Lagrangian-based methods for single and multi-layer multicommodity capacitated network design

Le problème de conception de réseau avec coûts fixes et capacités (MCFND) et le problème de conception de réseau multicouches (MLND) sont parmi les problèmes de conception de réseau les plus importants. Dans le problème MCFND monocouche, plusieurs produits doivent être acheminés entre des paires origine-destination différentes d’un réseau potentiel donné. Des liaisons doivent être ouvertes pour acheminer les produits, chaque liaison ayant une capacité donnée. Le problème est de trouver la conception du réseau à coût minimum de sorte que les demandes soient satisfaites et que les capacités soient respectées. Dans le problème MLND, il existe plusieurs réseaux potentiels, chacun correspondant à une couche donnée. Dans chaque couche, les demandes pour un ensemble de produits doivent être satisfaites. Pour ouvrir un lien dans une couche particulière, une chaîne de liens de support dans une autre couche doit être ouverte. Nous abordons le problème de conception de réseau multiproduits multicouches à flot unique avec coûts fixes et capacités (MSMCFND), où les produits doivent être acheminés uniquement dans l’une des couches. Les algorithmes basés sur la relaxation lagrangienne sont l’une des méthodes de résolution les plus efficaces pour résoudre les problèmes de conception de réseau. Nous présentons de nouvelles relaxations à base de noeuds, où le sous-problème résultant se décompose par noeud. Nous montrons que la décomposition lagrangienne améliore significativement les limites des relaxations traditionnelles. Les problèmes de conception du réseau ont été étudiés dans la littérature. Cependant, ces dernières années, des applications intéressantes des problèmes MLND sont apparues, qui ne sont pas couvertes dans ces études. Nous présentons un examen des problèmes de MLND et proposons une formulation générale pour le MLND. Nous proposons également une formulation générale et une méthodologie de relaxation lagrangienne efficace pour le problème MMCFND. La méthode est compétitive avec un logiciel commercial de programmation en nombres entiers, et donne généralement de meilleurs résultats.The multicommodity capacitated fixed-charge network design problem (MCFND) and the multilayer network design problem (MLND) are among the most important network design problems. In the single-layer MCFND problem, several commodities have to be routed between different origin-destination pairs of a given potential network. Appropriate capacitated links have to be opened to route the commodities. The problem is to find the minimum cost design and routing such that the demands are satisfied and the capacities are respected. In the MLND, there are several potential networks, each at a given layer. In each network, the flow requirements for a set of commodities must be satisfied. However, the selection of the links is interdependent. To open a link in a particular layer, a chain of supporting links in another layer has to be opened. We address the multilayer single flow-type multicommodity capacitated fixed-charge network design problem (MSMCFND), where commodities are routed only in one of the layers. Lagrangian-based algorithms are one of the most effective solution methods to solve network design problems. The traditional Lagrangian relaxations for the MCFND problem are the flow and knapsack relaxations, where the resulting Lagrangian subproblems decompose by commodity and by arc, respectively. We present new node-based relaxations, where the resulting subproblem decomposes by node. We show that the Lagrangian dual bound improves significantly upon the bounds of the traditional relaxations. We also propose a Lagrangian-based algorithm to obtain upper bounds. Network design problems have been the object of extensive literature reviews. However, in recent years, interesting applications of multilayer problems have appeared that are not covered in these surveys. We present a review of multilayer problems and propose a general formulation for the MLND. We also propose a general formulation and an efficient Lagrangian-based solution methodology for the MMCFND problem. The method is competitive with (and often significantly better than) a state-of-the-art mixedinteger programming solver on a large set of randomly generated instances

OPTIMIZATION OF RAILWAY TRANSPORTATION HAZMATS AND REGULAR COMMODITIES

Transportation of dangerous goods has been receiving more attention in the realm of academic and scientific research during the last few decades as countries have been increasingly becoming industrialized throughout the world, thereby making Hazmats an integral part of our life style. However, the number of scholarly articles in this field is not as many as those of other areas in SCM. Considering the low-probability-and-high-consequence (LPHC) essence of transportation of Hazmats, on the one hand, and immense volume of shipments accounting for more than hundred tons in North America and Europe, on the other, we can safely state that the number of scholarly articles and dissertations have not been proportional to the significance of the subject of interest. On this ground, we conducted our research to contribute towards further developing the domain of Hazmats transportation, and sustainable supply chain management (SSCM), in general terms. Transportation of Hazmats, from logistical standpoint, may include all modes of transport via air, marine, road and rail, as well as intermodal transportation systems. Although road shipment is predominant in most of the literature, railway transportation of Hazmats has proven to be a potentially significant means of transporting dangerous goods with respect to both economies of scale and risk of transportation; these factors, have not just given rise to more thoroughly investigation of intermodal transportation of Hazmats using road and rail networks, but has encouraged the competition between rail and road companies which may indeed have some inherent advantages compared to the other medium due to their infrastructural and technological backgrounds. Truck shipment has ostensibly proven to be providing more flexibility; trains, per contra, provide more reliability in terms of transport risk for conveying Hazmats in bulks. In this thesis, in consonance with the aforementioned motivation, we provide an introduction into the hazardous commodities shipment through rail network in the first chapter of the thesis. Providing relevant statistics on the volume of Hazmat goods, number of accidents, rate of incidents, and rate of fatalities and injuries due to the incidents involving Hazmats, will shed light onto the significance of the topic under study. As well, we review the most pertinent articles while putting more emphasis on the state-of-the-art papers, in chapter two. Following the discussion in chapter 3 and looking at the problem from carrier company’s perspective, a mixed integer quadratically constraint problem (MIQCP) is developed which seeks for the minimization of transportation cost under a set of constraints including those associating with Hazmats. Due to the complexity of the problem, the risk function has been piecewise linearized using a set of auxiliary variables, thereby resulting in an MIP problem. Further, considering the interests of both carrier companies and regulatory agencies, which are minimization of cost and risk, respectively, a multiobjective MINLP model is developed, which has been reduced to an MILP through piecewise linearization of the risk term in the objective function. For both single-objective and multiobjective formulations, model variants with bifurcated and nonbifurcated flows have been presented. Then, in chapter 4, we carry out experiments considering two main cases where the first case presents smaller instances of the problem and the second case focuses on a larger instance of the problem. Eventually, in chapter five, we conclude the dissertation with a summary of the overall discussion as well as presenting some comments on avenues of future work

A branch-and-price approach for solving the train unit scheduling problem

We propose a branch-and-price approach for solving the integer multicommodity flow model for the network-level train unit scheduling problem (TUSP). Given a train operator’s fixed timetable and a fleet of train units of different types, the TUSP aims at determining an assignment plan such that each train trip in the timetable is appropriately covered by a single or coupled train units. The TUSP is challenging due to its complex nature. Our branch-and-price approach includes a branching system with multiple branching rules for satisfying real-world requirements that are difficult to realize by linear constraints, such as unit type coupling compatibility relations and locations banned for coupling/decoupling. The approach also benefits from an adaptive node selection method, a column inheritance strategy and a feature of estimated upper bounds with node reservation functions. The branch-and-price solver designed for TUSP is capable of handling instances of up to about 500 train trips. Computational experiments were conducted based on real-world problem instances from First ScotRail. The results are satisfied by rail practitioners and are generally competitive or better than the manual ones

Routing in Point-to-Point Delivery Systems

This paper was also printed as a Working Paper at the Yale School of Organization and Management, Series B, No. 103.We develop an optimization-based approach for a point-to-point route planning problem that arises in many large scale delivery systems(for example, less-than-truckload freight, rail, mail and package delivery, communications). In these settings, a firm which must ship goods between many origin and destination pairs on a network needs to specify a route for each origin-destination pair so as to minimize transportation costs and/or transit times. Typically, the cost structure is very complicated. The approach discussed in this paper exploits the structure of the problem to decompose it into two smaller subproblems, each amenable to solution by a combination of optimization and heuristic techniques. One subproblem is an 'assignment' problem with capacity constraints. The other subproblem is a mixed-integer multicommodity flow problem. We propose solution methods based on Lagrangian relaxation for each subproblem. Computational results with these methods and with a heuristic procedure for the multicommodity flow problem on a problem met in practice are encouraging and suggest that mathematical programming methods can be successfully applied to large-scale problems in delivery systems planning and other problems in logistical system design

Modeling and heuristic worst-case performance analysis of the two-level network design problem

"Revised: November 1992"--2nd prelim. p.Includes bibliographical references.Supported by a grant from the AT&T Research Fund. Supported by a Faculty Grant from the Katz Graduate School of Business, University of Pittsburgh.Anantaram Balakrishnan, Thomas L. Magnanti and Prakash Mirchandani

On green routing and scheduling problem

The vehicle routing and scheduling problem has been studied with much interest within the last four decades. In this paper, some of the existing literature dealing with routing and scheduling problems with environmental issues is reviewed, and a description is provided of the problems that have been investigated and how they are treated using combinatorial optimization tools

Optimal joint routing and link scheduling for real-time traffic in TDMA Wireless Mesh Networks

We investigate the problem of joint routing and link scheduling in Time-Division Multiple Access (TDMA) Wireless Mesh Networks (WMNs) carrying real-time traffic. We propose a framework that always computes a feasible solution (i.e. a set of paths and link activations) if there exists one, by optimally solving a mixed integer-non linear problem. Such solution can be computed in minutes or tens thereof for e.g. grids of up to 4x4 nodes. We also propose heuristics based on Lagrangian decomposition to compute suboptimal solutions considerably faster and/or for larger WMNs, up to about 50 nodes. We show that the heuristic solutions are near-optimal, and we exploit them to gain insight on the schedulability in WMN, i.e. to investigate the optimal placement of one or more gateways from a delay bound perspec-tive, and to investigate how the schedulability is affected by the transmission range

A Matheuristic for Integrated Timetabling and Vehicle Scheduling

Planning a public transportation system is a complex process, which is usually broken down in several phases, performed in sequence. Most often, the trips required to cover a service with the desired frequency (headway) are decided early on, while the vehicles needed to cover these trips are determined at a later stage. This potentially leads to requiring a larger number of vehicles (and, therefore, drivers) that would be possible if the two decisions were performed simultaneously. We propose a multicommodity-flow type model for integrated timetabling and vehicle scheduling. Since the model is large-scale and cannot be solved by off-the-shelf tools with the efficiency required by planners, we propose a diving-type matheuristic approach for the problem. We report on the efficiency and effectiveness of two variants of the proposed approach, differing on how the continuous relaxation of the problem is solved, to tackle real-world instances of bus transport planning problem originating from customers of M.A.I.O.R., a leading company providing services and advanced decision-support systems to public transport authorities and operators. The results show that the approach can be used to aid even experienced planners in either obtaining better solutions, or obtaining them faster and with less effort, or both

Almost 20 Years of Combinatorial Optimization for Railway Planning: from Lagrangian Relaxation to Column Generation

We summarize our experience in solving combinatorial optimization problems arising in railway planning, illustrating all of these problems as integer multicommodity flow ones and discussing the main features of the mathematical programming models that were successfully used in the 1990s and in recent years to solve them