Industrial and Tramp Ship Routing Problems: Closing the Gap for Real-Scale Instances

Recent studies in maritime logistics have introduced a general ship routing problem and a benchmark suite based on real shipping segments, considering pickups and deliveries, cargo selection, ship-dependent starting locations, travel times and costs, time windows, and incompatibility constraints, among other features. Together, these characteristics pose considerable challenges for exact and heuristic methods, and some cases with as few as 18 cargoes remain unsolved. To face this challenge, we propose an exact branch-and-price (B&P) algorithm and a hybrid metaheuristic. Our exact method generates elementary routes, but exploits decremental state-space relaxation to speed up column generation, heuristic strong branching, as well as advanced preprocessing and route enumeration techniques. Our metaheuristic is a sophisticated extension of the unified hybrid genetic search. It exploits a set-partitioning phase and uses problem-tailored variation operators to efficiently handle all the problem characteristics. As shown in our experimental analyses, the B&P optimally solves 239/240 existing instances within one hour. Scalability experiments on even larger problems demonstrate that it can optimally solve problems with around 60 ships and 200 cargoes (i.e., 400 pickup and delivery services) and find optimality gaps below 1.04% on the largest cases with up to 260 cargoes. The hybrid metaheuristic outperforms all previous heuristics and produces near-optimal solutions within minutes. These results are noteworthy, since these instances are comparable in size with the largest problems routinely solved by shipping companies

Singular Continuation: Generating Piece-wise Linear Approximations to Pareto Sets via Global Analysis

We propose a strategy for approximating Pareto optimal sets based on the global analysis framework proposed by Smale (Dynamical systems, New York, 1973, pp. 531-544). The method highlights and exploits the underlying manifold structure of the Pareto sets, approximating Pareto optima by means of simplicial complexes. The method distinguishes the hierarchy between singular set, Pareto critical set and stable Pareto critical set, and can handle the problem of superposition of local Pareto fronts, occurring in the general nonconvex case. Furthermore, a quadratic convergence result in a suitable set-wise sense is proven and tested in a number of numerical examples.Comment: 29 pages, 12 figure

Two Combinatorial Optimization Problems at the Interface of Computer Science and Operations Research

Solving large combinatorial optimization problems is a ubiquitous task across multiple disciplines. Developing efficient procedures for solving these problems has been of great interest to both researchers and practitioners. Over the last half century, vast amounts of research have been devoted to studying various methods in tackling these problems. These methods can be divided into two categories, heuristic methods and exact algorithms. Heuristic methods can often lead to near optimal solutions in a relatively time efficient manner, but provide no guarantees on optimality. Exact algorithms guarantee optimality, but are often very time consuming. This dissertation focuses on designing efficient exact algorithms that can solve larger problem instances with faster computational time. A general framework for an exact algorithm, called the Branch, Bound, and Remember algorithm, is proposed in this dissertation. Three variations of single machine scheduling problems are presented and used to evaluate the efficiency of the Branch, Bound, and Remember algorithm. The computational results show that the Branch, Bound, and Remember algorithms outperforms the best known algorithms in the literature. While the Branch, Bound, and Remember algorithm can be used for solving combinatorial optimization problems, it does not address the subject of post-optimality selection after the combinatorial optimization problem is solved. Post-optimality selection is a common problem in multi-objective combinatorial optimization problems where there exists a set of optimal solutions called Pareto optimal (non-dominated) solutions. Post-optimality selection is the process of selecting the best solutions within the Pareto optimal solution set. In many real-world applications, a Pareto solution set (either optimal or near-optimal) can be extremely large, and can be very challenging for a decision maker to evaluate and select the best solution. To address the post-optimality selection problem, this dissertation also proposes a new discrete optimization problem to help the decision-maker to obtain an optimal preferred subset of Pareto optimal solutions. This discrete optimization problem is proven to be NP-hard. To solve this problem, exact algorithms and heuristic methods are presented. Different multi-objective problems with various numbers of objectives and constraints are used to compare the performances of the proposed algorithms and heuristics

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

Solving the waste collection problem from a multiobjective perspective: New methodologies and case studies

Fecha de lectura Tesis Doctoral: 19 de marzo de 2018.Economía Aplicada ( Matemáticas) Resumen tesis: El tratamiento de residuos es un tema de estudio por parte de las administraciones locales a nivel mundial. Distintos factores han de tenerse en cuenta para realizar un servicio eficiente. En este trabajo se desarrolla una herramienta para analizar y resolver el problema de la recogida de residuos sólidos en Málaga. Tras un análisis exhaustivo de los datos, se aborda el problema real como un problema de rutas multiobjetivo con capacidad limitada. Para los problemas multiobjetivo, no suele existir una única solución óptima, sino un conjunto de soluciones eficientes de Pareto. Las características del problema hacen inviable su resolución de forma exacta, por lo que se aplican distintas estrategias metaheurísticas para obtener una buena aproximación. En particular, se combinan las técnicas de GRASP, Path Relinking y Variable Neighborhood Search, que son adaptadas a la perspectiva multicriterio. Se trata de una aproximación en dos fases: una primera aproximación de la frontera eficiente se genera mediante un GRASP multiobjetivo. Tres son los métodos propuestos para la primera aproximación, dos de ellos derivados de la publicación de Martí et al. (2015) y el último se apoya en la función escalarizada de logro de Wierzbicki (Wierzbicki, 1980) para distintas combinaciones de pesos. A continuación, esta aproximación es mejorada con una versión de Path Relinking o Variable Neighborhood Search, con un punto de referencia diseñado para problemas multiobjetivo. Una vez generada la aproximación de la frontera eficiente, el proceso de obtención de la solución que más se adecúa a las preferencias de los gestores se basa en el desarrollo de un método interactivo sin trade – off, derivado de la filosofía NAUTILUS (Miettinen et al. 2010). Para evitar gastos de cómputo extensos, esta metodología se apoya en una pre - computación de los elementos de la frontera eficiente