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

Two-Dimensional Bin Packing Problem with Guillotine Restrictions

This thesis, after presenting recent advances obtained for the two-dimensional bin packing problem, focuses on the case where guillotine restrictions are imposed. A mathematical characterization of non-guillotine patterns is provided and the relation between the solution value of the two-dimensional problem with guillotine restrictions and the two-dimensional problem unrestricted is being studied from a worst-case perspective. Finally it presents a new heuristic algorithm, for the two-dimensional problem with guillotine restrictions, based on partial enumeration, and computationally evaluates its performance on a large set of instances from the literature. Computational experiments show that the algorithm is able to produce proven optimal solutions for a large number of problems, and gives a tight approximation of the optimum in the remaining cases

Many-core Algorithms for Combinatorial Optimization

Combinatorial Optimization is becoming ever more crucial, in these days. From natural sciences to economics, passing through urban centers administration and personnel management, methodologies and algorithms with a strong theoretical background and a consolidated real-word effectiveness is more and more requested, in order to find, quickly, good solutions to complex strategical problems. Resource optimization is, nowadays, a fundamental ground for building the basements of successful projects. From the theoretical point of view, Combinatorial Optimization rests on stable and strong foundations, that allow researchers to face ever more challenging problems. However, from the application point of view, it seems that the rate of theoretical developments cannot cope with that enjoyed by modern hardware technologies, especially with reference to the one of processors industry. In this work we propose new parallel algorithms, designed for exploiting the new parallel architectures available on the market. We found that, exposing the inherent parallelism of some resolution techniques (like Dynamic Programming), the computational benefits are remarkable, lowering the execution times by more than an order of magnitude, and allowing to address instances with dimensions not possible before. We approached four Combinatorial Optimization’s notable problems: Packing Problem, Vehicle Routing Problem, Single Source Shortest Path Problem and a Network Design problem. For each of these problems we propose a collection of effective parallel solution algorithms, either for solving the full problem (Guillotine Cuts and SSSPP) or for enhancing a fundamental part of the solution method (VRP and ND). We endorse our claim by presenting computational results for all problems, either on standard benchmarks from the literature or, when possible, on data from real-world applications, where speed-ups of one order of magnitude are usually attained, not uncommonly scaling up to 40 X factors

Evolutionary algorithms and hyper-heuristics for orthogonal packing problems

This thesis investigates two major classes of Evolutionary Algorithms, Genetic Algorithms (GAs) and Evolution Strategies (ESs), and their application to the Orthogonal Packing Problems (OPP). OPP are canonical models for NP-hard problems, the class of problems widely conceived to be unsolvable on a polynomial deterministic Turing machine, although they underlie many optimisation problems in the real world. With the increasing power of modern computers, GAs and ESs have been developed in the past decades to provide high quality solutions for a wide range of optimisation and learning problems. These algorithms are inspired by Darwinian nature selection mechanism that iteratively select better solutions in populations derived from recombining and mutating existing solutions. The algorithms have gained huge success in many areas, however, being stochastic processes, the algorithms' behaviour on different problems is still far from being fully understood. The work of this thesis provides insights to better understand both the algorithms and the problems. The thesis begins with an investigation of hyper-heuristics as a more general search paradigm based on standard EAs. Hyper-heuristics are shown to be able to overcome the difficulty of many standard approaches which only search in partial solution space. The thesis also looks into the fundamental theory of GAs, the schemata theorem and the building block hypothesis, by developing the Grouping Genetic Algorithms (GGA) for high dimensional problems and providing supportive yet qualified empirical evidences for the hypothesis. Realising the difficulties of genetic encoding over combinatorial search domains, the thesis proposes a phenotype representation together with Evolution Strategies that operates on such representation. ESs were previously applied mainly to continuous numerical optimisation, therefore being less understood when searching in combinatorial domains. The work in this thesis develops highly competent ES algorithms for OPP and opens the door for future research in this area

Hybrid training approaches to Hidden Markov Model-based acoustic models for automatic speech recognition

Doctor of Philosoph

Evolutionary algorithms and hyper-heuristics for orthogonal packing problems

This thesis investigates two major classes of Evolutionary Algorithms, Genetic Algorithms (GAs) and Evolution Strategies (ESs), and their application to the Orthogonal Packing Problems (OPP). OPP are canonical models for NP-hard problems, the class of problems widely conceived to be unsolvable on a polynomial deterministic Turing machine, although they underlie many optimisation problems in the real world. With the increasing power of modern computers, GAs and ESs have been developed in the past decades to provide high quality solutions for a wide range of optimisation and learning problems. These algorithms are inspired by Darwinian nature selection mechanism that iteratively select better solutions in populations derived from recombining and mutating existing solutions. The algorithms have gained huge success in many areas, however, being stochastic processes, the algorithms' behaviour on different problems is still far from being fully understood. The work of this thesis provides insights to better understand both the algorithms and the problems. The thesis begins with an investigation of hyper-heuristics as a more general search paradigm based on standard EAs. Hyper-heuristics are shown to be able to overcome the difficulty of many standard approaches which only search in partial solution space. The thesis also looks into the fundamental theory of GAs, the schemata theorem and the building block hypothesis, by developing the Grouping Genetic Algorithms (GGA) for high dimensional problems and providing supportive yet qualified empirical evidences for the hypothesis. Realising the difficulties of genetic encoding over combinatorial search domains, the thesis proposes a phenotype representation together with Evolution Strategies that operates on such representation. ESs were previously applied mainly to continuous numerical optimisation, therefore being less understood when searching in combinatorial domains. The work in this thesis develops highly competent ES algorithms for OPP and opens the door for future research in this area

Models and algorithms for hard optimization problems

This thesis is devoted to exact solution methods for NP-hard integer programming models. We consider two of these problems, the cutting stock problem and the vehicle routing problem. Both problems have been studied for several decades by researchers and practitioners of the Operations Research eld. Their interest and contribution to real-world applications in business, industry and several kinds of organizations are irrefutable. Our solution approaches are always exact. We contribute with new lower bounds, families of valid inequalities, integer programming models and exact algorithms for the problems we explore. More precisely, we address two variants of each of the referred problems. In what concerns cutting stock problems, we analyze the one-dimensional pattern minimization problem and the two-dimensional cutting stock problem with the guillotine constraint. The one-dimensional pattern minimization problem is a cutting and packing problem that becomes relevant in situations where changing from one pattern to another involves, for example, a cost for setting up the cutting machine. It is the problem of minimizing the number of di erent patterns of a given cutting stock solution. For this problem, we contribute with new lower bounds. The two-dimensional cutting stock problem with the guillotine constraint and two stages is also addressed. We propose a pseudo-polynomial network ow model, along with some reduction criteria to reduce its symmetry. We strengthen the model with a new family of cutting planes and propose a new lower bound. For this variant, we also consider some variations of the problem.Regarding vehicle routing problems, we address the vehicle routing problem with time windows and multiple use of vehicles and the location routing problem, with capacitated vehicles and depots and multiple use of vehicles. The rst of these problems considers the well know case of vehicle routing with time windows with the additional consideration that vehicles can be assigned to several routes within the same planning period. The second variant considers the combination of the rst problem, without time windows, with a location problem. This means that the depots to be used must be selected from a set of available ones. For both of these variants, we propose a network ow model whose nodes of the underlying graph correspond to time instants of the planning period and whose arcs correspond to vehicle routes. We reduce their symmetry by deriving several reduction criteria. For the vehicle routing problem with time windows and multiple use of vehicles, we propose an iterative algorithm to solve the problem exactly. Our proposed procedures are tested and compared with other methods from the literature. All the computational results produced by the series of experiments are presented and discussed.Esta tese e dedicada a métodos de resolução exata para problemas de programação inteira NP-difíceis. São considerados dois desses problemas, nomeadamente o problema de corte e empacotamento e o problema de encaminhamento de veículos. Ambos os problemas têm vindo a ser abordados por investigadores e profissionais da área da Investigação Operacional há já várias décadas. O seu interesse e contribuição para aplicações reais do mundo dos negócios e industria, assim como para inúmeros outros tipos de organizações são, hoje em dia, inegáveis. A nossa abordagem para a resolução dos problemas descritos e exata. Contribuímos com novos limites inferiores, novas famílias de desigualdades validas, novos modelos de programação inteira e algoritmos de resolução exata para os problemas que nos propomos explorar. Em particular, abordamos duas variantes de cada um dos referidos problemas. Em relação ao problema de corte e empacotamento, analisamos o problema de minimização de padrões a uma dimensão e o problema de corte e empacotamento a duas dimensões, com restrição de guilhotina. O problema de minimização de padrões a uma dimensão e pertinente em situações em que a mudança de padrão envolve, por exemplo, custos de reconfiguração nas máquinas de corte. E o problema de minimização do numero de padrões diferentes de uma dada solução de um problema de corte. Para este problema contribuímos com novos limites inferiores. O problema de corte e empacotamento a duas dimensões com restrição de guilhotina e dois estágios e também abordado. Propomos um modelo pseudopolinomial de rede de fluxos, assim como critérios de redução que eliminam parte da sua simetria. Reforçamos o modelo com uma nova família de planos de corte e propomos novos limites inferiores. Para esta variante, consideramos também outras variações do problema original. No que se refere ao problema de encaminhamento de veículos, abordamos um problema de encaminhamento de veículos com janelas temporais e múltiplas viagens, e também um problema de localização e encaminhamento de veículos com capacidades nos veículos e depósitos e múltiplo uso dos veículos. O primeiro destes problemas considera o conhecido caso de encaminhamento de veículos com janelas temporais, com a consideração adicional de que os veículos podem ser alocados a v arias rotas no decurso do mesmo período de planeamento. A segunda variante considera a combinação do primeiro problema, embora sem janelas temporais, com um problema de localização. Isto significa que os depósitos a usar são selecionados de um conjunto de localizações disponíveis. Para ambas as variantes, propomos um modelo pseudo-polinomial de rede de fluxos cujos nodos do grafo correspondente representam instantes de tempo do período de planeamento, e cujos arcos representam rotas. Derivamos critérios de redução com o intuito de reduzir a simetria. Para o problema com janelas temporais e múltiplas viagens, propomos um algoritmo iterativo que o resolve de forma exata. Os procedimentos propostos são testados e comparados com outros métodos da literatura. Todos os resultados obtidos pelas experiencias computacionais são apresentados e discutidos

Algorithms for cutting and packing problems

Orientador: Flávio Keidi MiyazawaTese (doutorado) - Universidade Estadual de Campinas, Instituto de ComputaçãoResumo: Problemas de Corte e Empacotamento são, em sua maioria, NP-difíceis e não existem algoritmos exatos de tempo polinomial para tais se for considerado P ¿ NP. Aplicações práticas envolvendo estes problemas incluem a alocação de recursos para computadores; o corte de chapas de ferro, de madeira, de vidro, de alumínio, peças em couro, etc.; a estocagem de objetos; e, o carregamento de objetos dentro de contêineres ou caminhões-baú. Nesta tese investigamos problemas de Corte e Empacotamento NP-difíceis, nas suas versões bi- e tridimensionais, considerando diversas restrições práticas impostas a tais, a saber: que permitem a rotação ortogonal dos itens; cujos cortes sejam feitos por uma guilhotina; cujos cortes sejam feitos por uma guilhotina respeitando um número máximo de estágios de corte; cujos cortes sejam não-guilhotinados; cujos itens tenham demanda (não) unitária; cujos recipientes tenham tamanhos diferentes; cujos itens sejam representados por polígonos convexos e não-convexos (formas irregulares); cujo empacotamento respeite critérios de estabilidade para corpos rígidos; cujo empacotamento satisfaça uma dada ordem de descarregamento; e, cujos empacotamentos intermediários e final tenham seu centro de gravidade dentro de uma região considerada "segura". Para estes problemas foram propostos algoritmos baseados em programação dinâmica; modelos de programação inteira; técnicas do tipo branch-and-cut; heurísticas, incluindo as baseadas na técnica de geração de colunas; e, meta-heurísticas como o GRASP. Resultados teóricos também foram obtidos. Provamos uma questão em aberto levantada na literatura sobre cortes não-guilhotinados restritos a um conjunto de pontos. Uma extensiva série de testes computacionais considerando instâncias reais e várias outras geradas de forma aleatória foram realizados com os algoritmos desenvolvidos. Os resultados computacionais, sendo alguns deles comparados com a literatura, comprovam a validade dos algoritmos propostos e a sua aplicabilidade prática para resolver os problemas investigadosAbstract: Several versions of Cutting and Packing problems are considered NP-hard and, if we consider that P ¿ NP, we do not have any exact polynomial algorithm for solve them. Practical applications arises for such problems and include: resources allocation for computers; cut of steel, wood, glass, aluminum, etc.; packing of objects; and, loading objects into containers and trucks. In this thesis we investigate Cutting and Packing problems that are NP-hard considering theirs two- and three-dimensional versions, and subject to several practical constraints, that are: that allows the items to be orthogonally rotated; whose cuts are guillotine type; whose cuts are guillotine type and performed in at most k stages; whose cuts are non-guillotine type; whose items have varying and unit demand; whose bins are of variable sizes; whose items are represented by convex and non-convex polygons (irregular shapes); whose packing must satisfy the conditions for static equilibrium of rigid bodies; whose packing must satisfy an order to unloading; and, whose intermediaries and resultant packing have theirs center of gravity inside a safety region; Such cutting and packing problems were solved by dynamic programming algorithms; integer linear programming models; branch-and-cut algorithms; several heuristics, including those ones based on column generation approaches, and metaheuristics like GRASP. Theoretical results were also provided, so a recent open question arised by literature about non-guillotine patterns restricted to a set of points was demonstrated. We performed an extensive series of computational experiments for algorithms developed considering several instances presented in literature and others generated at random. These results, some of them compared with the literature, validate the approaches proposed and suggest their applicability to deal with practical situations involving the problems here investigatedDoutoradoDoutor em Ciência da Computaçã