Solving Ready-Mixed Concrete Delivery Problems: Evolutionary Comparison between Column Generation and Robust Genetic Algorithm

Column generation is a fundamental technique for solving large-scale combinatorial optimization problems such as unit commitment and vehicle routing, yet its performance is often limited by dual oscillation. This study explores the intrinsic cause of this phenomenon from the perspective of shadow price theory and demonstrates that dual oscillation arises from the lack of marginal interpretability of Lagrange multipliers when multiple dual solutions coexist. To address this issue, an improved column generation framework is proposed in which traditional multipliers are replaced with minimum-norm multipliers that possess clear economic meaning and act as directional shadow prices. A generalized pricing subproblem is formulated, and partial minimum-norm multipliers are obtained through convex quadratic optimization to guide column generation. Numerical experiments on a simplified single-period unit commitment case and large-scale cutting stock problems showed that the proposed approach eliminated invalid column generation and achieved speedy convergence to the optimal solution within only two iterations for the unit commitment case, and the classical column generation exhibited slow convergence with dual oscillation in large-scale scenarios while the improved algorithm achieved fast and stable convergence. The results indicate that the stabilization method enhances the consistency of dual variables and provides a more robust foundation for the theoretical and practical development of column generation algorithms.

Column Generation is a very powerful class of combinatorial optimization algorithms that has been used successfully to solve a variety of large scale optimization problems. Its application has helped many companies in various industries increase revenue and reduce costs significantly, particularly in transportation, energy, manufacturing, and telecommunication companies. In this chapter, we will first discuss the motivations for column generation, then we will provide an intuitive but rigorous treatment of the mechanisms of column generation – how it works, why it works. We will then give descriptions on the branch and price algorithm and several examples of column generation’s successful applications in one of the world’s largest airlines. We will discuss monthly airline crew schedule optimization for bidlines, crew pairing optimization, and integrated modeling of fleet and routing in the optimization of aircraft scheduling. Part of the focus is on business requirements and priorities in these areas and how the column generation models are built to effectively meet these challenges. Some airline industry domain-specific details are provided to allow the readers to better appreciate the scheduling problems’ complexities that made the master-subproblem approach in column generation essential. We will also discuss the significant run-time speedups for these large scale scheduling problems due to various practical model enhancements, as well as progress in the large scale optimization space made possible by technologies such as parallel processing, big data, and better chips. At last, we will briefly discuss several example variants of column generation and their applications in various industries. We will also review recent applications of optimization techniques to machine learning as well as the future potentials of large scale optimization in this field. This chapter can be used as a primer on the fundamentals of column generation techniques since it clearly addresses essential theoretical concepts that are sometimes elusive to researchers and graduate students who are new to this area. The chapter should also be helpful to practitioners who would like to gain insights into how to build effective column generation models to solve real world large scale optimization problems.

One of the major tasks of telecommunications network planners is deciding where and how much spare capacity to build so that disrupted traffic may be rerouted in the event of a network failure. This paper presents an experimental study comparing two techniques for restoration capacity planning. The first, linear programming using column generation, produces optimal fractional solutions that can be integerized in practice for little extra cost. This approach is time-consuming, however, and for some networks of interest the linear programs are too large to be practically solvable. The second algorithm is a fast heuristic called LOCAL, which can be practically applied to much larger problem sizes than column generation. A fast linear-programming lower bound is used to measure the efficiency of the solutions. The purpose of the study was threefold: to determine how much benefit is obtained by using column generation, when the problem size is small enough that column generation is practical; to determine the quality of solutions produced by LOCAL on both small and large problems; and to investigate the utility of the lower-bound LP.We find that column generation produces networks whose restoration capacity cost is 10% to 16% less than those produced by LOCAL. Sometimes the total cost of the network is of primary interest, including both the cost of service and restoration capacity, and in this case the difference between column generation and LOCAL is 4% to 6%. Column generation is the method of choice for making final decisions about purchasing spare capacity. When millions are to be spent, running time is not a consideration, unless the computation simply will not complete in the available time. In such cases, the differential between column generation and LOCAL is small enough and consistent enough that LOCAL can safely be used. LOCAL is the method of choice for network design spreadsheet applications, where different architectures can be quickly compared, modified, and then compared again, and where a consistent approximation to the optimum is sufficient. The bound produced by the lower-bound LP is consistently extremely close to the true optimum, so the lower-bound LP can be effectively used to monitor the performance of both methods.

Vehicle Scheduling Problem (VSP) with time and capacity constraints is a real life logistic open problem that is difficult to model and hard to solve. A typical case of study of this category is the Ready Mixed Concrete Delivery Problem (RMCDP), in which the objective of the delivery operation adheres to strict time and capacity constraints. In Ready Mixed Concrete (RMC) delivery process, there is a need to predetermine the sites-trips assignments according to the problem objective and the available resources in a feasible and optimal way. In this paper, we developed a heuristic-based modeling approach for simulating and optimizing the RMCDP. This approach combines dynamic programming with tailored heuristic technique to handle all constraints. Our proposed algorithm provides efficient scheduling solution for the single depot RMCDP that maximizes the number of sites to be serviced by minimizing both of the resource-assignment to each site and the truck waiting time at the depot.

We propose a column generation algorithm for solving sequence dependent flowshop scheduling problems (SDST flowshop) to minimize the total weighted tardiness. The continuous relaxation of the set partitioning formulation of the Dantzig-Wolfe decomposition for SDST flowshop is solved by the column generation. The pricing subproblem for the column generation is decomposed into each job-level subproblem. In order to strengthen the lower bound, the additional constraints are imposed to the pricing problems in the proposed algorithm. The cut generation algorithm is developed for the column generation. Computational experiments show that the proposed method can derive the solutions with a smaller duality gap compared with those of the conventional algorithm of ordinary column generation and Lagrangian relaxation with cuts.

Column generation is an increasingly popular basic tool for the solution of large-scale mathematical programming problems. As problems being solved grow bigger, column generation may however become less efficient in its present form, where columns typically are not optimizing, and finding an optimal solution instead entails finding an optimal convex combination of a huge number of them. We present a class of column generation algorithms in which the columns defining the restricted master problem may be chosen to be optimizing in the limit, thereby reducing the total number of columns needed. This first article is devoted to the convergence properties of the algorithm class, and includes global (asymptotic) convergence results for differentiable minimization, finite convergence results with respect to the optimal face and the optimal solution, and extensions of these results to variational inequality problems. An illustration of its possibilities is made on a nonlinear network flow model, contrasting its convergence characteristics to that of the restricted simplicial decomposition (RSD) algorithm.

In this paper, we introduce the Electric Vehicle Routing Problem with Flexible Time Windows (EVRPFTW) in which vehicles are allowed to serve customers before and after the earliest and latest time window bounds, respectively. The objective of this problem is to assign electric vehicles to feasible routes and make schedules with minimum total cost that includes the traveling costs, the costs of using electric vehicles and the penalty costs incurred for earliness and lateness. The proposed mathematical model is solved by a column generation procedure. To generate an integer solution, we solve an integer programming problem using the routes constructed by the column generation algorithm. We further develop a linear programming model to compute the optimal times to start service at each customer for the selected routes. A number of well-known benchmark instances is solved by our solution procedure to evaluate the operational gains obtained by employing flexible time windows.

Current beam orientation optimization algorithms for radiotherapy, such as column generation (CG), are typically heuristic or greedy in nature because of the size of the combinatorial problem, which leads to suboptimal solutions. We propose a reinforcement learning strategy using a Monte Carlo Tree Search (MCTS) that can find a better beam orientation set in less time than CG. We utilize a reinforcement learning structure involving a supervised learning network to guide the MCTS and to explore the decision space of beam orientation selection problems. We previously trained a deep neural network (DNN) that takes in the patient anatomy, organ weights, and current beams, then approximates beam fitness values to indicate the next best beam to add. Here, we use this DNN to probabilistically guide the traversal of the branches of the Monte Carlo decision tree to add a new beam to the plan. To assess the feasibility of the algorithm, we used a test set of 13 prostate cancer patients, distinct from the 57 patients originally used to train and validate the DNN, to solve five-beam plans. To show the strength of the guided MCTS (GTS) compared to other search methods, we also provided the performances of Guided Search, Uniform Tree Search and Random Search algorithms. On average, GTS outperformed all the other methods. It found a better solution than CG in 237 s on average, compared to 360 s for CG, and outperformed all other methods in finding a solution with a lower objective function value in less than 1000 s. Using our GTS method, we could maintain planning target volume (PTV) coverage within 1% error similar to CG, while reducing the organ-at-risk mean dose for body, rectum, left and right femoral heads; the mean dose to bladder was 1% higher with GTS than with CG.

Scheduling in a two-stage flowshop with parallel unrelated machines at each stage and shared resources

Proposed within the framework of the sharing economy, Shared Energy Storage (SES) aims to enhance the efficiency of Energy Storage Systems (ESS) and drive down costs. This study focuses on an innovative approach to emphasize the multifaceted utilization of individual ESS units and the centralized use of dispersed ESS resources. Renewable Energy Power Plants (REPPs) collaborate to create SES pools, leveraging their ESS assets. Beyond meeting the needs of REPPs, these resources are shared for ancillary services like Secondary Frequency Regulation (SFR) to yield additional benefits. The paper delves into the scheduling techniques for SES. While conventional day-ahead robust optimization algorithms specify ESS power output for each period, they struggle to adjust schedules due to time-dependent constraints like renewable energy output and ESS state limitations. To address this, a distributed SES scheduling method based on optimal operating intervals is proposed. This method introduces an optimal interval variable for Energy Storage State of Charge (SOC) into the traditional three-layer optimization problem, effectively decoupling time-related constraints. Furthermore, a novel Nested Column and Constraint Generation (Nested C&CG) algorithm is presented to solve the mathematical model. Lastly, a revenue sharing model grounded in cooperative game theory is introduced, along with an illustrative example showcasing the efficacy of the proposed approach in managing uncertainties.

We present a new model and a column generation algorithm for the linear minimum cost multicommodity flow problem. The new model has two differences when compared to the classic formulation based on flows on paths: it has an additional set of variables and an additional set of inequalities. The extra variables are associated with flows on circuits where some arcs are reversed. The extra inequalities assure that an optimal solution to the extended model can be converted to an optimal solution to the path formulation. In order to obtain an optimal solution to the extended model, we use column generation. The extra variables are explicitly considered in the restricted master problem, from the beginning of the column generation process. The subproblem remains a set of shortest path problems. Our present work is related to the use of dual–optimal inequalities in the sense that we extend a model with additional primal variables/dual inequalities. However, our extended model also has additional primal inequalities/dual variables. We present computational results of our method in planar instances and compare them with standard column generation, a bundle method, and a general‐purpose solver. For the tested instances, there is an effective improvement in computational time of the column generation method when the extended model is used. © 2007 Wiley Periodicals, Inc. NETWORKS, Vol. 50(1), 3–16 2007

During the past few decades, developing efficient methods to solve dynamic facility layout problems has been focused on significantly by practitioners and researchers. More specifically meta-heuristic algorithms, especially genetic algorithm, have been proven to be increasingly helpful to generate sub-optimal solutions for large-scale dynamic facility layout problems. Nevertheless, the uncertainty of the manufacturing factors in addition to the scale of the layout problem calls for a mixed genetic algorithm–robust approach that could provide a single unlimited layout design. The present research aims to devise a customized permutation-based robust genetic algorithm in dynamic manufacturing environments that is expected to be generating a unique robust layout for all the manufacturing periods. The numerical outcomes of the proposed robust genetic algorithm indicate significant cost improvements compared to the conventional genetic algorithm methods and a selective number of other heuristic and meta-heuristic techniques.

Designing networks with resiliency to edge failures using two-stage robust optimization

We survey the main results obtained by the author in his PhD dissertation supervised by Anass Nagih and Lucas Letocart. It was defended in December 2008 at The Computer Science lab of the Paris-Nord University (L.I.P.N.), Villetaneuse, France. The thesis is written in French and is available from http://www-lipn.univ-paris13.fr/~touati/TM_Thesis.pdf. Column generation algorithms are instrumental in many areas of applied optimization, where linear programs with an enormous number of variables need to be solved. Although successfully used in many applications, this method suffers from well-known “instability” issues that somewhat limit its efficiency. This work focuses on accelerating strategies in a column generation scheme; on the first iterations using diversification, on the last iterations using reoptimization and on the overall GC scheme using an improving technique to solve the pricing problems (dynamic programming with blocs). The effectiveness of these approaches is validated on the Vehicle Routing Problem with Time Windows.

Dantzig–Wolfe decomposition of the daily course pattern formulation for curriculum-based course timetabling