30 research outputs found
Integer and Constraint programming methods for mutually Orthogonal Latin Squares.
This thesis examines the Orthogonal Latin Squares (OLS) problem from the viewpoint of Integer and Constraint programming. An Integer Programming (IP) model is proposed and the associated polytope is analysed. We identify several families of strong valid inequalities, namely inequalities arising from cliques, odd holes, antiwebs and wheels of the associated intersection graph. The dimension of the OLS polytope is established and it is proved that certain valid inequalities are facet-inducing. This analysis reveals also a new family of facet-defining inequalities for the polytope associated with the Latin square problem. Separation algorithms of the lowest complexity are presented for particular families of valid inequalities. We illustrate a method for reducing problem's symmetry, which extends previously known results. This allows us to devise an alternative proof for the non-existence of an OLS structure for n = 6, based solely on Linear Programming. Moreover, we present a more general Branch & Cut algorithm for the OLS problem. The algorithm exploits problem structure via integer preprocessing and a specialised branching mechanism. It also incorporates families of strong valid inequalities. Computational analysis is conducted in order to illustrate the significant improvements over simple Branch & Bound. Next, the Constraint Programming (CP) paradigm is examined. Important aspects of designing an efficient CP solver, such as branching strategies and constraint propagation procedures, are evaluated by comprehensive, problem-specific, experiments. The CP algorithms lead to computationally favourable results. In particular, the infeasible case of n = 6, which requires enumerating the entire solution space, is solved in a few seconds. A broader aim of our research is to successfully integrate IP and CP. Hence, we present ideas concerning the unification of IP and CP methods in the form of hybrid algorithms. Two such algorithms are presented and their behaviour is analysed via experimentation. The main finding is that hybrid algorithms are clearly more efficient, as problem size grows, and exhibit a more robust performance than traditional IP and CP algorithms. A hybrid algorithm is also designed for the problem of finding triples of Mutually Orthogonal Latin Squares (MOLS). Given that the OLS problem is a special form of an assignment problem, the last part of the thesis considers multidimensional assignment problems. It introduces a model encompassing all assignment structures, including the case of MOLS. A necessary condition for the existence of an assignment structure is revealed. Relations among assignment problems are also examined, leading to a proposed hierarchy. Further, the polyhedral analysis presented unifies and generalises previous results
One Benders cut to rule all schedules in the neighbourhood
Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant,
namely Branch-and-Check, enjoy an extensive applicability on a broad variety of
problems, including scheduling. Although LBBD offers problem-specific cuts to
impose tighter dual bounds, its application to resource-constrained scheduling
remains less explored. Given a position-based Mixed-Integer Linear Programming
(MILP) formulation for scheduling on unrelated parallel machines, we notice
that certain OPT neighbourhoods could implicitly be explored by regular
local search operators, thus allowing us to integrate Local Branching into
Branch-and-Check schemes. After enumerating such neighbourhoods and obtaining
their local optima - hence, proving that they are suboptimal - a local
branching cut (applied as a Benders cut) eliminates all their solutions at
once, thus avoiding an overload of the master problem with thousands of Benders
cuts. However, to guarantee convergence to optimality, the constructed
neighbourhood should be exhaustively explored, hence this time-consuming
procedure must be accelerated by domination rules or selectively implemented on
nodes which are more likely to reduce the optimality gap. In this study, the
realisation of this idea is limited on the common 'internal (job) swaps' to
construct formulation-specific -OPT neighbourhoods. Nonetheless, the
experimentation on two challenging scheduling problems (i.e., the minimisation
of total completion times and the minimisation of total tardiness on unrelated
machines with sequence-dependent and resource-constrained setups) shows that
the proposed methodology offers considerable reductions of optimality gaps or
faster convergence to optimality. The simplicity of our approach allows its
transferability to other neighbourhoods and different sequencing optimisation
problems, hence providing a promising prospect to improve Branch-and-Check
methods
Weighted tardiness minimization for unrelated machines with sequence-dependent and resource-constrained setups
Motivated by the need of quick job (re-)scheduling, we examine an elaborate
scheduling environment under the objective of total weighted tardiness
minimization. The examined problem variant moves well beyond existing
literature, as it considers unrelated machines, sequence-dependent and
machine-dependent setup times and a renewable resource constraint on the number
of simultaneous setups. For this variant, we provide a relaxed MILP to
calculate lower bounds, thus estimating a worst-case optimality gap. As a fast
exact approach appears not plausible for instances of practical importance, we
extend known (meta-)heuristics to deal with the problem at hand, coupling them
with a Constraint Programming (CP) component - vital to guarantee the
non-violation of the problem's constraints - which optimally allocates
resources with respect to tardiness minimization. The validity and versatility
of employing different (meta-)heuristics exploiting a relaxed MILP as a quality
measure is revealed by our extensive experimental study, which shows that the
methods deployed have complementary strengths depending on the instance
parameters. Since the problem description has been obtained from a textile
manufacturer where jobs of diverse size arrive continuously under tight
deadlines, we also discuss the practical impact of our approach in terms of
both tardiness decrease and broader managerial insights
On matroid parity and matching polytopes
The matroid parity (MP) problem is a powerful (and NP-hard) extension of the matching problem. Whereas matching polytopes are well understood, little is known about MP polytopes. We prove that, when the matroid is laminar, the MP polytope is affinely congruent to a perfect b-matching polytope. From this we deduce that, even when the matroid is not laminar, every Chvátal-Gomory cut for the MP polytope can be derived as a {0,1/2}-cut from a laminar family of rank constraints. We also prove a negative result concerned with the integrality gap of two linear relaxations of the MP problem
The social cost of congestion games by imposing variable delays
© . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/In this study, we describe a new coordination mechanism for non-atomic congestion games that leads to a (selfish) social cost which is arbitrarily close to the non-selfish optimal. This mechanism incurs no additional cost, in contrast to tolls that typically differ from the social cost as expressed in terms of delays.Peer ReviewedPostprint (author's final draft
Fast separation for the three-index assignment problem
A critical step in a cutting plane algorithm is separation, i.e., establishing whether a given vector x violates an inequality belonging to a specific class. It is customary to express the time complexity of a separation algorithm in the number of variables n. Here, we argue that a separation algorithm may instead process the vector containing the positive components of x, denoted as supp(x), which offers a more compact representation, especially if x is sparse; we also propose to express the time complexity in terms of |supp(x)|. Although several well-known separation algorithms exploit the sparsity of x, we revisit this idea in order to take sparsity explicitly into account in the time-complexity of separation and also design faster algorithms. We apply this approach to two classes of facet-defining inequalities for the three-index assignment problem, and obtain separation algorithms whose time complexity is linear in |supp(x)| instead of n. We indicate that this can be generalized to the axial k-index assignment problem and we show empirically how the separation algorithms exploiting sparsity improve on existing ones by running them on the largest instances reported in the literature
Pareto optimality in many-to-many matching problems
Consider a many-to-many matching market that involves two finite disjoint sets, a set A of applicants and a set C of courses. Each applicant has preferences on the different sets of courses she can attend, while each course has a quota of applicants that it can admit. In this paper, we examine Pareto optimal matchings (briefly POM) in the context of such markets, that can also incorporate additional constraints, e.g., each course bearing some cost and each applicant having a limited budget available. We provide necessary and sufficient conditions for a many-to-many matching to be Pareto optimal and show that checking whether a given matching is Pareto optimal can be accomplished in 0(1 A 12 I C 12) time. Moreover, we provide a generalized version of serial dictatorship, which can be used to obtain any many-to-many POM. We also study some structural questions related to POM. We show that, unlike in the one-to-one case, finding a maximum cardinality POM is NP-hard for many-to-many markets. (C) 2014 Elsevier B.V. All rights reserved