One Benders cut to rule all schedules in the neighbourhood

Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose tighter dual bounds, its application to resource-constrained scheduling remains less explored. Given a position-based Mixed-Integer Linear Programming (MILP) formulation for scheduling on unrelated parallel machines, we notice that certain $k-$OPT neighbourhoods could implicitly be explored by regular local search operators, thus allowing us to integrate Local Branching into Branch-and-Check schemes. After enumerating such neighbourhoods and obtaining their local optima - hence, proving that they are suboptimal - a local branching cut (applied as a Benders cut) eliminates all their solutions at once, thus avoiding an overload of the master problem with thousands of Benders cuts. However, to guarantee convergence to optimality, the constructed neighbourhood should be exhaustively explored, hence this time-consuming procedure must be accelerated by domination rules or selectively implemented on nodes which are more likely to reduce the optimality gap. In this study, the realisation of this idea is limited on the common 'internal (job) swaps' to construct formulation-specific $4$-OPT neighbourhoods. Nonetheless, the experimentation on two challenging scheduling problems (i.e., the minimisation of total completion times and the minimisation of total tardiness on unrelated machines with sequence-dependent and resource-constrained setups) shows that the proposed methodology offers considerable reductions of optimality gaps or faster convergence to optimality. The simplicity of our approach allows its transferability to other neighbourhoods and different sequencing optimisation problems, hence providing a promising prospect to improve Branch-and-Check methods

Subproblem Separation in Logic-Based Benders\u27 Decomposition for the Vehicle Routing Problem with Local Congestion

Subproblem separation is a common strategy for the acceleration of the logic-based Benders\u27 decomposition (LBBD). However, it has only been applied to problems with an inherently separable subproblem structure. This paper proposes a new method to separate the subproblem using the connected components algorithm. The subproblem separation is applied to the vehicle routing problem with local congestion (VRPLC). Accordingly, new Benders\u27 cuts are derived for the new subproblem formulation. The computational experiments evaluate the effectiveness of subproblem separation for different methods applying new cuts. It is shown that subproblem separation significantly benefits the LBBD scheme

Branching strategies for mixed-integer programs containing logical constraints and decomposable structure

Decision-making optimisation problems can include discrete selections, e.g. selecting a route, arranging non-overlapping items or designing a network of items. Branch-and-bound (B&B), a widely applied divide-and-conquer framework, often solves such problems by considering a continuous approximation, e.g. replacing discrete variable domains by a continuous superset. Such approximations weaken the logical relations, e.g. for discrete variables corresponding to Boolean variables. Branching in B&B reintroduces logical relations by dividing the search space. This thesis studies designing B&B branching strategies, i.e. how to divide the search space, for optimisation problems that contain both a logical and a continuous structure. We begin our study with a large-scale, industrially-relevant optimisation problem where the objective consists of machine-learnt gradient-boosted trees (GBTs) and convex penalty functions. GBT functions contain if-then queries which introduces a logical structure to this problem. We propose decomposition-based rigorous bounding strategies and an iterative heuristic that can be embedded into a B&B algorithm. We approach branching with two strategies: a pseudocost initialisation and strong branching that target the structure of GBT and convex penalty aspects of the optimisation objective, respectively. Computational tests show that our B&B approach outperforms state-of-the-art solvers in deriving rigorous bounds on optimality. Our second project investigates how satisfiability modulo theories (SMT) derived unsatisfiable cores may be utilised in a B&B context. Unsatisfiable cores are subsets of constraints that explain an infeasible result. We study two-dimensional bin packing (2BP) and develop a B&B algorithm that branches on SMT unsatisfiable cores. We use the unsatisfiable cores to derive cuts that break 2BP symmetries. Computational results show that our B&B algorithm solves 20% more instances when compared with commercial solvers on the tested instances. Finally, we study convex generalized disjunctive programming (GDP), a framework that supports logical variables and operators. Convex GDP includes disjunctions of mathematical constraints, which motivate branching by partitioning the disjunctions. We investigate separation by branching, i.e. eliminating solutions that prevent rigorous bound improvement, and propose a greedy algorithm for building the branches. We propose three scoring methods for selecting the next branching disjunction. We also analyse how to leverage infeasibility to expedite the B&B search. Computational results show that our scoring methods can reduce the number of explored B&B nodes by an order of magnitude when compared with scoring methods proposed in literature. Our infeasibility analysis further reduces the number of explored nodes.Open Acces

The State-of-the-Art Survey on Optimization Methods for Cyber-physical Networks

Cyber-Physical Systems (CPS) are increasingly complex and frequently integrated into modern societies via critical infrastructure systems, products, and services. Consequently, there is a need for reliable functionality of these complex systems under various scenarios, from physical failures due to aging, through to cyber attacks. Indeed, the development of effective strategies to restore disrupted infrastructure systems continues to be a major challenge. Hitherto, there have been an increasing number of papers evaluating cyber-physical infrastructures, yet a comprehensive review focusing on mathematical modeling and different optimization methods is still lacking. Thus, this review paper appraises the literature on optimization techniques for CPS facing disruption, to synthesize key findings on the current methods in this domain. A total of 108 relevant research papers are reviewed following an extensive assessment of all major scientific databases. The main mathematical modeling practices and optimization methods are identified for both deterministic and stochastic formulations, categorizing them based on the solution approach (exact, heuristic, meta-heuristic), objective function, and network size. We also perform keyword clustering and bibliographic coupling analyses to summarize the current research trends. Future research needs in terms of the scalability of optimization algorithms are discussed. Overall, there is a need to shift towards more scalable optimization solution algorithms, empowered by data-driven methods and machine learning, to provide reliable decision-support systems for decision-makers and practitioners

Power-Aware Job Dispatching in High Performance Computing Systems

This works deals with the power-aware job dispatching problem in supercomputers; broadly speaking the dispatching consists of assigning finite capacity resources to a set of activities, with a special concern toward power and energy efficient solutions. We introduce novel optimization approaches to address its multiple aspects. The proposed techniques have a broad application range but are aimed at applications in the field of High Performance Computing (HPC) systems. Devising a power-aware HPC job dispatcher is a complex, where contrasting goals must be satisfied. Furthermore, the online nature of the problem request that solutions must be computed in real time respecting stringent limits. This aspect historically discouraged the usage of exact methods and favouring instead the adoption of heuristic techniques. The application of optimization approaches to the dispatching task is still an unexplored area of research and can drastically improve the performance of HPC systems. In this work we tackle the job dispatching problem on a real HPC machine, the Eurora supercomputer hosted at the Cineca research center, Bologna. We propose a Constraint Programming (CP) model that outperforms the dispatching software currently in use. An essential element to take power-aware decisions during the job dispatching phase is the possibility to estimate jobs power consumptions before their execution. To this end, we applied Machine Learning techniques to create a prediction model that was trained and tested on the Euora supercomputer, showing a great prediction accuracy. Then we finally develop a power-aware solution, considering the same target machine, and we devise different approaches to solve the dispatching problem while curtailing the power consumption of the whole system under a given threshold. We proposed a heuristic technique and a CP/heuristic hybrid method, both able to solve practical size instances and outperform the current state-of-the-art techniques

Algorithms for vehicle routing problems with heterogeneous fleet, flexible time windows and stochastic travel times

Orientador: Vinícius Amaral ArmentanoTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de ComputaçãoResumo: Este trabalho aborda três variantes multiatributo do problema de roteamento de veículos. A primeira apresenta frota heterogênea, janelas de tempo invioláveis e tempos de viagem determinísticos. Para resolvê-la, são propostos algoritmos ótimos baseados na decomposição de Benders. Estes algoritmos exploram a estrutura do problema em uma formulação de programação inteira mista, e três diferentes técnicas são desenvolvidas para acelerá-los. A segunda variante contempla os atributos de frota heterogênea, janelas de tempo flexíveis e tempos de viagem determinísticos. As janelas de tempo flexíveis permitem o início do serviço nos clientes com antecipação ou atraso limitados em relação às janelas de tempo invioláveis, com custos de penalidade. Este problema é resolvido por extensões dos algoritmos de Benders, que incluem novos algoritmos de programação dinâmica para a resolução de subproblemas com a estrutura do problema do caixeiro viajante com janelas de tempo flexíveis. A terceira variante apresenta frota heterogênea, janelas de tempo flexíveis e tempos de viagem estocásticos, sendo representada por uma formulação de programação estocástica inteira mista de dois estágios com recurso. Os tempos de viagem estocásticos são aproximados por um conjunto finito de cenários, gerados por um algoritmo que os descreve por meio da distribuição de probabilidade Burr tipo XII, e uma matheurística de busca local granular é sugerida para a resolução do problema. Extensivos testes computacionais são realizados em instâncias da literatura, e as vantagens das janelas de tempo flexíveis e dos tempos de viagem estocásticos são enfatizadasAbstract: This work addresses three multi-attribute variants of the vehicle routing problem. The first one presents a heterogeneous fleet, hard time windows and deterministic travel times. To solve this problem, optimal algorithms based on the Benders decomposition are proposed. Such algorithms exploit the structure of the problem in a mixed-integer programming formulation, and three algorithmic enhancements are developed to accelerate them. The second variant comprises a heterogeneous fleet, flexible time windows and deterministic travel times. The flexible time windows allow limited early and late servicing at customers with respect to their hard time windows, at the expense of penalty costs. This problem is solved by extensions of the Benders algorithms, which include novel dynamic programming algorithms for the subproblems with the special structure of the traveling salesman problem with flexible time windows. The third variant presents a heterogeneous fleet, flexible time windows and stochastic travel times, and is represented by a two-stage stochastic mixed-integer programming formulation with recourse. The stochastic travel times are approximated by a finite set of scenarios generated by an algorithm which describes them using the Burr type XII distribution, and a granular local search matheuristic is suggested to solve the problem. Extensive computational tests are performed on instances from the literature, and the advantages of flexible windows and stochastic travel times are stressed.DoutoradoAutomaçãoDoutor em Engenharia Elétrica141064/2015-3CNP

Solving crew scheduling problem in offshore supply vessels, heuristics and decomposition methods

For the efficient utilisation of resources in various transportation settings, scheduling is a significant area of research. Having crew as the main resource for operation maintenance, scheduling crew have been a powerful decision making tool for optimisation studies. This research provides a detailed real case study analysis regarding the difficulties in planning crew in maritime industry. As a special case study, this thesis researches crew scheduling in offshore supply vessels which are used for specific operations of a global scaled company in oil and gas industry deeply with modified formulations, heuristics and decomposition methods.An extended version of computational study for a simple formulation approach (Task Based Model) is applied as deeper analysis to Leggate (2016). Afterwards, more realistic approach to the same problem is revised. Following the revision, a customized and thorough computational study on the heuristic method with various settings is designed and implemented in C++. After elaborated analysis completed on the suggested models firstly, a modification on Time Windows model is presented to increase the efficacy. This modification provides a sharp decrease in upper bounds within a short time compared to the previously suggested models. Through this suggestion, more economic schedules within a short period of time are generated.Achieving high performances from the modified model, an application of a decomposition algorithm is provided. We implemented a hybrid solution of Benders Decomposition with a customized heuristic for the modified model. Although this hybrid solution does not provide high quality solutions, it evaluates the performance of possible decomposed models with potential improvements for future research. An introduction to robust crew scheduling in maritime context is also given with a description of resources of uncertainty in this concept and initial robust formulations are suggested.For the efficient utilisation of resources in various transportation settings, scheduling is a significant area of research. Having crew as the main resource for operation maintenance, scheduling crew have been a powerful decision making tool for optimisation studies. This research provides a detailed real case study analysis regarding the difficulties in planning crew in maritime industry. As a special case study, this thesis researches crew scheduling in offshore supply vessels which are used for specific operations of a global scaled company in oil and gas industry deeply with modified formulations, heuristics and decomposition methods.An extended version of computational study for a simple formulation approach (Task Based Model) is applied as deeper analysis to Leggate (2016). Afterwards, more realistic approach to the same problem is revised. Following the revision, a customized and thorough computational study on the heuristic method with various settings is designed and implemented in C++. After elaborated analysis completed on the suggested models firstly, a modification on Time Windows model is presented to increase the efficacy. This modification provides a sharp decrease in upper bounds within a short time compared to the previously suggested models. Through this suggestion, more economic schedules within a short period of time are generated.Achieving high performances from the modified model, an application of a decomposition algorithm is provided. We implemented a hybrid solution of Benders Decomposition with a customized heuristic for the modified model. Although this hybrid solution does not provide high quality solutions, it evaluates the performance of possible decomposed models with potential improvements for future research. An introduction to robust crew scheduling in maritime context is also given with a description of resources of uncertainty in this concept and initial robust formulations are suggested

On the investigation of the large-scale grouping constrained storage location assignment problem

The primary focus of this study is a novel optimisation problem, namely Storage Location Assignment Problem with Grouping Constraint (SLAP-GC). The problem stems from real-world applications and is significant in theoretical values and applicability in resource allocation tasks where groupings must be considered. The aim of this problem is to minimise the total operational cost in a warehouse through stock rearrangement. The problem consists of two interdependent subproblems, grouping same product items and assigning items to minimize picking distance. The interactions between these two subproblems make this problem significantly different from previous Storage Location Assignment Problems (SLAP), a well-studied field in logistics. Existing approaches for SLAP are not directly applicable for SLAP-GC. This dissertation lays a foundation for research on grouping constraints and other optimisation problems with similar interactions between subproblems. Firstly this study presents a formal definition of SLAP-GC. Then it others a formal proof of NP-completeness of SLAP-GC by reducing from a well-known 3-Partition problem to SLAP-GC. This suggests that the real-world instances of SLAP-GC should not be tackled with exact approaches, but with approximation and heuristic approaches. Then, we explored decomposition and modelling techniques for SLAP-GC and developed three types of promising heuristic approaches: a hyperheuristic approach, a metaheuristic approach and a matheuristic approach. Comprehensive experimental studies are conducted on both synthetic benchmark instances and real-world instances to examine their efficiency, efficacy, and scalability. Through the analysis of the experimental results, the suitability of proposed methods is verified on various SLAP-GC scenarios. In addition, we demonstrate in this study that with the proposed decomposition, large-scale SLAP-GC can be handled efficiently by the three proposed heuristic-based approaches

Operational Research: Methods and Applications

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and applications. The first aims to summarise the up-to-date knowledge and provide an overview of the state-of-the-art methods and key developments in the various subdomains of the field. The second offers a wide-ranging list of areas where Operational Research has been applied. The article is meant to be read in a nonlinear fashion. It should be used as a point of reference or first-port-of-call for a diverse pool of readers: academics, researchers, students, and practitioners. The entries within the methods and applications sections are presented in alphabetical order. The authors dedicate this paper to the 2023 Turkey/Syria earthquake victims. We sincerely hope that advances in OR will play a role towards minimising the pain and suffering caused by this and future catastrophes

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