A new formulation and approach for the black and white traveling salesman problem

This paper proposes a new formulation and a column generation approach for the black and white traveling salesman problem. This problem is an extension of the traveling salesman problem in which the vertex set is divided into black vertices and white vertices. The number of white vertices visited and the length of the path between two consecutive black vertices are constrained. The objective of this problem is to find the shortest Hamiltonian cycle that covers all vertices satisfying the cardinality and the length constraints. We present a new formulation for the undirected version of this problem, which is amenable to the Dantzig–Wolfe decomposition. The decomposed problem which is defined on a multigraph becomes the traveling salesman problem with an extra constraint set in which the variable set is the feasible paths between pairs of black vertices. In this paper, a column generation algorithm is designed to solve the linear programming relaxation of this problem. The resulting pricing subproblem is an elementary shortest path problem with resource constraints, and we employ acceleration strategies to solve this subproblem effectively. The linear programming relaxation bound is strengthened by a cutting plane procedure, and then column generation is embedded within a branch-and-bound algorithm to compute optimal integer solutions. The proposed algorithm is used to solve randomly generated instances with up to 80 vertices.     

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.     

基于拉格朗日松弛算法的分布式供应链优化

为解决分布环境下的无协调中心的供应链生产计划的协调问题,提出了一种基于拉格朗目松弛算法的折扣价格协调优化策略。针对企业计划只能基于本地信息的特点,利用拉格朗日松弛算法将企业之间的物料耦合约束松弛掉,从而把整个供应链计划问题分解为多个可利用本地信息求解的企业生产计划子问题。通过上下游企业之间对折扣价格（拉格朗目算子）的异步更新,可以逐步获取整个供应链生产计划的优化解,从而实现分布环境下的供应链生产计划的异步协调。仿真实验证明了该方案的可行性。     

A method of solving a large-scale rolling batch scheduling problem in steel production using a variant of column generation

This paper presents a transparent model and a solution approach to solve a large-scale rolling batch scheduling problem. First, the problem is formulated as a multiple routes problem with multi-objective (MRMOP). By defining a hierarchical cost structure it is natural to decompose the MRMOP into several well-studied sub-problems, i.e. the multiple routes minimum cost problem (MRMCP), the knapsack problem (KP) and the linear assignment problem (LAP). Among these sub-problems the MRMCP is considered as the central one and is tackled first of all. The solution procedure for the MRMCP is based on a partial set-partitioning formulation. It makes use of a variant of column generation. Feasible column is generated as needed by solving a resource constrained elementary shortest path problem (RC-ESPP) by a mixed strategy combing an exact method and heuristics. Then a procedure called Adding-Node is introduced to implicitly solve the KP starting from the solution of the MRMCP. Finally, we solve the LAP with Hungarian algorithm to consider the total tardiness and earliness of the production. Computational results are presented compared with several promising methods on benchmark problems and production orders from Shanghai Baoshan Iron and Steel Complex. The results demonstrate the efficiency of the proposed algorithm.     

Group-scheduling problems in electronics manufacturing

This paper addresses the flowshop group-scheduling problems typically encountered in the assembly of printed circuit boards in electronics manufacturing. A mathematical programming model is formulated to capture the characteristics inherent to group-scheduling problems experienced in electronics manufacturing as well as those common to a wide range of group-scheduling problems encountered in other production environments. Several heuristics, each incorporating different components that underlie the tabu search concept, are developed to solve this strongly NP-hard problem effectively in a timely manner. In order to investigate the quality of the heuristic solutions with respect to tight lower bounds, an effective and efficient decomposition approach is developed. The problem is decomposed into a master problem and single-machine subproblems, and a column generation algorithm is developed to solve the linear programming relaxation of the master problem. Branching schemes, compatible with the column generation subproblems, are employed to partition the solution space when the solution to the linear programming relaxation is not integral. Furthermore, tabu search based fast heuristics are implemented to solve the subproblems, and an effective stabilization method is developed to accelerate the column generation approach. An experimental design with both fixed and random factors accompanied by rigorous statistical analyses of computational tests conducted on randomly generated test problems as well as on a large size real industry problem confirm the high performance of the proposed approach in identifying quality lower bounds and strongly suggest its flexibility and applicability to a wide range of real problems.     

求解动态停泊计划问题的拉格朗日松弛算法

研究钢铁企业原料码头动态停泊计划问题,其动态特征主要体现在原料船动态到达并有两个或两个以上连续泊位且在停泊计划开始执行时每一泊位上仅有部分泊位长度可利用。针对这个问题,建立了一个数学模型并设计了改进拉格朗日算法在很短的时间内求得了近优解。在改进算法中使用了所提出的四个性质来分别加速求解子问题、乘子更新和获得可行解的过程。通过包含50个实际规模问题的算法性能实验表明改进的拉格朗日松弛算法相比未改进算法减少了80%的运行时间。     

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.     

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 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.     

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.     

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.     

Circulation of railway rolling stock: a branch-and-price approach

In this paper, we describe a model and a branch-and-price algorithm to determine an efficient railway rolling stock circulation on a set of interacting train lines. Given the timetable and the passengers’ seat demand, the model determines an allocation of rolling stock to the daily trips. In order to efficiently utilize the train units, they can be added to or removed from the trains at some stations along the lines. These changes in train compositions are subject to several constraints, mainly corresponding to the order of the train units within the trains. A solution is evaluated based on three criteria, i.e. (i) the service to the passengers, (ii) the robustness, and (iii) the cost of the circulation. The developed branch-and-price algorithm was tested on a number of real-life instances of NS Reizigers, the main Dutch operator of passenger trains, thereby outperforming the commercial solver CPLEX 8.0.     

A new Lagrangian Relaxation Algorithm for scheduling dissimilar parallel machines with release dates

In this article we investigate the parallel machine scheduling problem with job release dates, focusing on the case that machines are dissimilar with each other. The goal of scheduling is to find an assignment and sequence for a set of jobs so that the total weighted completion time is minimised. This type of production environment is frequently encountered in process industry, such as chemical and steel industries, where the scheduling of jobs with different purposes is an important goal. This article formulates the problem as an integer linear programming model. Because of the dissimilarity of machines, the ordinary job-based decomposition method is no longer applicable, a novel machine-based Lagrangian relaxation algorithm is therefore proposed. Penalty terms associated with violations of coupling constraints are introduced to the objective function by Lagrangian multipliers, which are updated using subgradient optimisation method. For each machine-level subproblem after decomposition, a forward dynamic programming algorithm is designed together with the weighted shortest processing time rule to provide an optimal solution. A heuristics is developed to obtain a feasible schedule from the solution of subproblems to provide an upper bound. Numerical results show that the new approach is computationally effective to handle the addressed problem and provide high quality schedules.     

A clonal selection algorithm for urban bus vehicle scheduling

The bus vehicle scheduling problem addresses the task of assigning vehicles to cover the trips in a timetable. In this paper, a clonal selection algorithm based vehicle scheduling approach is proposed to quickly generate satisfactory solutions for large-scale bus scheduling problems. Firstly, a set of vehicle blocks (consecutive trips by one bus) is generated based on the maximal wait time between any two adjacent trips. Then a subset of blocks is constructed by the clonal selection algorithm to produce an initial vehicle scheduling solution. Finally, two heuristics adjust the departure times of vehicles to further improve the solution. The proposed approach is evaluated using a real-world vehicle scheduling problem from the bus company of Nanjing, China. Experimental results show that the proposed approach can generate satisfactory scheduling solutions within 1 min.     

A location–inventory supply chain problem: Reformulation and piecewise linearization

In this paper, we study a two-echelon inventory management problem with multiple warehouses and retailers. The problem is a natural extension to the well-known one-warehouse multi-retailer inventory problem. The problem is formulated as a mixed integer non-linear program such that its continuous relaxation is non-convex. We propose an equivalent formulation with fewer non-linear terms in the objective function so that the continuous relaxation of the new model is a convex optimization problem. We use piecewise linearization to transform the resulting MINLP to a mixed integer program and we solve it using CPLEX. Through numerical experiments, we compare the solutions obtained by solving the new formulation using CPLEX with two previously published Lagrangian relaxation based heuristics to solve the original mixed integer non-linear program. We demonstrate that the new approach is capable of providing almost the same solutions without the need of using specialized algorithms. This important contribution further implies that additional variants of the problem, such as multiple products, capacitated warehouses and routing, can be added to result in a problem that will again be solvable by commercial optimization software, while the respective Lagrangian heuristics will fail to solve such variants or extended problems.     

Crew pairing optimization based on hybrid approaches

The crew pairing problem (CPP) deals with generating crew pairings due to law and restrictions and selecting a set of crew pairings with minimal cost that covers all the flight legs. In this study, we present three different algorithms to solve CPP. The knowledge based random algorithm (KBRA) and the hybrid algorithm (HA) both combine heuristics and exact methods. While KBRA generates a reduced solution space by using the knowledge received from the past, HA starts to generate a reduced search space including high quality legal pairings by using some mechanisms in components of genetic algorithm (GA). Zero-one integer programming model of the set covering problem (SCP) which is an NP-hard problem is then used to select the minimal cost pairings among solutions in the reduced search space. Column generation (CG) which is the most commonly used technique in the CPP literature is used as the third solution technique. While the master problem is formulated as SCP, legal pairings are generated in the pricing problem by solving a shortest path problem on a structured network. In addition, the performance of CG integrated by KBRA (CG_KBRA) and HA (CG_HA) is investigated on randomly generated test problems. Computational results show that HA and CG_HA can be considered as effective and efficient solution algorithms for solving CPP in terms of the computational cost and solution quality.     

A branch-and-price algorithm for the multi-activity multi-task shift scheduling problem

The multi-activity multi-task shift scheduling problem requires the assignment of interruptible activities and uninterruptible tasks to a set of employees in order to satisfy a demand function. In this paper, we consider the personalized variant of the problem where the employees have different qualifications, preferences, and availabilities. We present a branch-and-price algorithm to solve this problem. The pricing subproblems in column generation are formulated with context-free grammars that are able to model complex rules in the construction of feasible shifts for an employee. We present results for a large set of instances inspired by real cases and show that this approach is sufficiently flexible to handle different classes of problems.     

热轧带钢轧制批量计划优化模型及算法

基于奖金收集车辆路径问题模型建立了热轧带钢生产批量计划多目标优化模型．模型综合考虑了生产工艺约束、用户合同需求以及综合生产指标优化等因素．利用加权函数法将多目标优化模型转换为单目标优化模型,针对模型特点设计了蚁群优化求解算法,算法中嵌入了单向插入和2-opt局部搜索过程．引用某钢铁企业热轧生产轧制批量计划编制的实际问题对模型和算法进行了验证,结果表明模型和算法的优化效果和时间效率是令人满意的．     

A new Lagrangian relaxation algorithm for hybrid flowshop scheduling to minimize total weighted completion time

We investigate the problem of scheduling n jobs in s-stage hybrid flowshops with parallel identical machines at each stage. The objective is to find a schedule that minimizes the sum of weighted completion times of the jobs. This problem has been proven to be NP-hard. In this paper, an integer programming formulation is constructed for the problem. A new Lagrangian relaxation algorithm is presented in which precedence constraints are relaxed to the objective function by introducing Lagrangian multipliers, unlike the commonly used method of relaxing capacity constraints. In this way the relaxed problem can be decomposed into machine type subproblems, each of which corresponds to a specific stage. A dynamic programming algorithm is designed for solving parallel identical machine subproblems where jobs may have negative weights. The multipliers are then iteratively updated along a subgradient direction. The new algorithm is computationally compared with the commonly used Lagrangian relaxation algorithms which, after capacity constraints are relaxed, decompose the relaxed problem into job level subproblems and solve the subproblems by using the regular and speed-up dynamic programming algorithms, respectively. Numerical results show that the new Lagrangian relaxation method produces better schedules in much shorter computation time, especially for large-scale problems.     

The multi-item capacitated lot-sizing problem with safety stocks and demand shortage costs

We address a multi-item capacitated lot-sizing problem with setup times, safety stock and demand shortages. Demand cannot be backlogged, but can be totally or partially lost. Safety stock is an objective to reach rather than an industrial constraint to respect. The problem is np-hard. We propose a Lagrangian relaxation of the resource capacity constraints. We develop a dynamic programming algorithm to solve the induced sub-problems. An upper bound is also proposed using a Lagrangian heuristic with several smoothing algorithms. Some experimental results showing the effectiveness of the approach are reported.