Heuristic algorithms for the Capacitated Location-Routing Problem and the Multi-Depot Vehicle Routing Problem

The Capacitated Location-Routing Problem (CLRP) is a NP-hard problem since it generalizes two well known NP-hard problems: the Capacitated Facility Location Problem (CFLP) and the Capacitated Vehicle Routing Problem (CVRP). The Multi-Depot Vehicle Routing Problem (MDVRP) is known to be a NP-hard since it is a generalization of the well known Vehicle Routing Problem (VRP), arising with one depot. This thesis addresses heuristics algorithms based on the well-know granular search idea introduced by Toth and Vigo (2003) to solve the CLRP and the MDVRP. Extensive computational experiments on benchmark instances for both problems have been performed to determine the effectiveness of the proposed algorithms. This work is organized as follows: Chapter 1 describes a detailed overview and a methodological review of the literature for the the Capacitated Location-Routing Problem (CLRP) and the Multi-Depot Vehicle Routing Problem (MDVRP). Chapter 2 describes a two-phase hybrid heuristic algorithm to solve the CLRP. Chapter 3 shows a computational comparison of heuristic algorithms for the CLRP. Chapter 4 presents a hybrid granular tabu search approach for solving the MDVRP.

Exact Algorithms for Different Classes of Vehicle Routing Problems

We deal with five problems arising in the field of logistics: the Asymmetric TSP (ATSP), the TSP with Time Windows (TSPTW), the VRP with Time Windows (VRPTW), the Multi-Trip VRP (MTVRP), and the Two-Echelon Capacitated VRP (2E-CVRP). The ATSP requires finding a lest-cost Hamiltonian tour in a digraph. We survey models and classical relaxations, and describe the most effective exact algorithms from the literature. A survey and analysis of the polynomial formulations is provided. The considered algorithms and formulations are experimentally compared on benchmark instances. The TSPTW requires finding, in a weighted digraph, a least-cost Hamiltonian tour visiting each vertex within a given time window. We propose a new exact method, based on new tour relaxations and dynamic programming. Computational results on benchmark instances show that the proposed algorithm outperforms the state-of-the-art exact methods. In the VRPTW, a fleet of identical capacitated vehicles located at a depot must be optimally routed to supply customers with known demands and time window constraints. Different column generation bounding procedures and an exact algorithm are developed. The new exact method closed four of the five open Solomon instances. The MTVRP is the problem of optimally routing capacitated vehicles located at a depot to supply customers without exceeding maximum driving time constraints. Two set-partitioning-like formulations of the problem are introduced. Lower bounds are derived and embedded into an exact solution method, that can solve benchmark instances with up to 120 customers. The 2E-CVRP requires designing the optimal routing plan to deliver goods from a depot to customers by using intermediate depots. The objective is to minimize the sum of routing and handling costs. A new mathematical formulation is introduced. Valid lower bounds and an exact method are derived. Computational results on benchmark instances show that the new exact algorithm outperforms the state-of-the-art exact methods.

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.

Many-core Algorithms for Combinatorial Optimization

Combinatorial Optimization is becoming ever more crucial, in these days. From natural sciences to economics, passing through urban centers administration and personnel management, methodologies and algorithms with a strong theoretical background and a consolidated real-word effectiveness is more and more requested, in order to find, quickly, good solutions to complex strategical problems. Resource optimization is, nowadays, a fundamental ground for building the basements of successful projects. From the theoretical point of view, Combinatorial Optimization rests on stable and strong foundations, that allow researchers to face ever more challenging problems. However, from the application point of view, it seems that the rate of theoretical developments cannot cope with that enjoyed by modern hardware technologies, especially with reference to the one of processors industry. In this work we propose new parallel algorithms, designed for exploiting the new parallel architectures available on the market. We found that, exposing the inherent parallelism of some resolution techniques (like Dynamic Programming), the computational benefits are remarkable, lowering the execution times by more than an order of magnitude, and allowing to address instances with dimensions not possible before. We approached four Combinatorial Optimization’s notable problems: Packing Problem, Vehicle Routing Problem, Single Source Shortest Path Problem and a Network Design problem. For each of these problems we propose a collection of effective parallel solution algorithms, either for solving the full problem (Guillotine Cuts and SSSPP) or for enhancing a fundamental part of the solution method (VRP and ND). We endorse our claim by presenting computational results for all problems, either on standard benchmarks from the literature or, when possible, on data from real-world applications, where speed-ups of one order of magnitude are usually attained, not uncommonly scaling up to 40 X factors.

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.

Models and Algorihtm for the Optimization of Real-World Routing and Logistics Problems

Logistics involves planning, managing, and organizing the flows of goods from the point of origin to the point of destination in order to meet some requirements. Logistics and transportation aspects are very important and represent a relevant costs for producing and shipping companies, but also for public administration and private citizens. The optimization of resources and the improvement in the organization of operations is crucial for all branches of logistics, from the operation management to the transportation. As we will have the chance to see in this work, optimization techniques, models, and algorithms represent important methods to solve the always new and more complex problems arising in different segments of logistics. Many operation management and transportation problems are related to the optimization class of problems called Vehicle Routing Problems (VRPs). In this work, we consider several real-world deterministic and stochastic problems that are included in the wide class of the VRPs, and we solve them by means of exact and heuristic methods. We treat three classes of real-world routing and logistics problems. We deal with one of the most important tactical problems that arises in the managing of the bike sharing systems, that is the Bike sharing Rebalancing Problem (BRP). We propose models and algorithms for real-world earthwork optimization problems. We describe the 3DP process and we highlight several optimization issues in 3DP. Among those, we define the problem related to the tool path definition in the 3DP process, the 3D Routing Problem (3DRP), which is a generalization of the arc routing problem. We present an ILP model and several heuristic algorithms to solve the 3DRP.

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.

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 UAS insertion in civil air space

One of the most interesting challenge of the next years will be the Air Space Systems automation. This process will involve different aspects as the Air Traffic Management, the Aircrafts and Airport Operations and the Guidance and Navigation Systems. The use of UAS (Uninhabited Aerial System) for civil mission will be one of the most important steps in this automation process. In civil air space, Air Traffic Controllers (ATC) manage the air traffic ensuring that a minimum separation between the controlled aircrafts is always provided. For this purpose ATCs use several operative avoidance techniques like holding patterns or rerouting. The use of UAS in these context will require the definition of strategies for a common management of piloted and piloted air traffic that allow the UAS to self separate. As a first employment in civil air space we consider a UAS surveillance mission that consists in departing from a ground base, taking pictures over a set of mission targets and coming back to the same ground base. During all mission a set of piloted aircrafts fly in the same airspace and thus the UAS has to self separate using the ATC avoidance as anticipated. We consider two objective, the first consists in the minimization of the air traffic impact over the mission, the second consists in the minimization of the impact of the mission over the air traffic. A particular version of the well known Travelling Salesman Problem (TSP) called Time-Dependant-TSP has been studied to deal with traffic problems in big urban areas. Its basic idea consists in a cost of the route between two clients depending on the period of the day in which it is crossed. Our thesis supports that such idea can be applied to the air traffic too using a convenient time horizon compatible with aircrafts operations. The cost of a UAS sub-route will depend on the air traffic that it will meet starting such route in a specific moment and consequently on the avoidance maneuver that it will use to avoid that conflict. The conflict avoidance is a topic that has been hardly developed in past years using different approaches. In this thesis we purpose a new approach based on the use of ATC operative techniques that makes it possible both to model the UAS problem using a TDTSP framework both to use an Air Traffic Management perspective. Starting from this kind of mission, the problem of the UAS insertion in civil air space is formalized as the UAS Routing Problem (URP). For this reason we introduce a new structure called Conflict Graph that makes it possible to model the avoidance maneuvers and to define the arc cost function of the departing time. Two Integer Linear Programming formulations of the problem are proposed. The first is based on a TDTSP formulation that, unfortunately, is weaker then the TSP formulation. Thus a new formulation based on a TSP variation that uses specific penalty to model the holdings is proposed. Different algorithms are presented: exact algorithms, simple heuristics used as Upper Bounds on the number of time steps used, and metaheuristic algorithms as Genetic Algorithm and Simulated Annealing. Finally an air traffic scenario has been simulated using real air traffic data in order to test our algorithms. Graphic Tools have been used to represent the Milano Linate air space and its air traffic during different days. Such data have been provided by ENAV S.p.A (Italian Agency for Air Navigation Services).

Management and routing algorithms for ad-hoc and sensor networks

Large scale wireless adhoc networks of computers, sensors, PDAs etc. (i.e. nodes) are revolutionizing connectivity and leading to a paradigm shift from centralized systems to highly distributed and dynamic environments. An example of adhoc networks are sensor networks, which are usually composed by small units able to sense and transmit to a sink elementary data which are successively processed by an external machine. Recent improvements in the memory and computational power of sensors, together with the reduction of energy consumptions, are rapidly changing the potential of such systems, moving the attention towards datacentric sensor networks. A plethora of routing and data management algorithms have been proposed for the network path discovery ranging from broadcasting/floodingbased approaches to those using global positioning systems (GPS). We studied WGrid, a novel decentralized infrastructure that organizes wireless devices in an adhoc manner, where each node has one or more virtual coordinates through which both message routing and data management occur without reliance on either flooding/broadcasting operations or GPS. The resulting adhoc network does not suffer from the deadend problem, which happens in geographicbased routing when a node is unable to locate a neighbor closer to the destination than itself. WGrid allow multidimensional data management capability since nodes' virtual coordinates can act as a distributed database without needing neither special implementation or reorganization. Any kind of data (both single and multidimensional) can be distributed, stored and managed. We will show how a location service can be easily implemented so that any search is reduced to a simple query, like for any other data type. WGrid has then been extended by adopting a replication methodology. We called the resulting algorithm WRGrid. Just like WGrid, WRGrid acts as a distributed database without needing neither special implementation nor reorganization and any kind of data can be distributed, stored and managed. We have evaluated the benefits of replication on data management, finding out, from experimental results, that it can halve the average number of hops in the network. The direct consequence of this fact are a significant improvement on energy consumption and a workload balancing among sensors (number of messages routed by each node). Finally, thanks to the replications, whose number can be arbitrarily chosen, the resulting sensor network can face sensors disconnections/connections, due to failures of sensors, without data loss. Another extension to {WGrid} is {W*Grid} which extends it by strongly improving network recovery performance from link and/or device failures that may happen due to crashes or battery exhaustion of devices or to temporary obstacles. W*Grid guarantees, by construction, at least two disjoint paths between each couple of nodes. This implies that the recovery in W*Grid occurs without broadcasting transmissions and guaranteeing robustness while drastically reducing the energy consumption. An extensive number of simulations shows the efficiency, robustness and traffic road of resulting networks under several scenarios of device density and of number of coordinates. Performance analysis have been compared to existent algorithms in order to validate the results.

A novel map-matching procedure for low-sampling GPS data with applications to traffic flow analysis

An extensive sample (2%) of private vehicles in Italy are equipped with a GPS device that periodically measures their position and dynamical state for insurance purposes. Having access to this type of data allows to develop theoretical and practical applications of great interest: the real-time reconstruction of traffic state in a certain region, the development of accurate models of vehicle dynamics, the study of the cognitive dynamics of drivers. In order for these applications to be possible, we first need to develop the ability to reconstruct the paths taken by vehicles on the road network from the raw GPS data. In fact, these data are affected by positioning errors and they are often very distanced from each other (~2 Km). For these reasons, the task of path identification is not straightforward. This thesis describes the approach we followed to reliably identify vehicle paths from this kind of low-sampling data. The problem of matching data with roads is solved with a bayesian approach of maximum likelihood. While the identification of the path taken between two consecutive GPS measures is performed with a specifically developed optimal routing algorithm, based on A* algorithm. The procedure was applied on an off-line urban data sample and proved to be robust and accurate. Future developments will extend the procedure to real-time execution and nation-wide coverage.