Enhanced Mixed Integer Programming Techniques and Routing Problems

Mixed integer programming is up today one of the most widely used techniques for dealing with hard optimization problems. On the one side, many practical optimization problems arising from real-world applications (such as, e.g., scheduling, project planning, transportation, telecommunications, economics and finance, timetabling, etc) can be easily and effectively formulated as Mixed Integer linear Programs (MIPs). On the other hand, 50 and more years of intensive research has dramatically improved on the capability of the current generation of MIP solvers to tackle hard problems in practice. However, many questions are still open and not fully understood, and the mixed integer programming community is still more than active in trying to answer some of these questions. As a consequence, a huge number of papers are continuously developed and new intriguing questions arise every year. When dealing with MIPs, we have to distinguish between two different scenarios. The first one happens when we are asked to handle a general MIP and we cannot assume any special structure for the given problem. In this case, a Linear Programming (LP) relaxation and some integrality requirements are all we have for tackling the problem, and we are ``forced" to use some general purpose techniques. The second one happens when mixed integer programming is used to address a somehow structured problem. In this context, polyhedral analysis and other theoretical and practical considerations are typically exploited to devise some special purpose techniques. This thesis tries to give some insights in both the above mentioned situations. The first part of the work is focused on general purpose cutting planes, which are probably the key ingredient behind the success of the current generation of MIP solvers. Chapter 1 presents a quick overview of the main ingredients of a branch-and-cut algorithm, while Chapter 2 recalls some results from the literature in the context of disjunctive cuts and their connections with Gomory mixed integer cuts. Chapter 3 presents a theoretical and computational investigation of disjunctive cuts. In particular, we analyze the connections between different normalization conditions (i.e., conditions to truncate the cone associated with disjunctive cutting planes) and other crucial aspects as cut rank, cut density and cut strength. We give a theoretical characterization of weak rays of the disjunctive cone that lead to dominated cuts, and propose a practical method to possibly strengthen those cuts arising from such weak extremal solution. Further, we point out how redundant constraints can affect the quality of the generated disjunctive cuts, and discuss possible ways to cope with them. Finally, Chapter 4 presents some preliminary ideas in the context of multiple-row cuts. Very recently, a series of papers have brought the attention to the possibility of generating cuts using more than one row of the simplex tableau at a time. Several interesting theoretical results have been presented in this direction, often revisiting and recalling other important results discovered more than 40 years ago. However, is not clear at all how these results can be exploited in practice. As stated, the chapter is a still work-in-progress and simply presents a possible way for generating two-row cuts from the simplex tableau arising from lattice-free triangles and some preliminary computational results. The second part of the thesis is instead focused on the heuristic and exact exploitation of integer programming techniques for hard combinatorial optimization problems in the context of routing applications. Chapters 5 and 6 present an integer linear programming local search algorithm for Vehicle Routing Problems (VRPs). The overall procedure follows a general destroy-and-repair paradigm (i.e., the current solution is first randomly destroyed and then repaired in the attempt of finding a new improved solution) where a class of exponential neighborhoods are iteratively explored by heuristically solving an integer programming formulation through a general purpose MIP solver. Chapters 7 and 8 deal with exact branch-and-cut methods. Chapter 7 presents an extended formulation for the Traveling Salesman Problem with Time Windows (TSPTW), a generalization of the well known TSP where each node must be visited within a given time window. The polyhedral approaches proposed for this problem in the literature typically follow the one which has been proven to be extremely effective in the classical TSP context. Here we present an overall (quite) general idea which is based on a relaxed discretization of time windows. Such an idea leads to a stronger formulation and to stronger valid inequalities which are then separated within the classical branch-and-cut framework. Finally, Chapter 8 addresses the branch-and-cut in the context of Generalized Minimum Spanning Tree Problems (GMSTPs) (i.e., a class of NP-hard generalizations of the classical minimum spanning tree problem). In this chapter, we show how some basic ideas (and, in particular, the usage of general purpose cutting planes) can be useful to improve on branch-and-cut methods proposed in the literature.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

Hybrid constraint programming and metaheuristic methods for large scale optimization problems

This work presents hybrid Constraint Programming (CP) and metaheuristic methods for the solution of Large Scale Optimization Problems; it aims at integrating concepts and mechanisms from the metaheuristic methods to a CP-based tree search environment in order to exploit the advantages of both approaches. The modeling and solution of large scale combinatorial optimization problem is a topic which has arisen the interest of many researcherers in the Operations Research field; combinatorial optimization problems are widely spread in everyday life and the need of solving difficult problems is more and more urgent. Metaheuristic techniques have been developed in the last decades to effectively handle the approximate solution of combinatorial optimization problems; we will examine metaheuristics in detail, focusing on the common aspects of different techniques. Each metaheuristic approach possesses its own peculiarities in designing and guiding the solution process; our work aims at recognizing components which can be extracted from metaheuristic methods and re-used in different contexts. In particular we focus on the possibility of porting metaheuristic elements to constraint programming based environments, as constraint programming is able to deal with feasibility issues of optimization problems in a very effective manner. Moreover, CP offers a general paradigm which allows to easily model any type of problem and solve it with a problem-independent framework, differently from local search and metaheuristic methods which are highly problem specific. In this work we describe the implementation of the Local Branching framework, originally developed for Mixed Integer Programming, in a CP-based environment. Constraint programming specific features are used to ease the search process, still mantaining an absolute generality of the approach. We also propose a search strategy called Sliced Neighborhood Search, SNS, that iteratively explores slices of large neighborhoods of an incumbent solution by performing CP-based tree search and encloses concepts from metaheuristic techniques. SNS can be used as a stand alone search strategy, but it can alternatively be embedded in existing strategies as intensification and diversification mechanism. In particular we show its integration within the CP-based local branching. We provide an extensive experimental evaluation of the proposed approaches on instances of the Asymmetric Traveling Salesman Problem and of the Asymmetric Traveling Salesman Problem with Time Windows. The proposed approaches achieve good results on practical size problem, thus demonstrating the benefit of integrating metaheuristic concepts in CP-based frameworks.

Networks, Uncertainty, Applications and a Crusade for Optimality

In this thesis we address a collection of Network Design problems which are strongly motivated by applications from Telecommunications, Logistics and Bioinformatics. In most cases we justify the need of taking into account uncertainty in some of the problem parameters, and different Robust optimization models are used to hedge against it. Mixed integer linear programming formulations along with sophisticated algorithmic frameworks are designed, implemented and rigorously assessed for the majority of the studied problems. The obtained results yield the following observations: (i) relevant real problems can be effectively represented as (discrete) optimization problems within the framework of network design; (ii) uncertainty can be appropriately incorporated into the decision process if a suitable robust optimization model is considered; (iii) optimal, or nearly optimal, solutions can be obtained for large instances if a tailored algorithm, that exploits the structure of the problem, is designed; (iv) a systematic and rigorous experimental analysis allows to understand both, the characteristics of the obtained (robust) solutions and the behavior of the proposed algorithm.

Decomposition and reformulation of integer linear programming problems

This thesis deals with an investigation of Decomposition and Reformulation to solve Integer Linear Programming Problems. This method is often a very successful approach computationally, producing high-quality solutions for well-structured combinatorial optimization problems like vehicle routing, cutting stock, p-median and generalized assignment . However, until now the method has always been tailored to the specific problem under investigation. The principal innovation of this thesis is to develop a new framework able to apply this concept to a generic MIP problem. The new approach is thus capable of auto-decomposition and autoreformulation of the input problem applicable as a resolving black box algorithm and works as a complement and alternative to the normal resolving techniques. The idea of Decomposing and Reformulating (usually called in literature Dantzig and Wolfe Decomposition DWD) is, given a MIP, to convexify one (or more) subset(s) of constraints (slaves) and working on the partially convexified polyhedron(s) obtained. For a given MIP several decompositions can be defined depending from what sets of constraints we want to convexify. In this thesis we mainly reformulate MIPs using two sets of variables: the original variables and the extended variables (representing the exponential extreme points). The master constraints consist of the original constraints not included in any slaves plus the convexity constraint(s) and the linking constraints(ensuring that each original variable can be viewed as linear combination of extreme points of the slaves). The solution procedure consists of iteratively solving the reformulated MIP (master) and checking (pricing) if a variable of reduced costs exists, and in which case adding it to the master and solving it again (columns generation), or otherwise stopping the procedure. The advantage of using DWD is that the reformulated relaxation gives bounds stronger than the original LP relaxation, in addition it can be incorporated in a Branch and bound scheme (Branch and Price) in order to solve the problem to optimality. If the computational time for the pricing problem is reasonable this leads in practice to a stronger speed up in the solution time, specially when the convex hull of the slaves is easy to compute, usually because of its special structure.

Algorithms for network design and routing problems

In this thesis we study three combinatorial optimization problems belonging to the classes of Network Design and Vehicle Routing problems that are strongly linked in the context of the design and management of transportation networks: the Non-Bifurcated Capacitated Network Design Problem (NBP), the Period Vehicle Routing Problem (PVRP) and the Pickup and Delivery Problem with Time Windows (PDPTW). These problems are NP-hard and contain as special cases some well known difficult problems such as the Traveling Salesman Problem and the Steiner Tree Problem. Moreover, they model the core structure of many practical problems arising in logistics and telecommunications. The NBP is the problem of designing the optimum network to satisfy a given set of traffic demands. Given a set of nodes, a set of potential links and a set of point-to-point demands called commodities, the objective is to select the links to install and dimension their capacities so that all the demands can be routed between their respective endpoints, and the sum of link fixed costs and commodity routing costs is minimized. The problem is called non- bifurcated because the solution network must allow each demand to follow a single path, i.e., the flow of each demand cannot be splitted. Although this is the case in many real applications, the NBP has received significantly less attention in the literature than other capacitated network design problems that allow bifurcation. We describe an exact algorithm for the NBP that is based on solving by an integer programming solver a formulation of the problem strengthened by simple valid inequalities and four new heuristic algorithms. One of these heuristics is an adaptive memory metaheuristic, based on partial enumeration, that could be applied to a wider class of structured combinatorial optimization problems. In the PVRP a fleet of vehicles of identical capacity must be used to service a set of customers over a planning period of several days. Each customer specifies a service frequency, a set of allowable day-combinations and a quantity of product that the customer must receive every time he is visited. For example, a customer may require to be visited twice during a 5-day period imposing that these visits take place on Monday-Thursday or Monday-Friday or Tuesday-Friday. The problem consists in simultaneously assigning a day- combination to each customer and in designing the vehicle routes for each day so that each customer is visited the required number of times, the number of routes on each day does not exceed the number of vehicles available, and the total cost of the routes over the period is minimized. We also consider a tactical variant of this problem, called Tactical Planning Vehicle Routing Problem, where customers require to be visited on a specific day of the period but a penalty cost, called service cost, can be paid to postpone the visit to a later day than that required. At our knowledge all the algorithms proposed in the literature for the PVRP are heuristics. In this thesis we present for the first time an exact algorithm for the PVRP that is based on different relaxations of a set partitioning-like formulation. The effectiveness of the proposed algorithm is tested on a set of instances from the literature and on a new set of instances. Finally, the PDPTW is to service a set of transportation requests using a fleet of identical vehicles of limited capacity located at a central depot. Each request specifies a pickup location and a delivery location and requires that a given quantity of load is transported from the pickup location to the delivery location. Moreover, each location can be visited only within an associated time window. Each vehicle can perform at most one route and the problem is to satisfy all the requests using the available vehicles so that each request is serviced by a single vehicle, the load on each vehicle does not exceed the capacity, and all locations are visited according to their time window. We formulate the PDPTW as a set partitioning-like problem with additional cuts and we propose an exact algorithm based on different relaxations of the mathematical formulation and a branch-and-cut-and-price algorithm. The new algorithm is tested on two classes of problems from the literature and compared with a recent branch-and-cut-and-price algorithm from the literature.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

Hybrid Methods for Resource Allocation and Scheduling Problems in Deterministic and Stochastic Environments

This work presents exact, hybrid algorithms for mixed resource Allocation and Scheduling problems; in general terms, those consist into assigning over time finite capacity resources to a set of precedence connected activities. The proposed methods have broad applicability, but are mainly motivated by applications in the field of Embedded System Design. In particular, high-performance embedded computing recently witnessed the shift from single CPU platforms with application-specific accelerators to programmable Multi Processor Systems-on-Chip (MPSoCs). Those allow higher flexibility, real time performance and low energy consumption, but the programmer must be able to effectively exploit the platform parallelism. This raises interest in the development of algorithmic techniques to be embedded in CAD tools; in particular, given a specific application and platform, the objective if to perform optimal allocation of hardware resources and to compute an execution schedule. On this regard, since embedded systems tend to run the same set of applications for their entire lifetime, off-line, exact optimization approaches are particularly appealing. Quite surprisingly, the use of exact algorithms has not been well investigated so far; this is in part motivated by the complexity of integrated allocation and scheduling, setting tough challenges for ``pure'' combinatorial methods. The use of hybrid CP/OR approaches presents the opportunity to exploit mutual advantages of different methods, while compensating for their weaknesses. In this work, we consider in first instance an Allocation and Scheduling problem over the Cell BE processor by Sony, IBM and Toshiba; we propose three different solution methods, leveraging decomposition, cut generation and heuristic guided search. Next, we face Allocation and Scheduling of so-called Conditional Task Graphs, explicitly accounting for branches with outcome not known at design time; we extend the CP scheduling framework to effectively deal with the introduced stochastic elements. Finally, we address Allocation and Scheduling with uncertain, bounded execution times, via conflict based tree search; we introduce a simple and flexible time model to take into account duration variability and provide an efficient conflict detection method. The proposed approaches achieve good results on practical size problem, thus demonstrating the use of exact approaches for system design is feasible. Furthermore, the developed techniques bring significant contributions to combinatorial optimization methods.

Mixed Mode Fracture Behaviour of Piezoelectric Materials

Piezoelectrics present an interactive electromechanical behaviour that, especially in recent years, has generated much interest since it renders these materials adapt for use in a variety of electronic and industrial applications like sensors, actuators, transducers, smart structures. Both mechanical and electric loads are generally applied on these devices and can cause high concentrations of stress, particularly in proximity of defects or inhomogeneities, such as flaws, cavities or included particles. A thorough understanding of their fracture behaviour is crucial in order to improve their performances and avoid unexpected failures. Therefore, a considerable number of research works have addressed this topic in the last decades. Most of the theoretical studies on this subject find their analytical background in the complex variable formulation of plane anisotropic elasticity. This theoretical approach bases its main origins in the pioneering works of Muskelishvili and Lekhnitskii who obtained the solution of the elastic problem in terms of independent analytic functions of complex variables. In the present work, the expressions of stresses and elastic and electric displacements are obtained as functions of complex potentials through an analytical formulation which is the application to the piezoelectric static case of an approach introduced for orthotropic materials to solve elastodynamics problems. This method can be considered an alternative to other formalisms currently used, like the Stroh’s formalism. The equilibrium equations are reduced to a first order system involving a six-dimensional vector field. After that, a similarity transformation is induced to reach three independent Cauchy-Riemann systems, so justifying the introduction of the complex variable notation. Closed form expressions of near tip stress and displacement fields are therefore obtained. In the theoretical study of cracked piezoelectric bodies, the issue of assigning consistent electric boundary conditions on the crack faces is of central importance and has been addressed by many researchers. Three different boundary conditions are commonly accepted in literature: the permeable, the impermeable and the semipermeable (“exact”) crack model. This thesis takes into considerations all the three models, comparing the results obtained and analysing the effects of the boundary condition choice on the solution. The influence of load biaxiality and of the application of a remote electric field has been studied, pointing out that both can affect to a various extent the stress fields and the angle of initial crack extension, especially when non-singular terms are retained in the expressions of the electro-elastic solution. Furthermore, two different fracture criteria are applied to the piezoelectric case, and their outcomes are compared and discussed. The work is organized as follows: Chapter 1 briefly introduces the fundamental concepts of Fracture Mechanics. Chapter 2 describes plane elasticity formalisms for an anisotropic continuum (Eshelby-Read-Shockley and Stroh) and introduces for the simplified orthotropic case the alternative formalism we want to propose. Chapter 3 outlines the Linear Theory of Piezoelectricity, its basic relations and electro-elastic equations. Chapter 4 introduces the proposed method for obtaining the expressions of stresses and elastic and electric displacements, given as functions of complex potentials. The solution is obtained in close form and non-singular terms are retained as well. Chapter 5 presents several numerical applications aimed at estimating the effect of load biaxiality, electric field, considered permittivity of the crack. Through the application of fracture criteria the influence of the above listed conditions on the response of the system and in particular on the direction of crack branching is thoroughly discussed.