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New approaches to integer programmingChandrasekaran, Karthekeyan 28 June 2012 (has links)
Integer Programming (IP) is a powerful and widely-used formulation for combinatorial problems. The study of IP over the past several decades has led to fascinating theoretical developments, and has improved our ability to solve discrete optimization problems arising in practice. This thesis makes progress on algorithmic solutions for IP by building on combinatorial, geometric and Linear Programming (LP) approaches.
We use a combinatorial approach to give an approximation algorithm for the feedback vertex set problem (FVS) in a recently developed Implicit Hitting Set framework. Our algorithm is a simple online algorithm which finds a nearly optimal FVS in random graphs. We also propose a planted model for FVS and show that an optimal hitting set for a polynomial number of subsets is sufficient to recover the planted subset.
Next, we present an unexplored geometric connection between integer feasibility and the classical notion of discrepancy of matrices. We exploit this connection to show a phase transition from infeasibility to feasibility in random IP instances. A recent algorithm for small discrepancy solutions leads to an efficient algorithm to find an integer point for random IP instances that are feasible with high probability.
Finally, we give a provably efficient implementation of a cutting-plane algorithm for perfect matchings. In our algorithm, cuts separating the current optimum are easy to derive while a small LP is solved to identify the cuts that are to be retained for later iterations. Our result gives a rigorous theoretical explanation for the practical efficiency of the cutting plane approach for perfect matching evident from implementations.
In summary, this thesis contributes to new models and connections, new algorithms and rigorous analysis of well-known approaches for IP.
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Time-staged decomposition and related algorithms for stochastic mixed-integer programmingQi, Yunwei 24 August 2012 (has links)
No description available.
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Product Differentiation and Operations Strategy for Price and Time Sensitive MarketsJayaswal, Sachin January 2009 (has links)
In this dissertation, we study the interplay between a firm’s operations strategy,
with regard to its capacity management, and its marketing decision of product differentiation. For this, we study a market comprising heterogeneous customers who
differ in their preferences for time and price. Time sensitive customers are willing
to pay a price premium for a shorter delivery time, while price sensitive customers are willing to accept a longer delivery time in return for a lower price. Firms exploit this heterogeneity in customers’ preferences, and offer a menu of products/services that differ only in their guaranteed delivery times and prices. From demand perspective, when customers are allowed to self-select according to their preferences, different products act as substitutes, affecting each other’s demand. Customized product for each segment, on the other hand, results in independent demand for
each product. On the supply side, a firm may either share the same processing capacity to serve the two market segments, or may dicate capacity for each segment. Our objective is to understand the interaction between product substitution
and the firm’s operations strategy (dedicated versus shared capacity), and how they shape the optimal product differentiation strategy.
To address the above issue, we first study this problem for a single monopolist
firm, which offers two versions of the same basic product: (i) regular product at
a lower price but with a longer delivery time, and (ii) express product at a higher
price but with a shorter delivery time. Demand for each product arrives according
to a Poisson process with a rate that depends both on its price and delivery time.
In addition, if the products are substitutable, each product’s demand is also influenced by the price and delivery time of the other product. Demands within each
category are served on a first-come-first-serve basis. However, customers for express
product are always given priority over the other category when they are served using
shared resources. There is a standard delivery time for the regular product,
and the firm’s objective is to appropriately price the two products and select the
express delivery time so as to maximize its profit rate. The firm simultaneously needs to decide its installed processing capacity so as to meet its promised delivery
times with a high degree of reliability. While the problem in a dedicated capacity
setting is solved analytically, the same becomes very challenging in a shared
capacity setting, especially in the absence of an analytical characterization of the
delivery time distribution of regular customers in a priority queue. We develop a
solution algorithm, using matrix geometric method in a cutting plane framework,
to solve the problem numerically in a shared capacity setting.
Our study shows that in a highly capacitated system, if the firm decides to
move from a dedicated to a shared capacity setting, it will need to offer more differentiated products, whether the products are substitutable or not. In contrast, when customers are allowed to self-select, such that independent products become
substitutable, a more homogeneous pricing scheme results. However, the effect of
substitution on optimal delivery time differentiation depends on the firm’s capacity strategy and cost, as well as market characteristics. The optimal response to any change in capacity cost also depends on the firm’s operations strategy. In a
dedicated capacity scenario, the optimal response to an increase in capacity cost is
always to offer more homogeneous prices and delivery times. In a shared capacity
setting, it is again optimal to quote more homogeneous delivery times, but increase
or decrease the price differentiation depending on whether the status-quo capacity
cost is high or low, respectively. We demonstrate that the above results are corroborated by real-life practices, and provide a number of managerial implications
in terms of dealing with issues like volatile fuel prices.
We further extend our study to a competitive setting with two firms, each of which may either share its processing capacities for the two products, or may dedicate capacity for each product. The demand faced by each firm for a given product now also depends on the price and delivery time quoted for the same product by the other firm. We observe that the qualitative results of a monopolistic setting also extend to a competitive setting. Specifically, in a highly capacitated system, the equilibrium prices and delivery times are such that they result in more differentiated products when both the firms use shared capacities as compared to the scenario when both the firms use dedicated capacities. When the competing firms are asymmetric, they exploit their distinctive characteristics to differentiate their products. Further, the effects of these asymmetries also depend on the capacity
strategy used by the competing firms. Our numerical results suggest that the firm
with expensive capacity always offers more homogeneous delivery times. However,
its decision on how to differentiate its prices depends on the capacity setting of the
two firms as well as the actual level of their capacity costs. On the other hand, the
firm with a larger market base always offers more differentiated prices as well as
delivery times, irrespective of the capacity setting of the competing firms.
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Product Differentiation and Operations Strategy for Price and Time Sensitive MarketsJayaswal, Sachin January 2009 (has links)
In this dissertation, we study the interplay between a firm’s operations strategy,
with regard to its capacity management, and its marketing decision of product differentiation. For this, we study a market comprising heterogeneous customers who
differ in their preferences for time and price. Time sensitive customers are willing
to pay a price premium for a shorter delivery time, while price sensitive customers are willing to accept a longer delivery time in return for a lower price. Firms exploit this heterogeneity in customers’ preferences, and offer a menu of products/services that differ only in their guaranteed delivery times and prices. From demand perspective, when customers are allowed to self-select according to their preferences, different products act as substitutes, affecting each other’s demand. Customized product for each segment, on the other hand, results in independent demand for
each product. On the supply side, a firm may either share the same processing capacity to serve the two market segments, or may dicate capacity for each segment. Our objective is to understand the interaction between product substitution
and the firm’s operations strategy (dedicated versus shared capacity), and how they shape the optimal product differentiation strategy.
To address the above issue, we first study this problem for a single monopolist
firm, which offers two versions of the same basic product: (i) regular product at
a lower price but with a longer delivery time, and (ii) express product at a higher
price but with a shorter delivery time. Demand for each product arrives according
to a Poisson process with a rate that depends both on its price and delivery time.
In addition, if the products are substitutable, each product’s demand is also influenced by the price and delivery time of the other product. Demands within each
category are served on a first-come-first-serve basis. However, customers for express
product are always given priority over the other category when they are served using
shared resources. There is a standard delivery time for the regular product,
and the firm’s objective is to appropriately price the two products and select the
express delivery time so as to maximize its profit rate. The firm simultaneously needs to decide its installed processing capacity so as to meet its promised delivery
times with a high degree of reliability. While the problem in a dedicated capacity
setting is solved analytically, the same becomes very challenging in a shared
capacity setting, especially in the absence of an analytical characterization of the
delivery time distribution of regular customers in a priority queue. We develop a
solution algorithm, using matrix geometric method in a cutting plane framework,
to solve the problem numerically in a shared capacity setting.
Our study shows that in a highly capacitated system, if the firm decides to
move from a dedicated to a shared capacity setting, it will need to offer more differentiated products, whether the products are substitutable or not. In contrast, when customers are allowed to self-select, such that independent products become
substitutable, a more homogeneous pricing scheme results. However, the effect of
substitution on optimal delivery time differentiation depends on the firm’s capacity strategy and cost, as well as market characteristics. The optimal response to any change in capacity cost also depends on the firm’s operations strategy. In a
dedicated capacity scenario, the optimal response to an increase in capacity cost is
always to offer more homogeneous prices and delivery times. In a shared capacity
setting, it is again optimal to quote more homogeneous delivery times, but increase
or decrease the price differentiation depending on whether the status-quo capacity
cost is high or low, respectively. We demonstrate that the above results are corroborated by real-life practices, and provide a number of managerial implications
in terms of dealing with issues like volatile fuel prices.
We further extend our study to a competitive setting with two firms, each of which may either share its processing capacities for the two products, or may dedicate capacity for each product. The demand faced by each firm for a given product now also depends on the price and delivery time quoted for the same product by the other firm. We observe that the qualitative results of a monopolistic setting also extend to a competitive setting. Specifically, in a highly capacitated system, the equilibrium prices and delivery times are such that they result in more differentiated products when both the firms use shared capacities as compared to the scenario when both the firms use dedicated capacities. When the competing firms are asymmetric, they exploit their distinctive characteristics to differentiate their products. Further, the effects of these asymmetries also depend on the capacity
strategy used by the competing firms. Our numerical results suggest that the firm
with expensive capacity always offers more homogeneous delivery times. However,
its decision on how to differentiate its prices depends on the capacity setting of the
two firms as well as the actual level of their capacity costs. On the other hand, the
firm with a larger market base always offers more differentiated prices as well as
delivery times, irrespective of the capacity setting of the competing firms.
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Vehicle routing problems with profits, exact and heuristic approaches / Problèmes de tournées de véhicules avec profits, méthodes exactes et approchéesEl-Hajj, Racha 12 June 2015 (has links)
Nous nous intéressons dans cette thèse à la résolution du problème de tournées sélectives (Team Orienteering Problem - TOP) et ses variantes. Ce problème est une extension du problème de tournées de véhicules en imposan tcertaines limitations de ressources. Nous proposons un algorithme de résolution exacte basé sur la programmation linéaire en nombres entiers (PLNE) en ajoutant plusieurs inégalités valides capables d’accélérer la résolution. D’autre part, en considérant des périodes de travail strictes pour chaque véhicule durant sa tournée, nous traitons une des variantes du TOP qui est le problème de tournées sélectives multipériodique (multiperiod TOP - mTOP) pour lequel nous développons une métaheuristique basée sur l’optimisation par essaim pour le résoudre. Un découpage optimal est proposé pour extraire la solution optimale de chaque particule en considérant les tournées saturées et pseudo saturées .Finalement, afin de prendre en considération la disponibilité des clients, une fenêtre de temps est associée à chacun d’entre eux, durant laquelle ils doivent être servis. La variante qui en résulte est le problème de tournées sélectives avec fenêtres de temps (TOP with Time Windows - TOPTW). Deux algorithmes exacts sont proposés pour résoudre ce problème. Le premier est basé sur la génération de colonnes et le deuxième sur la PLNE à laquelle nous ajoutons plusieurs coupes spécifiques à ce problème. / We focus in this thesis on developing new algorithms to solve the Team Orienteering Problem (TOP) and two of its variants. This problem derives from the well-known vehicle routing problem by imposing some resource limitations .We propose an exact method based on Mixed Integer Linear Programming (MILP) to solve this problem by adding valid inequalities to speed up its solution process. Then, by considering strict working periods for each vehicle during its route, we treat one of the variants of TOP, which is the multi-period TOP (mTOP) for which we develop a metaheuristic based on the particle swarm optimization approach to solve it. An optimal split procedure is proposed to extract the optimal solution from each particle by considering saturated and pseudo-saturated routes. Finally, in order to take into consideration the availability of customers, a time window is associated with each of them, during which they must be served. The resulting variant is the TOP with Time Windows (TOPTW). Two exact algorithms are proposed to solve this problem. The first algorithm is based on column generation approach and the second one on the MILP to which we add additional cuts specific for this problem. The comparison between our exact and heuristic methods with the existing one in the literature shows the effectiveness of our approaches.
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Optimisation of power system security with high share of variable renewables : Consideration of the primary reserve deployment dynamics on a Frequency Constrained Unit Commitment model / Optimisation de la sûreté d’un système électrique en présence des énergies renouvelables intermittentes : Intégration de contraintes de déploiement de la réserve primaire dans un outil journalier de placement de productionCardozo Arteaga, Carmen 10 March 2016 (has links)
Le placement de production (UC pour unit commitment) est une famille de problèmes d'optimisation qui déterminent l’état et la puissance de consigne des groupes de production pour satisfaire la demande électrique à moindre coût. Traditionnellement, une contrainte de sûreté détermine un certain volume de capacité raccordée disponible, appelé la réserve, destinée à gérer l'incertitude. Néanmoins, dans les petits systèmes la contrainte de réserve fixe peut entraîner dans certains cas une violation du critère N-1 bien que le volume de réserve minimale soit respecté. Plus récemment, la part croissante de production variable à partir de sources renouvelables (ENR) peut conduire à des programmes d’appel qui ne garantissent plus la sûreté même dans les grands systèmes.Pour y faire face, différentes techniques d'atténuation des impacts ont été proposées telle que la révision des modèles de placement de la production pour inclure une meilleure représentation de la dynamique du système. Cette sous-famille des problèmes UC est formellement définie dans ces travaux comme le problème FCUC (frequency constrained unit commitment). Elle vise à maintenir la fréquence au-dessus d'un certain seuil, et éviter ainsi le délestage par sous-fréquence (DSF).La première partie de ces travaux identifie les défis dans la formulation du problème FCUC. D’une part, la contrainte de fréquence est fortement non-linéaire par rapport aux variables de décision du problème UC. D’autre part, elle est difficile à approcher par des fonctions analytiques. La simulation séquentielle d'un modèle UC classique et d’un modèle de réponse primaire de la fréquence est alors proposée. L’intérêt d’une formulation plus fidèle de la contrainte de sûreté est donc révélé. La deuxième partie de ces travaux étudie l'impact des ENR sur la réponse primaire de la fréquence. Le besoin de formuler des modèles de FCUC plus précis est mis en avant.La troisième partie des travaux examine le coût, les bénéfices et les limitations des modèles FCUC, basés sur des contraintes indirectes sur certains paramètres dynamiques des unités de production. Il est montré que, bien que l'application de contraintes de sécurité indirectes assure la sûreté dans certains pas horaires, l'effet inverse peut apparaître à un autre instant. Ainsi, l’efficacité des leviers dépend fortement du point de fonctionnement du système. Il en est de même pour le coût de la solution. Cette étude met en évidence la nécessité de nouvelles méthodes pour traiter correctement la contrainte sur le creux de fréquence afin d'assurer l'optimalité et efficacité de la solution.Finalement, la quatrième partie des travaux offre une nouvelle formulation du problème FCUC suivant une approche de décomposition de Bender. La décomposition de Bender sépare un problème d'optimisation avec une certaine structure en deux parties : le problème maître et le problème esclave. Dans le cas du FCUC, le problème maître propose des plans de production candidats (états des groupes) et le problème esclave assure le respect des contraintes de fréquence par le biais d'un modèle de plans sécants. Les résultats de simulation montrent que la représentation plus précise du creux de fréquence au niveau du problème esclave réduit le risque de DSF et le coût de la sécurité par rapport à d'autres modèles de FCUC. / The Unit Commitment problem (UC) is a family of optimisation models for determining the optimal short-term generation schedule to supply electric power demand with a defined risk level. The UC objective function is given by the operational costs over the optimisation horizon. The constraints include, among others, technical, operational and security limits. Traditionally, the security constraints are given by the requirement of a certain volume of on-line spare capacity, which is called the reserve and is meant to handle uncertainty, while preventing the interruption of power supply. It is commonly specified following a static reliability criterion, such as the N-1 rule.Nevertheless, in small systems the fixed, and a priori defined, reserve constraint could entail a violation of the N-1 criterion, although the reserve constraint was met. More recently, the increasing share of variable generation from renewable sources (V-RES), such as wind and solar, may lead to UC solutions that no longer ensure system security. Therefore, different impact mitigation techniques have been proposed in literature, which include the revision of UC models to provide a better representation of the system dynamics. This subfamily of UC models is formally defined in this work as the frequency constrained UC problem (FCUC), and aims to keep the frequency above a certain threshold, following pre-defined contingencies, by adding enhanced security constraints. In this work this topic is addressed in four parts.The first part identifies the main challenge of formulating the FCUC problem. Indeed, the frequency minimum, also called the frequency nadir, constraint is strongly non-linear on the decision variables of the UC model. Moreover, the behaviour of the frequency nadir regarding the binary decision variables is hard to approximate by analytical functions. Thus, a sequential simulation approach is proposed, based on a classic UC model and a reduced order model of the primary frequency response. The potential benefits of a smarter allocation of the primary reserve is revealed.The second part of this work investigates the impact of V-RES sources on the primary frequency response. The underlying processes that lead to the increase of the Under-Frequency Load Shedding (UFLS) risk are thoroughly discussed. The need of formulating more accurate FCUC models is highlighted.The third part of this work examines the cost/benefit and limitation of FCUC models based on indirect constraints over certain dynamic parameters of the generating units. A methodology is proposed that assesses the effectiveness and optimality of some existing V-RES impact mitigation techniques, such as the increase of the primary reserve requirement, the prescription of an inertia requirement, the authorisation of V-RES dispatch-down or the consideration of fast non-synchronous providers of frequency regulation services. This study showed the need for new methods to properly handle the frequency nadir constraint in order to ensure optimality, without compromising the optimisation problem’s tractability.The fourth part of this work offers a new formulation of the FCUC problem following a Bender’s decomposition approach. This method is based on the decomposition of an optimisation problem into two stages: the master and the slave problems. Here, the master problem deals with the generating unit states and the slave problem handles the frequency nadir constraints through a cutting plane model. Simulation results showed that the more accurate representation of the frequency nadir in the slave problem reduces the risk of UFLS and the security cost, with respect to other FCUC models, such as those based on inertia constraints. In addition, the optimality of the global solution is guaranteed; although the convergence of the master problem is slow, due to the well-known tailing off effect of cutting plane methods.
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Cutting plane methods and dual problemsGladin, Egor 28 August 2024 (has links)
Die vorliegende Arbeit befasst sich mit Schnittebenenverfahren, einer Gruppe von iterativen Algorithmen zur Minimierung einer (möglicherweise nicht glatten) konvexen Funktion über einer kompakten konvexen Menge. Wir betrachten zwei prominente Beispiele, nämlich die Ellipsoidmethode und die Methode der Vaidya, und zeigen, dass ihre Konvergenzrate auch bei Verwendung eines ungenauen Orakels erhalten bleibt. Darüber hinaus zeigen wir, dass es möglich ist, diese Methoden im Rahmen der stochastischen Optimierung effizient zu nutzen.
Eine andere Richtung, in der Schnittebenenverfahren nützlich sein können, sind duale Probleme. In der Regel können die Zielfunktion und ihre Ableitungen bei solchen Problemen nur näherungsweise berechnet werden. Daher ist die Unempfindlichkeit der Methoden gegenüber Fehlern in den Subgradienten von großem Nutzen. Als Anwendungsbeispiel schlagen wir eine linear konvergierende duale Methode für einen Markow-Entscheidungsprozess mit Nebenbedienungen vor, die auf der Methode der Vaidya basiert. Wir demonstrieren die Leistungsfähigkeit der vorgeschlagenen Methode in einem einfachen RL Problem.
Die Arbeit untersucht auch das Konzept der Genauigkeitszertifikate für konvexe Minimierungsprobleme. Zertifikate ermöglichen die Online-Überprüfung der Genauigkeit von Näherungslösungen. In dieser Arbeit verallgemeinern wir den Begriff der Genauigkeitszertifikate für die Situation eines ungenauen Orakels erster Ordnung. Darüber hinaus schlagen wir einen expliziten Weg zur Konstruktion von Genauigkeitszertifikaten für eine große Klasse von Schnittebenenverfahren vor. Als Nebenprodukt zeigen wir, dass die betrachteten Methoden effizient mit einem verrauschten Orakel verwendet werden können, obwohl sie ursprünglich für ein exaktes Orakel entwickelt wurden. Schließlich untersuchen wir die vorgeschlagenen Zertifikate in numerischen Experimenten und zeigen, dass sie eine enge obere Schranke für das objektive Residuum liefern. / The present thesis studies cutting plane methods, which are a group of iterative algorithms for minimizing a (possibly nonsmooth) convex function over a compact convex set. We consider two prominent examples, namely, the ellipsoid method and Vaidya's method, and show that their convergence rate is preserved even when an inexact oracle is used. Furthermore, we demonstrate that it is possible to use these methods in the context of stochastic optimization efficiently.
Another direction where cutting plane methods can be useful is Lagrange dual problems. Commonly, the objective and its derivatives can only be computed approximately in such problems. Thus, the methods' insensitivity to error in subgradients comes in handy. As an application example, we propose a linearly converging dual method for a constrained Markov decision process (CMDP) based on Vaidya's algorithm. We demonstrate the performance of the proposed method in a simple RL environment.
The work also investigates the concept of accuracy certificates for convex minimization problems. Certificates allow for online verification of the accuracy of approximate solutions. In this thesis, we generalize the notion of accuracy certificates for the setting of an inexact first-order oracle. Furthermore, we propose an explicit way to construct accuracy certificates for a large class of cutting plane methods. As a by-product, we show that the considered methods can be efficiently used with a noisy oracle even though they were originally designed to be equipped with an exact oracle. Finally, we illustrate the work of the proposed certificates in numerical experiments highlighting that they provide a tight upper bound on the objective residual.
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Développement d’un algorithme de branch-and-price-and-cut pour le problème de conception de réseau avec coûts fixes et capacitésLarose, Mathieu 12 1900 (has links)
De nombreux problèmes en transport et en logistique peuvent être formulés comme des modèles de conception de réseau. Ils requièrent généralement de transporter des produits, des passagers ou encore des données dans un réseau afin de satisfaire une certaine demande tout en minimisant les coûts. Dans ce mémoire, nous nous intéressons au problème de conception de réseau avec coûts fixes et capacités. Ce problème consiste à ouvrir un sous-ensemble des liens dans un réseau afin de satisfaire la demande, tout en respectant les contraintes de capacités sur les liens. L'objectif est de minimiser les coûts fixes associés à l'ouverture des liens et les coûts de transport des produits.
Nous présentons une méthode exacte pour résoudre ce problème basée sur des techniques utilisées en programmation linéaire en nombres entiers. Notre méthode est une variante de l'algorithme de branch-and-bound, appelée branch-and-price-and-cut, dans laquelle nous exploitons à la fois la génération de colonnes et de coupes pour la résolution d'instances de grande taille, en particulier, celles ayant un grand nombre de produits.
En nous comparant à CPLEX, actuellement l'un des meilleurs logiciels d'optimisation mathématique, notre méthode est compétitive sur les instances de taille moyenne et supérieure sur les instances de grande taille ayant un grand nombre de produits, et ce, même si elle n'utilise qu'un seul type d'inégalités valides. / Many problems in transportation and logistics can be formulated as network design models. They usually require to transport commodities, passengers or data in a network to satisfy a certain demand while minimizing the costs. In this work, we focus on the multicommodity capacited fixed-charge network design problem which consists of opening a subset of the links in the network to satisfy the demand. Each link has a capacity and a fixed cost that is paid if it is opened. The objective is to minimize the fixed costs of the opened links and the transportation costs of the commodities.
We present an exact method to solve this problem based on mixed integer programming techniques. Our method is a specialization of the branch-and-bound algorithm, called branch-and-price-and-cut, in which we use column generation and cutting-plane method to solve large-scale instances.
We compare our method with CPLEX, currently one of the best solver. Numerical results show that our method is competitive on medium-scale instances and better on large-scale instances.
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L'algorithme de Branch and Price and Cut pour le problème de conception de réseaux avec coûts fixes et sans capacitéGrainia, Sameh 04 1900 (has links)
Le problème de conception de réseaux est un problème qui a été beaucoup étudié
dans le domaine de la recherche opérationnelle pour ses caractéristiques, et ses applications dans des nombreux domaines tels que le transport, les communications, et la logistique.
Nous nous intéressons en particulier dans ce mémoire à résoudre le problème de
conception de réseaux avec coûts fixes et sans capacité, en satisfaisant les demandes de tous les produits tout en minimisant la somme des coûts de transport de ces produits et des coûts fixes de conception du réseau. Ce problème se modélise généralement sous la forme d’un programme linéaire en nombres entiers incluant des variables continues. Pour le résoudre, nous avons appliqué la méthode exacte de Branch-and-Bound basée sur une relaxation linéaire du problème avec un critère d’arrêt, tout en exploitant les méthodes de génération de colonnes et de génération de coupes.
Nous avons testé la méthode de Branch-and-Price-and-Cut sur 156 instances divisées
en cinq groupes de différentes tailles, et nous l’avons comparée à Cplex, l’un des
meilleurs solveurs d’optimisation mathématique, ainsi qu’à la méthode de Branch-and-
Cut. Notre méthode est compétitive et plus performante sur les instances de grande taille ayant un grand nombre de produits. / The network design problem has been studied extensively in the field of operational
research given its characteristics and applications in many areas such as transportation, communications, and logistics.
We are particularly interested in solving the multicommodity uncapacitated fixed-charge
network design problem, with the aim of meeting the demands of all the products
while minimizing the total cost of transporting commodities and designing the network.
This problem is typically modeled as a linear integer program including continuous variables. To solve it, we applied the exact method of Branch-and-bound based on linear
relaxation with a stopping criterion, while exploiting the column generation and cutting-plane methods.
We tested our Branch-and-Price-and-Cut algorithm on 156 instances divided into five
groups of different sizes, and we compared it with Cplex, one of the best mathematical
optimization solvers. We compare it also with the Branch-and-Cut method.
Numerical results show that our method is competitive and perform better especially
on large-scale instances with many commodities.
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Développement d’un algorithme de branch-and-price-and-cut pour le problème de conception de réseau avec coûts fixes et capacitésLarose, Mathieu 12 1900 (has links)
De nombreux problèmes en transport et en logistique peuvent être formulés comme des modèles de conception de réseau. Ils requièrent généralement de transporter des produits, des passagers ou encore des données dans un réseau afin de satisfaire une certaine demande tout en minimisant les coûts. Dans ce mémoire, nous nous intéressons au problème de conception de réseau avec coûts fixes et capacités. Ce problème consiste à ouvrir un sous-ensemble des liens dans un réseau afin de satisfaire la demande, tout en respectant les contraintes de capacités sur les liens. L'objectif est de minimiser les coûts fixes associés à l'ouverture des liens et les coûts de transport des produits.
Nous présentons une méthode exacte pour résoudre ce problème basée sur des techniques utilisées en programmation linéaire en nombres entiers. Notre méthode est une variante de l'algorithme de branch-and-bound, appelée branch-and-price-and-cut, dans laquelle nous exploitons à la fois la génération de colonnes et de coupes pour la résolution d'instances de grande taille, en particulier, celles ayant un grand nombre de produits.
En nous comparant à CPLEX, actuellement l'un des meilleurs logiciels d'optimisation mathématique, notre méthode est compétitive sur les instances de taille moyenne et supérieure sur les instances de grande taille ayant un grand nombre de produits, et ce, même si elle n'utilise qu'un seul type d'inégalités valides. / Many problems in transportation and logistics can be formulated as network design models. They usually require to transport commodities, passengers or data in a network to satisfy a certain demand while minimizing the costs. In this work, we focus on the multicommodity capacited fixed-charge network design problem which consists of opening a subset of the links in the network to satisfy the demand. Each link has a capacity and a fixed cost that is paid if it is opened. The objective is to minimize the fixed costs of the opened links and the transportation costs of the commodities.
We present an exact method to solve this problem based on mixed integer programming techniques. Our method is a specialization of the branch-and-bound algorithm, called branch-and-price-and-cut, in which we use column generation and cutting-plane method to solve large-scale instances.
We compare our method with CPLEX, currently one of the best solver. Numerical results show that our method is competitive on medium-scale instances and better on large-scale instances.
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