Mixed Integer Linear Programming Solver Research Articles

Adaptive virtual team planning and coordination: a mathematical programming approach

Purpose The rise of remote work increasingly requires organizations to coordinate a single large, consolidated talent pool into ad-hoc, short-term project teams on demand. This problem involves many simultaneous considerations including project revenues and rejection costs, conflicting projects and roles, worker assignment costs, worker utilization preferences and limits, worker reassignment costs, and arbitrary role start and end times. Moreover, plans must be continuously updated in response to changing circumstances. This paper addresses the problem of dynamic virtual team planning and coordination. Design/methodology/approach We show this problem is NP-hard and provide a dynamic mixed integer linear programming (MILP) formulation for both optimal initial plan generation as well as continuous plan adjustment and re-optimization. We utilized a factorial experiment design to generate benchmark problems spanning a wide range of characteristics and conducted extensive computational experimentation using a common MILP solver. Findings Exactly optimal solutions to large, realistically sized problems were consistently obtained in short amounts of time. All observed solution times were sufficient to support the operational decision-making requirements of real-world virtual team coordination, demonstrating the viability of this approach. Practical implications The approach developed in this research can enable organizations to optimally coordinate virtual teams on a large scale and continually adjust plans in response to changing circumstances, all in an automated manner. Originality/value This paper addresses a new and complex problem of increasing importance to organizations due to the rise in remote work. We provide a problem formulation and exact approach for optimally solving both the planning and re-planning aspects of this problem.

Mixed-integer linear programming solver using Benders decomposition assisted by a neutral-atom quantum processor

Mixed-integer linear programming solver using Benders decomposition assisted by a neutral-atom quantum processor

Sizing and energy management of grid-connected hybrid renewable energy systems based on techno-economic predictive technique

This study intends to construct and optimally run a grid-connected hybrid renewable energy system (HRES) powering a residential building. A special techno-economic multi-objective optimization technique is used for sizing the HRES. In addition, an energy management strategy (EMS) is established as a distinct multi-objective optimization problem to minimize degradation and operating costs while improving system performance. A Bi-level mixed integer non-linear programming (BMINLP) is the framework used to formulate the two-optimization problems. Sizing problem is characterized by the higher level, on contrast; the nested EMS problem within the constraints of the size problem is presented on the lower level. For this investigation, the problem is executed via the MATLAB program. The global optimization toolbox is applied via the Multi-Objective Genetic Algorithm (MOGA) to solve the sizing optimization. While the EMS is executed using the "Intlinprg" mixed integer linear programming (MILP) solver. The technical and economic performance parameters such as degradation, renewable energy fraction (REF), operating, maintenance, and investment costs are evaluated in this study. The primary results reveal that the summer week encounters the lowest total cost and the highest REF, at roughly 99484 $ and 60 %, respectively. Furthermore, the investigation shows that the lowest degradation value attained in the same week with approximately 50.

A hybrid metaheuristic to optimize electric first-mile feeder services with charging synchronization constraints and customer rejections

This paper addresses the on-demand meeting-point-based feeder electric bus routing and charging scheduling problem under charging synchronization constraints. The problem considered exhibits the structure of the location routing problem, which is more difficult to solve than many electric vehicle routing problems with capacitated charging stations. We propose to model the problem using a mixed-integer linear programming approach based on a layered graph structure. An efficient hybrid metaheuristic solution algorithm is proposed. A mixture of random and greedy partial charging scheduling strategies is used to find feasible charging schedules under the synchronization constraints. The algorithm is tested on instances with up to 100 customers and 49 bus stops/meeting points. The results show that the proposed algorithm provides near-optimal solutions within less one minute on average compared with the best solutions found by a mixed-integer linear programming solver set with a 4-hour computation time limit. A case study on a larger sized case with 1000 customers and 111 meeting points shows the proposed method is applicable to real-world situations.

A Benders decomposition algorithm for resource allocation with multi-resource operations

This paper addresses a real life scheduling problem characterised by multi-resource operations whose completion simultaneously requires more than one (renewable) resource of different types. Such problems arise in various companies not only in manufacturing but also in services. Solving such a problem needs to address two interconnected subproblems: a sequencing subproblem and a resource-allocation subproblem if more than one resource is available in some types. The resource-allocation subproblem consists of allocating to each operation the resources it requires while the sequencing subproblem consists of determining the order in which each resource performs the operations assigned to it. This paper focuses on the resource-allocation subproblem. It generalises the basic scheduling problems which consist of determining the operations' starting or completion times for a given processing sequence for every resource. We consider a cost function taking into account the makespan, the cost of resource utilisation, and the load imbalance among the resources of the same type. We first formulate the problem into a mixed-integer linear program (MILP). To efficiently solve it, even in practical-sized instances, an exact algorithm called BD (Benders decomposition with enhancing cuts) is developed where the master problem only considers integer variables. We prove that the slave problem can be transformed into finding the longest paths in a digraph and therefore can be solved with the Bellman–Ford algorithm. To enhance the efficiency of the method, equivalent solutions are limited in the master problem. The performance of the approach is evaluated by comparing it against CPLEX, a state-of-the-art commonplace MILP solver, used to directly solve the initial MILP. The computational results demonstrate that BD provides competitive solutions in all upper and lower bounds. In particular, it improves, compared with CPLEX, the upper and lower bounds by 5.07% and 4.63%, respectively, in solving practical-sized instances. The experiment also shows that considering load balancing can make more rational use of resources and avoid adverse effects caused by excessive workload of staff and imbalanced use of equipment, which is very important in real-world production.

Learning to Stop Cut Generation for Efficient Mixed-Integer Linear Programming

Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), as they significantly tighten the dual bounds and improve the solving performance. A key problem for cuts is when to stop cuts generation, which is important for the efficiency of solving MILPs. However, many modern MILP solvers employ hard-coded heuristics to tackle this problem, which tends to neglect underlying patterns among MILPs from certain applications. To address this challenge, we formulate the cuts generation stopping problem as a reinforcement learning problem and propose a novel hybrid graph representation model (HYGRO) to learn effective stopping strategies. An appealing feature of HYGRO is that it can effectively capture both the dynamic and static features of MILPs, enabling dynamic decision-making for the stopping strategies. To the best of our knowledge, HYGRO is the first data-driven method to tackle the cuts generation stopping problem. By integrating our approach with modern solvers, experiments demonstrate that HYGRO significantly improves the efficiency of solving MILPs compared to competitive baselines, achieving up to 31% improvement.

Redesigning large-scale multimodal transit networks with shared autonomous mobility services

This study addresses a large-scale multimodal transit network design problem, with Shared Autonomous Mobility Services (SAMS) as both transit feeders and an origin-to-destination mode. The framework captures spatial demand and modal characteristics, considers intermodal transfers and express services, determines transit infrastructure investment and path flows, and generates transit routes. A system-optimal multimodal transit network is designed with minimum total door-to-door generalized costs of users and operators, satisfying transit origin–destination demand within a pre-set infrastructure budget. Firstly, the geography, demand, and modes in each zone are characterized with continuous approximation. The decisions of network link investment and multimodal path flows in zonal connection optimization are formulated as a minimum-cost multi-commodity network flow (MCNF) problem and solved efficiently with a mixed-integer linear programming (MILP) solver. Subsequently, the route generation problem is solved by expanding the MCNF formulation to minimize intramodal transfers. The model is illustrated through a set of experiments with the Chicago network comprised of 50 zones and seven modes, under three scenarios. The computational results present savings in traveler journey time and operator cost demonstrating the potential benefits of collaboration between multimodal transit systems and SAMS.

Lifetime maximization of wireless sensor networks while ensuring intruder detection

Wireless sensor networks (WSN) have a wide variety of application areas and one of these areas is border crossing security. Unauthorized crossing of border areas, unauthorized arms and drug trafficking can be avoided at a lower cost and easier than conventional methods by monitoring the borders with the help of a WSN. In this study, we offer a mathematical model that guarantees the detection of possible intruders by scheduling the activities of the sensors whatever the route the intruder follows throughout the border zone or whatever the time the intruder enters to the route. To achieve the highest possible WSN management efficiency, we integrate coverage, routing, data routing, and sensor scheduling WSN design issues into the mathematical model. We first demonstrate the effectiveness of scheduling the sensors by the help of the offered mathematical model by comparing it against a random activity schedule of the sensors with respect to network lifetime and intruder detection ratio performance measures. We also develop a Lagrangean heuristic strategy to solve realistic sized instances of the proposed problem. We produce several random border zone instances with varying sizes and test the proposed solution strategy to illustrate the effectiveness of the offered solution strategy by comparing its performance against the performance of a commercial mixed-integer linear programming (MILP) solver.

A cut-and-solve algorithm for virtual machine consolidation problem

The virtual machine consolidation problem attempts to determine which servers to be activated, how to allocate virtual machines to the activated servers, and how to migrate virtual machines among servers such that the summation of activated, allocation, and migration costs is minimized subject to the resource constraints of the servers and other practical constraints. In this paper, we first propose a new mixed integer linear programming formulation for the virtual machine consolidation problem. We show that compared with existing formulations, the proposed formulation is much more compact in terms of smaller numbers of variables or constraints, which makes it suitable for solving large-scale problems. We then develop a cut-and-solve algorithm, a tree search algorithm to efficiently solve the virtual machine consolidation problem to optimality. The proposed cut-and-solve algorithm is based on a novel relaxation of the virtual machine consolidation problem that provides a stronger lower bound than the natural continuous relaxation of the virtual machine consolidation problem, making a smaller search tree. By extensive computational experiments, we show that (i) the proposed formulation significantly outperforms existing formulations in terms of solution efficiency; (ii) compared with standard mixed integer linear programming solvers, the proposed cut-and-solve algorithm is much more efficient; and (iii) compared with an existing heuristic algorithm, the proposed cut-and-solve algorithm is better able to balance workload distribution across servers and achieve higher resource utilization.

A memetic based algorithm for simultaneous preventive maintenance scheduling and spare-parts inventory management for manufacturing systems

To increase machine availability, it may be necessary to halt them to replace components before failures occur. Therefore, optimizing spare parts inventory management is a key factor in improving maintenance activities. Spare part costs are a significant contributor to total maintenance costs, including holding and ordering costs, and are often dependent on the maintenance schedule. Hence, it is important to optimize preventive maintenance scheduling and spare parts inventory management together. The first attempt to introduce a new Mixed-Integer Linear Programming (MILP) model that integrates both decisions was by Mjirda et al. (2016). Our paper is the first to extend their work in order to come up with an efficient aided decision making framework based on a mat-heuristic approach that delivers a good trade-off between computational time and solution quality. Indeed, this paper introduces a novel Hybrid Memetic Algorithm (HMA) that synergistically combines Memetic Algorithm (MA) with MILP to solve this NP-hard problem. The paper aims to provide a unified and efficient mat-heuristic based aided decision making framework that optimizes the sum of maintenance, operating, holding, and ordering costs by synchronizing preventive maintenance schedules and spare parts inventory for a set of independent machines. Its efficiency is illustrated through an extensive computational study. The HMA outperforms standalone MILP solvers, solving 36% of instances to optimality within a computational time of less than 141 s, and achieving a maximum gap of 5% for 46% of instances within less than 200 s. Our findings highlight the computational efficiency and solution quality offered by the HMA, thereby advancing the state-of-the-art in integrated spare parts inventory management and preventive maintenance scheduling.

BilevelJuMP.jl: Modeling and Solving Bilevel Optimization Problems in Julia

In this paper, we present BilevelJuMP.jl, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the JuMP algebraic syntax. Because of the generality and flexibility that our library inherits from JuMP’s syntax, our package allows users to model bilevel optimization problems with conic constraints in the lower level and all constraints supported by JuMP in the upper level including conic, quadratic, and nonlinear constraints. Moreover, the models defined with the syntax from BilevelJuMP.jl can be solved by multiple techniques that are based on reformulations as mathematical programs with equilibrium constraints (MPEC). Manipulations on the original problem data are possible due to MathOptInterface.jl’s structures and Dualization.jl features. Hence, the proposed package allows quick modeling, deployment, and thereby experimenting with bilevel models based on off-the-shelf mixed-integer linear programming and nonlinear solvers. History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: The authors were partially supported by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - Brasil (CAPES) - Finance Code 001. The work of A. Street was also partially supported by Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro (FAPERJ) and Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq). The work was partially funded by the project P&D ANEEL PD-00403-0050/2020 sponsored by ENGIE BRASIL ENERGIA S.A. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0135 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2022.0135 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

Bi-level model predictive control for metro networks: Integration of timetables, passenger flows, and train speed profiles

This paper deals with the train scheduling problem for metro networks taking into account time-dependent passenger origin–destination demands and train speed profiles. The aim is to adjust train schedules online according to time-dependent passenger demands so that passenger satisfaction and operational costs are jointly optimized. An extended passenger absorption model that explicitly includes time-dependent passenger origin–destination demands is developed, where the term “absorption” refers to passengers boarding trains. Then, the passenger absorption model is extended to a bi-level framework, where passenger demands and rolling stock availability are considered at the higher level, and detailed timetables and train speed profiles are included at the lower level. A bi-level model predictive control (MPC) approach is developed for the integrated problem. The optimization problems of both levels of the bi-level MPC approach can be converted into mixed-integer linear programming (MILP) problems, which enables us to solve them with existing MILP solvers. We then show that the recursive feasibility of both the higher-level and the lower-level optimization problems can be guaranteed. In this way, we can achieve real-time train scheduling for the metro system. Numerical experiments, based on real-life data from the Beijing metro network, illustrate the effectiveness of the extended passenger absorption model and the proposed bi-level MPC approach.

Quantum-Inspired Digital Annealing for Join Ordering

Finding the optimal join order (JO) is one of the most important problems in query optimisation, and has been extensively considered in research and practise. As it involves huge search spaces, approximation approaches and heuristics are commonly used, which explore a reduced solution space at the cost of solution quality. To explore even large JO search spaces, we may consider special-purpose software, such as mixed-integer linear programming (MILP) solvers, which have successfully solved JO problems. However, even mature solvers cannot overcome the limitations of conventional hardware prompted by the end of Moore's law. We consider quantum-inspired digital annealing hardware, which takes inspiration from quantum processing units (QPUs). Unlike QPUs, which likely remain limited in size and reliability in the near and mid-term future, the digital annealer (DA) can solve large instances of mathematically encoded optimisation problems today. We derive a novel, native encoding for the JO problem tailored to this class of machines that substantially improves over known MILP and quantum-based encodings, and reduces encoding size over the state-of-the-art. By augmenting the computation with a novel readout method, we derive valid join orders for each solution obtained by the (probabilistically operating) DA. Most importantly and despite an extremely large solution space, our approach scales to practically relevant dimensions of around 50 relations and improves result quality over conventionally employed approaches, adding a novel alternative to solving the long-standing JO problem.

A branch-price-and-cut algorithm for the local container drayage problem with controllable vehicle interference

This paper investigates a local container drayage problem with controllable vehicle interference (LCDP&CVI) under the tractor-and-trailer separation mode in which a tractor can be coupled or decoupled with a trailer at a customer location or a terminal. The container drayage requests proposed by customers should be fulfilled by a set of vehicle fleets, and each vehicle fleet comprises of a certain number of tractors and trailers that should be matched to each other. The controllable vehicle interference (CVI) means that the routes of any tractors from different vehicle fleets are independent of each other, implying that the interference between tractors is restricted only to the tractors from the same vehicle fleets. A mixed-integer linear programming (MILP) model is proposed for the LCDP&CVI. To exactly solve the problem, we develop a branch-price-and-cut algorithm based on the reformation of the MILP model, including a master problem and a pricing sub-problem. The pricing sub-problem that deals with the temporal synchronization constraints is formulated as the multi-vehicle shortest path problem with interference. By adding the tractor to the temporal-spatial network, a new representation of the pricing sub-problem is constructed, which enables us to solve the sub-problem by the multi-label method. In addition, the symmetrical elimination and dominance rules are incorporated into the multi-label method to enhance its effectiveness. Extensive numerical experiments are conducted to validate the proposed model and solution algorithm. For small-scale instances, the proposed solution algorithm is able to solve instances with up to 24 requests to optimality within two hours, which outperforms significantly the commercial MILP solver in terms of efficiency and effectiveness. For large-scale instances, the proposed algorithm can yield competitive solutions that are superior to the heuristic algorithms reported in the literature. Our experimental results also show that the controllable vehicle mechanism can strike a good balance between computational efficiency and operational costs by meticulously designing the structure of vehicle fleets.

Solution strategies for integrated distribution, production, and relocation problems arising in modular manufacturing

Recently, there has been a paradigm shift by certain energy companies towards modular manufacturing, whereby transportable modular production units can be relocated between production facilities to meet the spatial and temporal changes in the availabilities, demands, and prices of the underlying commodities. We refer to the optimal distribution, production, and storage of commodities, including intermediary commodities, and the relocation and operation of the modular production units as the dynamic multiple commodity supply chain problem with modular production units. To this end, we present a “flow-based” and a “path-based” mixed-integer linear programming formulation to model the problem. In an effort to solve large-scale instances of the problem, we propose an iterative three-stage matheuristic for the “path-based” formulation. In the first stage of the matheuristic, a feasible solution to the problem is generated by an integrated column generation and Lagrangian relaxation based heuristic. In the second stage of the matheuristic, a path-relinking procedure is utilized as a local search heuristic to further improve the solution. And in the final stage of the matheuristic, the Lagrangian multipliers are updated via a subgradient method. The effectiveness of the matheuristic is illustrated through numerical experiments with a set of randomly generated test instances. For the large-scale test instances, the results show that the matheuristic produces quality solutions orders of magnitude faster than a “state-of-the-art” mixed-integer linear programming solver.

A branch-and-price method for a two-echelon location routing problem with recommended satellites

In city logistics, the two-echelon location routing problem is crucial in coordinating resources and radiating nodes, enabling the efficient planning of relay stations and vehicle distribution routes. However, with the expansion of distribution scopes and changes in urban development, fixed relay stations may not be able to adapt to the evolving network demand structure, leading to reduced efficiency. This paper proposes a two-echelon location routing problem with recommended satellites (2E-LRPRS) to address this issue. These satellites are chosen from the customer set and can be reoptimized to enhance the network's adaptability. A mixed-integer linear program (MILP) is formulated to minimize the distribution cost of the two-echelon network. To solve this problem, a column-generation algorithm (CG) is proposed, which decomposes the original problem into a linear relaxation main problem and a series of two-stage shortest-path subproblems with resource constraints. The branch-and-pricing algorithm (B&P) is then designed to obtain the integer solution. The experimental results demonstrate that the proposed B&P is significantly more efficient and effective than the MILP solver - Cplex. Furthermore, by selecting relay stations from customers, the recommended satellites can be flexibly adjusted based on the locations and demands of distribution customers, leading to an average operating cost savings of 8.43%.

Integrated optimization of train stopping plan and seat allocation scheme for railway systems under equilibrium travel choice and elastic demand

This paper examines the integrated optimization of train stopping plan and seat allocation scheme in railway systems, where equilibrium passenger travel choice under elastic demand is considered. The integrated optimization problem is formulated as a non-concave and non-linear mixed-integer mathematical model, where the objective is to maximize the system net benefit considering ticket revenue, consumer surplus, and cost associated with train stoppings. The integrated optimization model can be reformulated into a mixed-integer linear programming (MILP) model based on a series of linearization, relaxation, and outer-approximation techniques, which can then be solved by commercial MILP solvers (e.g., GUROBI). We also compare the integrated optimization approach with that when the train stopping plan and seat allocation are optimized separately and identify the potential benefits. Numerical studies have been conducted on a small-scale example, the Zhengzhou-Xi’an and Shanghai-Beijing high-speed railway corridors to illustrate the proposed model and solution approach.

A Computationally Efficient Benders Decomposition for Energy Systems Planning Problems with Detailed Operations and Time-Coupling Constraints

Energy systems planning models identify least-cost strategies for expansion and operation of energy systems and provide decision support for investment, planning, regulation, and policy. Most are formulated as linear programming (LP) or mixed integer linear programming (MILP) problems. Despite the relative efficiency and maturity of LP and MILP solvers, large scale problems are often intractable without abstractions that impact quality of results and generalizability of findings. We consider a macro-energy systems planning problem with detailed operations and policy constraints and formulate a computationally efficient Benders decomposition separating investments from operations and decoupling operational timesteps using budgeting variables in the master model. This novel approach enables parallelization of operational subproblems and permits modeling of relevant constraints coupling decisions across time periods (e.g., policy constraints) within a decomposed framework. Runtime scales linearly with temporal resolution; tests demonstrate substantial runtime improvement for all MILP formulations and for some LP formulations depending on problem size relative to analogous monolithic models solved with state-of-the-art commercial solvers. Our algorithm is applicable to planning problems in other domains (e.g., water, transportation networks, production processes) and can solve large-scale problems otherwise intractable. We show that the increased resolution enabled by this algorithm mitigates structural uncertainty, improving recommendation accuracy. Funding: Funding for this work was provided by the Princeton Carbon Mitigation Initiative (funded by a gift from BP) and the Princeton Zero-carbon Technology Consortium (funded by gifts from GE, Google, ClearPath, and Breakthrough Energy). Supplemental Material: The e-companion is available at https://doi.org/10.1287/ijoo.2023.0005 .

Regional Constellation Reconfiguration Problem: Integer Linear Programming Formulation and Lagrangian Heuristic Method

A group of satellites, with either homogeneous or heterogeneous orbital characteristics and/or hardware specifications, can undertake a reconfiguration process due to variations in operations pertaining to Earth observation missions. This paper investigates the problem of optimizing a satellite constellation reconfiguration process against two competing mission objectives: 1) the maximization of the total coverage reward, and 2) the minimization of the total cost of the transfer. The decision variables for the reconfiguration process include the design of the new configuration and the assignment of satellites from one configuration to another. We present a novel biobjective integer linear programming formulation that combines constellation design and transfer problems. The formulation lends itself to the use of generic mixed-integer linear programming (MILP) methods such as the branch-and-bound algorithm for the computation of provably optimal solutions; however, these approaches become computationally prohibitive even for moderately sized instances. In response to this challenge, this paper proposes a Lagrangian relaxation-based heuristic method that leverages the assignment problem structure embedded in the problem. The results from the computational experiments attest to the near-optimality of the Lagrangian heuristic solutions and a significant improvement in the computational runtime as compared to a commercial MILP solver.

Reformulations to improve the Lagrangian relaxation approach for the capacitated multi-product dynamic lot sizing problem with batch ordering

In this work, we study the multi-product dynamic lot-sizing problem with capacity constraints and batch ordering. This problem arises in short to medium range production scheduling for several products over a finite number of periods to meet known demand. Each period has a capacity for placing orders, and every order for each product must have a fixed quantity, or batch size, though multiple orders can be placed for each product. We define three mixed-integer linear programming (MILP) models and apply Lagrangian relaxation to formulate the corresponding dual problems by relaxing the capacity constraints. The aim is to identify the dual problem that is the easiest to solve and provides the solution with the smallest duality gap. Subgradient optimisation is applied to solve the preferred Lagrangian dual model, which uses one of two heuristics to find good feasible solutions. We also show that the special case, where the batch sizes for all products are the same, can be modeled as a transportation problem. A set of numerical experiments is designed to compare the performance of the Lagrangian relaxation approach with a commercial MILP solver to identify the version of the subgradient algorithm and the MILP model that provide the best solutions.