A General Large Neighborhood Search Framework for Solving Integer Programs

This paper studies how to design abstractions of large-scale combinatorial optimization problems that can leverage existing state-of-the-art solvers in general purpose ways, and that are amenable to data-driven design. The goal is to arrive at new approaches that can reliably outperform existing solvers in wall-clock time. We focus on solving integer programs, and ground our approach in the large neighborhood search (LNS) paradigm, which iteratively chooses a subset of variables to optimize while leaving the remainder fixed. The appeal of LNS is that it can easily use any existing solver as a subroutine, and thus can inherit the benefits of carefully engineered heuristic approaches and their software implementations. We also show that one can learn a good neighborhood selector from training data. Through an extensive empirical validation, we demonstrate that our LNS framework can significantly outperform, in wall-clock time, compared to state-of-the-art commercial solvers such as Gurobi

A General Large Neighborhood Search Framework for Solving Integer Programs

This paper studies how to design abstractions of large-scale combinatorial optimization problems that can leverage existing state-of-the-art solvers in general purpose ways, and that are amenable to data-driven design. The goal is to arrive at new approaches that can reliably outperform existing solvers in wall-clock time. We focus on solving integer programs, and ground our approach in the large neighborhood search (LNS) paradigm, which iteratively chooses a subset of variables to optimize while leaving the remainder fixed. The appeal of LNS is that it can easily use any existing solver as a subroutine, and thus can inherit the benefits of carefully engineered heuristic approaches and their software implementations. We also show that one can learn a good neighborhood selector from training data. Through an extensive empirical validation, we demonstrate that our LNS framework can significantly outperform, in wall-clock time, compared to state-of-the-art commercial solvers such as Gurobi

A machine learning framework for neighbor generation in metaheuristic search

ABSTRACT: This paper presents a methodology for integrating machine learning techniques into metaheuristics for solving combinatorial optimization problems. Namely, we propose a general machine learning framework for neighbor generation in metaheuristic search. We first define an efficient neighborhood structure constructed by applying a transformation to a selected subset of variables from the current solution. Then, the key of the proposed methodology is to generate promising neighbors by selecting a proper subset of variables that contains a descent of the objective in the solution space. To learn a good variable selection strategy, we formulate the problem as a classification task that exploits structural information from the characteristics of the problem and from high-quality solutions. We validate our methodology on two metaheuristic applications: a Tabu Search scheme for solving a Wireless Network Optimization problem and a Large Neighborhood Search heuristic for solving Mixed-Integer Programs. The experimental results show that our approach is able to achieve a satisfactory trade-offs between the exploration of a larger solution space and the exploitation of high-quality solution regions on both applications

A Constraint-directed Local Search Approach to Nurse Rostering Problems

In this paper, we investigate the hybridization of constraint programming and local search techniques within a large neighbourhood search scheme for solving highly constrained nurse rostering problems. As identified by the research, a crucial part of the large neighbourhood search is the selection of the fragment (neighbourhood, i.e. the set of variables), to be relaxed and re-optimized iteratively. The success of the large neighbourhood search depends on the adequacy of this identified neighbourhood with regard to the problematic part of the solution assignment and the choice of the neighbourhood size. We investigate three strategies to choose the fragment of different sizes within the large neighbourhood search scheme. The first two strategies are tailored concerning the problem properties. The third strategy is more general, using the information of the cost from the soft constraint violations and their propagation as the indicator to choose the variables added into the fragment. The three strategies are analyzed and compared upon a benchmark nurse rostering problem. Promising results demonstrate the possibility of future work in the hybrid approach

A Two-Stage Approach for Routing Multiple Unmanned Aerial Vehicles with Stochastic Fuel Consumption

The past decade has seen a substantial increase in the use of small unmanned aerial vehicles (UAVs) in both civil and military applications. This article addresses an important aspect of refueling in the context of routing multiple small UAVs to complete a surveillance or data collection mission. Specifically, this article formulates a multiple-UAV routing problem with the refueling constraint of minimizing the overall fuel consumption for all of the vehicles as a two-stage stochastic optimization problem with uncertainty associated with the fuel consumption of each vehicle. The two-stage model allows for the application of sample average approximation (SAA). Although the SAA solution asymptotically converges to the optimal solution for the two-stage model, the SAA run time can be prohibitive for medium- and large-scale test instances. Hence, we develop a tabu-search-based heuristic that exploits the model structure while considering the uncertainty in fuel consumption. Extensive computational experiments corroborate the benefits of the two-stage model compared to a deterministic model and the effectiveness of the heuristic for obtaining high-quality solutions.Comment: 18 page

Decomposition, Reformulation, and Diving in University Course Timetabling

In many real-life optimisation problems, there are multiple interacting components in a solution. For example, different components might specify assignments to different kinds of resource. Often, each component is associated with different sets of soft constraints, and so with different measures of soft constraint violation. The goal is then to minimise a linear combination of such measures. This paper studies an approach to such problems, which can be thought of as multiphase exploitation of multiple objective-/value-restricted submodels. In this approach, only one computationally difficult component of a problem and the associated subset of objectives is considered at first. This produces partial solutions, which define interesting neighbourhoods in the search space of the complete problem. Often, it is possible to pick the initial component so that variable aggregation can be performed at the first stage, and the neighbourhoods to be explored next are guaranteed to contain feasible solutions. Using integer programming, it is then easy to implement heuristics producing solutions with bounds on their quality. Our study is performed on a university course timetabling problem used in the 2007 International Timetabling Competition, also known as the Udine Course Timetabling Problem. In the proposed heuristic, an objective-restricted neighbourhood generator produces assignments of periods to events, with decreasing numbers of violations of two period-related soft constraints. Those are relaxed into assignments of events to days, which define neighbourhoods that are easier to search with respect to all four soft constraints. Integer programming formulations for all subproblems are given and evaluated using ILOG CPLEX 11. The wider applicability of this approach is analysed and discussed.Comment: 45 pages, 7 figures. Improved typesetting of figures and table

Network Community Detection On Small Quantum Computers

In recent years a number of quantum computing devices with small numbers of qubits became available. We present a hybrid quantum local search (QLS) approach that combines a classical machine and a small quantum device to solve problems of practical size. The proposed approach is applied to the network community detection problem. QLS is hardware-agnostic and easily extendable to new quantum computing devices as they become available. We demonstrate it to solve the 2-community detection problem on graphs of size up to 410 vertices using the 16-qubit IBM quantum computer and D-Wave 2000Q, and compare their performance with the optimal solutions. Our results demonstrate that QLS perform similarly in terms of quality of the solution and the number of iterations to convergence on both types of quantum computers and it is capable of achieving results comparable to state-of-the-art solvers in terms of quality of the solution including reaching the optimal solutions