A Mixed Integer Quadratic Programming Model for the Low Autocorrelation Binary Sequence Problem

In this paper the low autocorrelation binary sequence problem (LABSP) is modeled as a mixed integer quadratic programming (MIQP) problem and proof of the model’s validity is given. Since the MIQP model is semidefinite, general optimization solvers can be used, and converge in a finite number of iterations. The experimental results show that IQP solvers, based on this MIQP formulation, are capable of optimally solving general/skew-symmetric LABSP instances of up to 30/51 elements in a moderate time. ACM Computing Classification System (1998): G.1.6, I.2.8.

A unified mixed-integer programming model for simultaneous fluence weight and aperture optimization in VMAT, tomotherapy, and cyberknife

All rights reserved. In this paper, we propose and study a unified mixed-integer programming model that simultaneously optimizes fluence weights and multi-leaf collimator (MLC) apertures in the treatment planning optimization of VMAT, Tomotherapy, and CyberKnife. The contribution of our model is threefold: (i) Our model optimizes the fluence and MLC apertures simultaneously for a given set of control points. (ii) Our model can incorporate all volume limits or dose upper bounds for organs at risk (OAR) and dose lower bound limits for planning target volumes (PTV) as hard constraints, but it can also relax either of these constraint sets in a Lagrangian fashion and keep the other set as hard constraints. (iii) For faster solutions, we propose several heuristic methods based on the MIP model, as well as a meta-heuristic approach. The meta-heuristic is very efficient in practice, being able to generate dose- and machinery-feasible solutions for problem instances of clinical scale, e.g., obtaining feasible treatment plans to cases with 180 control points, 6750 sample voxels and 18,000 beamlets in 470 seconds, or cases with 72 control points, 8000 sample voxels and 28,800 beamlets in 352 seconds. With discretization and down-sampling of voxels, our method is capable of tackling a treatment field of 8000-64,000cm3, depending on the ratio of critical structure versus unspecified tissues.

Estatégias para incorporação das deçisões de sequenciamento em um problema integrado de produção de bebidas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Computing primal solutions with exact arithmetics in SCIP.

The research for exact solutions of mixed integer problems is an active topic in the scientific community. State-of-the-art MIP solvers exploit a floating- point numerical representation, therefore introducing small approximations. Although such MIP solvers yield reliable results for the majority of problems, there are cases in which a higher accuracy is required. Indeed, it is known that for some applications floating-point solvers provide falsely feasible solutions, i.e. solutions marked as feasible because of approximations that would not pass a check with exact arithmetic and cannot be practically implemented. The framework of the current dissertation is SCIP, a mixed integer programs solver mainly developed at Zuse Institute Berlin. In the same site we considered a new approach for exactly solving MIPs. Specifically, we developed a constraint handler to plug into SCIP, with the aim to analyze the accuracy of provided floating-point solutions and compute exact primal solutions starting from floating-point ones. We conducted a few computational experiments to test the exact primal constraint handler through the adoption of two main settings. Analysis mode allowed to collect statistics about current SCIP solutions' reliability. Our results confirm that floating-point solutions are accurate enough with respect to many instances. However, our analysis highlighted the presence of numerical errors of variable entity. By using the enforce mode, our constraint handler is able to suggest exact solutions starting from the integer part of a floating-point solution. With the latter setting, results show a general improvement of the quality of provided final solutions, without a significant loss of performances.

On the kidney exchange problem: cardinality constrained cycle and chain problems on directed graphs: a survey of integer programming approaches

The Kidney Exchange Problem (KEP) is a combinatorial optimization problem and has attracted the attention from the community of integer programming/combinatorial optimisation in the past few years. Defined on a directed graph, the KEP has two variations: one concerns cycles only, and the other, cycles as well as chains on the same graph. We call the former a Cardinality Constrained Multi-cycle Problem (CCMcP) and the latter a Cardinality Constrained Cycles and Chains Problem (CCCCP). The cardinality for cycles is restricted in both CCMcP and CCCCP. As for chains, some studies in the literature considered cardinality restrictions, whereas others did not. The CCMcP can be viewed as an Asymmetric Travelling Salesman Problem that does allow subtours, however these subtours are constrained by cardinality, and that it is not necessary to visit all vertices. In existing literature of the KEP, the cardinality constraint for cycles is usually considered to be small (to the best of our knowledge, no more than six). In a CCCCP, each vertex on the directed graph can be included in at most one cycle or chain, but not both. The CCMcP and the CCCCP are interesting and challenging combinatorial optimization problems in their own rights, particularly due to their similarities to some travelling salesman- and vehicle routing-family of problems. In this paper, our main focus is to review the existing mathematical programming models and solution methods in the literature, analyse the performance of these models, and identify future research directions. Further, we propose a polynomial-sized and an exponential-sized mixed-integer linear programming model, discuss a number of stronger constraints for cardinality-infeasible-cycle elimination for the latter, and present some preliminary numerical results.

New graph-based algorithms to efficiently solve large scale open pit mining optimisation problems

In the mining optimisation literature, most researchers focused on two strategic-level and tactical-level open-pit mine optimisation problems, which are respectively termed ultimate pit limit (UPIT) or constrained pit limit (CPIT). However, many researchers indicate that the substantial numbers of variables and constraints in real-world instances (e.g., with 50-1000 thousand blocks) make the CPIT’s mixed integer programming (MIP) model intractable for use. Thus, it becomes a considerable challenge to solve the large scale CPIT instances without relying on exact MIP optimiser as well as the complicated MIP relaxation/decomposition methods. To take this challenge, two new graph-based algorithms based on network flow graph and conjunctive graph theory are developed by taking advantage of problem properties. The performance of our proposed algorithms is validated by testing recent large scale benchmark UPIT and CPIT instances’ datasets of MineLib in 2013. In comparison to best known results from MineLib, it is shown that the proposed algorithms outperform other CPIT solution approaches existing in the literature. The proposed graph-based algorithms leads to a more competent mine scheduling optimisation expert system because the third-party MIP optimiser is no longer indispensable and random neighbourhood search is not necessary.

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given horizon. Given the dimensions of medium-sized problems augmented by the new variables and constraints required by those risk measures, it is unrealistic to solve the problem up to optimality by plain use of MIP solvers in a reasonable computing time, at least. Instead of it, decomposition algorithms of some type should be used. We present an extension of our Branch-and-Fix Coordination algorithm, so named BFC-TSD, where a special treatment is given to cross scenario group constraints that link variables from different scenario groups. A broad computational experience is presented by comparing the risk neutral approach and the tested risk averse strategies. The performance of the new version of the BFC algorithm versus the plain use of a state-of-the-artMIP solver is also reported.

Location-routing problems of semi-obnoxious facilities: approaches and decision support

A presente tese resulta de um trabalho de investigação cujo objectivo se centrou no problema de localização-distribuição (PLD) que pretende abordar, de forma integrada, duas actividades logísticas intimamente relacionadas: a localização de equipamentos e a distribuição de produtos. O PLD, nomeadamente a sua modelação matemática, tem sido estudado na literatura, dando origem a diversas aproximações que resultam de diferentes cenários reais. Importa portanto agrupar as diferentes variantes por forma a facilitar e potenciar a sua investigação. Após fazer uma revisão e propor uma taxonomia dos modelos de localização-distribuição, este trabalho foca-se na resolução de alguns modelos considerados como mais representativos. É feita assim a análise de dois dos PLDs mais básicos (os problema capacitados com procura nos nós e nos arcos), sendo apresentadas, para ambos, propostas de resolução. Posteriormente, é abordada a localização-distribuição de serviços semiobnóxios. Este tipo de serviços, ainda que seja necessário e indispensável para o público em geral, dada a sua natureza, exerce um efeito desagradável sobre as comunidades contíguas. Assim, aos critérios tipicamente utilizados na tomada de decisão sobre a localização destes serviços (habitualmente a minimização de custo) é necessário adicionar preocupações que reflectem a manutenção da qualidade de vida das regiões que sofrem o impacto do resultado da referida decisão. A abordagem da localização-distribuição de serviços semiobnóxios requer portanto uma análise multi-objectivo. Esta análise pode ser feita com recurso a dois métodos distintos: não interactivos e interactivos. Ambos são abordados nesta tese, com novas propostas, sendo o método interactivo proposto aplicável a outros problemas de programação inteira mista multi-objectivo. Por último, é desenvolvida uma ferramenta de apoio à decisão para os problemas abordados nesta tese, sendo apresentada a metodologia adoptada e as suas principais funcionalidades. A ferramenta desenvolvida tem grandes preocupações com a interface de utilizador, visto ser direccionada para decisores que tipicamente não têm conhecimentos sobre os modelos matemáticos subjacentes a este tipo de problemas.

Imposing Radiality Constraints in Distribution System Optimization Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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.

Integer Programming Approach to HP Folding

One of the most widely studied protein structure prediction models is the hydrophobic-hydrophilic (HP) model, which explains the hydrophobic interaction and tries to maximize the number of contacts among hydrophobic amino-acids. In order to find a lower bound for the number of contacts, a number of heuristics have been proposed, but finding the optimal solution is still a challenge. In this research, we focus on creating a new integer programming model which is capable to provide tractable input for mixed-integer programming solvers, is general enough and allows relaxation with provable good upper bounds. Computational experiments using benchmark problems show that our formulation achieves these goals.

Interrupted searches in the BBMCSFilter context for MINLP problems

The BBMCSFilter method was developed to solve mixed integer nonlinear programming problems. This kind of problems have integer and continuous variables and they appear very frequently in process engineering problems. The objective of this work is to analyze the performance of the method when the coordinate searches are interrupted in the context of the multistart strategy. From the numerical experiments, we observed a reduction on the number of function evaluations and on the CPU time.

Exact solutions for the agricultural and the two-dimensional packing problems

Objectives and study method: The objective of this study is to develop exact algorithms that can be used as management tools for the agricultural production planning and to obtain exact solutions for two of the most well known twodimensional packing problems: the strip packing problem and the bin packing problem. For the agricultural production planning problem we propose a new hierarchical scheme of three stages to improve the current agricultural practices. The objective of the first stage is to delineate rectangular and homogeneous management zones into the farmer’s plots considering the physical and chemical soil properties. This is an important task because the soil properties directly affect the agricultural production planning. The methodology for this stage is based on a new method called “Positions and Covering” that first generates all the possible positions in which the plot can be delineated. Then, we use a mathematical model of linear programming to obtain the optimal physical and chemical management zone delineation of the plot. In the second stage the objective is to determine the optimal crop pattern that maximizes the farmer’s profit taken into account the previous management zones delineation. In this case, the crop pattern is affected by both management zones delineation, physical and chemical. A mixed integer linear programming is used to solve this stage. The objective of the last stage is to determine in real-time the amount of water to irrigate in each crop. This stage takes as input the solution of the crop planning stage, the atmospheric conditions (temperature, radiation, etc.), the humidity level in plots, and the physical management zones of plots, just to name a few. This procedure is made in real-time during each irrigation period. A linear programming is used to solve this problem. A breakthrough happen when we realize that we could propose some adaptations of the P&C methodology to obtain optimal solutions for the two-dimensional packing problem and the strip packing. We empirically show that our methodologies are efficient on instances based on real data for both problems: agricultural and two-dimensional packing problems. Contributions and conclusions: The exact algorithms showed in this study can be used in the making-decision support for agricultural planning and twodimensional packing problems. For the agricultural planning problem, we show that the implementation of the new hierarchical approach can improve the farmer profit between 5.27% until 8.21% through the optimization of the natural resources. An important characteristic of this problem is that the soil properties (physical and chemical) and the real-time factors (climate, humidity level, evapotranspiration, etc.) are incorporated. With respect to the two-dimensional packing problems, one of the main contributions of this study is the fact that we have demonstrate that many of the best solutions founded in literature by others approaches (heuristics approaches) are the optimal solutions. This is very important because some of these solutions were up to now not guarantee to be the optimal solutions.