A hub location problem with fully interconnected backbone and access networks

This paper considers the design of two-layered fully interconnected networks. A two-layered network consists of clusters of nodes, each defining an access network and a backbone network. We consider the integrated problem of determining the access networks and the backbone network simultaneously. A mathematical formulation is presented, but as the linear programming relaxation of the mathematical formulation is weak, a formulation based on the set partitioning model and column generation approach is also developed. The column generation subproblems are solved by solving a series of quadratic knapsack problems. We obtain superior bounds using the column generation approach than with the linear programming relaxation. The column generation method is therefore developed into an exact approach using the branch-and-price framework. With this approach we are able to solve problems consisting of up to 25 nodes in reasonable time. Given the difficulty of the problem, the results are encouraging.     

A Combined column generation and heuristics for railway short-term rolling stock planning with regular inspection constraints

The aim of railway rolling stock planning problem is to find an optimal allocation of train-sets for a given set of trips in the train timetable in order to minimize the total cost. We propose a column generation and Lagrangian relaxation heuristics for short-term rolling stock planning problems with regular inspection constraints. The problem is formulated as a subtour traveling salesman problem to find a set of elementary shortest cycles that cover all trips in the timetable. In the proposed method, a tight lower bound is obtained from the continuous relaxation of Dantzig–Wolfe reformulation by column generation. The pricing problem can be formulated as an elementary shortest cycle problem with resource constraints. A labeling algorithm is applied to solve the pricing problem. In order to reduce the computational effort, we apply a general state space augmenting algorithm to solve the pricing problems. Computational results show that the proposed column generation and Lagrangian relaxation heuristics can find good lower and upper bounds for 300 trips within reasonable computing time.     

连铸-轧制混流生产模式下轧批调度问题的分支-定价算法

研究了连铸——轧制在热装、温装和冷装混流生产模式下的一类新型轧批调度问题.以最小化温装钢坯（热钢锭）缓冷（等待）导致的热能损失和连轧机架切换带来的产能损失为目标,建立了整数规划模型.由于商业优化软件难以在有限时间内直接求得模型的最优解甚至可行解,提出利用Dantzig-Wolfe分解技术将原模型分解为主问题和子问题,采用列生成算法对主问题和子问题进行迭代求解得到原问题的紧下界,最后以列生成算法作为定界机制嵌入分支——定界框架中形成分支——定价算法,执行分支搜索过程以获得整数最优解.本文还从影响分支——定价算法性能的要素出发提出改进策略.针对主问题,提出列生成和拉格朗日松弛混合求解策略来抑制单一列生成算法的尾效应.针对价格子问题,在动态规划算法中提出了基于占优规则和标号下界计算方法来及早消除无效状态空间,加速求解过程.以钢铁企业的实际生产数据和扩展的随机算例进行了数值实验,结果显示所提出改进策略能够突破求解能力的限制,使分支——定价算法在可接受计算时间内求得工业规模问题的最优解.     

钢铁企业全流程物流优化问题的建模及分支——定价算法

研究了钢铁企业的全流程物流优化问题, 该问题在确保全流程各个工序机组产能和库存能力限制以及满足客户需求的前提下, 决策炼钢、连铸、热轧及冷轧工序间的物料流向和流量, 最小化物流成本、产能损失及库存费用. 为该问题建立了混合整数规划(Mixed integer programming, MIP)模型. 在问题求解中, 首先对MIP模型进行了Dantzig-Wolfe分解, 得到一个结构相对简单但列变量数目非常多的主问题和四个描述列向量空间的子问题. 然后, 从一个包含部分列变量的限制主问题出发, 通过子问题和主问题之间的迭代来获取主问题线性松弛的最优解. 最后, 将列生成同分支—定界相结合, 即分支—定价算法, 以获取原问题的整数最优解. 对某钢铁企业的实际生产数据扩展的随机算例进行仿真实验, 结果显示所提出的算法能够在合理计算时间内获得最优解或次优解.     

Modeling machine loading problem of FMSs and its solution methodology using a hybrid tabu search and simulated annealing-based heuristic approach

In this article, a machine loading problem of a flexible manufacturing system (FMS) is discussed having the bicriterion objectives of minimizing system unbalance and maximizing throughput in the presence of technological constraints such as available machining time and tool slots. A generic 0–1 integer programming formulation with the objective functions and constraints described above has been proposed. A hybrid algorithm based on tabu search and simulated annealing (SA) is employed to solve the problem. The main advantage of this approach is that a short-term memory provided by the tabu list can be used to avoid revisiting the solution while preserving the stochastic nature of the SA method. The proposed methodology has been tested on ten standard problems and the results obtained are compared with those from some of the existing heuristics.     

Searching for optimal integer solutions to set partitioning problems using column generation

In this paper, we describe a new approach to increase the possibility of finding integer feasible columns to a set partitioning problem (SPP) directly in solving the linear programming (LP) relaxation using column generation. Traditionally, column generation is aimed to solve the LP‐relaxation as quickly as possible without any concern for the integer properties of the columns formed. In our approach, we aim to generate columns forming an optimal integer solution while simultaneously solving the LP‐relaxation. Using this approach, we can improve the possibility of finding integer solutions by heuristics at each node in the branch‐and‐bound search. In addition, we improve the possibility of finding high‐quality integer solutions in cases where only the columns in the root node are used to solve the problem. The basis of our approach is a subgradient technique applied to a Lagrangian dual formulation of the SPP extended with an additional surrogate constraint. This extra constraint is not relaxed and is used to better control the subgradient evaluations and how the multiplier values are computed. The column generation is then directed, via the multipliers, to construct columns that form feasible integer solutions. Computational experiments show that we can generate optimal integer columns in a large set of well‐known test problems as compared to both standard and stabilized column generation, and simultaneously keep the number of columns smaller than standard column generation. This is also supported by tests on a case study with work‐shift generation.     

启发式列生成算法求解带恶化效应的同构并行机调度问题

针对实际生产中广泛存在的一类带恶化效应的同构并行机调度问题,以最小化最大完工时间为优化目标,构建该问题的整数规划模型,并提出一种启发式列生成算法(HCGA)进行求解.在HCGA中,首先,利用Dantzig-Wolfe分解方法,将原问题分解为一个主问题(MP)和多个子问题;然后,设计启发式算法获得初始列,其中每列为一台机器上的一个调度方案,基于初始列构建限制主问题(RMP)模型;接着,设计快速有效的动态规划算法求解子问题,以得到需添加至RMP的列集,同时,考虑传统列生成算法收敛速度较慢,设计一系列方法来加速列生成过程;最后,基于所获取的MP线性松弛解,设计深潜启发式算法确定原问题的整数解.HCGA与商用求解器GUROBI的对比实验结果表明,HCGA可在较短时间内获得更优的解.     

Iterative semi-continuous relaxation heuristics for the multiple-choice multidimensional knapsack problem

Recently several hybrid methods combining exact algorithms and heuristics have been proposed for solving hard combinatorial optimization problems. In this paper, we propose new iterative relaxation-based heuristics for the 0-1 Mixed Integer Programming problem (0-1 MIP), which generate a sequence of lower and upper bounds. The upper bounds are obtained from relaxations of the problem and refined iteratively by including pseudo-cuts in the problem. Lower bounds are obtained from the solving of restricted problems generated by exploiting information from relaxation and memory of the search process. We propose a new semi-continuous relaxation (SCR) that relaxes partially the integrality constraints to force the variables values close to 0 or 1. Several variants of the new iterative semi-continuous relaxation based heuristic can be designed by a given update procedure of multiplier of SCR. These heuristics are enhanced by using local search procedure to improve the feasible solution found and rounding procedure to restore infeasibility if possible. Finally we present computational results of the new methods to solve the multiple-choice multidimensional knapsack problem which is an NP-hard problem, even to find a feasible solution. The approach is evaluated on a set of problem instances from the literature, and compared to the results reached by both CPLEX solver and an efficient column generation-based algorithm. The results show that our algorithms converge rapidly to good lower bounds and visit new best-known solutions.     

A mathematical programming model for AGVS planning and control in manufacturing systems

In this paper, problems of the planning and control of automated guided vehicles in manufacturing systems are discussed. A mixed integer programming model is developed to minimize the total material handling cost in manufacturing systems. In order to solve this NP-complete problem efficiently, a decomposition approach following the Lagrangian relaxation method is used. The decomposed sub-problems can be solved by a dynamic programming method. An efficient algorithm is developed to solve the entire problem and a numerical example is presented to illustrate the method of solution.     

Embedded local search approaches for routing optimization

This paper presents a new class of heuristics which embed an exact algorithm within the framework of a local search heuristic. This approach was inspired by related heuristics which we developed for a practical problem arising in electronics manufacture. The basic idea of this heuristic is to break the original problem into small subproblems having similar properties to the original problem. These subproblems are then solved using time intensive heuristic approaches or exact algorithms and the solution is re-embedded into the original problem. The electronics manufacturing problem where we originally used the embedded local search approach, contains the Travelling Salesman Problem (TSP) as a major subproblem. In this paper we further develop our embedded search heuristic, HyperOpt, and investigate its performance for the TSP in comparison to other local search based approaches. We introduce an interesting hybrid of HyperOpt and 3-opt for asymmetric TSPs which proves more efficient than HyperOpt or 3-opt alone. Since pure local search seldom yields solutions of high quality we also investigate the performance of the approaches in an iterated local search framework. We examine iterated approaches of Large-Step Markov Chain and Variable Neighbourhood Search type and investigate their performance when used in combination with HyperOpt. We report extensive computational results to investigate the performance of our heuristic approaches for asymmetric and Euclidean Travelling Salesman Problems. While for the symmetric TSP our approaches yield solutions of comparable quality to 2-opt heuristic, the hybrid methods proposed for asymmetric problems seem capable of compensating for the time intensive embedded heuristic by finding tours of better average quality than iterated 3-opt in many less iterations and providing the best heuristic solutions known, for some instance classes.     

Lagrangian relaxation with cut generation for hybrid flowshop scheduling problems to minimize the total weighted tardiness

In this paper, we address a new Lagrangian relaxation (LR) method for solving the hybrid flowshop scheduling problem to minimize the total weighted tardiness. For the conventional LR, the problem relaxing machine capacity constraints can be decomposed into individual job-level subproblems which can be solved by dynamic programming. The Lagrangian dual problem is solved by the subgradient method. In this paper, a Lagrangian relaxation with cut generation is proposed to improve the Lagrangian bounds for the conventional LR. The lower bound is strengthened by imposing additional constraints for the relaxed problem. The state space reductions for dynamic programming for subproblems are also incorporated. Computational results demonstrate that the proposed method outperforms the conventional LR method without significantly increasing the total computing time.     

State-space constrained optimal control problems with control variables appearing linearly

This paper deals with the state-space constrained optimal control problems with control variables appearing linearly by the concept of decomposition. To solve this continuous optimal control problem, we first discretize the time and replace the system of differential equations by difference equations. For this resulting discrete optimal control problem, fixing the value of state variables reduces the given problem to a finite number of independent linear programming problems which are parameterized by the value of state variables. From this point of view, after para. meterizing by the value of state variables, we outer-linearize the resulting itifimal valuo functions in the minimond and apply the relaxation strategy to the new constraints arising as a consequence of outer-linearization. An algorithm is proposed which requires baek-and-forth iteration between a master problem and a finite number of linear programming subproblems. Finite convergence of this algorithm follows directly from the finite number of constraints of the master problem.     

Genetic algorithm-based heuristics for an open shop scheduling problem with setup,processing, and removal times separated

This report proposes a solution to the open shop scheduling problem with the objective of minimizing total job tardiness in the system. Some practical processing restrictions, such as independent setup and dependent removal times, are taken into account as well. The addressed problem is first described as a 0–1 integer programming model, and is then solved optimally. Subsequently, some hybrid genetic-based heuristics are proposed to solve the problem in an acceptable computation time. To demonstrate the adaptability of these heuristics, some performance comparisons are made with solutions provided by running either a mathematical programming model or certain classic meta-heuristics such as genetic algorithm, simulated annealing, and tabu search in various manufacturing scenarios. The experimental results show that the hybrid genetic-based heuristics perform well, especially the DGA. However, these heuristics require some more additional computations but are still acceptable.     

Bottleneck-based heuristics to minimize total tardiness for the flexible flow line with unrelated parallel machines

This paper considers the flexible flow line problem with unrelated parallel machines at each stage and with a bottleneck stage on the line. The objective of the problem is to minimize the total tardiness. Two bottleneck-based heuristics with three machine selection rules are proposed to solve the problem. The heuristics first develop an indicator to identify a bottleneck stage in the flow line, and then separate the flow line into the upstream stages, the bottleneck stage, and the downstream stages. The upstream stages are the stages ahead of the bottleneck stage and the downstream stages are the stages behind the bottleneck stage. A new approach is developed to find the arrival times of the jobs at the bottleneck stage. Using the new approach, the bottleneck-based heuristics develop two decision rules to iteratively schedule the jobs at the bottleneck stage, the upstream stages, and the downstream stages. In order to evaluate the performance of the bottleneck-based heuristics, seven commonly used dispatching rules and a basic tabu search algorithm are investigated for comparison purposes. Seven experimental factors are used to design 128 production scenarios, and ten test problems are generated for each scenario. Computational results show that the bottleneck-based heuristics significantly outperform all the dispatching rules for the test problems. Although the effective performance of the bottleneck-based heuristics is inferior to the basic tabu search algorithm, the bottleneck-based heuristics are much more efficient than the tabu search algorithm. Also, a test of the effect of the experimental factors on the dispatching rules, the bottleneck-based heuristics, and the basic tabu search algorithm is performed, and some interesting insights are discovered.     

Lagrangian duality applied to the vehicle routing problem with time windows

This paper considers the vehicle routing problem with time windows, where the service of each customer must start within a specified time interval. We consider the Lagrangian relaxation of the constraint set requiring that each customer must be served by exactly one vehicle yielding a constrained shortest path subproblem. We present a stabilized cutting-plane algorithm within the framework of linear programming for solving the associated Lagrangian dual problem. This algorithm creates easier constrained shortest path subproblems because less negative cycles are introduced and it leads to faster multiplier convergence due to a stabilization of the dual variables. We have embedded the stabilized cutting-plane algorithm in a branch-and-bound search and introduce strong valid inequalities at the master problem level by Lagrangian relaxation. The result is a Lagrangian branch-and-cut-and-price (LBCP) algorithm for the VRPTW. Making use of this acceleration strategy at the master problem level gives a significant speed-up compared to algorithms in the literature based on traditional column generation. We have solved two test problems introduced in 2001 by Gehring and Homberger with 400 and 1000 customers respectively, which to date are the largest problems ever solved to optimality. We have implemented the LBCP algorithm using the ABACUS open-source framework for solving mixed-integer linear-programs by branch, cut, and price.     

Hybrid heuristics based on column generation with path-relinking for clustering problems

This paper examines hybrid heuristics for solving clustering problems. The clustering problem can be defined as the process of separating a set of objects into groups such that members of a group are similar to each other. The methods are based on the application of a column generation technique for solving p-medians problems. Five heuristics are derived directly from the column generation algorithm: a solution made feasible from the master problem, the column generation solution, a heuristic with path-relinking considering the initial columns of the column generation procedure, a solution of the master problem with path-relinking and the column generation process with path-relinking. Solutions are tested with the external measure CRand and the computational results compared to recent methods in literature.     

A heuristic-based branch and bound algorithm for unconstrained quadratic zero-one programming

In this paper we describe a branch and bound algorithm for solving the unconstrained quadratic 0–1 programming problem. The salient features of it are the use of quadratic programming heuristics in the transformation of subproblems and exploiting some classes of facets of the polytope related to the quadratic problem in deriving upper bounds on the objective function. We develop facet selection procedures that form a basis of the bound computation algorithm. We present computational experience on four series of randomly generated problems and 14 real instances of a quadratic problem arising in design automation. We remark that the same ideas can also be applied to some other combinatorial optimization problems.     

Stabilized column generation for highly degenerate multiple-depot vehicle scheduling problems

Column generation has proven to be efficient in solving the linear programming relaxation of large scale instances of the multiple-depot vehicle scheduling problem (MDVSP). However difficulties arise when the instances are highly degenerate. Recent research has been devoted to accelerate column generation while remaining within the linear programming framework. This paper presents an efficient approach to solve the linear relaxation of the MDVSP. It combines column generation, preprocessing variable fixing, and stabilization. The outcome shows the great potential of such an approach for degenerate instances.     

Upper and Lower Bounds for Randomized Search Heuristics in Black-Box Optimization

Randomized search heuristics like local search, tabu search, simulated annealing, or all kinds of evolutionary algorithms have many applications. However, for most problems the best worst-case expected run times are achieved by more problem-specific algorithms. This raises the question about the limits of general randomized search heuristics. Here a framework called black-box optimization is developed. The essential issue is that the problem but not the problem instance is knownto the algorithm which can collect information about the instance only by asking for the value of points in the search space. All known randomized search heuristics fit into this scenario. Lower bounds on the black-box complexity of problems are derived without complexity theoretical assumptions and are compared with upper bounds in this scenario.     

Enhancing CLP branch and bound techniques for scheduling problems

In this paper, we propose a constraint logic programming (CLP) approach to the solution of a job shop scheduling problem in the field of production planning in orthopaedic hospital departments. A pure CLP on finite domain (CLP(FD)) approach to the problem has been developed, leading to disappointing results. In fact, although CLP(FD) has been recognized as a suitable tool for solving combinatorial problems, it presents some drawbacks for optimization problems. The main reason concerns the fact that CLP(FD) solvers do not effectively handle the objective function and cost‐based reasoning through the simple branch and bound scheme they embed. Therefore, we have proposed an improvement of the standard CLP branch and bound algorithm by exploiting some well‐known operations research results. The branch and bound we integrate in a CLP environment is based on the optimal solution of a relaxation of the original problem. In particular, the relaxation used for the job shop scheduling problem considered is the well‐known shifted bottleneck procedure considering single machine problems. The idea is to decompose the original problem into subproblems and solve each of them independently. Clearly, the solutions of each subproblem may violate constraints among different subproblems which are not taken into account. However, these solutions can be exploited in order to improve the pruning of the search space and to guide the search by defining cost‐based heuristics. The resulting algorithm achieves a significant improvement with respect to the pure CLP(FD) approach that enables the solution of problems which are one order of magnitude greater than those solved by a pure CLP(FD) algorithm. In addition, the resulting code is less dependent on the input data configuration. Copyright © 2001 John Wiley & Sons, Ltd.