Weighted Dantzig–Wolfe Decomposition for Linear Mixed-integer Programming

Dantzig–Wolfe decomposition can be used to solve the Lagrangian dual of a linear mixed-integer programming problem ( MIP ) if the dual structure of the ( MIP ) is exploited via Lagrangian relaxation with respect to the complicating constraints. In the so-called weighted Dantzig–Wolfe decomposition algorithm, instead of the optimal solution of the Dantzig–Wolfe master problem a specially weighted average of the previously constructed Lagrangian multipliers and the optimal solution of the master problem is used as Lagrangian multiplier for the next Lagrangian subproblem to be solved. A convergence proof of the weighted Dantzig–Wolfe decomposition algorithm is given, and some properties of this procedure together with computational results for the capacitated facility location problem are discussed.     

逐步次梯度法在基于LR的调度算法中的应用

在基于拉格朗日松弛法（LR）的优化调度算法中,对偶问题的求解广泛采用的一种方法是次梯度法：在这个方法中,为了得到一个次梯度方向,相应松弛问题的所有的子问题都必须精确求解,当问题规模较大时求解时间过长。讨论了逐步次梯度法求解对偶问题的具体实现方法。将对偶函数化为多个子项和的形式,每求解一个子问题,就构造对应对偶函数一个子项的次梯度,逐步沿这些次梯度方向更新乘子。仿真结果显示,其收敛速度较原始的次梯度法有明显的提高：     

An augmented Lagrangian decomposition method for quasi-separable problems in MDO

Several decomposition methods have been proposed for the distributed optimal design of quasi-separable problems encountered in Multidisciplinary Design Optimization (MDO). Some of these methods are known to have numerical convergence difficulties that can be explained theoretically. We propose a new decomposition algorithm for quasi-separable MDO problems. In particular, we propose a decomposed problem formulation based on the augmented Lagrangian penalty function and the block coordinate descent algorithm. The proposed solution algorithm consists of inner and outer loops. In the outer loop, the augmented Lagrangian penalty parameters are updated. In the inner loop, our method alternates between solving an optimization master problem and solving disciplinary optimization subproblems. The coordinating master problem can be solved analytically; the disciplinary subproblems can be solved using commonly available gradient-based optimization algorithms. The augmented Lagrangian decomposition method is derived such that existing proofs can be used to show convergence of the decomposition algorithm to Karush–Kuhn–Tucker points of the original problem under mild assumptions. We investigate the numerical performance of the proposed method on two example problems.     

三阶段拉格朗日启发式算法求解带同时取送货的绿色车辆路径问题

针对带同时取送货的绿色车辆路径问题,以最小化带碳排放费用的配送成本为优化目标,建立混合整数规划模型,并提出一种结合数学规划方法与启发式算法的三阶段拉格朗日启发式算法进行求解.第1阶段,利用拉格朗日松弛技术得到该问题的拉格朗日对偶模型;第2阶段,设计一种改进的次梯度算法迭代求解该对偶模型,同时引入修复机制,将每次迭代所得下界对应的解修复为原问题较高质量的可行解,并在下次迭代中利用该可行解更新次梯度方向和步长;第3阶段,设计一种启发式局部搜索算法,对第2阶段得到的可行解进行优化,进一步改进解的质量,以得到原问题的近似最优解.实验表明,所提出算法能够获得问题的一个优质解,同时提供一个紧致下界,用以定量评估解的质量.     

A branch-price-and-cut algorithm for the commodity constrained split delivery vehicle routing problem

We consider the Commodity constrained Split Delivery Vehicle Routing Problem (C-SDVRP), a routing problem where customers may request multiple commodities. The vehicles can deliver any set of commodities and multiple visits to a customer are allowed only if the customer requests multiple commodities. If the customer is visited more than once, the different vehicles will deliver different sets of commodities. Allowing the splitting of the demand of a customer only for different commodities may be more costly than allowing also the splitting of each individual commodity, but at the same time it is easier to organize and more acceptable to customers. We model the C-SDVRP by means of a set partitioning formulation and present a branch-price-and-cut algorithm. In the pricing phase, the ng-path relaxation of a constrained elementary shortest path problem is solved with a label setting dynamic programming algorithm. Capacity cuts are added in order to strengthen the lower bound. We solve to optimality within 2 h instances with up to 40 customers and 3 commodities per customer.     

A bilevel decomposition algorithm for simultaneous production scheduling and conflict-free routing for automated guided vehicles

We address a bilevel decomposition algorithm for solving the simultaneous scheduling and conflict-free routing problems for automated guided vehicles. The overall objective is to minimize the total weighted tardiness of the set of jobs related to these tasks. A mixed integer formulation is decomposed into two levels: the upper level master problem of task assignment and scheduling; and the lower level routing subproblem. The master problem is solved by using Lagrangian relaxation and a lower bound is obtained. Either the solution turns out to be feasible for the lower level or a feasible solution for the problem is constructed, and an upper bound is obtained. If the convergence is not satisfied, cuts are generated to exclude previous feasible solutions before solving the master problem again. Two types of cuts are proposed to reduce the duality gap. The effectiveness of the proposed method is investigated from computational experiments.     

A multi-start evolutionary local search for the two-dimensional loading capacitated vehicle routing problem

This paper addresses an extension of the capacitated vehicle routing problem where customer demand is composed of two-dimensional weighted items (2L-CVRP). The objective consists in designing a set of trips minimizing the total transportation cost with a homogenous fleet of vehicles based on a depot node. Items in each vehicle trip must satisfy the two-dimensional orthogonal packing constraints. A GRASP×ELS algorithm is proposed to compute solutions of a simpler problem in which the loading constraints are transformed into resource constrained project scheduling problem (RCPSP) constraints. We denote this relaxed problem RCPSP-CVRP. The optimization framework deals with RCPSP-CVRP and lastly RCPSP-CVRP solutions are transformed into 2L-CVRP solutions by solving a dedicated packing problem. The effectiveness of our approach is demonstrated through computational experiments including both classical CVRP and 2L-CVRP instances. Numerical experiments show that the GRASP×ELS approach outperforms all previously published methods.     

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.     

CIMS下单级单资源约束的生产批量计划问题的新算法

对单级单资源约束的生产批量计划问题采用Ｌａｇｒａｎｇｉａｎ松弛算法进行求解,对能力约束进行松弛后的Ｌａｇｒａｎｇｉａｎ问题的求解,构造了新的启发式算法,在用Ｌａｇｒａｎｇｉａｎ松驰问题获得原问题的可行解时,提出了多回路启动式算法,仿真实验结果表明,平均相对对偶间隙可在２％以内。     

LR方法基于车间调度问题的面向对象设计

针对拉格朗日松弛方法解决不同车间调度问题时,对问题的依赖性强,算法实现复杂的情况,通过分析拉格朗日方法解决不同车间调度问题的特点,提出了拉格朗日算法面向时象的设计方法,并开发了通用的类模块;面向对象的模块关系和类层次使得算法可扩展性强,便于改进。仿真结果表明,用户可以方便地实现拉格朗日方法对多种车间调度问题的仿真,大大提高了代码的可重用性和软件的通用性。     

Newton-conjugate gradient （CG） augmented Lagrangian method for path constrained dynamic process optimization

In this paper, a Newton-conjugate gradient (CG) augmented Lagrangian method is proposed for solving the path constrained dynamic process optimization problems. The path constraints are simplified as a single final time constraint by using a novel constraint aggregation function. Then, a control vector parameterization (CVP) approach is applied to convert the constraints simplified dynamic optimization problem into a nonlinear programming (NLP) problem with inequality constraints. By constructing an augmented Lagrangian function, the inequality constraints are introduced into the augmented objective function, and a box constrained NLP problem is generated. Then, a linear search Newton-CG approach, also known as truncated Newton (TN) approach, is applied to solve the problem. By constructing the Hamiltonian functions of objective and constraint functions, two adjoint systems are generated to calculate the gradients which are needed in the process of NLP solution. Simulation examples demonstrate the effectiveness of the algorithm.     

求解多维背包问题的蚁群-拉格朗日松弛混合优化算法

针对多维背包问题(MKP) NP-hard、约束强的特点, 提出一种高效的蚁群-拉格朗日松弛(LR) 混合优化算法. 该算法以蚁群优化(ACO) 为基本框架, 并基于LR 对偶信息定义了一种MKP效用指标. ACO使得整体算法具有全局搜索能力, 所设计的效用指标将MKP的优化目标与约束条件有机地融合在一起. 该指标一方面可以用来定 义MKP核问题, 降低问题规模; 另一方面, 可以用作ACO的启发因子, 引导算法在有希望的解区域中强化搜索. 在大量标准算例上的测试结果表明, 所提出算法的鲁棒性较好; 与其他已有算法相比, 在求解质量和求解效率方面均具有很强的竞争力.

     

Cost-based Filtering for Shorter Path Constraints

Many real world problems, e.g. personnel scheduling and transportation planning, can be modeled naturally as Constrained Shortest Path Problems (CSPPs), i.e., as Shortest Path Problems with additional constraints. A well studied problem in this class is the Resource Constrained Shortest Path Problem. Reduction techniques are vital ingredients of solvers for the CSPP, that is frequently NP-hard, depending on the nature of the additional constraints. Viewed as heuristics, these techniques have not been studied theoretically with respect to their efficiency, i.e., with respect to the relation of filtering power and running time. Using the concepts of Constraint Programming, we provide a theoretical study of cost-based filtering for shorter path constraints on acyclic, on undirected, and on directed graphs that do not contain negative cycles. We then show empirically how reasoning about path-substructures in combination with CP-based Lagrangian relaxation can help to improve significantly over previously developed problem-tailored filtering algorithms for the resource constrained shortest path problem and investigate the impact of required-edge detection, undirected versus directed filtering, and the choice of the algorithm optimizing the Lagrangian dual.     

Lagrangian bounds for just-in-time job-shop scheduling

We study the job-shop scheduling problem with earliness and tardiness penalties. We describe two Lagrangian relaxations of the problem. The first one is based on the relaxation of precedence constraints while the second one is based on the relaxation of machine constraints. We introduce dedicated algorithms to solve the corresponding dual problems. The second one is solved by a simple dynamic programming algorithm while the first one requires the resolution of an NP-hard problem by branch and bound. In both cases, the relaxations allow us to derive lower bounds as well as heuristic solutions. We finally introduce a simple local search algorithm to improve the best solution found. Computational results are reported.     

奥运调度问题模型转换及优化研究

本文研究了奥运会调度问题的模型转换和优化. (1)时间区间约束是奥运会调度问题的关键约束, 本文建立了一种时间区间模型语言以描述这个调度问题. (2)奥运会调度问题是一个约束满足问题, 考虑其本质复杂性, 本文通过柔化决赛时间约束将约束满足问题转化为约束优化问题. (3)约束优化模型中, 项由场地约束关联起来, 如果去掉场地约束, 各项则是相互独立的. 因而本文通过松弛场地约束将约束优化问题分解为若干子问题. 全局优化解通过调整拉格朗日乘子获得. (4)为了调整拉格朗日乘子, 本文研究了变直径次梯度投影算法, 此算法不依赖于任何先验知识收敛, 本文给出了收敛效率. 仿真结果说明了算法的收敛性, 显示出变直径次梯度投影算法与简化算法在性能上的差别, 并且表明原约束满足问题的相变现象可以通过变直径次梯度投影算法获得正的对偶值的概率和首次获得正的对偶值的时间来识别.     

Energy-efficient joint path-following for attitude-fixed space manipulators with bounds on completion time and motor voltage/current

This paper investigates the minimum-energy joint path-following problem for space manipulators whose base attitude is stabilized by reaction wheels. In the problem, manipulator joint path is specified for rest-to-rest motion and constraints are imposed as the upper bound on both motion completion time and the voltage/current limits of DC motors in manipulator joints and reaction wheels. We suggest a simple two-stage algorithm to address this problem. The algorithm first tries to find a global optimal solution by solving a relaxed convex problem. If the convex relaxation is not successful, then the algorithm solves subproblems iteratively to find a suboptimal solution. Since both problems are formulated as second-order cone programming (SOCP) form, they can be solved efficiently using dedicated SOCP solvers. The effectiveness of the proposed method is verified by numerical experiments.     

An improved stepsize of the subgradient algorithm for solving the lagrangian relaxation problem

The Lagrangian relaxation approach has been successfully applied to many large-scale mathematical programming problems. The Lagrangian relaxation problem itself is a non-differentiable optimization problem. One of the methods for solving such problem is the subgradient algorithm. In this paper, we propose an improved stepsize of the subgradient algorithm for solving the Lagrangian relaxation problem. Our version of the algorithm may significantly improve the rate of convergence of subgradient algorithm when applied to the solution of Lagrangian relaxation problem. An illustrative numerical example is also given.     

可重入混合流水车间调度的拉格朗日松弛算法

为了有效提升多重入车间的生产效率,考虑了实际生产中检查和修复过程对于逐层制造的可重入生产系统的重要性,提出了基于拉格朗日松弛算法的可重入混合流水车间的调度方法.首先进行了问题域的描述,并在此基础上以最小化加权完成时间为调度目标,建立数学规划模型.针对该调度问题提出了基于松弛机器能力约束的拉格朗日松弛算法,使松弛问题分解成工件级子问题,并使用动态规划方法建立递归公式,求解工件级子问题.随后,使用次梯度算法求解拉格朗日对偶问题.最后,对各种不同问题规模进行了仿真实验,结果表明,所提出的调度算法能够在合理的时间内获得满意的近优解.     

两层应急抢修系统选址问题的核搜索算法

提出了用于描述两层应急抢修系统选址问题的0-1整数线性规划模型, 该模型能保证整个应急抢修系统的服务质量。设计了求解该问题的两种核搜索算法, 在两种方法中分别根据原问题的线性松弛和拉格朗日松弛确定原问题的核问题和子问题, 从而大大减小了问题的规模。用提出的算法对56个计算实例进行求解, 算例计算结果表明, 与MOSEK软件直接求解得到的结果进行比较, 基于拉格朗日松弛的核搜索算法可以在相对较短的时间内求得较好的解, 这说明拉格朗日松弛对偶问题的最优解能为求解原问题提供非常有效的信息。     

On an evolutionary approach for constrained optimization problem solving

Over the last few decades, many different evolutionary algorithms have been introduced for solving constrained optimization problems. However, due to the variability of problem characteristics, no single algorithm performs consistently over a range of problems. In this paper, instead of introducing another such algorithm, we propose an evolutionary framework that utilizes existing knowledge to make logical changes for better performance. The algorithmic aspects considered here are: the way of using search operators, dealing with feasibility, setting parameters, and refining solutions. The combined impact of such modifications is significant as has been shown by solving two sets of test problems: (i) a set of 24 test problems that were used for the CEC2006 constrained optimization competition and (ii) a second set of 36 test instances introduced for the CEC2010 constrained optimization competition. The results demonstrate that the proposed algorithm shows better performance in comparison to the state-of-the-art algorithms.