Jakob Puchinger

Hybrid metaheuristics in combinatorial optimization: A survey

Research in metaheuristics for combinatorial optimization problems has lately experienced a noteworthy shift towards the hybridization of metaheuristics with other techniques for optimization. At the same time, the focus of research has changed from being rather algorithm-oriented to being more problem-oriented. Nowadays the focus is on solving the problem at hand in the best way possible, rather than promoting a certain metaheuristic. This has led to an enormously fruitful cross-fertilization of different areas of optimization. This cross-fertilization is documented by a multitude of powerful hybrid algorithms that were obtained by combining components from several different optimization techniques. Hereby, hybridization is not restricted to the combination of different metaheuristics but includes, for example, the combination of exact algorithms and metaheuristics. In this work we provide a survey of some of the most important lines of hybridization. The literature review is accompanied by the presentation of illustrative examples.

Combining metaheuristics and exact algorithms in combinatorial optimization: a survey and classification

In this survey we discuss different state-of-the-art approaches of combining exact algorithms and metaheuristics to solve combinatorial optimization problems. Some of these hybrids mainly aim at providing optimal solutions in shorter time, while others primarily focus on getting better heuristic solutions. The two main categories in which we divide the approaches are collaborative versus integrative combinations. We further classify the different techniques in a hierarchical way. Altogether, the surveyed work on combinations of exact algorithms and metaheuristics documents the usefulness and strong potential of this research direction.

The Multidimensional Knapsack Problem: Structure and Algorithms

We study the multidimensional knapsack problem, present some theoretical and empirical results about its structure, and evaluate different integer linear programming (ILP)-based, metaheuristic, and collaborative approaches for it. We start by considering the distances between optimal solutions to the LP relaxation and the original problem and then introduce a new core concept for the multidimensional knapsack problem (MKP), which we study extensively. The empirical analysis is then used to develop new concepts for solving the MKP using ILP-based and memetic algorithms. Different collaborative combinations of the presented methods are discussed and evaluated. Further computational experiments with longer run times are also performed to compare the solutions of our approaches to the best-known solutions of another so-far leading approach for common MKP benchmark instances. The extensive computational experiments show the effectiveness of the proposed methods, which yield highly competitive results in significantly shorter run times than do previously described approaches.

Models and algorithms for three-stage two-dimensional bin packing

We consider the three-stage two-dimensional bin packing problem (2BP) which occurs in real-world applications such as glass, paper, or steel cutting. We present new integer linear programming formulations: models for a restricted version and the original version of the problem are developed. Both only involve polynomial numbers of variables and constraints and effectively avoid symmetries. Those models are solved using CPLEX. Furthermore, a branch-and-price (B&P) algorithm is presented for a set covering formulation of the unrestricted problem, which corresponds to a Dantzig-Wolfe decomposition of the polynomially-sized model. We consider column generation stabilization in the B&P algorithm using dual-optimal inequalities. Fast column generation is performed by applying a hierarchy of four methods: (a) a fast greedy heuristic, (b) an evolutionary algorithm, (c) solving a restricted form of the pricing problem using CPLEX, and finally (d) solving the complete pricing problem using CPLEX. Computational experiments on standard benchmark instances document the benefits of the new approaches: The restricted version of the integer linear programming model can be used to quickly obtain near-optimal solutions. The unrestricted version is computationally more expensive. Column generation provides a strong lower bound for 3-stage 2BP. The combination of all four pricing algorithms and column generation stabilization in the proposed B&P framework yields the best results in terms of the average objective value, the average run-time, and the number of instances solved to proven optimality.

The Electric Fleet Size and Mix Vehicle Routing Problem with Time Windows and Recharging Stations

With the increase of public programs to encourage the use of electric vehicles and the shift of social reception towards so called energy efficient solutions the research in the field of vehicle routing using low-emission vehicles has increased as well. We therefore introduce a new problem, the so-called Electric Fleet Size and Mix Vehicle Routing Problem with Time Windows (EFSMVRPTW). The problem covers real world applications where an optimal mix of different available battery powered (and conventional) vehicles has to be found.

Combining (Integer) Linear Programming Techniques and Metaheuristics for Combinatorial Optimization

Summary. Several different ways exist for approaching hard optimization problems. Mathematical programming techniques, including (integer) linear programming based methods, and metaheuristic approaches are two highly successful streams for combinatorial problems. These two have been established by different communities more or less in isolation from each other. Only over the last years a larger number of researchers recognized the advantages and huge potentials of building hybrids of mathematical programming methods and metaheuristics. In fact, many problems can be practically solved much better by exploiting synergies between these different approaches than by “pure” traditional algorithms. The crucial issue is how mathematical programming methods and metaheuristics should be combined for achieving those benefits. Many approaches have been proposed in the last few years. After giving a brief introduction to the basics of integer linear programming, this chapter surveys existing techniques for such combinations and classifies them into ten methodological categories.

The core concept for the multidimensional knapsack problem

We present the newly developed core concept for the Multidimensional Knapsack Problem (MKP) which is an extension of the classical concept for the one-dimensional case. The core for the multidimensional problem is defined in dependence of a chosen efficiency function of the items, since no single obvious efficiency measure is available for MKP. An empirical study on the cores of widely-used benchmark instances is presented, as well as experiments with different approximate core sizes. Furthermore we describe a memetic algorithm and a relaxation guided variable neighborhood search for the MKP, which are applied to the original and to the core problems. The experimental results show that given a fixed run-time, the different metaheuristics as well as a general purpose integer linear programming solver yield better solution when applied to approximate core problems of fixed size.

A survey on dynamic and stochastic vehicle routing problems

Research on dynamic and stochastic vehicle routing problems received increasing interest in the last decade. It considers a novel problem class, aiming at an appropriate handling of dynamic events combined with the incorporation of stochastic information about possible future events. This survey summarises the recent literature in this area. Besides, the classification according to the available stochastic information, a new classification based on the point in time where substantial computational effort for determining decisions or decision policies arises, is introduced. Furthermore, the difference in solution quality is analysed between approaches which consider either purely dynamic or stochastic problems compared to those which consider both, stochastic and dynamic aspects. A graphical representation demonstrates the strength of the reviewed approaches incorporating dynamic and stochastic information. The survey also gives an overview on the intensity of research for the different problem classes and its benefit in recent years. Finally, guidelines and promising directions for further research are presented.

Metaheuristics for solving a multimodal home-healthcare scheduling problem

We present a general framework for solving a real-world multimodal home-healthcare scheduling (MHS) problem from a major Austrian home-healthcare provider. The goal of MHS is to assign home-care staff to customers and determine efficient multimodal tours while considering staff and customer satisfaction. Our approach is designed to be as problem-independent as possible, such that the resulting methods can be easily adapted to MHS setups of other home-healthcare providers. We chose a two-stage approach: in the first stage, we generate initial solutions either via constraint programming techniques or by a random procedure. During the second stage, the initial solutions are (iteratively) improved by applying one of four metaheuristics: variable neighborhood search, a memetic algorithm, scatter search and a simulated annealing hyper-heuristic. An extensive computational comparison shows that the approach is capable of solving real-world instances in reasonable time and produces valid solutions within only a few seconds.

Bringing order into the neighborhoods: relaxation guided variable neighborhood search

Abstract In this article we investigate a new variant of Variable Neighborhood Search (VNS): Relaxation Guided Variable Neighborhood Search. It is based on the general VNS scheme and a new Variable Neighborhood Descent (VND) algorithm. The ordering of the neighborhood structures in this VND is determined dynamically by solving relaxations of them. The objective values of these relaxations are used as indicators for the potential gains of searching the corresponding neighborhoods. We tested this new approach on the well-studied multidimensional knapsack problem. Computational experiments show that our approach is beneficial to the search, improving the obtained results. The concept is, in principle, more generally applicable and seems to be promising for many other combinatorial optimization problems approached by VNS.