Models and Solutions of Resource Allocation Problems based on Integer Linear and Nonlinear Programming

In this thesis we deal with two problems of resource allocation solved through a Mixed-Integer Linear Programming approach and a Mixed-Integer Nonlinear Chance Constraint Programming approach. In the first part we propose a framework to model general guillotine restrictions in two dimensional cutting problems formulated as Mixed-Integer Linear Programs (MILP). The modeling framework requires a pseudo-polynomial number of variables and constraints, which can be effectively enumerated for medium-size instances. Our modeling of general guillotine cuts is the first one that, once it is implemented within a state of-the-art MIP solver, can tackle instances of challenging size. Our objective is to propose a way of modeling general guillotine cuts via Mixed Integer Linear Programs (MILP), i.e., we do not limit the number of stages (restriction (ii)), nor impose the cuts to be restricted (restriction (iii)). We only ask the cuts to be guillotine ones (restriction (i)). We mainly concentrate our analysis on the Guillotine Two Dimensional Knapsack Problem (G2KP), for which a model, and an exact procedure able to significantly improve the computational performance, are given. In the second part we present a Branch-and-Cut algorithm for a class of Nonlinear Chance Constrained Mathematical Optimization Problems with a finite number of scenarios. This class corresponds to the problems that can be reformulated as Deterministic Convex Mixed-Integer Nonlinear Programming problems, but the size of the reformulation is large and quickly becomes impractical as the number of scenarios grows. We apply the Branch-and-Cut algorithm to the Mid-Term Hydro Scheduling Problem, for which we propose a chance-constrained formulation. A computational study using data from ten hydro plants in Greece shows that the proposed methodology solves instances orders of magnitude faster than applying a general-purpose solver for Convex Mixed-Integer Nonlinear Problems to the deterministic reformulation, and scales much better with the number of scenarios

Two-dimensional placement compaction using an evolutionary approach: a study

The placement problem of two-dimensional objects over planar surfaces optimizing given utility functions is a combinatorial optimization problem. Our main drive is that of surveying genetic algorithms and hybrid metaheuristics in terms of final positioning area compaction of the solution. Furthermore, a new hybrid evolutionary approach, combining a genetic algorithm merged with a non-linear compaction method is introduced and compared with referenced literature heuristics using both randomly generated instances and benchmark problems. A wide variety of experiments is made, and the respective results and discussions are presented. Finally, conclusions are drawn, and future research is defined

Solving the two dimensional cutting problem using evolutionary algorithms with penalty functions

In this work a solution using evolutionary algorithms with penalty function for the non-guillotine cutting problem is presented. In this particular problem, the rectangular pieces have to be cut from an unique large object, being the goal to maximize the total value of cut pieces. Some chromosomes can hold pieces to be cut, but some pieces cannot be arranged into the object, generating infeasible solutions. A way to deal with this kind of solutions is to use a penalizing strategy. The used penalty functions have been originally developed for the knapsack problem and they are adapted for the cutting problem in this paper. Moreover, the effect on the algorithm performance to combine penalty functions with two different selection methods (binary tournament and roulette wheel) is studied. The algorithm uses a binary representation, one-point crossover, big-creep mutation and in order to evaluated the quality of solutions a placement routine is considered (Heuristic with Efficient Management of Holes). Experimental comparisons of the performance of the resulting algorithms are carried out using publicly available benchmarks to the non-guillotine cutting problem. We report on the high performance of the proposed models at similar (or better) accuracy with respect to existing algorithms.VI Workshop de Agentes y Sistemas Inteligentes (WASI)Red de Universidades con Carreras en Informática (RedUNCI

An anytime tree search algorithm for two-dimensional two- and three-staged guillotine packing problems

[libralesso_anytime_2020] proposed an anytime tree search algorithm for the 2018 ROADEF/EURO challenge glass cutting problem (https://www.roadef.org/challenge/2018/en/index.php). The resulting program was ranked first among 64 participants. In this article, we generalize it and show that it is not only effective for the specific problem it was originally designed for, but is also very competitive and even returns state-of-the-art solutions on a large variety of Cutting and Packing problems from the literature. We adapted the algorithm for two-dimensional Bin Packing, Multiple Knapsack, and Strip Packing Problems, with two- or three-staged exact or non-exact guillotine cuts, the orientation of the first cut being imposed or not, and with or without item rotation. The combination of efficiency, ability to provide good solutions fast, simplicity and versatility makes it particularly suited for industrial applications, which require quickly developing algorithms implementing several business-specific constraints. The algorithm is implemented in a new software package called PackingSolver

2 stage guillotine cutting

Modello 1, modello di sezione 3.

Arc flow formulations based on dynamic programming: Theoretical foundations and applications

Network flow formulations are among the most successful tools to solve optimization problems. Such formulations correspond to determining an optimal flow in a network. One particular class of network flow formulations is the arc flow, where variables represent flows on individual arcs of the network. For NP-hard problems, polynomial-sized arc flow models typically provide weak linear relaxations and may have too much symmetry to be efficient in practice. Instead, arc flow models with a pseudo-polynomial size usually provide strong relaxations and are efficient in practice. The interest in pseudo-polynomial arc flow formulations has grown considerably in the last twenty years, in which they have been used to solve many open instances of hard problems. A remarkable advantage of pseudo-polynomial arc flow models is the possibility to solve practical-sized instances directly by a Mixed Integer Linear Programming solver, avoiding the implementation of complex methods based on column generation. In this survey, we present theoretical foundations of pseudo-polynomial arc flow formulations, by showing a relation between their network and Dynamic Programming (DP). This relation allows a better understanding of the strength of these formulations, through a link with models obtained by Dantzig-Wolfe decomposition. The relation with DP also allows a new perspective to relate state-space relaxation methods for DP with arc flow models. We also present a dual point of view to contrast the linear relaxation of arc flow models with that of models based on paths and cycles. To conclude, we review the main solution methods and applications of arc flow models based on DP in several domains such as cutting, packing, scheduling, and routing