing frequentist—e.g. based on maximum likelihood estimators—or Bayesian strategies.     

On the generalized Weyl problem for flat metrics in the hyperbolic 3-space

The paper deals with the study of complete embedded flat surfaces in H³${\mathbb{H}}^3$ with a finite number of isolated singularities. We give a detailed information about its topology, conformal type and metric properties. We show how to solve the generalized Weyl?s problem of realizing isometrically any complete flat metric with Euclidean singularities in H³${\mathbb{H}}^3$ which gives the existence of complete embedded flat surfaces with a finite arbitrary number of isolated singularities.     

Lifespan of classical discontinuous solutions to general quasilinear hyperbolic systems of conservation laws with small BV initial data: Rarefaction waves

In the present paper the author investigates the global structure stability of Riemann solutions for general quasilinear hyperbolic systems of conservation laws under small BV perturbations of the initial data, where the Riemann solution contains rarefaction waves, while the perturbations are in BV but they are assumed to be C¹$C^1$-smooth, with bounded and possibly large C¹$C^1$-norms. Combining the techniques employed by Li–Kong with the modified Glimm’s functional, the author obtains a lower bound of the lifespan of the piecewise C¹$C^1$ solution to a class of generalized Riemann problems, which can be regarded as a small BV perturbation of the corresponding Riemann problem. This result is also applied to the system of traffic flow on a road network using the Aw–Rascle model.     

On the dynamics of radially symmetric granulomas

A granuloma is a collection of macrophages that contains bacteria or other foreign substances that the body?s immune response is unable to eliminate. In this paper we present a simple mathematical model of radially symmetric granuloma dynamics. The model consists of a coupled system of two semi-linear parabolic equations for the macrophage density, and the bacterial density. The boundary of the granuloma is free. This simple framework makes it possible to conduct a mathematical analysis of the system dynamics. In particular, we show that the model system has a unique solution, and that, depending on the biological parameters; the bacterial load either disappears over time or persists. We use numerical methods to establish the existence of stationary solutions and examine how a stationary solution changes with the reproductive rate of the bacteria. These simulations show that the structure of the granuloma breaks down as the reproductive rate of the bacteria increases.