A sequential linear programming approach to solve mixed integer programming problems

The optimal operation of pumps in a large water supply system under time-of-use electricity rates is formulated as a mixed integer programming (MIP) problem. The problem is solved using an iterative linear programming (LP) scheme. The scheme is applied to an actual world problem, the City of Inglewood Water Supply System. Computational results are presented and termination criteria for the solution scheme are discussed.     

A hybrid integer and constraint programming approach to solve nurse rostering problems

The Nurse Rostering Problem can be defined as assigning a series of shift sequences (schedules) to several nurses over a planning horizon according to some limitations and preferences. The inherent benefits of generating higher-quality schedules are a reduction in outsourcing costs and an increase in job satisfaction of employees. In this paper, we present a hybrid algorithm, which combines Integer Programming and Constraint Programming to efficiently solve the highly-constrained Nurse Rostering Problem. We exploit the strength of IP in obtaining lower-bounds and finding an optimal solution with the capability of CP in finding feasible solutions in a co-operative manner. To improve the performance of the algorithm, and therefore, to obtain high-quality solutions as well as strong lower-bounds for a relatively short time, we apply some innovative ways to extract useful information such as the computational difficulty of instances and constraints to adaptively set the search parameters. We test our algorithm using two different datasets consisting of various problem instances, and report competitive results benchmarked with the state-of-the-art algorithms from the recent literature as well as standard IP and CP solvers, showing that the proposed algorithm is able to solve a wide variety of instances effectively.     

An efficient branch and bound algorithm to solve the quadratic integer programming problem

The quadratic integer programming problem is considered. It will be shown in which order the variablesx ₁, ...,x _n should be ramified in order to reduce the number of knots being studied to a minimum. There areO(n ³) operations necessary to determine a favourable ramification. Numerical tests confirm the efficiency of the given algorithm.     

A genetic algorithm/mathematical programming approach to solve a two-level soft drink production problem

This study applies a genetic algorithm embedded with mathematical programming techniques to solve a synchronized and integrated two-level lot sizing and scheduling problem motivated by a real-world problem that arises in soft drink production. The problem considers a production process compounded by raw material preparation/storage and soft drink bottling. The lot sizing and scheduling decisions should be made simultaneously for raw material preparation/storage in tanks and soft drink bottling in several production lines minimizing inventory, shortage and setup costs. The literature provides mixed-integer programming models for this problem, as well as solution methods based on evolutionary algorithms and relax-and-fix approaches. The method applied by this paper uses a new approach which combines a genetic algorithm (GA) with mathematical programming techniques. The GA deals with sequencing decisions for production lots, so that an exact method can solve a simplified linear programming model, responsible for lot sizing decisions. The computational results show that this evolutionary/mathematical programming approach outperforms the literature methods in terms of production costs and run times when applied to a set of real-world problem instances provided by a soft drink company.     

A genetic algorithm for interval nonlinear integer programming problem

In this paper, we formulate an optimal design of system reliability problem as a nonlinear integer programming problem with interval coefficients, transform it into a single objective nonlinear integer programming problem without interval coefficients, and solve it directly with keeping nonlinearity of the objective function by using Genetic Algorithms (GA). Also, we demonstrate the efficiency of this method with incomplete Fault Detecting and Switching (FDS) for allocating redundant units.     

An integer programming approach to the multimode resource-constrained multiproject scheduling problem

The project scheduling problem (PSP) is the subject of several studies in computer science, mathematics, and operations research because of the hardness of solving it and its practical importance. This work tackles an extended version of the problem known as the multimode resource-constrained multiproject scheduling problem. A solution to this problem consists of a schedule of jobs from various projects, so that the job allocations do not exceed the stipulated limits of renewable and nonrenewable resources. To accomplish this, a set of execution modes for the jobs must be chosen, as the jobs’ duration and amount of needed resources vary depending on the mode selected. Finally, the schedule must also consider precedence constraints between jobs. This work proposes heuristic methods based on integer programming to solve the PSP considered in the Multidisciplinary International Scheduling Conference: Theory and Applications (MISTA) 2013 Challenge. The developed solver was ranked third in the competition, being able to find feasible and competitive solutions for all instances and improving best known solutions for some problems.     

运用遗传规划解决异或问题的新方法*

介绍了一种用遗传规划这种新的搜索优化技术解决经典异或问题的新途径.遗传规划实质是使用广义的计算机程序来描述问题,并且可以根据环境状况动态改变计算机程序的结构.根据遗传规划特征,引入两种思路、三种方法对异或问题进行求解,取得了很好的效果.与神经网络相比,遗传规划可以动态进化学习并取得显式的数学表达式.     

Coupling genetic algorithm with a grid search method to solve mixed integer nonlinear programming problems

A new hybrid algorithm is being introduced for solving Mixed Integer Nonlinear Programming ( ) problems which arise from study of many real-life engineering problems such as the minimum cost development of oil fields and the optimization of a multiproduct batch plant. This new algorithm employs both the Genetic Algorithm and a modified grid search method interfacing in such a way that the resulting hybrid algorithm is capable of solving many problems efficiently and accurately. Testings indicate that this algorithm is efficient and robust even for some ill-conditioned problems with nonconvex constraints.     

求解0-1整数规划问题的混沌遗传算法*

针对一类特殊的0-1整数规划求解问题提出一种混沌遗传算法。该算法采用幂函数载波技术提高混沌搜索的充分性与遍历性,以混沌搜索算法得出的优化个体作为遗传算法的新群体进行交叉、变异等操作,提高种群质量,同时增加种群多样性,改善遗传算法的早熟问题。该算法被用于解决片上网络映射A3MAP(architecture-aware analytic mapping) 0-1整数规划问题。实验仿真证明,该算法的收敛速度和解的精度均优于A3MAP-GA。     

A Hybrid approach for integer programming combining genetic algorithms, linear programming and ordinal optimization

Hybrid methods are promising tools in integer programming, as they combine the best features of different methods in a complementary fashion. This paper presents such a framework, integrating the notions of genetic algorithm, linear programming, and ordinal optimization in an effort to shorten computation times for large and/or difficult integer programming problems. Capitalizing on the central idea of ordinal optimization and on the learning capability of genetic algorithms to quickly generate good feasible solutions, and then using linear programming to solve the problem that results from fixing the integer part of the solution, one may be able to obtain solutions that are close to optimal. Indeed ordinal optimization guarantees the quality of the solutions found. Numerical testing on a real-life complex scheduling problem demonstrates the effectiveness and efficiency of this approach.     

New mixed integer approach to solve a multi-level capacitated disassembly lot-sizing problem with defective items and backlogging

The disassembly process has attracted mounting interest due to growing green concerns. This paper addresses the capacitated dynamic lot-sizing problem with external procurement, defective and backordered items, setup times, and extra capacity. The problem is to determine how many end-of-life products to disassemble during each period. We propose a new mixed-integer programming (MIP) approach to formulate the problem under study in order to maximize the disassembly-process gain, which is obtained as the difference between the revenue achieved by resale of the items recovered after disassembly and the costs tied to operating the disassembly tasks. Several numerical tests using the well-known CPLEX solver proved that this new model can find the optimal disassembly schedule for most test instances within an acceptable computational time. Furthermore, we led sensitivity studies on disassembly capacity, setup time and procurement cost. Test results validate the power of the suggested model and provide helpful insights for industry practitioners.     

An integer programming approach to generating airline crew pairings

The ability to generate crew pairings quickly is essential to solving the airline crew scheduling problem. Although techniques for doing so are well-established, they are also highly customized and require significant implementation efforts. This greatly impedes researchers studying important problems such as robust planning, integrated planning, and automated recovery, all of which also require the generating of crew pairings. As an alternative, we present an integer programming (IP) approach to generating crew pairings, which can be solved via traditional methods such as branch-and-bound using off-the-shelf commercial solvers. This greatly facilitates the prototyping and testing of new research ideas. In addition, we suggest that our modeling approach, which uses both connection variables and marker variables to capture the non-linear cost function and constraints of the crew scheduling problem, can be applicable in other scheduling contexts as well. Computational results using data from a major US hub-and-spoke carrier demonstrate the performance of our approach.     

A mixed integer programming approach to multi-spectral image classification

A supervised discriminant mixed integer programming algorithm (DISMIP) is described which achieves either linear or non-linear separation, without assuming any specific probability distribution. This system offers greater flexibility in dealing with problems of multi-spectral classification. If the training sets are disjoint, a strictly separating surface is generated that maximizes a “dead zone” between the sets. If the sets intersect, a surface is generated that minimizes a specified misclassification error. The system has been experimentally tested in three practical applications and the results are given in comparison with a supervised classification using the LARSIS classifier.⁽¹⁾     

A mixed integer programming approach to multi-skilled workforce scheduling

The potential benefits of using human resources efficiently in the service sector constitute an incentive for decision makers in this industry to intelligently manage the work shifts of their employees, especially those dealing directly with customers. In the long term, they should attempt to find the right balance between employing as few labor resources as possible and keeping a high level of service. In the short run (e.g., 1 week), however, contracted staff levels cannot be adjusted, and management efforts thus focus on the efficient assignment of shifts and activities to each employee. This article proposes a mixed integer program model that solves the short-term multi-skilled workforce tour scheduling problem, enabling decision makers to simultaneously design workers’ shifts and days off, assign activities to shifts and assign those to employees so as to maximize and balance coverage of a firm’s demand for on-duty staff across multiple activities. Our model is simple enough to be solved with a commercial MIP solver calibrated by default without recurring to complex methodologies, such as extended reformulations and exact and/or heuristic column generation subroutines. A wide computational testing over 1000 randomly generated instances suggests that the model’s solution times are compatible with daily use and that multi-skilling is a significant source of labor flexibility to improve coverage of labor requirements, in particular when such requirements are negatively correlated and part-time workers are a scarce resource.     

An integer programming approach for the time-dependent traveling salesman problem with time windows

Congestion in large cities and populated areas is one of the major challenges in urban logistics, and should be addressed at different planning and operational levels. The Time Dependent Travelling Salesman Problem (TDTSP) is a generalization of the well known Traveling Salesman Problem (TSP) where the travel times are not assumed to be constant along the day. The motivation to consider the time dependency factor is that it enables to have better approximations to many problems arising from practice. In this paper, we consider the Time-Dependent Traveling Salesman Problem with Time Windows (TDTSP-TW), where the time dependence is captured by considering variable average travel speeds. We propose an Integer Linear Programming model for the problem and develop an exact algorithm, which is compared on benchmark instances with another approach from the related literature. The results show that the approach is able to solve instances with up to 40 customers.     

Combining DC-programming and steepest-descent to solve the single-vehicle inventory routing problem

The single-vehicle cyclic inventory routing problem (SV-CIRP) is concerned with a repeated distribution of a product from a single depot to a selected subset of retailers having stable demands. If a retailer is selected for replenishment, the supplier collects a retailer-related fixed reward. The objective is to determine the subset of retailers to cyclically replenish, the quantities to be delivered to each, and to design the vehicle delivery routes so that the expected total distribution and inventory cost is minimized while the total collected rewards from the selected retailers is maximized. The resulting distribution plan must prevent stockouts from occurring at each retailer. In this paper, the underlying optimization problem for the SV-CIRP is formulated as a mixed-integer program with linear constraints and a nonlinear objective function. An optimization approach combining DC-programming and Branch-and-Bound within a steepest descent hybrid algorithm, denoted by DCA-SDHA, is developed for its solution. The approach is tested on some randomly generated problems and the obtained results are compared with results from the standard steepest descent hybrid algorithm (SDHA). These encouraging results show that the proposed approach is indeed computationally more effective and is worth being further investigated for the solution of medium to large instances.     

Integrated use of fuzzy c-means and convex programming for capacitated multi-facility location problem

In this study a fuzzy c-means clustering algorithm based method is proposed for solving a capacitated multi-facility location problem of known demand points which are served from capacitated supply centres. It involves the integrated use of fuzzy c-means and convex programming. In fuzzy c-means, data points are allowed to belong to several clusters with different degrees of membership. This feature is used here to split demands between supply centers. The cluster number is determined by an incremental method that starts with two and designated when capacity of each cluster is sufficient for its demand. Finally, each group of cluster and each model are solved as a single facility location problem. Then each single facility location problem given by fuzzy c-means is solved by convex programming which optimizes transportation cost is used to fine-tune the facility location. Proposed method is applied to several facility location problems from OR library (Osman & Christofides, 1994) and compared with centre of gravity and particle swarm optimization based algorithms. Numerical results of an asphalt producer’s real-world data in Turkey are reported. Numerical results show that the proposed approach performs better than using original fuzzy c-means, integrated use of fuzzy c-means and center of gravity methods in terms of transportation costs.