×

Solving robust bin-packing problems with a branch-and-price approach. (English) Zbl 1490.90256

Summary: One-dimensional bin-packing is a well-known combinatorial optimization problem which is strongly NP-hard. It consists of allocating a given set of items of different sizes into bins of the same capacity to minimize the number of bins used. The capacity of each bin cannot be exceeded. This paper deals with some variants of this problem to take into account the cases when there are items with uncertain sizes. The goal is to obtain robust solutions taking into account possible variations of item sizes around their nominal values. First, two robust approaches are considered which are based on a stability radius calculation, to ensure that the stability radius, measured either with the Manhattan or Chebyshev norm, is not below a given threshold. Then, a complementary robust approach is applied which is based on a relative resiliency calculation. To solve to optimality these robust variants of the bin-packing problem, a compact 0-1 linear programming formulation, which is also valid for the standard bin-packing problem, is introduced. Then, a Dantzig-Wolfe decomposition is suggested in order to provide a set-cover reformulation with a stronger linear relaxation, but an exponential number of columns. Finally, to obtain integer optimal solutions, a branch-and-price algorithm is developed, whose linear relaxation of the set-cover formulation is solved by a dynamic column generation. Numerical experiments are conducted on adapted benchmark sets from the literature. The performance of the branch-and-price algorithm allows us to investigate what protection against uncertainty is offered by each approach, and at which cost of robustness.

MSC:

90C27 Combinatorial optimization
90C10 Integer programming
90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut

References:

[1] Achterberg, T.; Berthold, T.; Hendel, G., Rounding and propagation heuristics for mixed integer programming, (Klatte, D.; Lüthi, H.-J.; Schmedders, K., Operations Research Proceedings 2011 (2012), Springer Berlin Heidelberg: Springer Berlin Heidelberg Berlin, Heidelberg), 71-76 · Zbl 1306.90100
[2] Alem, D. J.; Munari, P. A.; Arenales, M. N.; Ferreira, P. A.V., On the cutting stock problem under stochastic demand, Annals of Operations Research, 179, 1, 169-186 (2010) · Zbl 1201.90166
[3] Alfandari, L.; Plateau, A.; Schepler, X., A branch-and-price-and-cut approach for sustainable crop rotation planning, European Journal of Operational Research, 241, 3, 872-879 (2015) · Zbl 1339.90349
[4] Barnhart, C.; Johnson, E. L.; Nemhauser, G. L.; Savelsbergh, M. W.P.; Vance, P. H., Branch-and-price: Column generation for solving huge integer programs, Operations Research, 46, 3, 316-329 (1998) · Zbl 0979.90092
[5] Battaïa, O.; Dolgui, A., A taxonomy of line balancing problems and their solution approaches, International Journal of Production Economics, 142, 2, 259-277 (2013)
[6] Belov, G.; Scheithauer, G., A branch-and-cut-and-price algorithm for one-dimensional stock cutting and two-dimensional two-stage cutting, European Journal of Operational Research, 171, 1, 85-106 (2006) · Zbl 1091.90080
[7] Berthold, T., Heuristics of the branch-cut-and-price-framework SCIP, (Kalcsics, J.; Nickel, S., Operations Research Proceedings 2007 (2008), Springer: Springer Berlin, Heidelberg), 31-36 · Zbl 1209.90356
[8] Bertsimas, D.; Sim, M., The price of robustness, Operations Research, 52, 1, 35-53 (2004) · Zbl 1165.90565
[9] Boysen, N.; Fliedner, M.; Scholl, A., A classification of assembly line balancing problems, European Journal of Operational Research, 183, 2, 674-693 (2007) · Zbl 1179.90103
[10] Cardoen, B.; Demeulemeester, E.; Beliën, J., Operating room planning and scheduling: A literature review, European Journal of Operational Research, 201, 3, 921-932 (2010) · Zbl 1175.90160
[11] Crainic, T. G.; Gobbato, L.; Perboli, G.; Rei, W., Logistics capacity planning: A stochastic bin packing formulation and a progressive hedging meta-heuristic, European Journal of Operational Research, 253, 2, 404-417 (2016) · Zbl 1346.90093
[12] Dantzig, G. B.; Wolfe, P., Decomposition principle for linear programs, Operations Research, 8, 1, 101-111 (1960) · Zbl 0093.32806
[13] Delorme, M.; Iori, M.; Martello, S., Bin packing and cutting stock problems: Mathematical models and exact algorithms, European Journal of Operational Research, 255, 1, 1-20 (2016) · Zbl 1346.90700
[14] Desrosiers, J.; Lübbecke, M., Branch-price-and-cut algorithms, (Cochran, J., Encyclopedia of Operations Research and Management Science (2011), John Wiley & Sons)
[15] Falkenauer, E., A hybrid grouping genetic algorithm for bin packing, Journal of Heuristics, 2, 1, 5-30 (1996)
[16] Farley, A. A., A note on bounding a class of linear programming problems, including cutting stock problems, Operations Research, 38, 5, 922-923 (1990) · Zbl 0723.90052
[17] Fukasawa, R.; Longo, H.; Lysgaard, J.; De Aragão, M. P.; Reis, M.; Uchoa, E.; Werneck, R. F., Robust branch-and-cut-and-price for the capacitated vehicle routing problem, Mathematical Programming, 106, 3, 491-511 (2006) · Zbl 1094.90050
[18] Gamrath, G., Generic branch-cut-and-price (2010), Technischen Universität Berlin, Ph.D. thesis
[19] Gamrath, G.; Fischer, T.; Gally, T.; Gleixner, A. M.; Hendel, G.; Koch, T.; Pfetsch, M. E., The SCIP Optimization Suite 3.2, Technical Report (2016), Zuse Institute Berlin, Germany
[20] Horowitz, E.; Sahni, S., Computing partitions with applications to the knapsack problem, Journal of the ACM, 21, 2, 277-292 (1974) · Zbl 0329.90046
[21] Kellerer, H.; Pferschy, U.; Pisinger, D., Knapsack problems (2004), Springer: Springer Berlin · Zbl 1103.90003
[22] Lamiri, M.; Xie, X.; Dolgui, A.; Grimaud, F., A stochastic model for operating room planning with elective and emergency demand for surgery, European Journal of Operational Research, 185, 3, 1026-1037 (2008) · Zbl 1175.90446
[23] Lemaréchal, C., The omnipresence of lagrange, Annals of Operations Research, 153, 1, 9-27 (2007) · Zbl 1157.90509
[24] Martello, S.; Pisinger, D.; Toth, P., Dynamic programming and strong bounds for the 0-1 knapsack problem, Management Science, 45, 3, 414-424 (1999) · Zbl 1231.90338
[25] Mukhacheva, E.; Belov, G.; Kartack, V.; Mukhacheva, A., Linear one-dimensional cutting-packing problems: numerical experiments with the sequential value correction method (SVC) and a modified branch-and-bound method (MBB), Pesquisa Operacional, 20, 2, 153-168 (2000) · Zbl 1181.90232
[26] Pirogov, A., Robust balancing of production lines: MILP models and pre-processing rules (2019), IMT Atlantique, Nantes, France, Ph.D. thesis
[27] Rossi, A.; Gurevsky, E.; Battaïa, O.; Dolgui, A., Maximizing the robustness for simple assembly lines with fixed cycle time and limited number of workstations, Discrete Applied Mathematics, 208, 123-136 (2016) · Zbl 1343.90041
[28] Ryan, D.; Foster, E., An integer programming approach to scheduling, Computer Scheduling of Public Transport Urban Passenger Vehicle and Crew Scheduling, 269-280 (1981)
[29] Sadykov, R.; Vanderbeck, F., Bin packing with conflicts: A generic branch-and-price algorithm, INFORMS Journal on Computing, 25, 2, 244-255 (2013)
[30] Scheithauer, G.; Terno, J., Theoretical investigations on the modified integer round-up property for the one-dimensional cutting stock problem, Operations Research Letters, 20, 2, 93-100 (1997) · Zbl 0890.90147
[31] Schoenfield, J. E., Fast, exact solution of open bin packing problems without linear programming, Technical Report (2002), US Army Space and Missile Defense Command, Huntsville, Alabama, USA
[32] Scholl, A.; Klein, R.; Jürgens, C., Bison: A fast hybrid procedure for exactly solving the one-dimensional bin packing problem, Computers & Operations Research, 24, 7, 627-645 (1997) · Zbl 0882.90113
[33] Schwerin, P.; Wäscher, G., The bin-packing problem: A problem generator and some numerical experiments with FFD packing and MTP, International Transactions in Operational Research, 4, 5, 377-389 (1997) · Zbl 0906.90151
[34] Song, G.; Kowalczyk, D.; Leus, R., The robust machine availability problem -Bin packing under uncertainty, IISE Transactions, 50, 11, 997-1012 (2018)
[35] Sotskov, Y. N.; Dolgui, A.; Portmann, M.-C., Stability analysis of an optimal balance for an assembly line with fixed cycle time, European Journal of Operational Research, 168, 3, 783-797 (2006) · Zbl 1102.90321
[36] Toth, P., Dynamic programming algorithms for the zero-one knapsack problem, Computing, 25, 1, 29-45 (1980) · Zbl 0431.90076
[37] Vance, P. H.; Barnhart, C.; Johnson, E. L.; Nemhauser, G. L., Solving binary cutting stock problems by column generation and branch-and-bound, Computational Optimization and Applications, 3, 2, 111-130 (1994) · Zbl 0801.90080
[38] Vanderbeck, F., On Dantzig-Wolfe decomposition in integer programming and ways to perform branching in a branch-and-price algorithm, Operations Research, 48, 1, 111-128 (2000) · Zbl 1106.90360
[39] Wallace, C., ZI round, a MIP rounding heuristic, Journal of Heuristics, 16, 5, 715-722 (2010) · Zbl 1201.90207
[40] Wäscher, G.; Gau, T., Heuristics for the integer one-dimensional cutting stock problem: A computational study, Operations-Research-Spektrum, 18, 3, 131-144 (1996) · Zbl 0853.90099
[41] Yue, M., A simple proof of the inequality FFD \((L) \leq 11/9\) OPT \((L) + 1, \forallL\) for the FFD bin-packing algorithm, Acta Mathematicae Applicatae Sinica, 7, 321-331 (1990) · Zbl 0753.05022
[42] Östergård, P. R., A fast algorithm for the maximum clique problem, Discrete Applied Mathematics, 120, 1, 197-207 (2002) · Zbl 1019.05054
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.