Theory and Applications of Simulated Annealing for Nonlinear Constrained Optimization

A general mixed-integer nonlinear programming problem (MINLP) is formulated as follows: where z = (x, y) T ∈ Z; x ∈ Rv and y ∈ D w are, respectively, bounded continuous and discrete variables; f(z) is a lower-bounded objective function; g(z) = (g1(z),…, gr(z)) T is a vector of r inequality constraint functions; 2 and h(z) = (h1(z),…,hm(z)) T is a vector of m equality constrain

Integrated Berth Allocation and Quay Crane Assignment Problem: Set partitioning models and computational results

Most of the operational problems in container terminals are strongly interconnected. In this paper, we study the integrated Berth Allocation and Quay Crane Assignment Problem in seaport container terminals. We will extend the current state-of-the-art by proposing novel set partitioning models. To improve the performance of the set partitioning formulations, a number of variable reduction techniques are proposed. Furthermore, we analyze the effects of different discretization schemes and the impact of using a time-variant/invariant quay crane allocation policy. Computational experiments show that the proposed models significantly improve the benchmark solutions of the current state-of-art optimal approaches

Augmented Lagrangian Algorithms under Constraint Partitioning

We present a novel constraint-partitioning approach for solving continuous nonlinear optimization based on augmented Lagrange method. In contrast to previous work, our approach is based on a new constraint partitioning theory and can handle global constraints. We employ a hyper-graph partitioning method to recognize the problem structure. We prove global convergence under assumptions that are much more relaxed than previous work and solve problems as large as 40,000 variables that other solvers such as IPOPT [11] cannot solve

Crew Planning at Netherlands Railways: Improving Fairness, Attractiveness, and Efficiency

The development and improvement of decision support voor crew planning at Netherlands Railways (NS

Mixed integer programming with decomposition to solve a workforce scheduling and routing problem

We propose an approach based on mixed integer programming (MIP) with decomposition to solve a workforce scheduling and routing problem, in which a set of workers should be assigned to tasks that are distributed across different geographical locations. This problem arises from a number of home care planning scenarios in the UK, faced by our industrial partner. We present a mixed integer programming model that incorporates important real-world features of the problem such as defined geographical regions and flexibility in the workers? availability. Given the size of the real-world instances, we propose to decompose the problem based on geographical areas. We show that the quality of the overall solution is affected by the ordering in which the sub-problems are tackled. Hence, we investigate different ordering strategies to solve the sub-problems and show that such decomposition approach is a very promising technique to produce high-quality solutions in practical computational times using an exact optimization method