An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles

We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-oder cone program (SOCP) with integrality constraints. We propose a branch-and-bound algorithm where dual bounds are computed by means of an active set algorithm. The latter is applied to the Lagrangian dual of the continuous relaxation, where the feasible set of the combinatorial problem is supposed to be given by a separation oracle. The method benefits from the closed form solution of the active set subproblems and from a smart update of pseudo-inverse matrices. We present numerical experiments on randomly generated instances and on instances from different combinatorial problems, including the shortest path and the traveling salesman problem, showing that our new algorithm consistently outperforms the state-of-the art mixed-integer SOCP solver of Gurobi

Optimal Orchestration of Virtual Network Functions

-The emergence of Network Functions Virtualization (NFV) is bringing a set of novel algorithmic challenges in the operation of communication networks. NFV introduces volatility in the management of network functions, which can be dynamically orchestrated, i.e., placed, resized, etc. Virtual Network Functions (VNFs) can belong to VNF chains, where nodes in a chain can serve multiple demands coming from the network edges. In this paper, we formally define the VNF placement and routing (VNF-PR) problem, proposing a versatile linear programming formulation that is able to accommodate specific features and constraints of NFV infrastructures, and that is substantially different from existing virtual network embedding formulations in the state of the art. We also design a math-heuristic able to scale with multiple objectives and large instances. By extensive simulations, we draw conclusions on the trade-off achievable between classical traffic engineering (TE) and NFV infrastructure efficiency goals, evaluating both Internet access and Virtual Private Network (VPN) demands. We do also quantitatively compare the performance of our VNF-PR heuristic with the classical Virtual Network Embedding (VNE) approach proposed for NFV orchestration, showing the computational differences, and how our approach can provide a more stable and closer-to-optimum solution

Agent-based material transportation scheduling of AGV systems and its manufacturing applications

制度:新 ; 報告番号:甲3743号 ; 学位の種類:博士(工学) ; 授与年月日:2012/9/10 ; 早大学位記番号:新6114Waseda Universit

Look-ahead strategies for dynamic pickup and delivery problems

In this paper we consider a dynamic full truckload pickup and delivery problem with time-windows. Jobs arrive over time and are offered in a second-price auction. Individual vehicles bid on these jobs and maintain a schedule of the jobs they have won. We propose a pricing and scheduling strategy based on dynamic programming where not only the direct costs of a job insertion are taken into account, but also the impact on future opportunities. Simulation is used to evaluate the benefits of pricing opportunities compared to simple pricing strategies in various market settings. Numerical results show that the proposed approach provides high quality solutions, in terms of profits, capacity utilization, and delivery reliability

PERFORMANCE IMPACT OF DISPATCHING AND ROUTING IN AN AUTOMATED GUIDED VEHICLE SYSTEM

Dispatching and routing are fundamental operational decisions in automated material-handling systems. Numerous studies have been conducted on these two operational decisions, with more focus being recently made on intelligent routing decisions. However, comparative studies between the effects of dispatching and routing methods have not been reported so far. In this study, we have investigated three dispatching and three routing algorithms and measured their impacts using a simulation model for an automated guided vehicle (AGV) system designed for a real-world production line, in which a grid-type material flow layout is used, and the AGVs need to stop before changing their direction of movement. Two routing algorithms are developed in this study. Simulation experiments revealed that both dispatching and routing algorithms affect the performance of the AGV system, although dispatching methods showed a more significant impact. Good dispatching and routing algorithms are mandatory to improve the overall performance of AGV systems

Approximate Algorithms for the Combined arrival-Departure Aircraft Sequencing and Reactive Scheduling Problems on Multiple Runways

The problem addressed in this dissertation is the Aircraft Sequencing Problem (ASP) in which a schedule must be developed to determine the assignment of each aircraft to a runway, the appropriate sequence of aircraft on each runway, and their departing or landing times. The dissertation examines the ASP over multiple runways, under mixed mode operations with the objective of minimizing the total weighted tardiness of aircraft landings and departures simultaneously. To prevent the dangers associated with wake-vortex effects, separation times enforced by Aviation Administrations (e.g., FAA) are considered, adding another level of complexity given that such times are sequence-dependent. Due to the problem being NP-hard, it is computationally difficult to solve large scale instances in a reasonable amount of time. Therefore, three greedy algorithms, namely the Adapted Apparent Tardiness Cost with Separation and Ready Times (AATCSR), the Earliest Ready Time (ERT) and the Fast Priority Index (FPI) are proposed. Moreover, metaheuristics including Simulated Annealing (SA) and the Metaheuristic for Randomized Priority Search (Meta-RaPS) are introduced to improve solutions initially constructed by the proposed greedy algorithms. The performance (solution quality and computational time) of the various algorithms is compared to the optimal solutions and to each other. The dissertation also addresses the Aircraft Reactive Scheduling Problem (ARSP) as air traffic systems frequently encounter various disruptions due to unexpected events such as inclement weather, aircraft failures or personnel shortages rendering the initial plan suboptimal or even obsolete in some cases. This research considers disruptions including the arrival of new aircraft, flight cancellations and aircraft delays. ARSP is formulated as a multi-objective optimization problem in which both the schedule\u27s quality and stability are of interest. The objectives consist of the total weighted start times (solution quality), total weighted start time deviation, and total weighted runway deviation (instability measures). Repair and complete regeneration approximate algorithms are developed for each type of disruptive events. The algorithms are tested against difficult benchmark problems and the solutions are compared to optimal solutions in terms of solution quality, schedule stability and computational time

Strategies for dynamic appointment making by container terminals

We consider a container terminal that has to make appointments with barges dynamically, in real-time, and partly automatic. The challenge for the terminal is to make appointments with only limited knowledge about future arriving barges, and in the view of uncertainty and disturbances, such as uncertain arrival and handling times, as well as cancellations and no-shows. We illustrate this problem using an innovative implementation project which is currently running in the Port of Rotterdam. This project aims to align barge rotations and terminal quay schedules by means of a multi-agent system. In this\ud paper, we take the perspective of a single terminal that will participate in this planning system, and focus on the decision making capabilities of its intelligent agent. We focus on the question how the terminal operator can optimize, on an operational level, the utilization of its quay resources, while making reliable appointments with barges, i.e., with a guaranteed departure time. We explore two approaches: (i) an analytical approach based on the value of having certain intervals within the schedule and (ii) an approach based on sources of exibility that are naturally available to the terminal. We use simulation to get insight in the benefits of these approaches. We conclude that a major increase in utilization degree could be achieved only by deploying the sources of exibility, without harming the waiting time of barges too much