Branch-and-Refine zur Lösung zeitabhängiger Probleme

Einer der Standardansätze zur Lösung zeitabhängiger diskreter Optimierungsprobleme, wie z.B. das Problem des Handlungsreisenden mit Zeitfenstern oder das Kürzeste Wege Problem mit Zeitfenstern, ist die Herleitung einer sogenannten zeitindizierten Formulierung. Wenn dem Problem eine Struktur zu Grunde liegt, die durch einen Graphen beschrieben werden kann, basiert die zeitindizierte Formulierung normalerweise auf einem anderen, erweiterten Graphen, der in der Literatur als zeitexpandierter Graph bezeichnet wird. Der zeitexpandierte Graph kann oft so generiert werden, dass alle Zeitbeschränkungen bereits aufgrund seiner Topologie erfüllt sind und somit Algorithmen für die entsprechende zeitunabhängige Variante angewendet werden können. Der Nachteil dieses Ansatzes ist, dass die Mengen der Ecken und Bögen des zeitexpandierten Graphen viel größer sind als die des ursprünglichen Graphen. In neueren Arbeiten hat sich jedoch gezeigt, dass für viele praktische Anwendungen eine partielle Expandierung des Graphen, die möglicherweise zeitunmögliche Pfade zulässt, oft ausreicht, um eine beweisbar optimale Lösung zu finden. Diese Ansätze verfeinern iterativ den ursprünglichen Graphen und lösen in jeder Iteration eine Relaxierung der zeitexpandierten Formulierung. Wenn die Lösung der aktuellen Relaxation alle Zeitbeschränkungen erfüllt, kann daraus eine optimale Lösung abgeleitet werden, und der Algorithmus terminiert. In dieser Arbeit stellen wir neue Ideen vor, die das Übertragen von Informationen über die optimale Lösung eines gröberen Graphen zu einem verfeinerten Graphen ermöglichen und zeigen, wie diese in Algorithmen verwendet werden können. Genauer gesagt stellen wir einen neuen Algorithmus zur Lösung von MILP-Formulierungen (Mixed Integer Linear Program) von zeitabhängigen Problemen vor, der es ermöglicht, die Graphenverfeinerung während der Untersuchung des Branch-and-Bound Baums durchzuführen, anstatt jedes Mal neu zu starten, wenn die optimale Lösung sich als nicht zulässig herausgestellt hat. Um die praktische Relevanz dieses Algorithmus zu demonstrieren, präsentieren wir Ergebnisse von numerische Experimenten seiner Anwendung auf das Kürzeste Wege Problem mit Zeitfenstern und das Problem des Handlungsreisenden mit Zeitfenstern.One of the standard approaches for solving time-dependent discrete optimization problems, such as the travelling salesman problem with time-windows or the shortest path problem with time-windows is to derive a so-called time-indexed formulation. If the problem has an underlying structure that can be described by a graph, the time-indexed formulation is usually based on a different, extended graph, commonly referred to as the time-expanded graph. The time-expanded graph can often be derived in such a way that all time constraints are incorporated in its topology, and therefore algorithms for the corresponding time-independent variant become applicable. The downside of this approach is, that the sets of vertices and arcs of the time-expanded graph are much larger than the ones of the original graph. In recent works, however, it has been shown that for many practical applications a partial graph expansion, that might contain time infeasible paths, often suffices to find a proven optimal solution. These approaches, instead, iteratively refine the original graph and solve a relaxation of the time-expanded formulation in each iteration. When the solution of the current relaxation is time feasible an optimal solution can be derived from it and the algorithm terminates. In this work we present new ideas, that allow for the propagation of information about the optimal solution of a coarser graph to a more refined graph and show how these can be used in algorithms, which are based on graph refinement. More precisely we present a new algorithm for solving Mixed Integer Linear Program (MILP) formulations of time-dependent problems that allows for the graph refinement to be carried out during the exploration of the branch-and-bound tree instead of restarting whenever the optimal solution was found to be infeasible. For demonstrating the practical relevance of this algorithm we present numerical results on its application to the shortest path problem with time-windows and the traveling salesman problem with time-windows

Optimal Design and Operation of WHO-EPI Vaccine Distribution Chains

Vaccination has been proven to be the most effective method to prevent infectious diseases and in 1974 the World Health Organization (WHO) established the Expanded Programme on Immunization (EPI) to provide universal access to all important vaccines for all children, with a special focus on underserved low- and middle-income countries. However, there are still roughly 20 million infants worldwide who lack access to routine immunization services and remain at risk, and millions of additional deaths could be avoided if global vaccination coverage could improve. The broad goal of this research is to optimize the design and operation of the WHO-EPI vaccine distribution chain in these underserved low- and middle-income countries. We first present a network design problem for a general WHO-EPI vaccine distribution network by developing a mathematical model that formulates the network design problem as a mixed integer program (MIP). We then present three algorithms for typical problems that are too large to be solved using commercial MIP software. We test the algorithms using data derived from four different countries in sub-Saharan Africa and show that with our final algorithm, high-quality solutions are obtained for even the largest problems within a few minutes. We then discuss the problem of outreach to remote population centers when resources are limited and direct clinic service is unavailable. A set of these remote population centers is chosen, and over an appropriate planning period, teams of clinicians and support personnel are sent from a depot to set up mobile clinics at these locations to vaccinate people there and in the immediate surrounding area. We formulate the problem of designing outreach efforts as an MIP that is a combination of a set covering problem and a vehicle routing problem. We then incorporate uncertainty to study the robustness of the worst-case solutions and the related issue of the value of information. Finally, we study a variation of the outreach problem that combines Set Covering and the Traveling Salesmen Problem and provides an MIP formulation to solve the problem. Motivated by applications where the optimal policy needs to be updated on a regular basis and where repetitively solving this via MIP can be computationally expensive, we propose a machine learning approach to effectively deal with this problem by providing an opportunity to learn from historical optimal solutions that are derived from the MIP formulation. We also present a case study on outreach operations and provide numerical results. Our results show that while the novel machine learning based mechanism generates high quality solution repeatedly for problems that resemble instances in the training set, it does not generalize as well on a different set of optimization problems. These mixed results indicate that there are promising research opportunities to use machine learning to achieve tractability and scalability

Algorithms for Variants of Routing Problems

In this thesis, we propose mathematical optimization models and algorithms for variants of routing problems. The first contribution consists of models and algorithms for the Traveling Salesman Problem with Time-dependent Service times (TSP-TS). We propose a new Mixed Integer Programming model and develop a multi-operator genetic algorithm and two Branch-and-Cut methods, based on the proposed model. The algorithms are tested on benchmark symmetric and asymmetric instances from the literature, and compared with an existing approach, showing the effectiveness of the proposed algorithms. The second work concerns the Pollution Traveling Salesman Problem (PTSP). We present a Mixed Integer Programming model for the PTSP and two mataheuristic algorithms: an Iterated Local Search algorithm and a Multi-operator Genetic algorithm. We performed extensive computational experiments on benchmark instances. The last contribution considers a rich version of the Waste Collection Problem (WCP) with multiple depots and stochastic demands using Horizontal Cooperation strategies. We developed a hybrid algorithm combining metaheuristics with simulation. We tested the proposed algorithm on a set of large-sized WCP instances in non-cooperative scenarios and cooperative scenarios

An adaptive discretization method for the shortest path problem with time windows

The Shortest Path Problem with Time Windows (SPPTW) is an important generalization of the classical shortest path problem. SPPTW has been extensively studied in practical problems, such as transportation optimization, scheduling, and routing problems. It also appears as a sub-problem in the column-generation process of the vehicle routing problem with time windows. In SPPTW, we consider a time-constrained graph, where each node is assigned with a time window, each edge is assigned with a cost and a travel time. The objective is to find the shortest path from a source node to a destination node while respecting the time window constraints. When the graph contains negative cycles, the problem becomes Elementary Shortest Path Problem with Time Windows (ESPPTW). In this thesis, we adopt the time-expanded network approach, extend it by incorporating the adaptive expansion idea and propose a new approach: Adaptive Time Window Discretization(ATWD) method. We demonstrate that the ATWD method can be easily combined with label setting algorithms and label correcting algorithms for solving SPPTW. We further extend the ATWD embedded label correcting algorithm by adding k-cycle elimination to solve ESPPTW on graphs with negative cycles. We also propose an ATWD based integer programming solution for solving ESPPTW. The objective of our study is to show that optimal solutions in a time-constrained network can be found without first constructing the entire time-expanded network

Layered graph approaches for combinatorial optimization problems

Extending the concept of time-space networks, layered graphs associate information about one or multiple resource state values with nodes and arcs. While integer programming formulations based on them allow to model complex problems comparably easy, their large size makes them hard to solve for non-trivial instances. We detail and classify layered graph modeling techniques that have been used in the (recent) scientific literature and review methods to successfully solve the resulting large-scale, extended formulations. Modeling guidelines and important observations concerning the solution of layered graph formulations by decomposition methods are given together with several future research directions

Decision Diagram-Based Branch-and-Bound with Caching for Dominance and Suboptimality Detection

The branch-and-bound algorithm based on decision diagrams introduced by Bergman et al. in 2016 is a framework for solving discrete optimization problems with a dynamic programming formulation. It works by compiling a series of bounded-width decision diagrams that can provide lower and upper bounds for any given subproblem. Eventually, every part of the search space will be either explored or pruned by the algorithm, thus proving optimality. This paper presents new ingredients to speed up the search by exploiting the structure of dynamic programming models. The key idea is to prevent the repeated expansion of nodes corresponding to the same dynamic programming states by querying expansion thresholds cached throughout the search. These thresholds are based on dominance relations between partial solutions previously found and on the pruning inequalities of the filtering techniques introduced by Gillard et al. in 2021. Computational experiments show that the pruning brought by this caching mechanism allows significantly reducing the number of nodes expanded by the algorithm. This results in more benchmark instances of difficult optimization problems being solved in less time while using narrower decision diagrams.Comment: Accepted to INFORMS Journal on Computin

A variable depth approach for the single-vehicle pickup and delivery problem with time windows

Consider a single depot and a set of customers with known demands, each of which must be picked up and delivered at specified locations and has two time windows in which the pickup and delivery must take place. We seek a route and a schedule for a single vehicle with known capacity, which minimizes the route duration, i.e., the difference between the arrival time and the departure time at the depot. In this paper we present a local search method for this problem based on a variable depth approach, similar to the Lin-Kernighan algorithm for the traveling salesman problem. The method consists of two phases. In the first phase a feasible route is constructed. In the second phase this solution is iteratively improved. In both phases we use a variable depth search built up out of seven basic types of arc-exchange procedures. When tested on real-life problems the method is shown to produce near-optimal solutions in a reasonable amount of computation time. Despite this practical evidence, there is the theoretical possibility that the method may end up with a poor or even infeasible solution. As a safeguard against such an emergency, we have developed an alternative algorithm based on simulated annealing. As a rule, it finds high quality solutions in a relatively large computation time. Keywords: dial-a-ride, pickup and delivery, routing, scheduling, local search, variable depth, simulated annealing