A Literature Review On Combining Heuristics and Exact Algorithms in Combinatorial Optimization

There are several approaches for solving hard optimization problems. Mathematical programming techniques such as (integer) linear programming-based methods and metaheuristic approaches are two extremely effective streams for combinatorial problems. Different research streams, more or less in isolation from one another, created these two. Only several years ago, many scholars noticed the advantages and enormous potential of building hybrids of combining mathematical programming methodologies and metaheuristics. In reality, many problems can be solved much better by exploiting synergies between these approaches than by “pure” classical algorithms. The key question is how to integrate mathematical programming methods and metaheuristics to achieve such benefits. This paper reviews existing techniques for such combinations and provides examples of using them for vehicle routing problems

On the use of biased-randomized algorithms for solving non-smooth optimization problems

Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines

Comparison of heuristic approaches for the multiple depot vehicle scheduling problem

Given a set of timetabled tasks, the multi-depot vehicle scheduling problemis a well-known problem that consists of determining least-cost schedulesfor vehicles assigned to several depots such that each task is accomplishedexactly once by a vehicle. In this paper, we propose to compare theperformance of five different heuristic approaches for this problem,namely, a heuristic \\mip solver, a Lagrangian heuristic, a columngeneration heuristic, a large neighborhood search heuristic using columngeneration for neighborhood evaluation, and a tabu search heuristic. Thefirst three methods are adaptations of existing methods, while the last twoare novel approaches for this problem. Computational results on randomlygenerated instances show that the column generation heuristic performs thebest when enough computational time is available and stability is required,while the large neighborhood search method is the best alternative whenlooking for a compromise between computational time and solution quality.tabu search;column generation;vehicle scheduling;heuristics;Lagrangian heuristic;large neighborhood search;multiple depot

Distance-constrained vehicle routing problem: exact and approximate solution (mathematical programming)

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.The asymmetric distance-constrained vehicle routing problem (ADVRP) looks at finding vehicle tours to connect all customers with a depot, such that the total distance is minimised; each customer is visited once by one vehicle; every tour starts and ends at a depot; and the travelled distance by each vehicle is less than or equal to the given maximum value. We present three basic results in this thesis. In the first one, we present a general flow-based formulation to ADVRP. It is suitable for symmetric and asymmetric instances. It has been compared with the adapted Bus School Routing formulation and appears to solve the ADVRP faster. Comparisons are performed on random test instances with up to 200 customers. We reach a conclusion that our general formulation outperforms the adapted one. Moreover, it finds the optimal solution for small test instances quickly. For large instances, there is a high probability that an optimal solution can be found or at least improve upon the value of the best feasible solution found so far, compared to the other formulation which stops because of the time condition. This formulation is more general than Kara formulation since it does not require the distance matrix to satisfy the triangle inequality. The second result improves and modifies an old branch-and-bound method suggested by Laporte et al. in 1987. It is based on reformulating a distance-constrained vehicle routing problem into a travelling salesman problem and uses the assignment problem as a lower bounding procedure. In addition, its algorithm uses the best-first strategy and new branching rules. Since this method was fast but memory consuming, it would stop before optimality is proven. Therefore, we introduce randomness in choosing the node of the search tree in case we have more than one choice (usually we choose the smallest objective function). If an optimal solution is not found, then restart is required due to memory issues, so we restart our procedure. In that way, we get a multistart branch and bound method. Computational experiments show that we are able to exactly solve large test instances with up to 1000 customers. As far as we know, those instances are much larger than instances considered for other VRP models and exact solution approaches from recent literature. So, despite its simplicity, this proposed algorithm is capable of solving the largest instances ever solved in literature. Moreover, this approach is general and may be used in solving other types of vehicle routing problems. In the third result, we use VNS as a heuristic to find the best feasible solution for groups of instances. We wanted to determine how far the difference is between the best feasible solution obtained by VNS and the value of optimal solution in order to use the output of VNS as an initial feasible solution (upper bound procedure) to improve our multistart method. Unfortunately, based on the search strategy (best first search), using a heuristic to find an initial feasible solution is not useful. The reason for this is because the branch and bound is able to find the first feasible solution quickly. In other words, in our method using a good initial feasible solution as an upper bound will not increase the speed of the search. However, this would be different for the depth first search. However, we found a big gap between VNS feasible solution and an optimal solution, so VNS can not be used alone unless for large test instances when other exact methods are not able to find any feasible solution because of memory or stopping conditions