The Vehicle Routing Problem with Service Level Constraints

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates transportation services for a limited number of partners and should respect contractual obligations on service levels. The problem also generalizes several important classes of vehicle routing problems with profits. To solve it, we propose a compact mathematical formulation, a branch-and-price algorithm, and a hybrid genetic algorithm with population management, which relies on problem-tailored solution representation, crossover and local search operators, as well as an adaptive penalization mechanism establishing a good balance between service levels and costs. Our computational experiments show that the proposed heuristic returns very high-quality solutions for this difficult problem, matches all optimal solutions found for small and medium-scale benchmark instances, and improves upon existing algorithms for two important special cases: the vehicle routing problem with private fleet and common carrier, and the capacitated profitable tour problem. The branch-and-price algorithm also produces new optimal solutions for all three problems

Topological Design of Survivable Networks

In the field of telecommunications there are several ways of establishing links between different physical places that must be connected according to the characteristics and the type of service they should provide. Two main considerations to be taken into account and which require the attention of the network planners are, in one hand the economic effort necessary to build the network, and in the other hand the resilience of the network to remain operative in the event of failure of any of its components. A third consideration, which is very important when quality of services required, such as video streaming or communications between real-time systems, is the diameter constrained reliability. In this thesis we study a set of problems that involve such considerations. Firstly, we model a new combinatorial optimization problem called Capacitated m-Two Node Survivable Star Problem (CmTNSSP). In such problem we optimize the costs of constructing a network composed of 2-node-connected components that converge in a central node and whose terminals can belong to these connected 2-node structures or be connected to them by simple edges. The CmTNSSP is a relaxation of the Capacitated Ring Star Problem (CmRSP), where the cycles of the latter can be replaced by arbitrary 2-node-connected graphs. According to previous studies, some of the structural properties of 2-node-connected graphs can be used to show a potential improvement in construction costs, over solutions that exclusively use cycles. Considering that the CmTNSSP belongs to the class of NP-Hard computational problems, a GRASP-VND metaheuristic was proposed and implemented for its approximate resolution, and a comparison of results was made between both problems (CmRSP and CmTNSSP) for a series of instances. Some local searches are based on exact Integer Linear Programming formulations. The results obtained show that the proposed metaheuristic reaches satisfactory levels of accuracy, attaining the global optimum in several instances. Next, we introduce the Capacitated m Ring Star Problem under Diameter Constrained Reliability (CmRSP-DCR) wherein DCR is considered as an additional restriction, limiting the number of hops between nodes of the CmRSP problem and establishing a minimum level of network reliability. This is especially useful in networks that should guarantee minimum delays and quality of service. The solutions found in this problem can be improved by applying some of the results obtained in the study of the CmTNSSP. Finally, we introduce a variant of the CmTNSSP named Capacitated Two-Node Survivable Tree Problem, motivated by another combinatorial optimization problem most recently treated in the literature, called Capacitated Ring Tree Problem (CRTP). In the CRTP, an additional restriction is added with respect to CmRSP, where the terminal nodes are of two different types and tree structures are also allowed. Each node in the CRTP may be connected exclusively in one cycle, or may be part of a cycle or a tree indistinctly, depending on the type of node. In the variant we introduced, the cycles are replaced by 2-node-connected structures. This study proposes and implements a GRASP-VND metaheuristic with specific local searches for this type of structures and adapts some of the exact local searches used in the resolution CmTNSSP. A comparison of the results between the optimal solutions obtained for the CRTP and the CTNSTP is made. The results achieved show the robustness and efficiency of the metaheuristi

Solution of minimum spanning forest problems with reliability constraints

We propose the reliability constrained k-rooted minimum spanning forest, a relevant optimization problem whose aim is to find a k-rooted minimum cost forest that connects given customers to a number of supply vertices, in such a way that a minimum required reliability on each path between a customer and a supply vertex is satisfied and the cost is a minimum. The reliability of an edge is the probability that no failure occurs on that edge, whereas the reliability of a path is the product of the reliabilities of the edges in such path. The problem has relevant applications in the design of networks, in fields such as telecommunications, electricity and transports. For its solution, we propose a mixed integer linear programming model, and an adaptive large neighborhood search metaheuristic which invokes several shaking and local search operators. Extensive computational tests prove that the metaheuristic can provide good quality solutions in very short computing times

Models and algorithms for decomposition problems

This thesis deals with the decomposition both as a solution method and as a problem itself. A decomposition approach can be very effective for mathematical problems presenting a specific structure in which the associated matrix of coefficients is sparse and it is diagonalizable in blocks. But, this kind of structure may not be evident from the most natural formulation of the problem. Thus, its coefficient matrix may be preprocessed by solving a structure detection problem in order to understand if a decomposition method can successfully be applied. So, this thesis deals with the k-Vertex Cut problem, that is the problem of finding the minimum subset of nodes whose removal disconnects a graph into at least k components, and it models relevant applications in matrix decomposition for solving systems of equations by parallel computing. The capacitated k-Vertex Separator problem, instead, asks to find a subset of vertices of minimum cardinality the deletion of which disconnects a given graph in at most k shores and the size of each shore must not be larger than a given capacity value. Also this problem is of great importance for matrix decomposition algorithms. This thesis also addresses the Chance-Constrained Mathematical Program that represents a significant example in which decomposition techniques can be successfully applied. This is a class of stochastic optimization problems in which the feasible region depends on the realization of a random variable and the solution must optimize a given objective function while belonging to the feasible region with a probability that must be above a given value. In this thesis, a decomposition approach for this problem is introduced. The thesis also addresses the Fractional Knapsack Problem with Penalties, a variant of the knapsack problem in which items can be split at the expense of a penalty depending on the fractional quantity

Matheuristics: using mathematics for heuristic design

Matheuristics are heuristic algorithms based on mathematical tools such as the ones provided by mathematical programming, that are structurally general enough to be applied to different problems with little adaptations to their abstract structure. The result can be metaheuristic hybrids having components derived from the mathematical model of the problems of interest, but the mathematical techniques themselves can define general heuristic solution frameworks. In this paper, we focus our attention on mathematical programming and its contributions to developing effective heuristics. We briefly describe the mathematical tools available and then some matheuristic approaches, reporting some representative examples from the literature. We also take the opportunity to provide some ideas for possible future development

The capacitated minimum spanning tree problem

In this thesis we focus on the Capacitated Minimum Spanning Tree (CMST), an extension of the minimum spanning tree (MST) which considers a central or root vertex which receives and sends commodities (information, goods, etc) to a group of terminals. Such commodities flow through links which have capacities that limit the total flow they can accommodate. These capacity constraints over the links result of interest because in many applications the capacity limits are inherent. We find the applications of the CMST in the same areas as the applications of the MST; telecommunications network design, facility location planning, and vehicle routing. The CMST arises in telecommunications networks design when the presence of a central server is compulsory and the flow of information is limited by the capacity of either the server or the connection lines. Its study also results specially interesting in the context of the vehicle routing problem, due to the utility that spanning trees can have in constructive methods. By the simple fact of adding capacity constraints to the MST problem we move from a polynomially solvable problem to a non-polynomial one. In the first chapter we describe and define the problem, introduce some notation, and present a review of the existing literature. In such review we include formulations and exact methods as well as the most relevant heuristic approaches. In the second chapter two basic formulations and the most used valid inequalities are presented. In the third chapter we present two new formulations for the CMST which are based on the identification of subroots (vertices directly connected to the root). One way of characterizing CMST solutions is by identifying the subroots and the vertices assigned to them. Both formulations use binary decision variables y to identify the subroots. Additional decision variables x are used to represent the elements (arcs) of the tree. In the second formulation the set of x variables is extended to indicate the depth of the arcs in the tree. For each formulation we present families of valid inequalities and address the separation problem in each case. Also a solution algorithm is proposed. In the fourth chapter we present a biased random-key genetic algorithm (BRKGA) for the CMST. BRKGA is a population-based metaheuristic, that has been used for combinatorial optimization. Decoders, solution representation and exploring strategies are presented and discussed. A final algorithm to obtain upper bounds for the CMST is proposed. Numerical results for the BRKGA and two cutting plane algorithms based on the new formulations are presented in the fifth chapter . The above mentioned results are discussed and analyzed in this same chapter. The conclusion of this thesis are presented in the last chapter, in which we include the opportunity areas suitable for future research.En esta tesis nos enfocamos en el problema del Árbol de Expansión Capacitado de Coste Mínimo (CMST, por sus siglas en inglés), que es una extensión del problema del árbol de expansión de coste mínimo (MST, por sus siglas en inglés). El CMST considera un vértice raíz que funciona como servidor central y que envía y recibe bienes (información, objetos, etc) a un conjunto de vértices llamados terminales. Los bienes solo pueden fluir entre el servidor y las terminales a través de enlaces cuya capacidad es limitada. Dichas restricciones sobre los enlaces dan relevancia al problema, ya que existen muchas aplicaciones en que las restricciones de capacidad son de vital importancia. Dentro de las áreas de aplicación del CMST más importantes se encuentran las relacionadas con el diseño de redes de telecomunicación, el diseño de rutas de vehículos y problemas de localización. Dentro del diseño de redes de telecomunicación, el CMST está presente cuando se considera un servidor central, cuya capacidad de transmisión y envío está limitada por las características de los puertos del servidor o de las líneas de transmisión. Dentro del diseño de rutas de vehículos el CMST resulta relevante debido a la influencia que pueden tener los árboles en el proceso de construcción de soluciones. Por el simple de añadir las restricciones de capacidad, el problema pasa de resolverse de manera exacta en tiempo polinomial usando un algoritmo voraz, a un problema que es muy difícil de resolver de manera exacta. En el primer capítulo se describe y define el problema, se introduce notación y se presenta una revisión bibliográfica de la literatura existente. En dicha revisión bibliográfica se incluyen formulaciones, métodos exactos y los métodos heurísticos utilizados más importantes. En el siguiente capítulo se muestran dos formulaciones binarias existentes, así como las desigualdades válidas más usadas para resolver el CMST. Para cada una de las formulaciones propuestas, se describe un algoritmo de planos de corte. Dos nuevas formulaciones para el CMST se presentan en el tercer capítulo. Dichas formulaciones estás basadas en la identificación de un tipo de vértices especiales llamados subraíces. Los subraíces son aquellos vértices que se encuentran directamente conectados al raíz. Un forma de caracterizar las soluciones del CMST es a través de identificar los nodos subraíces y los nodos dependientes a ellos. Ambas formulaciones utilizan variables para identificar los subraices y variables adicionales para identificar los arcos que forman parte del árbol. Adicionalmente, las variables en la segunda formulación ayudan a identificar la profundidad con respecto al raíz a la que se encuentran dichos arcos. Para cada formulación se presentan desigualdades válidas y se plantean procedimientos para resolver el problema de su separación. En el cuarto capítulo se presenta un algoritmo genético llamado BRKGA para resolver el CMST. El BRKGA está basado en el uso de poblaciones generadas por secuencias de números aleatorios, que posteriormente evolucionan. Diferentes decodificadores, un método de búsqueda local, espacios de búsqueda y estrategias de exploración son presentados y analizados. El capítulo termina presentando un algoritmo final que permite la obtención de cotas superiores para el CMST. Los resultados computacionales para el BRKGA y los dos algoritmos de planos de corte basados en las formulaciones propuestas se muestran en el quinto capítulo. Dichos resultados son analizados y discutidos en dicho capítulo. La tesis termina presentando las conclusiones derivadas del desarrollo del trabajo de investigación, así como las áreas de oportunidad sobre las que es posible realizar futuras investigaciones

Mixed integer programming approaches to problems combining network design and facility location

Viele heutzutage über das Internet angebotene Dienstleistungen benötigen wesentlich höhere Bandbreiten als von bestehenden lokalen Zugangsnetzen bereitgestellt werden. Telekommunikationsanbieter sind daher seit einigen Jahren bestrebt, ihre zum Großteil auf Kupferkabeln basierenden Zugangsnetze entsprechend zu modernisieren. Die gewünschte Erweiterung der bereitgestellten Bandbreiten wird oftmals erzielt, indem ein Teil des Kupfernetzes durch Glasfaser ersetzt wird. Dafür sind Versorgungsstandorte notwendig, an welchen die optischen und elektrischen Signale jeweils in einander umgewandelt werden. In der Praxis gibt es mehrere Strategien für die Installation von optischen Zugangsnetzen. Fiber-to-the-Home bezeichnet Netze, in denen jeder Haushalt direkt per Glasfaser angebunden wird. Wird je Wohngebäude eine optische Verbindung bereitgestellt, nennt man dies Fiber-to-the-Building. Endet die Glasfaserverbindung an einem Versorgungsstandort, welcher die Haushalte eines ganzen Wohnviertels durch Kupferkabel versorgt, bezeichnet man dies als Fiber-to-the-Curb. Inhalt dieser Dissertation sind mathematische Optimierungsmodelle für die kosteneffiziente Planung von auf Glasfaser basierenden lokalen Zugangsnetzen. Diese Modelle decken mehrere Aspekte der Planung ab, darunter die Fiber-to-the-Curb-Strategie mit zusätzlichen Restriktionen betreffend Ausfallssicherheit, gemischte Fiber-to-the-Home und Fiber-to-the-Curb-Netze sowie die Kapazitätenplanung von Fiber-to-the-Curb-Netzen. Ergebnis dieser Dissertation sind die theoretische Analyse der beschriebenen Modelle sowie effiziente Lösungsalgorithmen. Es kommen Methoden der kombinatorischen Optimierung zum Einsatz, darunter Umformulierungen auf erweiterten Graphen, zulässige Ungleichungen und Branch-and-Cut-Verfahren.In recent years, telecommunication service providers started to adapt their local access networks to the steadily growing demand for bandwidth of internet-based services. Most existing local access networks are based on copper cable and offer a limited bandwidth to customers. A common approach to increase this bandwidth is to replace parts of the network by fiber-optic cable. This requires the installation of facilities, where the optical signal is transformed into an electrical one and vice versa. Several strategies are commonly used to deploy fiber-optic networks. Connecting each customer via a fiber-optic link is referred to as Fiber-to-the-Home. If there is a fiber-optic connection for every building this is commonly referred to as Fiber-to-the-Building. If a fiber-optic connection leads to each facility that serves an entire neighborhood, this is referred to as Fiber-to-the-Curb. In this thesis we propose mathematical optimization models for the cost-efficient design of local access networks based on fiber-optic cable. These models cover several aspects, including the Fiber-to-the-Curb strategy under additional reliability constraints, mixed Fiber-to-the-Home and Fiber-to-the-Curb strategies and capacity planning of links and facilities for Fiber-to-the-Curb networks. We provide a theoretical analysis of the proposed models and develop efficient solution algorithms. We use state-of-the-art methods from combinatorial optimization including polyhedral comparisons, reformulations on extended graphs, valid inequalities and branch-and-cut procedures