Integer programming models for computational biology problems

The recent years have seen an impressive increase in the use of Integer Programming models for the solution of optimization problems originating in Molecular Biology. In this survey, some of the most successful Integer Programming approaches are described, while a broad overview of application areas being is given in modern Computational Molecular Biology.     

The progressive party problem: Integer linear programming and constraint programming compared

Many discrete optimization problems can be formulated as either integer linear programming problems or constraint satisfaction problems. Although ILP methods appear to be more powerful, sometimes constraint programming can solve these problems more quickly. This paper describes a problem in which the difference in performance between the two approaches was particularly marked, since a solution could not be found using ILP.The problem arose in the context of organizing a progressive party at a yachting rally. Some yachts were to be designated hosts; the crews of the remaining yachts would then visit the hosts for six successive half-hour periods. A guest crew could not revisit the same host, and two guest crews could not meet more than once. Additional constraints were imposed by the capacities of the host yachts and the crew sizes of the guests.Integer linear programming formulations which included all the constraints resulted in very large models, and despite trying several different strategies, all attempts to find a solution failed. Constraint programming was tried instead and solved the problem very quickly, with a little manual assistance. Reasons for the success of constraint programming in this problem are identified and discussed.     

The Haplotyping problem: An overview of computational models and solutions

The investigation of genetic differences among humans has given evidence that mutations in DNA sequences are responsible for some genetic diseases.The most common mutation is the one that involves only a single nucleotide of the DNA sequence,which is called a single nucleotide polymorphism (SNP).As a consequence,computing a complete map of all SNPs occurring in the human populations is one of the primary goals of recent studies in human genomics.The construction of such a map requires to determine the DNA sequences that from allchromosomes.In diploid organisms like humans,each chromosome consists of two sequences called haplotypes.Distinguishing the information contained in both haplotypes when analyzing chromosome sequences poses several new computational issues which collectively form a new emergingtopic of Computational Biology known as Haplotyping.This paper is a comprehensive study of some new combinatorial approaches proposed in thisresearch area and it mainly focuses on the formulations and algorithmic solutions of some basic biological problems.Three statistical approaches are briefly discussed at the end of the paper.     

A computational study on the quadratic knapsack problem with multiple constraints

The quadratic knapsack problem (QKP) has been the subject of considerable research in recent years. Despite notable advances in special purpose solution methodologies for QKP, this problem class remains very difficult to solve. With the exception of special cases, the state-of-the-art is limited to addressing problems of a few hundred variables and a single knapsack constraint.In this paper we provide a comparison of quadratic and linear representations of QKP based on test problems with multiple knapsack constraints and up to eight hundred variables. For the linear representations, three standard linearizations are investigated. Both the quadratic and linear models are solved by standard branch-and-cut optimizers available via CPLEX. Our results show that the linear models perform well on small problem instances but for larger problems the quadratic model outperforms the linear models tested both in terms of solution quality and solution time by a wide margin. Moreover, our results demonstrate that QKP instances larger than those previously addressed in the literature as well as instances with multiple constraints can be successfully and efficiently solved by branch and cut methodologies.     

The skiving stock problem as a counterpart of the cutting stock problem

The cutting stock problem (CSP) is a particular case of the set‐covering problem. Similarly we introduce another class of combinatorial optimization problems called the skiving stock problem (SSP) as a particular case of the set‐packing problem. The SSP shares many properties and solving techniques with the CSP. When these two problem spaces are contrasted they illuminate one another in that they form a ‘dual’ relationship where techniques once thought to be applicable in one domain can be applied in the other. Furthermore the SSP, like the CSP, may have numerous applications in business and industry.     

A computational study of a nonlinear minsum facility location problem

A discrete location problem with nonlinear objective is addressed. A set of p plants is to be open to serve a given set of clients. Together with the locations, the number p of facilities is also a decision variable. The objective is to minimize the total cost, represented as the transportation cost between clients and plants, plus an increasing nonlinear function of p.     

MIP models for connected facility location: A theoretical and computational study

This article comprises the first theoretical and computational study on mixed integer programming (MIP) models for the connected facility location problem (ConFL). ConFL combines facility location and Steiner trees: given a set of customers, a set of potential facility locations and some inter-connection nodes, ConFL searches for the minimum-cost way of assigning each customer to exactly one open facility, and connecting the open facilities via a Steiner tree. The costs needed for building the Steiner tree, facility opening costs and the assignment costs need to be minimized.     

Gamma deployment problem in grids: hardness and new integer linear programming formulation

Vehicular networks are mobile networks designed for the domain of vehicles and pedestrians. These networks are an essential component of intelligent transportation systems and have the potential to ease traffic management, lower accident rates, and offer other solutions to smart cities. One of the most challenging aspects in the design of a vehicular network is the distribution of its infrastructure units, which are called roadside units (RSUs). In this work, we tackle the gamma deployment problem that consists of deploying the minimum number of RSUs in a vehicular network in accordance with a quality of service metric called gamma deployment. This metric defines a vehicle as covered if it connects to some RSUs at least once in a given time interval during its whole trip. Then, the metric parameterizes the minimum percentage of covered vehicles necessary to make a deployment acceptable or feasible. In this paper, we prove that the decision version of the gamma deployment problem in grids is NP‐complete. Moreover, we correct the multiflow integer linear programming formulation present in the literature and introduce a new formulation based on set covering that is at least as strong as the multiflow formulation. In experiments with a commercial solver, the set covering formulation widely outperforms the multiflow formulation with respect to running time and linear programming relaxation gap.     

The rescheduling arc routing problem

In this paper, the rescheduling arc routing problem is introduced. This is a dynamic routing and scheduling problem that considers adjustments to an initial routing itinerary when one or more vehicle failures occur during the execution stage and the original plan must be modified. We minimize the operational and schedule disruption costs. Formulations based on mixed‐integer programming are presented to compare different policies in the rerouting phase. A solution strategy is developed when both costs are evaluated and it is necessary to find a solution quickly. Computational tests on a large set of instances compare the different decision‐maker policies.     

Feasibility check for the distance geometry problem: an application to molecular conformations

The distance geometry problem (DGP) consists in finding an embedding in a metric space of a given weighted undirected graph such that for each edge in the graph, the corresponding distance in the embedding belongs to a given distance interval. We discuss the relationship between the existence of a graph embedding in a Euclidean space and the existence of a graph embedding in a lattice. Different approaches, including two integer programming (IP) models and a constraint programming (CP) approach, are presented to test the feasibility of the DGP. The two IP models are improved with the inclusion of valid inequalities, and the CP approach is improved using an algorithm to perform a domain reduction. The main motivation for this work is to derive new pruning devices within branch‐and‐prune algorithms for instances occurring in real applications related to determination of molecular conformations, which is a particular case of the DGP. A computational study based on a set of small‐sized instances from molecular conformations is reported. This study compares the running times of the different approaches to check feasibility.     

The strong network orientation problem

This study presents models and heuristics for solving the strong network orientation problem (SNOP), which can model several tactical optimization problems of setting directions in urban networks. The objective is to set an orientation for each edge in an undirected graph such that the resulting digraph is strongly connected and the total travel distance between any pair of nodes is minimized (or maximized). Investigating tactical optimization problems such as SNOP is motivated by several challenges in urban networks due to the growth of population in urban areas, large number of daily trips, increasing price of maintaining urban networks, and the need to reduce air pollution and passive noise. Thus, a new trend is to utilize the urban networks better. In this context, we first use a multicommodity flow formulation to model the minimization problem. The maximization version is modeled by using the dual formulation of the shortest path problem. Then, scalable heuristic strategies for solving SNOP are investigated. For such purpose, we first propose basic components such as constructive heuristics, perturbations and local searches. They are combined into several metaheuristics based on local searches, multi-start and evolutionary schemes, i.e. Multistart Local Search, Iterated Local Search (ILS), Relaxed ILS, Evolutionary Local Search (ELS), Relaxed ELS, and Variable Neighborhood Search. Computational experiments have been performed to analyze the proposed methods in terms of efficiency and quality of solutions, using grid instances and a graph from downtown Clermont-Ferrand in France.     

The distributed permutation flowshop scheduling problem

This paper studies a new generalization of the regular permutation flowshop scheduling problem (PFSP) referred to as the distributed permutation flowshop scheduling problem or DPFSP. Under this generalization, we assume that there are a total of F identical factories or shops, each one with m machines disposed in series. A set of n available jobs have to be distributed among the F factories and then a processing sequence has to be derived for the jobs assigned to each factory. The optimization criterion is the minimization of the maximum completion time or makespan among the factories. This production setting is necessary in today's decentralized and globalized economy where several production centers might be available for a firm. We characterize the DPFSP and propose six different alternative mixed integer linear programming (MILP) models that are carefully and statistically analyzed for performance. We also propose two simple factory assignment rules together with 14 heuristics based on dispatching rules, effective constructive heuristics and variable neighborhood descent methods. A comprehensive computational and statistical analysis is conducted in order to analyze the performance of the proposed methods.     

The contractor time–cost–credit trade‐off problem: integer programming model,heuristic solution,and business insights

Contractors in the construction sector face several trade‐offs between time and cost. The time–cost trade‐off (TCT) is one of these trade‐offs where contractors can reduce a project completion time by assigning more resources to activities, which means spending more money, to shorten the execution times of project activities. On the other hand, contractors who finance their projects through credit lines from banks such that if they reach their credit limits, then the start times of some project activities can be delayed until cash is available again, which might lead to an increase in the project execution time; thus, contractors need to consider the time–credit trade‐off. In this work, we simultaneously consider these two trade‐offs that affect the project completion time and use mixed integer linear programming (MILP) to model the contractor time–cost–credit trade‐off (TCCT) problem. The MILP model minimizes the project execution time given the contractor's budgetary and financial constraints. In addition to the MILP model, we also develop a heuristic solution algorithm to solve the problem. Through a set of benchmark instances, we study the effectiveness of the heuristic algorithm and the computation time of the exact model. It is found that a good upper bound for the MILP results in less computation time. We also study some practical aspects of the problem where we highlight the importance of expediting contractor payments in addition to selecting a financially stable contractor. Finally, we use our MILP model to help a contractor bid for a project.     

The green vehicle routing problem: A heuristic based exact solution approach

This paper develops a simulated annealing heuristic based exact solution approach to solve the green vehicle routing problem (G-VRP) which extends the classical vehicle routing problem by considering a limited driving range of vehicles in conjunction with limited refueling infrastructure. The problem particularly arises for companies and agencies that employ a fleet of alternative energy powered vehicles on transportation systems for urban areas or for goods distribution. Exact algorithm is based on the branch-and-cut algorithm which combines several valid inequalities derived from the literature to improve lower bounds and introduces a heuristic algorithm based on simulated annealing to obtain upper bounds. Solution approach is evaluated in terms of the number of test instances solved to optimality, bound quality and computation time to reach the best solution of the various test problems. Computational results show that 22 of 40 instances with 20 customers can be solved optimally within reasonable computation time.     

Integer linear programming for a cutting problem in the wood-processing industry: a case study

In this paper, the authors present a case study from the wood-processing industry. It focuses on a cutting process in which material from stock is cut down in order to provide the items required by the customers in the desired qualities, sizes, and quantities. In particular, two aspects make this cutting process special. Firstly, the cutting process is strongly interdependent, with a preceding handling process, which, consequently, cannot be planned independently. Secondly, if the trim loss is of a certain minimum size, it can be returned into stock and used as input to subsequent cutting processes. In order to reduce the cost of the cutting process, a decision support tool has been developed that incorporates an integer linear programming model as a central feature. The model is described in detail, and experience from the application of the tool is reported.     

Constraint Logic Programming and Integer Programming approaches and their collaboration in solving an assignment scheduling problem

Generalised Assignment Problems (GAP), traditionally solved by Integer Programming techniques, are addressed in the light of current Constraint Programming methods. A scheduling application from manufacturing, based on a modified GAP, is used to examine the performance of each technique under a variety of problem characteristics. Experimental evidence showed that, for a set of assignment problems, Constraint Logic Programming (CLP) performed consistently better than Integer Programming (IP). Analysis of the CLP and IP processes identified ways in which the search was effective. The insight gained from the analysis led to an Integer Programming approach with significantly improved performance. Finally, the issue of collaboration between the two contrasting approaches is examined with respect to ways in which the solvers can be combined in an effective manner.     

The Connectionist Inductive Learning and Logic Programming System

This paper presents the Connectionist Inductive Learning and Logic Programming System (C-IL²P). C-IL²P is a new massively parallel computational model based on a feedforward Artificial Neural Network that integrates inductive learning from examples and background knowledge, with deductive learning from Logic Programming. Starting with the background knowledge represented by a propositional logic program, a translation algorithm is applied generating a neural network that can be trained with examples. The results obtained with this refined network can be explained by extracting a revised logic program from it. Moreover, the neural network computes the stable model of the logic program inserted in it as background knowledge, or learned with the examples, thus functioning as a parallel system for Logic Programming. We have successfully applied C-IL²P to two real-world problems of computational biology, specifically DNA sequence analyses. Comparisons with the results obtained by some of the main neural, symbolic, and hybrid inductive learning systems, using the same domain knowledge, show the effectiveness of C-IL²P.     

Integrated staffing and scheduling for an aircraft line maintenance problem

This paper studies the problem of constructing the workforce schedules of an aircraft maintenance company. The problem involves both a staffing and a scheduling decision. We propose an enumerative algorithm with bounding in which each node of the enumeration tree represents a mixed integer linear problem (MILP). We reformulate the MILP such that it becomes tractable for commercial MILP solvers. Extensive computational tests on 40 instances that are derived from a real-life setting indicate that the algorithm is capable of finding close-to-optimal solutions.     

Capacitated clustering problem in computational biology: Combinatorial and statistical approach for sibling reconstruction

The capacitated clustering problem (CCP) has been studied in a wide range of applications. In this study, we investigate a challenging CCP in computational biology, namely, sibling reconstruction problem (SRP). The goal of SRP is to establish the sibling relationship (i.e., groups of siblings) of a population from genetic data. The SRP has gained more and more interests from computational biologists over the past decade as it is an important and necessary keystone for studies in genetic and population biology. We propose a large-scale mixed-integer formulation of the CCP for SRP that is based on both combinatorial and statistical genetic concepts. The objective is not only to find the minimum number of sibling groups, but also to maximize the degree of similarity of individuals in the same sibling groups while each sibling group is subject to genetic constraints derived from Mendel's laws. We develop a new randomized greedy optimization algorithm to effectively and efficiently solve this SRP. The algorithm consists of two key phases: construction and enhancement. In the construction phase, a greedy approach with randomized perturbation is applied to construct multiple sibling groups iteratively. In the enhancement phase, a two-stage local search with a memory function is used to improve the solution quality with respect to the similarity measure. We demonstrate the effectiveness of the proposed algorithm using real biological data sets and compare it with state-of-the-art approaches in the literature. We also test it on larger simulated data sets. The experimental results show that the proposed algorithm provide the best reconstruction solutions.     

Solving lot-sizing problem with quantity discount and transportation cost

Owing to today's increasingly competitive market and ever-changing manufacturing environment, the inventory problem is becoming more complicated to solve. The incorporation of heuristics methods has become a new trend to tackle the complex problem in the past decade. This article considers a lot-sizing problem, and the objective is to minimise total costs, where the costs include ordering, holding, purchase and transportation costs, under the requirement that no inventory shortage is allowed in the system. We first formulate the lot-sizing problem as a mixed integer programming (MIP) model. Next, an efficient genetic algorithm (GA) model is constructed for solving large-scale lot-sizing problems. An illustrative example with two cases in a touch panel manufacturer is used to illustrate the practicality of these models, and a sensitivity analysis is applied to understand the impact of the changes in parameters to the outcomes. The results demonstrate that both the MIP model and the GA model are effective and relatively accurate tools for determining the replenishment for touch panel manufacturing for multi-periods with quantity discount and batch transportation. The contributions of this article are to construct an MIP model to obtain an optimal solution when the problem is not too complicated itself and to present a GA model to find a near-optimal solution efficiently when the problem is complicated.