Exploring search space trees using an adapted version of Monte Carlo tree search for combinatorial optimization problems

In this article, a novel approach to solve combinatorial optimization problems is proposed. This approach makes use of a heuristic algorithm to explore the search space tree of a problem instance. The algorithm is based on Monte Carlo tree search, a popular algorithm in game playing that is used to explore game trees. By leveraging the combinatorial structure of a problem, several enhancements to the algorithm are proposed. These enhancements aim to efficiently explore the search space tree by pruning subtrees, using a heuristic simulation policy, reducing the domains of variables by eliminating dominated value assignments and using a beam width. They are demonstrated for two specific combinatorial optimization problems: the quay crane scheduling problem with non-crossing constraints and the 0-1 knapsack problem. Computational results show that the algorithm achieves promising results for both problems and eight new best solutions for a benchmark set of instances are found for the former problem. These results indicate that the algorithm is competitive with the state-of-the-art. Apart from this, the results also show evidence that the algorithm is able to learn to correct the incorrect choices made by constructive heuristics

Knapsack Problems with Side Constraints

The thesis considers a specific class of resource allocation problems in Combinatorial Optimization: the Knapsack Problems. These are paradigmatic NP-hard problems where a set of items with given profits and weights is available. The aim is to select a subset of the items in order to maximize the total profit without exceeding a known knapsack capacity. In the classical 0-1 Knapsack Problem (KP), each item can be picked at most once. The focus of the thesis is on four generalizations of KP involving side constraints beyond the capacity bound. More precisely, we provide solution approaches and insights for the following problems: The Knapsack Problem with Setups; the Collapsing Knapsack Problem; the Penalized Knapsack Problem; the Incremental Knapsack Problem. These problems reveal challenging research topics with many real-life applications. The scientific contributions we provide are both from a theoretical and a practical perspective. On the one hand, we give insights into structural elements and properties of the problems and derive a series of approximation results for some of them. On the other hand, we offer valuable solution approaches for direct applications of practical interest or when the problems considered arise as sub-problems in broader contexts