Novel Formulations and Logic-Based Benders Decomposition for the Integrated Parallel Machine Scheduling and Location Problem

Author(s):  
Yantong Li ◽  
Jean-François Côté ◽  
Leandro Callegari-Coelho ◽  
Peng Wu

We investigate the discrete parallel machine scheduling and location problem, which consists of locating multiple machines to a set of candidate locations, assigning jobs from different locations to the located machines, and sequencing the assigned jobs. The objective is to minimize the maximum completion time of all jobs, that is, the makespan. Though the problem is of theoretical significance with a wide range of practical applications, it has not been well studied as reported in the literature. For this problem, we first propose three new mixed-integer linear programs that outperform state-of-the-art formulations. Then, we develop a new logic-based Benders decomposition algorithm for practical-sized instances, which splits the problem into a master problem that determines machine locations and job assignments to machines and a subproblem that sequences jobs on each machine. The master problem is solved by a branch-and-cut procedure that operates on a single search tree. Once an incumbent solution to the master problem is found, the subproblem is solved to generate cuts that are dynamically added to the master problem. A generic no-good cut is first proposed, which is later improved by some strengthening techniques. Two optimality cuts are also developed based on optimality conditions of the subproblem and improved by strengthening techniques. Numerical results on small-sized instances show that the proposed formulations outperform state-of-the-art ones. Computational results on 1,400 benchmark instances with up to 300 jobs, 50 machines, and 300 locations demonstrate the effectiveness and efficiency of the algorithm compared with current approaches. Summary of Contribution: This paper employs operations research methods and computing techniques to address an NP-hard combinatorial optimization problem: the parallel discrete machine scheduling and location problem. The problem is of practical significance but has not been well studied in the literature. For the problem, we formulate three novel mixed-integer linear programs that outperform state-of-the-art formulations and develop a new logic-based Benders decomposition algorithm. Extensive computational experiments on 1,400 benchmark instances with up to 300 jobs, 50 machines, and 300 locations are conducted to evaluate the performance of the proposed models and algorithms.

2016 ◽  
Vol 31 (5) ◽  
pp. 440-451 ◽  
Author(s):  
Andre A. Ciré ◽  
Elvin Çoban ◽  
John N. Hooker

AbstractLogic-based Benders decomposition (LBBD) has improved the state of the art for solving a variety of planning and scheduling problems, in part by combining the complementary strengths of constraint programming and mixed integer programming (MIP). We undertake a computational analysis of specific factors that contribute to the success of LBBD, to provide guidance for future implementations. We study a problem class that assign tasks to multiple resources and poses a cumulative scheduling problem on each resource. We find that LBBD is at least 1000 times faster than state-of-the-art MIP on larger instances, despite recent advances in the latter. Further, we conclude that LBBD is most effective when the planning and scheduling aspects of the problem are roughly balanced in difficulty. The most effective device for improving LBBD is the inclusion of a subproblem relaxation in the master problem. The strengthening of Benders cuts also plays an important role when the master and subproblem complexity are properly balanced. These findings suggest future research directions.


2020 ◽  
Vol 66 (7) ◽  
pp. 3051-3068 ◽  
Author(s):  
Daniel Baena ◽  
Jordi Castro ◽  
Antonio Frangioni

The cell-suppression problem (CSP) is a very large mixed-integer linear problem arising in statistical disclosure control. However, CSP has the typical structure that allows application of the Benders decomposition, which is known to suffer from oscillation and slow convergence, compounded with the fact that the master problem is combinatorial. To overcome this drawback, we present a stabilized Benders decomposition whose master is restricted to a neighborhood of successful candidates by local-branching constraints, which are dynamically adjusted, and even dropped, during the iterations. Our experiments with synthetic and real-world instances with up to 24,000 binary variables, 181 million (M) continuous variables, and 367M constraints show that our approach is competitive with both the current state-of-the-art code for CSP and the Benders implementation in CPLEX 12.7. In some instances, stabilized Benders provided a very good solution in less than 1 minute, whereas the other approaches found no feasible solution in 1 hour. This paper was accepted by Yinyu Ye, optimization.


Author(s):  
Elias B. Khalil ◽  
Bistra Dilkina ◽  
George L. Nemhauser ◽  
Shabbir Ahmed ◽  
Yufen Shao

``Primal heuristics'' are a key contributor to the improved performance of exact branch-and-bound solvers for combinatorial optimization and integer programming. Perhaps the most crucial question concerning primal heuristics is that of at which nodes they should run, to which the typical answer is via hard-coded rules or fixed solver parameters tuned, offline, by trial-and-error. Alternatively, a heuristic should be run when it is most likely to succeed, based on the problem instance's characteristics, the state of the search, etc. In this work, we study the problem of deciding at which node a heuristic should be run, such that the overall (primal) performance of the solver is optimized. To our knowledge, this is the first attempt at formalizing and systematically addressing this problem. Central to our approach is the use of Machine Learning (ML) for predicting whether a heuristic will succeed at a given node. We give a theoretical framework for analyzing this decision-making process in a simplified setting, propose a ML approach for modeling heuristic success likelihood, and design practical rules that leverage the ML models to dynamically decide whether to run a heuristic at each node of the search tree. Experimentally, our approach improves the primal performance of a state-of-the-art Mixed Integer Programming solver by up to 6% on a set of benchmark instances, and by up to 60% on a family of hard Independent Set instances.


2020 ◽  
Vol 54 (5) ◽  
pp. 1170-1188 ◽  
Author(s):  
Guy Desaulniers ◽  
Timo Gschwind ◽  
Stefan Irnich

Variable fixing by reduced costs is a popular technique for accelerating the solution process of mixed-integer linear programs. For vehicle-routing problems solved by branch-price-and-cut algorithms, it is possible to fix to zero the variables associated with all routes containing at least one arc from a subset of arcs determined according to the dual solution of a linear relaxation. This is equivalent to removing these arcs from the network used to generate the routes. In this paper, we extend this technique to routes containing sequences of two arcs. Such sequences or their arcs cannot be removed directly from the network because routes traversing only one arc of a sequence might still be allowed. For some of the most common vehicle-routing problems, we show how this issue can be overcome by modifying the route-generation labeling algorithm in order to remove indirectly these sequences from the network. The proposed acceleration strategy is tested on benchmark instances of the vehicle-routing problem with time windows (VRPTW) and four variants of the electric VRPTW. The computational results show that it yields a significant speedup, especially for the most difficult instances.


Author(s):  
Stephen J. Maher

AbstractA general enhancement of the Benders’ decomposition (BD) algorithm can be achieved through the improved use of large neighbourhood search heuristics within mixed-integer programming solvers. While mixed-integer programming solvers are endowed with an array of large neighbourhood search heuristics, few, if any, have been designed for BD. Further, typically the use of large neighbourhood search heuristics is limited to finding solutions to the BD master problem. Given the lack of general frameworks for BD, only ad hoc approaches have been developed to enhance the ability of BD to find high quality primal feasible solutions through the use of large neighbourhood search heuristics. The general BD framework of SCIP has been extended with a trust region based heuristic and a general enhancement for large neighbourhood search heuristics. The general enhancement employs BD to solve the auxiliary problems of all large neighbourhood search heuristics to improve the quality of the identified solutions. The computational results demonstrate that the trust region heuristic and a general large neighbourhood search enhancement technique accelerate the improvement in the primal bound when applying BD.


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