Kerem Akartunali

A heuristic approach for big bucket multi-level production planning problems

Multi-level production planning problems in which multiple items compete for the same resources frequently occur in practice, yet remain daunting in their difficulty to solve. In this paper, we propose a heuristic framework that can generate high quality feasible solutions quickly for various kinds of lot-sizing problems. In addition, unlike many other heuristics, it generates high quality lower bounds using strong formulations, and its simple scheme allows it to be easily implemented in the Xpress-Mosel modeling language. Extensive computational results from widely used test sets that include a variety of problems demonstrate the efficiency of the heuristic, particularly for challenging problems.

An optimization framework for solving capacitated multi-level lot-sizing problems with backlogging

This paper proposes two new mixed integer programming models for capacitated multi-level lot-sizing problems with backlogging, whose linear programming relaxations provide good lower bounds on the optimal solution value. We show that both of these strong formulations yield the same lower bounds. In addition to these theoretical results, we propose a new, effective optimization framework that achieves high quality solutions in reasonable computational time. Computational results show that the proposed optimization framework is superior to other well-known approaches on several important performance dimensions.

A computational analysis of lower bounds for big bucket production planning problems

In this paper, we analyze a variety of approaches to obtain lower bounds for multi-level production planning problems with big bucket capacities, i.e., problems in which multiple items compete for the same resources. We give an extensive survey of both known and new methods, and also establish relationships between some of these methods that, to our knowledge, have not been presented before. As will be highlighted, understanding the substructures of difficult problems provide crucial insights on why these problems are hard to solve, and this is addressed by a thorough analysis in the paper. We conclude with computational results on a variety of widely used test sets, and a discussion of future research.

Mixed integer programming in production planning with backlogging and setup carryover: modeling and algorithms

This paper proposes a mixed integer programming formulation for modeling the capacitated multi-level lot sizing problem with both backlogging and setup carryover. Based on the model formulation, a progressive time-oriented decomposition heuristic framework is then proposed, where improvement and construction heuristics are effectively combined, therefore efficiently avoiding the weaknesses associated with the one-time decisions made by other classical time-oriented decomposition algorithms. Computational results show that the proposed optimization framework provides competitive solutions within a reasonable time.

A relax-and-fix with fix-and-optimize heuristic applied to multi-level lot-sizing problems

In this paper, we propose a simple but efficient heuristic that combines construction and improvement heuristic ideas to solve multi-level lot-sizing problems. A relax-and-fix heuristic is firstly used to build an initial solution, and this is further improved by applying a fix-and-optimize heuristic. We also introduce a novel way to define the mixed-integer subproblems solved by both heuristics. The efficiency of the approach is evaluated solving two different classes of multi-level lot-sizing problems: the multi-level capacitated lot-sizing problem with backlogging and the two-stage glass container production scheduling problem (TGCPSP). We present extensive computational results including four test sets of the Multi-item Lot-Sizing with Backlogging library, and real-world test problems defined for the TGCPSP, where we benchmark against state-of-the-art methods from the recent literature. The computational results show that our combined heuristic approach is very efficient and competitive, outperforming benchmark methods for most of the test problems.

On the equivalence of strong formulations for capacitated multi-level lot sizing problems with setup times

Several mixed integer programming formulations have been proposed for modeling capacitated multi-level lot sizing problems with setup times. These formulations include the so-called facility location formulation, the shortest route formulation, and the inventory and lot sizing formulation with (ℓ, S) inequalities. In this paper, we demonstrate the equivalence of these formulations when the integrality requirement is relaxed for any subset of binary setup decision variables. This equivalence has significant implications for decomposition-based methods since same optimal solution values are obtained no matter which formulation is used. In particular, we discuss the relax-and-fix method, a decomposition-based heuristic used for the efficient solution of hard lot sizing problems. Computational tests allow us to compare the effectiveness of different formulations using benchmark problems. The choice of formulation directly affects the required computational effort, and our results therefore provide guidelines on choosing an effective formulation during the development of heuristic-based solution procedures.

A hybrid Integer Programming and Variable Neighbourhood Search algorithm to solve Nurse Rostering Problems

The Nurse Rostering Problem (NRP) is defined as assigning a number of nurses to different shifts during a specified planning period, considering some regulations and preferences. This is often very difficult to solve in practice particularly by applying a sole approach. In this paper, we propose a novel hybrid algorithm combining the strengths of Integer Programming (IP) and Variable Neighbourhood Search (VNS) algorithms to design a hybrid method for solving the NRP. After generating the initial solution using a greedy heuristic, the solution is further improved by employing a Variable Neighbourhood Descent algorithm. Then IP, deeply embedded in the VNS algorithm, is employed within a ruin-and-recreate framework to assist the search process. Finally, IP is called again to further refine the solution during the remaining time. We utilise the strength of IP not only to diversify the search process, but also to intensify the search efforts. To identify the quality of the current solution, we use a new generic scoring scheme to mark the low-penalty parts of the solution. Based on the computational tests with 24 instances recently introduced in the literature, we obtain better results with our proposed algorithm, where the hybrid algorithm outperforms two state-of-the-art algorithms and Gurobi in most of the instances. Furthermore, we introduce 11 randomly generated instances to further evaluate the efficiency of the hybrid algorithm, and we make these computationally challenging instances publicly available to other researchers for benchmarking purposes.

Local cuts and two-period convex hull closures for big-bucket lot-sizing problems

Despite the significant attention that they have drawn over the years, big bucket lot-sizing problems remain notoriously difficult to solve. The authors have previously presented evidence that what make these problems difficult are the embedded single-machine, single-level, multi-period submodels. We therefore consider the simplest such submodel, a multi-item, two-period capacitated model.

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

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 470seconds, or cases with 72 control points, 8000 sample voxels and 28,800 beamlets in 352seconds. With discretization and down-sampling of voxels, our method is capable of tackling a treatment field of 8000 - 64 , 000 cm 3 , depending on the ratio of critical structure versus unspecified tissues.

Airline planning benchmark problems-Part II: Passenger groups, utility and demand allocation

This paper is the second of two papers entitled Airline Planning Benchmark Problems, aimed at developing benchmark data that can be used to stimulate innovation in airline planning, in particular, in flight schedule design and fleet assignment. The former has, to date, been under-represented in the optimisation literature, due in part to the difficulty of obtaining data that adequately reflects passenger choice, and hence schedule revenue. Revenue models in airline planning optimisation only roughly approximate the passenger decision process. However, there is a growing body of literature giving empirical insights into airline passenger choice. Here we propose a new paradigm for passenger modelling, that enriches our representation of passenger revenue, in a form designed to be useful for optimisation. We divide the market demand into market segments, or passenger groups, according to characteristics that differentiate behaviour in terms of airline product selection. Each passenger group has an origin, destination, size (number of passengers), departure time window, and departure time utility curve, indicating willingness to pay for departure in time sub-windows. Taking as input market demand for each origin-destination pair, we describe a process by which we construct realistic passenger group data, based on the analysis of empirical airline data collected by our industry partner. We give the results of that analysis, and describe 33 benchmark instances produced.