Design, implementation and testing of an integrated branch and bound algorithm for piecewise linear and discrete programming problems within an LP framework

A number of discrete variable representations are well accepted and find regular use within LP systems. These are Binary variables, General Integer variables, Variable Upper Bounds or Semi Continuous variables, Special Ordered Sets of type One and type Two. The FortLP system has been extended to include these representations. A Branch and Bound algorithm is designed in which the choice of sub-problems and branching variables are kept general. This provides considerable scope of experimentation with tree development heuristics and the tree search can then be guided by search parameters specified by user subroutines. The data structures for representing the variables and the definition of the branch and bound tree are described. The results of experimental investigation for a few test problems are reported

Revisiting lagrange relaxation (LR) for processing large-scale mixed integer programming (MIP) problems

Lagrangean Relaxation has been successfully applied to process many well known instances of NP-hard Mixed Integer Programming problems. In this paper we present a Lagrangean Relaxation based generic solver for processing Mixed Integer Programming problems. We choose the constraints, which are relaxed using a constraint classification scheme. The tactical issue of updating the Lagrange multiplier is addressed through sub-gradient optimisation; alternative rules for updating their values are investigated. The Lagrangean relaxation provides a lower bound to the original problem and the upper bound is calculated using a heuristic technique. The bounds obtained by the Lagrangean Relaxation based generic solver were used to warm-start the Branch and Bound algorithm; the performance of the generic solver and the effect of the alternative control settings are reported for a wide class of benchmark models. Finally, we present an alternative technique to calculate the upper bound, using a genetic algorithm that benefits from the mathematical structure of the constraints. The performance of the genetic algorithm is also presented

A tree search approach for the solution of set problems using alternative relaxations

A number of alternative relaxations for the family of set problems (FSP) in general and set covering problems (SCP) in particular are introduced and discussed. These are (i) Network flow relaxation, (ii) Assignment relaxation, (iii) Shortest route relaxation, (iv) Minimum spanning tree relaxation. A unified tree search method is developed which makes use of these relaxations. Computational experience of processing a collection of test problems is reported

MGA trajectory planning with an ACO-inspired algorithm

Given a set of celestial bodies, the problem of finding an optimal sequence of gravity assist manoeuvres, deep space manoeuvres (DSM) and transfer arcs connecting two or more bodies in the set is combinatorial in nature. The number of possible paths grows exponentially with the number of celestial bodies. Therefore, the design of an optimal multiple gravity assist (MGA) trajectory is a NP-hard mixed combinatorial-continuous problem, and its automated solution would greatly improve the assessment of multiple alternative mission options in a shorter time. This work proposes to formulate the complete automated design of a multiple gravity assist trajectory as an autonomous planning and scheduling problem. The resulting scheduled plan will provide the planetary sequence for a multiple gravity assist trajectory and a good estimation of the optimality of the associated trajectories. We propose the use of a two-dimensional trajectory model in which pairs of celestial bodies are connected by transfer arcs containing one DSM. The problem of matching the position of the planet at the time of arrival is solved by varying the pericentre of the preceding swing-by, or the magnitude of the launch excess velocity, for the first arc. By using this model, for each departure date we can generate a full tree of possible transfers from departure to destination. Each leaf of the tree represents a planetary encounter and a possible way to reach that planet. An algorithm inspired by Ant Colony Optimization (ACO) is devised to explore the space of possible plans. The ants explore the tree from departure to destination adding one node at the time: every time an ant is at a node, a probability function is used to select one of the remaining feasible directions. This approach to automatic trajectory planning is applied to the design of optimal transfers to Saturn and among the Galilean moons of Jupiter, and solutions are compared to those found through traditional genetic-algorithm-based techniques

Enhanced genetic algorithm-based fuzzy multiobjective strategy to multiproduct batch plant design

This paper addresses the problem of the optimal design of batch plants with imprecise demands in product amounts. The design of such plants necessary involves how equipment may be utilized, which means that plant scheduling and production must constitute a basic part of the design problem. Rather than resorting to a traditional probabilistic approach for modeling the imprecision on product demands, this work proposes an alternative treatment by using fuzzy concepts. The design problem is tackled by introducing a new approach based on a multiobjective genetic algorithm, combined wit the fuzzy set theory for computing the objectives as fuzzy quantities. The problem takes into account simultaneous maximization of the fuzzy net present value and of two other performance criteria, i.e. the production delay/advance and a flexibility index. The delay/advance objective is computed by comparing the fuzzy production time for the products to a given fuzzy time horizon, and the flexibility index represents the additional fuzzy production that the plant would be able to produce. The multiobjective optimization provides the Pareto's front which is a set of scenarios that are helpful for guiding the decision's maker in its final choices. About the solution procedure, a genetic algorithm was implemented since it is particularly well-suited to take into account the arithmetic of fuzzy numbers. Furthermore because a genetic algorithm is working on populations of potential solutions, this type of procedure is well adapted for multiobjective optimization