Ten years of feasibility pump, and counting

The Feasibility Pump (fp) is probably the best-known primal heuristic for mixed-integer programming. The original work by Fischetti et al. (Math Program 104(1):91\u2013104, 2005), which introduced the heuristic for 0\u20131 mixed-integer linear programs, has been succeeded by more than twenty follow-up publications which improve the performance of the fp and extend it to other problem classes. Year 2015 was the tenth anniversary of the first fp publication. The present paper provides an overview of the diverse Feasibility Pump literature that has been presented over the last decade

Descoberta da topologia de rede

Doutoramento em MatemáticaA monitorização e avaliação do desempenho de uma rede são essenciais para detetar e resolver falhas no seu funcionamento. De modo a conseguir efetuar essa monitorização, e essencial conhecer a topologia da rede, que muitas vezes e desconhecida. Muitas das técnicas usadas para a descoberta da topologia requerem a cooperação de todos os dispositivos de rede, o que devido a questões e políticas de segurança e quase impossível de acontecer. Torna-se assim necessário utilizar técnicas que recolham, passivamente e sem a cooperação de dispositivos intermédios, informação que permita a inferência da topologia da rede. Isto pode ser feito recorrendo a técnicas de tomografia, que usam medições extremo-a-extremo, tais como o atraso sofrido pelos pacotes. Nesta tese usamos métodos de programação linear inteira para resolver o problema de inferir uma topologia de rede usando apenas medições extremo-a-extremo. Apresentamos duas formulações compactas de programação linear inteira mista (MILP) para resolver o problema. Resultados computacionais mostraram que a medida que o número de dispositivos terminais cresce, o tempo que as duas formulações MILP compactas necessitam para resolver o problema, também cresce rapidamente. Consequentemente, elaborámos duas heurísticas com base nos métodos Feasibility Pump e Local ranching. Uma vez que as medidas de atraso têm erros associados, desenvolvemos duas abordagens robustas, um para controlar o número máximo de desvios e outra para reduzir o risco de custo alto. Criámos ainda um sistema que mede os atrasos de pacotes entre computadores de uma rede e apresenta a topologia dessa rede.Monitoring and evaluating the performance of a network is essential to detect and resolve network failures. In order to achieve this monitoring level, it is essential to know the topology of the network which is often unknown. Many of the techniques used to discover the topology require the cooperation of all network devices, which is almost impossible due to security and policy issues. It is therefore, necessary to use techniques that collect, passively and without the cooperation of intermediate devices, the necessary information to allow the inference of the network topology. This can be done using tomography techniques, which use end-to-end measurements, such as the packet delays. In this thesis, we used some integer linear programming theory and methods to solve the problem of inferring a network topology using only end-to-end measurements. We present two compact mixed integer linear programming (MILP) formulations to solve the problem. Computational results showed that as the number of end-devices grows, the time need by the two compact MILP formulations to solve the problem also grows rapidly. Therefore, we elaborate two heuristics based on the Feasibility Pump and Local Branching method. Since the packet delay measurements have some errors associated, we developed two robust approaches, one to control the maximum number of deviations and the other to reduce the risk of high cost. We also created a system that measures the packet delays between computers on a network and displays the topology of that network

MATHEMATICAL PROGRAMMING ALGORITHMS FOR NETWORK OPTIMIZATION PROBLEMS

In the thesis we consider combinatorial optimization problems that are defined by means of networks. These problems arise when we need to take effective decisions to build or manage network structures, both satisfying the design constraints and minimizing the costs. In the thesis we focus our attention on the four following problems: - The Multicast Routing and Wavelength Assignment with Delay Constraint in WDM networks with heterogeneous capabilities (MRWADC) problem: this problem arises in the telecommunications industry and it requires to define an efficient way to make multicast transmissions on a WDM optical network. In more formal terms, to solve the MRWADC problem we need to identify, in a given directed graph that models the WDM optical network, a set of arborescences that connect the source of the transmission to all its destinations. These arborescences need to satisfy several quality-of-service constraints and need to take into account the heterogeneity of the electronic devices belonging to the WDM network. - The Homogeneous Area Problem (HAP): this problem arises from a particular requirement of an intermediate level of the Italian government called province. Each province needs to coordinate the common activities of the towns that belong to its territory. To practically perform its coordination role, the province of Milan created a customer care layer composed by a certain number of employees that have the task to support the towns of the province in their administrative works. For the sake of efficiency, the employees of this customer care layer have been partitioned in small groups and each group is assigned to a particular subset of towns that have in common a large number of activities. The HAP requires to identify the set of towns assigned to each group in order to minimize the redundancies generated by the towns that, despite having some activities in common, have been assigned to different groups. Since, for both historical and practical reasons, the towns in a particular subset need to be adjacent, the HAP can be effectively modeled as a particular graph partitioning problem that requires the connectivity of the obtained subgraphs and the satisfaction of nonlinear knapsack constraints. - Knapsack Prize Collecting Steiner Tree Problem (KPCSTP): to implement a Column Generation algorithm for the MRWADC problem and for the HAP, we need also to solve the two corresponding pricing problems. These two problems are very similar, both of them require to find an arborescence, contained in a given directed weighted graph, that minimizes the difference between its cost and the prizes associated with the spanned nodes. The two problems differ in the side constraints that their feasible solutions need to satisfy and in the way in which the cost of an arborescence is defined. The ILP formulations and the resolution methods that we developed to tackle these two problems have many characteristics in common with the ones used to solve other similar problems. To exemplify these similarities and to summarize and extend the techniques that we developed for the MRWADC problem and for the HAP, we also considered the KPCSTP. This problem requires to find a tree that minimizes the difference between the cost of the used arcs and the profits of the spanned nodes. However, not all trees are feasible: the sum of the weights of the nodes spanned by a feasible tree cannot exceed a given weight threshold. In the thesis we propose a computational comparison among several optimization methods for the KPCSTP that have been either already proposed in the literature or obtained modifying our ILP formulations for the two previous pricing problems. - The Train Design Optimization (TDO) problem: this problem was the topic of the second problem solving competition, sponsored in 2011 by the Railway Application Section (RAS) of the Institute for Operations Research and the Management Sciences (INFORMS). We participated to the contest and we won the second prize. After the competition, we continued to work on the TDO problem and in the thesis we describe the improved method that we have obtained at the end of this work. The TDO problem arises in the freight railroad industry. Typically, a freight railroad company receives requests from customers to transport a set of railcars from an origin rail yard to a destination rail yard. To satisfy these requests, the company first aggregates the railcars having the same origin and the same destination in larger blocks, and then it defines a trip plan to transport the obtained blocks to their correct destinations. The TDO problem requires to identify a trip plan that efficiently uses the limited resources of the considered rail company. More formally, given a railway network, a set of blocks and the segments of the network in which a crew can legally drive a train, the TDO problem requires to define a set of trains and the way in which the given blocks can be transported to their destinations by these trains, both satisfying operational constraints and minimizing the transportation costs

New variants of variable neighbourhood search for 0-1 mixed integer programming and clustering

Many real-world optimisation problems are discrete in nature. Although recent rapid developments in computer technologies are steadily increasing the speed of computations, the size of an instance of a hard discrete optimisation problem solvable in prescribed time does not increase linearly with the computer speed. This calls for the development of new solution methodologies for solving larger instances in shorter time. Furthermore, large instances of discrete optimisation problems are normally impossible to solve to optimality within a reasonable computational time/space and can only be tackled with a heuristic approach. In this thesis the development of so called matheuristics, the heuristics which are based on the mathematical formulation of the problem, is studied and employed within the variable neighbourhood search framework. Some new variants of the variable neighbourhood searchmetaheuristic itself are suggested, which naturally emerge from exploiting the information from the mathematical programming formulation of the problem. However, those variants may also be applied to problems described by the combinatorial formulation. A unifying perspective on modern advances in local search-based metaheuristics, a so called hyper-reactive approach, is also proposed. Two NP-hard discrete optimisation problems are considered: 0-1 mixed integer programming and clustering with application to colour image quantisation. Several new heuristics for 0-1 mixed integer programming problem are developed, based on the principle of variable neighbourhood search. One set of proposed heuristics consists of improvement heuristics, which attempt to find high-quality near-optimal solutions starting from a given feasible solution. Another set consists of constructive heuristics, which attempt to find initial feasible solutions for 0-1 mixed integer programs. Finally, some variable neighbourhood search based clustering techniques are applied for solving the colour image quantisation problem. All new methods presented are compared to other algorithms recommended in literature and a comprehensive performance analysis is provided. Computational results show that the methods proposed either outperform the existing state-of-the-art methods for the problems observed, or provide comparable results. The theory and algorithms presented in this thesis indicate that hybridisation of the CPLEX MIP solver and the VNS metaheuristic can be very effective for solving large instances of the 0-1 mixed integer programming problem. More generally, the results presented in this thesis suggest that hybridisation of exact (commercial) integer programming solvers and some metaheuristic methods is of high interest and such combinations deserve further practical and theoretical investigation. Results also show that VNS can be successfully applied to solving a colour image quantisation problem.EThOS - Electronic Theses Online ServiceMathematical Institute, Serbian Academy of Sciences and ArtsGBUnited Kingdo

A Polyhedral Study of Mixed 0-1 Set

We consider a variant of the well-known single node fixed charge network flow set with constant capacities. This set arises from the relaxation of more general mixed integer sets such as lot-sizing problems with multiple suppliers. We provide a complete polyhedral characterization of the convex hull of the given set

O problema da árvore de suporte de custo mínimo com restrições de peso

Doutoramento em MatemáticaNesta tese abordam-se várias formulações e diferentes métodos para resolver o Problema da Árvore de Suporte de Custo Mínimo com Restrições de Peso (WMST – Weight-constrained Minimum Spanning Tree Problem). Este problema, com aplicações no desenho de redes de comunicações e telecomunicações, é um problema de Otimização Combinatória NP-difícil. O Problema WMST consiste em determinar, numa rede com custos e pesos associados às arestas, uma árvore de suporte de custo mínimo de tal forma que o seu peso total não exceda um dado limite especificado. Apresentam-se e comparam-se várias formulações para o problema. Uma delas é usada para desenvolver um procedimento com introdução de cortes baseado em separação e que se tornou bastante útil na obtenção de soluções para o problema. Tendo como propósito fortalecer as formulações apresentadas, introduzem-se novas classes de desigualdades válidas que foram adaptadas das conhecidas desigualdades de cobertura, desigualdades de cobertura estendida e desigualdades de cobertura levantada. As novas desigualdades incorporam a informação de dois conjuntos de soluções: o conjunto das árvores de suporte e o conjunto saco-mochila. Apresentam-se diversos algoritmos heurísticos de separação que nos permitem usar as desigualdades válidas propostas de forma eficiente. Com base na decomposição Lagrangeana, apresentam-se e comparam-se algoritmos simples, mas eficientes, que podem ser usados para calcular limites inferiores e superiores para o valor ótimo do WMST. Entre eles encontram-se dois novos algoritmos: um baseado na convexidade da função Lagrangeana e outro que faz uso da inclusão de desigualdades válidas. Com o objetivo de obter soluções aproximadas para o Problema WMST usam-se métodos heurísticos para encontrar uma solução inteira admissível. Os métodos heurísticos apresentados são baseados nas estratégias Feasibility Pump e Local Branching. Apresentam-se resultados computacionais usando todos os métodos apresentados. Os resultados mostram que os diferentes métodos apresentados são bastante eficientes para encontrar soluções para o Problema WMST.In this thesis we discuss several formulations and different methods to solve the Weight-constrained Minimum Spanning Tree Problem (WMST). This problem, with applications in the design of communication networks and telecommunications, is a NP-hard combinatorial optimization problem. The WMST problem aims at obtaining, in a network with costs and weights associated to its edges, a minimum cost spanning tree such that its total weight does not exceed a given specified parameter. Various formulations to the problem are presented and compared. One is used to develop a procedure to introduce cuts based on separation and that became quite useful in obtaining solutions to the problem. To strengthen the formulations, new classes of valid inequalities, adapted from the well-known cover inequalities, extended cover inequalities and lifted cover inequalities, are introduced. These new inequalities incorporate information from two sets of solutions: the spanning trees set and the knapsack set. We present several separation heuristic algorithms that allow us to efficiently use the proposed valid inequalities. Based on Lagrangean decomposition, simple and efficient algorithms are presented and compared. The algorithms can be used to obtain upper and lower bounds to the optimal value of the WMST problem. Among them are two new algorithms: one based on the convexity of the Lagrangean function and another making use of the inclusion of valid inequalities. In order to obtain approximate solutions to the WMST problem, heuristic methods are used to find feasible solutions. The heuristic methods presented are based on the Feasibility Pump and Local Branching strategies. We present computational results using all these methods. Results show that the different methods presented are very efficient for finding solutions to the WMST problem

Multi-objective optimisation of safety-critical hierarchical systems

Achieving high reliability, particularly in safety critical systems, is an important and often mandatory requirement. At the same time costs should be kept as low as possible. Finding an optimum balance between maximising a system's reliability and minimising its cost is a hard combinatorial problem. As the size and complexity of a system increases, so does the scale of the problem faced by the designers. To address these difficulties, meta-heuristics such as Genetic Algorithms and Tabu Search algorithms have been applied in the past for automatically determining the optimal allocation of redundancies in a system as a mechanism for optimising the reliability and cost characteristics of that system. In all cases, simple reliability block diagrams with restrictive assumptions, such as failure independence and limited 2-state failure modes, were used for evaluating the reliability of the candidate designs produced by the various algorithms.This thesis argues that a departure from this restrictive evaluation model is possible by using a new model-based reliability evaluation technique called Hierachically Performed Hazard Origin and Propagation Studies (HiP-HOPS). HiP-HOPS can overcome the limitations imposed by reliability block diagrams by providing automatic analysis of complex engineering models with multiple failure modes. The thesis demonstrates that, used as the fitness evaluating component of a multi-objective Genetic Algorithm, HiP-HOPS can be used to solve the problem of redundancy allocation effectively and with relative efficiency. Furthermore, the ability of HiP-HOPS to model and automatically analyse complex engineering models, with multiple failure modes, allows the Genetic Algorithm to potentially optimise systems using more flexible strategies, not just series-parallel. The results of this thesis show the feasibility of the approach and point to a number of directions for future work to consider

Efficient Algorithms for Infrastructure Networks: Planning Issues and Economic Impact

Mei, R.D. van der [Promotor]Bhulai, S. [Copromotor