Heuristic algorithms and scatter search for the cardinality constrained P//Cmax problem

We consider the generalization of the classical P//Cmax problem (assign n jobs to m identical parallel processors by minimizing the makespan) arising when the number of jobs that can be assigned to each processor cannot exceed a given integer k. The problem is strongly NP-hard for any fixed k > 2. We briefly survey lower and upper bounds from the literature. We introduce greedy heuristics, local search and a scatter search approach. The effectiveness of these approaches is evaluated through extensive computational comparison with a depth-first branch-and-bound algorithm that includes new lower bounds and dominance criteri

Lower bounds and heuristic algorithms for the ki-partitioning problem

We consider the problem of partitioning a set of positive integers values into a given number of subsets, each having an associated cardinality limit, so that the maximum sum of values in a subset is minimized, and the number of values in each subset does not exceed the corresponding limit. The problem is related to scheduling and bin packing problems. We give combinatorial lower bounds, reduction criteria, constructive heuristics, a scatter search approach, and a lower bound based on column generation. The outcome of extensive computational experiments is presente

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

Optimizing and Reoptimizing: tackling static and dynamic combinatorial problems

As suggested by the title, in this thesis both static and dynamic problems of Operations Research will be addressed by either designing new procedures or adapting well-known algorithmic schemes. Specifically, the first part of the thesis is devoted to the discussion of three variants of the widely studied Shortest Path Problem, one of which is defined on dynamic graphs. Namely, first the Reoptimization of Shortest Paths in case of multiple and generic cost changes is dealt with an exact algorithm whose performance is compared with Dijkstra's label setting procedure in order to detect which approach has to be preferred. Secondly, the k-Color Shortest Path Problem is tackled. It is a recent problem, defined on an edge-constrained graph, for which a Dynamic Programming algorithm is proposed here; its performance is compared with the state of the art solution approach, namely a Branch & Bound procedure. Finally, the Resource Constrained Clustered Shortest Path Tree Problem is presented. It is a newly defined problem for which both a mathematical model and a Branch & Price procedure are detailed here. Moreover, the performance of this solution approach is compared with that of CPLEX solver. Furthermore, in the first part of the thesis, also the Path Planning in Urban Air Mobility, is discussed by considering both the definition of the Free-Space Maps and the computation of the trajectories. For the former purpose, three different but correlated discretization methods are described; as for the latter, a two steps resolution, offline and online, of the resulting shortest path problems is performed. In addition, it is checked whether the reoptimization algorithm can be used in the online step. In the second part of this thesis, the recently studied Additive Manufacturing Machine Scheduling Problem with not identical machines is presented. Specifically, a Reinforcement Learning Iterated Local Search meta-heuristic featuring a Q-learning Variable Neighbourhood Search is described to solve this problem and its performance is compared with the one of CPLEX solver. It is worthwhile mentioning that, for each of the proposed approaches, a thorough experimentation is performed and each Chapter is equipped with a detailed analysis of the results in order to appraise the performance of the method and to detect its limits

Identical parallel machine scheduling problems: structural patterns, bounding techniques and solution procedures

The work is about fundamental parallel machine scheduling problems which occur in manufacturing systems where a set of jobs with individual processing times has to be assigned to a set of machines with respect to several workload objective functions like makespan minimization, machine covering or workload balancing. In the first chapter of the work an up-to-date survey on the most relevant literature for these problems is given, since the last review dealing with these problems has been published almost 20 years ago. We also give an insight into the relevant literature contributed by the Artificial Intelligence community, where the problem is known as number partitioning. The core of the work is a universally valid characterization of optimal makespan and machine-covering solutions where schedules are evaluated independently from the processing times of the jobs. Based on these novel structural insights we derive several strong dominance criteria. Implemented in a branch-and-bound algorithm these criteria have proved to be effective in limiting the solution space, particularly in the case of small ratios of the number of jobs to the number of machines. Further, we provide a counter-example to a central result by Ho et al. (2009) who proved that a schedule which minimizes the normalized sum of squared workload deviations is necessarily a makespan-optimal one. We explain why their proof is incorrect and present computational results revealing the difference between workload balancing and makespan minimization. The last chapter of the work is about the minimum cardinality bin covering problem which is a dual problem of machine-covering with respect to bounding techniques. We discuss reduction criteria, derive several lower bound arguments and propose construction heuristics as well as a subset sum-based improvement algorithm. Moreover, we present a tailored branch-and-bound method which is able to solve instances with up to 20 bins

A hybrid integer and constraint programming approach to solve nurse rostering problems

The Nurse Rostering Problem can be defined as assigning a series of shift sequences (schedules) to several nurses over a planning horizon according to some limitations and preferences. The inherent benefits of generating higher-quality schedules are a reduction in outsourcing costs and an increase in job satisfaction of employees. In this paper, we present a hybrid algorithm, which combines Integer Programming and Constraint Programming to efficiently solve the highly-constrained Nurse Rostering Problem. We exploit the strength of IP in obtaining lower-bounds and finding an optimal solution with the capability of CP in finding feasible solutions in a co-operative manner. To improve the performance of the algorithm, and therefore, to obtain high-quality solutions as well as strong lower-bounds for a relatively short time, we apply some innovative ways to extract useful information such as the computational difficulty of in- stances and constraints to adaptively set the search parameters. We test our algorithm using two different datasets consisting of various problem instances, and report competitive results benchmarked with the state-of-the-art algorithms from the recent literature as well as standard IP and CP solvers, showing that the proposed algorithm is able to solve a wide variety of instances effectively

Integration of operations research and artificial intelligence approaches to solve the nurse rostering problem

Please note, incorrect date on spine and title page (2016). Degree was awarded in 2019.Nurse Rostering can be defined as assigning a series of shift sequences (schedules)to several nurses over a planning horizon according to some limitations and preferences. The inherent benefits of generating higher-quality rosters are a reduction in outsourcing costs and an increase in job satisfaction of employees.This problem is often very dicult to solve in practice, particularly by applying a sole approach. This dissertation discusses two hybrid solution methods to solve the Nurse Rostering Problem which are designed based on Integer Programming,Constraint Programming, and Meta-heuristics. The current research contributes to the scientific and practical aspects of the state of the art of nurse rostering. The present dissertation tries to address two research questions. First, we study the extension of the reach of exact method through hybridisation. That said, we hybridise Integer and Constraint Programming to exploit their complementary strengths in finding optimal and feasible solutions, respectively. Second,we introduce a new solution evaluation mechanism designed based on the problem structure. That said, we hybridise Integer Programming and Variable Neighbourhood Search reinforced with the new solution evaluation method to efficiently deal with the problem. To benchmark the hybrid algorithms, three different datasets with different characteristics are used. Computational experiments illustrate the effectiveness and versatility of the proposed approaches on a large variety of benchmark instancesNurse Rostering can be defined as assigning a series of shift sequences (schedules)to several nurses over a planning horizon according to some limitations and preferences. The inherent benefits of generating higher-quality rosters are a reduction in outsourcing costs and an increase in job satisfaction of employees.This problem is often very dicult to solve in practice, particularly by applying a sole approach. This dissertation discusses two hybrid solution methods to solve the Nurse Rostering Problem which are designed based on Integer Programming,Constraint Programming, and Meta-heuristics. The current research contributes to the scientific and practical aspects of the state of the art of nurse rostering. The present dissertation tries to address two research questions. First, we study the extension of the reach of exact method through hybridisation. That said, we hybridise Integer and Constraint Programming to exploit their complementary strengths in finding optimal and feasible solutions, respectively. Second,we introduce a new solution evaluation mechanism designed based on the problem structure. That said, we hybridise Integer Programming and Variable Neighbourhood Search reinforced with the new solution evaluation method to efficiently deal with the problem. To benchmark the hybrid algorithms, three different datasets with different characteristics are used. Computational experiments illustrate the effectiveness and versatility of the proposed approaches on a large variety of benchmark instance

Flexible job shop scheduling problems with arbitrary precedence graphs

A common assumption in the shop scheduling literature is that the processing order of the operations of each job is sequential; however, in practice there can be multiple connections and finish-to-start dependencies among the operations of each job. This paper studies exible job shop scheduling problems with arbitrary precedence graphs. Rigorous mixed integer and constraint programming models are presented, as well as an evolutionary algorithm is proposed to solve large scale problems. The proposed heuristic solution framework is equipped with effcient evolution and local search mechanisms as well as new feasibility detection and makespan estimation methods. To that end, new theorems are derived that extend previous theoretical contributions of the literature. Computational experiments on existing benchmark data sets show that the proposed solution methods outperform the current state-of-the-art. Overall, 59 new best solutions and 61 new lower bounds are produced for a total of 228 benchmark problem instances of the literature. To explore the impact of the arbitrary precedence graphs, lower bounds and heuristic solutions are generated for new large-scale problems. These experiments illustrate that the machine assignment flexibility and density of the precedence graphs, affect not only the makespan, but also the difficulty of producing good upper bounds

Theoretical and Computational Research in Various Scheduling Models

Nine manuscripts were published in this Special Issue on “Theoretical and Computational Research in Various Scheduling Models, 2021” of the MDPI Mathematics journal, covering a wide range of topics connected to the theory and applications of various scheduling models and their extensions/generalizations. These topics include a road network maintenance project, cost reduction of the subcontracted resources, a variant of the relocation problem, a network of activities with generally distributed durations through a Markov chain, idea on how to improve the return loading rate problem by integrating the sub-tour reversal approach with the method of the theory of constraints, an extended solution method for optimizing the bi-objective no-idle permutation flowshop scheduling problem, the burn-in (B/I) procedure, the Pareto-scheduling problem with two competing agents, and three preemptive Pareto-scheduling problems with two competing agents, among others. We hope that the book will be of interest to those working in the area of various scheduling problems and provide a bridge to facilitate the interaction between researchers and practitioners in scheduling questions. Although discrete mathematics is a common method to solve scheduling problems, the further development of this method is limited due to the lack of general principles, which poses a major challenge in this research field