<p>This thesis consists of an introduction and sevenindependent, but closely related, papers which all deal withproblems in structural optimization. In particular, we considermodels and methods for global optimization of problems intopology design of discrete and continuum structures.</p><p>In the first four papers of the thesis the nonconvex problemof minimizing the weight of a truss structure subject to stressconstraints is considered. First itis shown that a certainsubclass of these problems can equivalently be cast as linearprograms and thus efficiently solved to global optimality.Thereafter, the behavior of a certain well-known perturbationtechnique is studied. It is concluded that, in practice, thistechnique can not guarantee that a global minimizer is found.Finally, a convergent continuous branch-and-bound method forglobal optimization of minimum weight problems with stress,displacement, and local buckling constraints is developed.Using this method, several problems taken from the literatureare solved with a proof of global optimality for the firsttime.</p><p>The last three papers of the thesis deal with topologyoptimization of discretized continuum structures. Theseproblems are usually modeled as mixed or pure nonlinear 0-1programs. First, the behavior of certain often usedpenalization methods for minimum compliance problems isstudied. It is concluded that these methods may fail to producea zero-one solution to the considered problem. To remedy this,a material interpolation scheme based on a rational functionsuch that compli- ance becomes a concave function is proposed.Finally, it is shown that a broad range of nonlinear 0-1topology optimization problems, including stress- anddisplacement-constrained minimum weight problems, canequivalently be modeled as linear mixed 0-1 programs. Thisresult implies that any of the standard methods available forgeneral linear integer programming can now be used on topologyoptimization problems.</p><p><b>Keywords:</b>topology optimization, global optimization,stress constraints, linear programming, mixed integerprogramming, branch-and-bound.</p>

<p>Integer programming can be used to provide solutionsto complex decision and planning problems occurring in a wide varietyof situations. Applying integer programming to a real life problembasically involves a first phase where a mathematical model isconstructed, and a second phase where the problem described by themodel is solved. While the nature of the challenges involved in therespective two phases differ, the strong relationship between theproperties of models, and which methods that are appropriate for theirsolution, links the two phases. This thesis constitutes of threepapers, of which the third one considers the modeling phase, while thefirst and second one consider the solution phase.</p><p> </p><p>Many applications of column generation yield master problems of setpartitioning type, and the first and second papers presentmethodologies for solving such problems. The characteristics of themethodologies presented are that all successively found solutions arefeasible and integral, where the retention of integrality is a majordistinction from other column generation methods presented in theliterature.</p><p> </p><p>The third paper concerns nurse scheduling and describes the results ofa pilot implementation of a scheduling tool at a Swedish nursing ward.This paper focuses on the practical aspects of modeling and thechallenges of providing a solution to a complex real life problem.</p>

This report presents a series of models that can be used to find weekly schedules for therapists who provide ongoing treatment to patients scattered around a geographical region. In all cases, the patients’ appointment times and visit days are known prior to the beginning of the planning horizon. Variations in the model include single vs. multiple home bases, homogeneous vs. heterogeneous therapists, lunch break requirements, and a nonlinear cost structure for mileage reimbursement and overtime. The single home base and homogeneous therapist cases proved to be easy to solve and so were not investigated. This left two cases of interest: the first includes only lunch breaks while the second adds overtime and mileage reimbursement. In all, 40 randomly generated data sets were solved that consisted of either 15 or 20 therapists and between roughly 300 and 540 visits over five days. For each instance, we were able to obtain the minimum cost of providing home healthcare services for both models using CPLEX 12.2. The results showed that CPU time increases more rapidly than total cost as the total number of visits grows. In general, data sets with therapists who have different starting and ending locations are more difficult to solve than those whose therapists have the same home base. / text

The Vehicle Routing Problem (VRP) is a classical problem in logistics that has been well studied by the operations research and transportation science communities. VRPs are defined as follows. Given a transportation network with a depot, a set of pickup or delivery locations, and a set of vehicles to service these locations: find a collection of routes starting and ending at the depot, such that (i) the customer's demand at a node is satisfied by exactly one vehicle, (ii) the total demand satisfied by a vehicle does not exceed its capacity, and (iii) the total distance traveled by the vehicles is minimized. This problem is especially hard to solve because of the presence of sub--tours, which can be exponential in number. In this dissertation, a special case of the VRP is considered -- where the underlying network has a tree structure (TVRP). Such tree structures are found in rural areas, river networks, assembly lines of manufacturing systems, and in networks where the customer service locations are all located off a main highway. Solution techniques for TVRPs that explicitly consider their tree structure are discussed in this dissertation. For example, TVRPs do not contain any sub-tours, thereby making it possible to develop faster solution methods. The variants that are studied in this dissertation include TVRPs with Backhauls, TVRPs with Heterogeneous Fleets, TVRPs with Duration Constraints, and TVRPs with Time Windows. Various properties and observations that hold true at optimality for these problems are discussed. Integer programming formulations and solution techniques are proposed. Additionally, heuristic methods and conditions for lower bounds are also detailed. Based on the proposed methodology, extensive computational analysis are conducted on networks of different sizes and demand distributions. / text

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Scheduling refinery operation promises a big cut in logistics cost, maximizes efficiency, organizes allocation of material and resources, and ensures that production meets targets set by planning team. Obtaining accurate and reliable schedules for execution in refinery plants under different scenarios has been a serious challenge. This research was undertaken with the aim to develop robust methodologies and solution procedures to address refinery scheduling problems with uncertainties in process parameters. The research goal was achieved by first developing a methodology for short-term crude oil unloading and transfer, as an extension to a scheduling model reported by Lee et al. (1996). The extended model considers real life technical issues not captured in the original model and has shown to be more reliable through case studies. Uncertainties due to disruptive events and low inventory at the end of scheduling horizon were addressed. With the extended model, crude oil scheduling problem was formulated under receding horizon control framework to address demand uncertainty. This work proposed a strategy called fixed end horizon whose efficiency in terms of performance was investigated and found out to be better in comparison with an existing approach. In the main refinery production area, a novel scheduling model was developed. A large scale refinery problem was used as a case study to test the model with scheduling horizon discretized into a number of time periods of variable length. An equivalent formulation with equal interval lengths was also presented and compared with the variable length formulation. The results obtained clearly show the advantage of using variable timing. A methodology under self-optimizing control (SOC) framework was then developed to address uncertainty in problems involving mixed integer formulation. Through case study and scenarios, the approach has proven to be efficient in dealing with uncertainty in crude oil composition.

The research reported in this thesis considers the classical combinatorial optimization problem known as the Generalized Assignment Problem (GAP). Since the mid 1970's researchers have been developing solution approaches for this particular type of problem due to its importance both in practical and theoretical terms. Early attempts at solving GAP tended to use exact integer programming techniques such as Branch and Bound. Although these tended to be reasonably successful on small problem instances they struggle to cope with the increase in computational effort required to solve larger instances. The increase in available computing power during the 1980's and 1990's coincided with the development of some highly efficient heuristic approaches such as Tabu Search (TS), Genetic Algorithms (GA) and Simulated Annealing (SA). Heuristic approaches were subsequently developed that were able to obtain high quality solutions to larger and more complex instances of GAP. Most of these heuristic approaches were able to outperform highly sophisticated commercial mathematical programming software since the heuristics tend to be tailored to the problem and therefore exploit its structure. A new approach for solving GAP has been developed during this research that combines the exact Branch and Bound approach and the heuristic strategy of Tabu Search to produce a hybrid algorithm for solving GAP. This approach utilizes the mathematical programming software Xpress-MP as a Branch and Bound solver in order to solve sub-problems that are generated by the Tabu Search guiding heuristic. Tabu Search makes use of memory structures that record information about attributes of solutions visited during the search. This information is used to guide the search and in the case of the hybrid algorithm to generate sub problems to pass to the Branch and Bound solver. The new algorithm has been developed, imp lemented and tested on benchmark test problems that are extremely challenging and a comprehensive report and analysis of the experimentation is reported in this thesis.

We consider combinatorial t-design problems as discrete optimization problems. Our motivation is that only a few studies have been done on the use of exact optimization techniques in designs, and that classical methods in design theory have still left many open existence questions. Roughly defined, t-designs are pairs of discrete sets that are related following some strict properties of size, balance, and replication. These highly structured relationships provide optimal solutions to a variety of problems in computer science like error-correcting codes, secure communications, network interconnection, design of hardware; and are applicable to other areas like statistics, scheduling, games, among others. We give a new approach to combinatorial t-designs that is useful in constructing t-designs by polyhedral methods. The first contribution of our work is a new result of equivalence of t-design problems with a graph theory problem. This equivalence leads to a novel integer programming formulation for t-designs, which we call GDP. We analyze the polyhedral properties of GDP and conclude, among other results, the associated polyhedron dimension. We generate new classes of valid inequalities to aim at approximating this integer program by a linear program that has the same optimal solution. Some new classes of valid inequalities are generated as Chv´atal-Gomory cuts, other classes are generated by graph complements and combinatorial arguments, and others are generated by the use of incidence substructures in a t-design. In particular, we found a class of valid inequalities that we call stable-set class that represents an alternative graph equivalence for the problem of finding a t-design. We analyze and give results on the strength of these new classes of valid inequalities. We propose a separation problem and give its integer programming formulation as a maximum (or minimum) edge-weight biclique subgraph problem. We implement a pure cutting-plane algorithm using one of the stronger classes of valid inequalities derived. Several instances of t-designs were solved efficiently by this algorithm at the root node of the search tree. Also, we implement a branch-and-cut algorithm and solve several instances of 2-designs trying different base formulations. Computational results are included.

Many problems that arise in the real world are difficult to solve partly because they present computational challenges. Many of these challenging problems are optimization problems. In the real world we are generally interested not just in solutions but in the cost or benefit of these solutions according to different metrics. Hence, finding optimal solutions is often highly desirable and sometimes even necessary. The most effective computational approach for solving such problems is to first model them in a mathematical or logical language, and then solve them by applying a suitable algorithm. This thesis is concerned with developing practical algorithms to solve optimization problems modeled in a particular logical language, MAXSAT. MAXSAT is a generalization of the famous Satisfiability (SAT) problem, that associates finite costs with falsifying various desired conditions where these conditions are expressed as propositional clauses. Optimization problems expressed in MAXSAT typically have two interacting components: the logical relationships between the variables expressed by the clauses, and the optimization component involving minimizing the falsified clauses. The interaction between these components greatly contributes to the difficulty of solving MAXSAT. The main contribution of the thesis is a new hybrid approach, MaxHS, for solving MAXSAT. Our hybrid approach attempts to decouple these two components so that each can be solved with a different technology. In particular, we develop a hybrid solver that exploits two sophisticated technologies with divergent strengths: SAT for solving the logical component, and Integer Programming (IP) solvers for solving the optimization component. MaxHS automatically and incrementally splits the MAXSAT problem into two parts that are given to the SAT and IP solvers, which work together in a complementary way to find a MAXSAT solution. The thesis investigates several improvements to the MaxHS approach and provides empirical analysis of its behaviour in practise. The result is a new solver, MaxHS, that is shown to be the most robust existing solver for MAXSAT.

Many problems that arise in the real world are difficult to solve partly because they present computational challenges. Many of these challenging problems are optimization problems. In the real world we are generally interested not just in solutions but in the cost or benefit of these solutions according to different metrics. Hence, finding optimal solutions is often highly desirable and sometimes even necessary. The most effective computational approach for solving such problems is to first model them in a mathematical or logical language, and then solve them by applying a suitable algorithm. This thesis is concerned with developing practical algorithms to solve optimization problems modeled in a particular logical language, MAXSAT. MAXSAT is a generalization of the famous Satisfiability (SAT) problem, that associates finite costs with falsifying various desired conditions where these conditions are expressed as propositional clauses. Optimization problems expressed in MAXSAT typically have two interacting components: the logical relationships between the variables expressed by the clauses, and the optimization component involving minimizing the falsified clauses. The interaction between these components greatly contributes to the difficulty of solving MAXSAT. The main contribution of the thesis is a new hybrid approach, MaxHS, for solving MAXSAT. Our hybrid approach attempts to decouple these two components so that each can be solved with a different technology. In particular, we develop a hybrid solver that exploits two sophisticated technologies with divergent strengths: SAT for solving the logical component, and Integer Programming (IP) solvers for solving the optimization component. MaxHS automatically and incrementally splits the MAXSAT problem into two parts that are given to the SAT and IP solvers, which work together in a complementary way to find a MAXSAT solution. The thesis investigates several improvements to the MaxHS approach and provides empirical analysis of its behaviour in practise. The result is a new solver, MaxHS, that is shown to be the most robust existing solver for MAXSAT.