Modeling and Solving Large-scale Stochastic Mixed-Integer Problems in Transportation and Power Systems

In this dissertation, various optimization problems from the area of transportation and power systems will be respectively investigated and the uncertainty will be considered in each problem. Specifically, a long-term problem of electricity infrastructure investment is studied to address the planning for capacity expansion in electrical power systems with the integration of short-term operations. The future investment costs and real-time customer demands cannot be perfectly forecasted and thus are considered to be random. Another maintenance scheduling problem is studied for power systems, particularly for natural gas fueled power plants, taking into account gas contracting and the opportunity of purchasing and selling gas in the spot market as well as the maintenance scheduling considering the uncertainty of electricity and gas prices in the spot market. In addition, different vehicle routing problems are researched seeking the route for each vehicle so that the total traveling cost is minimized subject to the constraints and uncertain parameters in corresponding transportation systems. The investigation of each problem in this dissertation mainly consists of two parts, i.e., the formulation of its mathematical model and the development of solution algorithm for solving the model. The stochastic programming is applied as the framework to model each problem and address the uncertainty, while the approach of dealing with the randomness varies in terms of the relationships between the uncertain elements and objective functions or constraints. All the problems will be modeled as stochastic mixed-integer programs, and the huge numbers of involved decision variables and constraints make each problem large-scale and very difficult to manage. In this dissertation, efficient algorithms are developed for these problems in the context of advanced methodologies of optimization and operations research, such as branch and cut, benders decomposition, column generation and Lagrangian method. Computational experiments are implemented for each problem and the results will be present and discussed. The research carried out in this dissertation would be beneficial to both researchers and practitioners seeking to model and solve similar optimization problems in transportation and power systems when uncertainty is involved

Arc Routing Problems for Road Network Maintenance

RÉSUMÉ : Cette thèse présente deux problèmes rencontrés dans l’entretien des réseaux routiers, soit la surveillance des réseaux routiers pour la détection de verglas sur la chaussée et la reprogrammation des itinéraires pour les activités de déneigement et d’épandage de sel. Nous représentons ces problèmes par des modèles de tournées sur les arcs. La dépendance aux moments et la nature dynamique sont des caractéristiques propres de ces problèmes, par conséquence le cas de surveillance des réseaux routiers est modélisé comme un problème de postier rural avec fenêtres-horaires (RPPTW), tandis que le cas de la reprogrammation utilise des modèles obtenus à partir des formulations de problèmes de tournées sur les arcs avec capacité. Dans le cas du problème de surveillance, une patrouille vérifie l’état des chemins et des autoroutes, elle doit principalement détecter le verglas sur la chaussée dans le but d’assurer de bonnes conditions aux chauffeurs et aux piétons. Étant donné un réseau routier et des prévisions météo, le problème consiste à créer une tournée qui permette de détecter opportunément le verglas sur les rues et les routes. L’objectif poursuivi consiste à minimiser le coût de cette opération. En premier, on présente trois formulations basées sur la programmation linéaire en nombres entiers pour le problème de surveillance des réseaux qui dépend du moment et deux méthodes de résolution: un algorithme de coupes et un algorithme heuristique appelé adaptive large neighborhood search (ALNS). La méthode exacte inclut des inéquations valides tirées du problème du voyageur de commerce avec fenêtres-horaires et aussi du problème de voyageur du commerce avec contraintes de précédence. La méthode heuristique considère deux phases: en premier, on trouve une solution initiale et après dans la deuxième phase, l’algorithme essaie d’améliorer la solution initiale en utilisant sept heuristiques de destruction et deux heuristiques de réparation choisies au hasard. La performance des heuristiques est évaluée pendant les itérations. Une meilleure performance correspond à une plus grande probabilité de choisir une heuristique. Plusieurs tests ont été faits sur deux ensembles d’exemplaires de problèmes. Les résultats obtenus montrent que l’algorithme de coupes est capable de résoudre des réseaux avec 104 arêtes requises et des fenêtres-horaires structurées par tranches horaires ; l’algorithme peut aussi résoudre des réseaux avec 45 arêtes requises et des fenêtres-horaires structurées pour chaque arête requise. Pour l’algorithme ALNS, différentes versions de l’algorithme sont comparées. Les résultats montrent que cette méthode est efficace parce qu’elle est capable de résoudre à l’optimalité 224 des 232 exemplaires et de réduire le temps de calcul significativement pour les exemplaires les plus difficiles. La dernière partie de la thèse introduit le problème de la reprogrammation de tournées sur les arcs avec capacité (RCARP), lequel permet de modéliser la reprogrammation des itinéraires après une panne d’un véhicule lors de la phase d’exécution d’un plan initial des activités de déneigement ou d’épandage de sel. Le planificateur doit alors modifier le plan initial rapidement et reprogrammer les véhicules qui restent pour finir les activités. Dans ce cas, l’objectif poursuivi consiste à minimiser le coût d’opération et le coût de perturbation. La distance couverte par les véhicules correspond au coût d’opération, cependant une nouvelle métrique est développée pour mesurer le coût de perturbation. Les coûts considérés sont des objectifs en conflit. On analyse quatre politiques à la phase de re-routage en utilisant des formulations de programmation linéaire en nombres entiers. On propose une solution heuristique comme méthode pour résoudre le RCARP quand les coûts d’opération et de perturbation sont minimisés en même temps et quand une réponse rapide est nécessaire. La méthode consiste à fixer une partie de l’itinéraire initial et après à modifier seulement les itinéraires des véhicules les plus proches de la zone de l’interruption de la tournée du véhicule défaillant. La méthode a été testée sur des exemplaires obtenus d’un réseau réel. Nos tests indiquent que la méthode peut résoudre rapidement des exemplaires avec 88 arêtes requises et 10 véhicules actifs après la panne d’un véhicule. En conclusion, la principale contribution de cette thèse est de présenter des modèles de tournées sur les arcs et de proposer des méthodes de résolution d’optimisation qui incluent la dépendance aux temps et l’aspect dynamique. On propose des modèles et des méthodes pour résoudre le RPPTW, et on présente des résultats pour ce problème. On introduit pour la première fois le RCARP. Trois articles correspondant aux trois principaux chapitres ont été acceptés ou soumis à des revues avec comité de Lecture: “The rural postman problem with time windows” accepté dans Networks, “ALNS for the rural postman problem with time windows” soumis à Networks, and “The rescheduling capacitated arc routing problem” soumis à International Transactions in Operational Research.----------ABSTRACT : This dissertation addresses two problems related to road network maintenance: the road network monitoring of black-ice and the rescheduling of itineraries for snow plowing and salt spreading operations. These problems can naturally be represented using arc routing models. Timing-sensitive and dynamic nature are inherent characteristics of these problems, therefore the road network monitoring is modeled as a rural postman problem with time windows (RPPTW) and in the rescheduling case, models based on capacitated arc routing formulations are suggested for the rerouting phase. The detection of black-ice on the roads is carried out by a patrol to ensure safety conditions for drivers and pedestrians. Specific meteorological conditions cause black-ice on the roads; therefore the patrol must design a route covering part of the network in order to timely detect the black-ice according to weather forecasts. We look for minimum-cost solutions that satisfy the timing constraints. At first, three formulations based on mixed integer linear programming are presented for the timing-sensitive road network monitoring and two solution approaches are proposed: a cutting plane algorithm and an adaptive large neighborhood search (ALNS) algorithm. The exact method includes valid inequalities from the traveling salesman problem (TSP) with time windows and from the precedence constrained TSP. The heuristic method consists of two phases: an initial solution is obtained, and then in the second phase the ALNS method tries to improve the initial solution using seven removal and two insertion heuristics. The performance of the heuristics is evaluated during the iterations, and therefore the heuristics are selected depending on their performance (with higher probability for the better ones). Several tests are done on two sets of instances. The computational experiments performed show that the cutting plane algorithm is able to solve instances with up to 104 required edges and with time windows structured by time slots, and problems with up to 45 required edges and time windows structured by each required edge. For the ALNS algorithm, several versions of the algorithm are compared. The results show that this approach is efficient, solving to optimality 224 of 232 instances and significantly reducing the computational time on the hardest instances. The last part of the dissertation introduces the rescheduling capacitated arc routing problem (RCARP), which models the rescheduling of itineraries after a vehicle failure happens in the execution of an initial plan of snow plowing or salt spreading operations. A dispatcher must quickly adjust the remaining vehicles and modify the initial plan in order to complete the operations. In this case we look for solutions that minimize operational and disruption costs. The traveled distance represents the operational cost, and a new metric is discussed as disruption cost. The concerned objectives are in conflict. Four policies are analyzed in the rerouting phase using mixed integer linear programming formulations. A heuristic solution is developed to solve the RCARP when operational and disruption costs are minimized simultaneously and a quick response is needed. The idea is to fix part of the initial itinerary and only modify the itinerary of vehicles closer to the failure zone. The method is tested on a set of instances generated from a real network. Our tests indicate that the method can solve instances with up to 88 required edges and 10 active vehicles after the vehicle breakdown. In short the main contribution of this dissertation is to present arc routing models and optimization solution techniques that consider timing-sensitive and dynamic aspects. Formulations and solution methods with computational results are given for the RPPTW, and the RCARP is studied for the first time here. Three articles corresponding to the main three chapters have been accepted or submitted to peer review journals: “The rural postman problem with time windows” accepted in Networks, “ALNS for the rural postman problem with time windows” submitted to Networks, and “The rescheduling capacitated arc routing problem” submitted to International Transactions in Operational Research

The stochastic multi-path traveling salesman problem with dependent random travel costs.

The objective of the stochastic multi-path Traveling Salesman Problem is to determine the expected minimum-cost Hamiltonian tour in a network characterized by the presence of different paths between each pair of nodes, given that a random travel cost with an unknown probability distribution is associated with each of these paths. Previous works have proved that this problem can be deterministically approximated when the path travel costs are independent and identically distributed. Such an approximation has been demonstrated to be of acceptable quality in terms of the estimation of an optimal solution compared to consolidated approaches such as stochastic programming with recourse, completely overcoming the computational burden of solving enormous programs exacerbated by the number of scenarios considered. Nevertheless, the hypothesis regarding the independence among the path travel costs does not hold when considering real settings. It is well known, in fact, that traffic congestion influences travel costs and creates dependence among them. In this paper, we demonstrate that the independence assumption can be relaxed and a deterministic approximation of the stochastic multi-path Traveling Salesman Problem can be derived by assuming just asymptotically independent travel costs. We also demonstrate that this deterministic approximation has strong operational implications because it allows the consideration of realistic traffic models. Computational tests on extensive sets of random and realistic instances indicate the excellent efficiency and accuracy of the deterministic approximation

Integrality and cutting planes in semidefinite programming approaches for combinatorial optimization

Many real-life decision problems are discrete in nature. To solve such problems as mathematical optimization problems, integrality constraints are commonly incorporated in the model to reflect the choice of finitely many alternatives. At the same time, it is known that semidefinite programming is very suitable for obtaining strong relaxations of combinatorial optimization problems. In this dissertation, we study the interplay between semidefinite programming and integrality, where a special focus is put on the use of cutting-plane methods. Although the notions of integrality and cutting planes are well-studied in linear programming, integer semidefinite programs (ISDPs) are considered only recently. We show that manycombinatorial optimization problems can be modeled as ISDPs. Several theoretical concepts, such as the Chvátal-Gomory closure, total dual integrality and integer Lagrangian duality, are studied for the case of integer semidefinite programming. On the practical side, we introduce an improved branch-and-cut approach for ISDPs and a cutting-plane augmented Lagrangian method for solving semidefinite programs with a large number of cutting planes. Throughout the thesis, we apply our results to a wide range of combinatorial optimization problems, among which the quadratic cycle cover problem, the quadratic traveling salesman problem and the graph partition problem. Our approaches lead to novel, strong and efficient solution strategies for these problems, with the potential to be extended to other problem classes

Advanced analysis of branch and bound algorithms

Als de code van een cijferslot zoek is, kan het alleen geopend worden door alle cijfercom­binaties langs te gaan. In het slechtste geval is de laatste combinatie de juiste. Echter, als de code uit tien cijfers bestaat, moeten tien miljard mogelijkheden bekeken worden. De zogenaamde 'NP-lastige' problemen in het proefschrift van Marcel Turkensteen zijn vergelijkbaar met het 'cijferslotprobleem'. Ook bij deze problemen is het aantal mogelijkheden buitensporig groot. De kunst is derhalve om de zoekruimte op een slimme manier af te tasten. Bij de Branch and Bound (BnB) methode wordt dit gedaan door de zoekruimte op te splitsen in kleinere deelgebieden. Turkensteen past de BnB methode onder andere toe bij het handelsreizigersprobleem, waarbij een kortste route door een verzameling plaatsen bepaald moet worden. Dit probleem is in algemene vorm nog steeds niet opgelost. De economische gevolgen kunnen groot zijn: zo staat nog steeds niet vast of bijvoorbeeld een routeplanner vrachtwagens optimaal laat rondrijden. De huidige BnB-methoden worden in dit proefschrift met name verbeterd door niet naar de kosten van een verbinding te kijken, maar naar de kostentoename als een verbinding niet gebruikt wordt: de boventolerantie.

Mathematical Modelling for Load Balancing and Minimization of Coordination Losses in Multirobot Stations

The automotive industry is moving from mass production towards an individualized production, in order to improve product quality and reduce costs and material waste. This thesis concerns aspects of load balancing of industrial robots in the automotive manufacturing industry, considering efficient algorithms required by an individualized production. The goal of the load balancing problem is to improve the equipment utilization. Several approaches for solving the load balancing problem are presented along with details on mathematical tools and subroutines employed.Our contributions to the solution of the load balancing problem are manifold. First, to circumvent robot coordination we have constructed disjoint robot programs, which require no coordination schemes, are more flexible, admit competitive cycle times for some industrial instances, and may be preferred in an individualized production. Second, since solving the task assignment problem for generating the disjoint robot programs was found to be unreasonably time-consuming, we modelled it as a generalized unrelated parallel machine problem with set packing constraints and suggested a tighter model formulation, which was proven to be much more tractable for a branch--and--cut solver. Third, within continuous collision detection it needs to be determined whether the sweeps of multiple moving robots are disjoint. Our solution uses the maximum velocity of each robot along with distance computations at certain robot configurations to derive a function that provides lower bounds on the minimum distance between the sweeps. The lower bounding function is iteratively minimized and updated with new distance information; our method is substantially faster than previously developed methods

Traveling Salesman Problem

This book is a collection of current research in the application of evolutionary algorithms and other optimal algorithms to solving the TSP problem. It brings together researchers with applications in Artificial Immune Systems, Genetic Algorithms, Neural Networks and Differential Evolution Algorithm. Hybrid systems, like Fuzzy Maps, Chaotic Maps and Parallelized TSP are also presented. Most importantly, this book presents both theoretical as well as practical applications of TSP, which will be a vital tool for researchers and graduate entry students in the field of applied Mathematics, Computing Science and Engineering

Exact Algorithms for Mixed-Integer Multilevel Programming Problems

We examine multistage optimization problems, in which one or more decision makers solve a sequence of interdependent optimization problems. In each stage the corresponding decision maker determines values for a set of variables, which in turn parameterizes the subsequent problem by modifying its constraints and objective function. The optimization literature has covered multistage optimization problems in the form of bilevel programs, interdiction problems, robust optimization, and two-stage stochastic programming. One of the main differences among these research areas lies in the relationship between the decision makers. We analyze the case in which the decision makers are self-interested agents seeking to optimize their own objective function (bilevel programming), the case in which the decision makers are opponents working against each other, playing a zero-sum game (interdiction), and the case in which the decision makers are cooperative agents working towards a common goal (two-stage stochastic programming). Traditional exact approaches for solving multistage optimization problems often rely on strong duality either for the purpose of achieving single-level reformulations of the original multistage problems, or for the development of cutting-plane approaches similar to Benders\u27 decomposition. As a result, existing solution approaches usually assume that the last-stage problems are linear or convex, and fail to solve problems for which the last-stage is nonconvex (e.g., because of the presence of discrete variables). We contribute exact finite algorithms for bilevel mixed-integer programs, three-stage defender-attacker-defender problems, and two-stage stochastic programs. Moreover, we do not assume linearity or convexity for the last-stage problem and allow the existence of discrete variables. We demonstrate how our proposed algorithms significantly outperform existing state-of-the-art algorithms. Additionally, we solve for the first time a class of interdiction and fortification problems in which the third-stage problem is NP-hard, opening a venue for new research and applications in the field of (network) interdiction