We apply logic-based Benders decomposition (LBBD) to two-stage stochastic planning and scheduling problems in which the second-stage is a scheduling task. We solve the master problem with mixed integer/linear programming and the subproblem with constraint programming. As Benders cuts, we use simple nogood cuts as well as analytical logic-based cuts we develop for this application. We find that LBBD is computationally superior to the integer L-shaped method, with a branch-and-check variant of LBBD faster by several orders of magnitude, allowing significantly larger instances to be solved. This is due primarily to computational overhead incurred by the integer L-shaped method while generating classical Benders cuts from a continuous relaxation of an integer programming subproblem. To our knowledge, this is the first application of LBBD to two-stage stochastic optimization with a scheduling second-stage problem, and the first comparison of LBBD with the integer \mbox{L-shaped} method. The results suggest that LBBD could be a promising approach to other stochastic and robust optimization problems with integer or combinatorial recourse.
The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery durations are considered to be uncertain. In order to obtain solutions for the challenging stochastic model, we use sample average approximation, and develop two enhanced decomposition frameworks that use logic-based Benders (LBBD) optimality cuts and binary decision diagram based Benders cuts. Specifically, to the best of our knowledge, deriving LBBD optimalit…
We consider a problem concerning a network and a set of maintenance requests to be undertaken. We wish to schedule the maintenance in such a way as to minimise the impact on the total throughput of the network. We apply disaggregated Benders cuts and lazy constraints to solve the problem to optimality, as well as exploring the strengths and weaknesses of the technique. We prove that our Benders cuts are pareto optimal. Solutions to the LP relaxation also provide further valid inequalities to reduce total solve time. We implement these techniques on simulated data presented in previous papers, …
Logic-based Benders decomposition (LBBD) is a substantial generalization of classical Benders decomposition that, in principle, allows the subproblem to be any optimization problem rather than specifically a linear or nonlinear programming problem. It is amenable to a wide variety large-scale problems that decouple or otherwise simplify when certain decision variables are fixed. This chapter presents the basic theory of LBBD and explains how classical Benders decomposition is a special case. It also describes branch and check, a variant of LBBD that solves the master problem only once. It illu…
We study the problem of locating fire suppression resources in a burning landscape in order to minimise the total area burned. The landscape is modelled as a directed graph, with nodes representing regions of the landscape, and arcs representing adjacency relationships. The fire spread is modelled using the minimum travel time principle. We propose a non-linear integer programming formulation and an exact solution approach utilising logic-based Benders decomposition. We benchmark the approach against a mixed integer program and an iterated local search metaheuristic from the literature. We are…
Intermodal logistics typically include the successive stages of intermodal shipment and last-mile delivery. We investigate this problem under a novel Logic-Based Benders Decomposition, which exploits the staged nature of the problem to minimise the sum of transport costs and delivery penalties. We establish the validity of our decomposition and apply effective optimality cuts. Apart from models and formal proofs, we provide extensive experimentation on random instances of considerable scale that shows the improvement achieved in terms of small gaps and shorter time compared to a monolithic MIL…
Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to evaluate the true objective value of one or more solutions. We propose a new approach to integrating simulation into the optimisation model itself. The idea is to run the simulation at each incumbent solution to the master problem. The simulation data is then used to guide the trajectory of the optimisation model itself using logic-based Benders cuts. We test t…
We propose a novel approach to solve K-adaptability problems with convex objective and constraints and integer first-stage decisions. A logic-based Benders decomposition is applied to handle the first-stage decisions in a master problem, thus the sub-problem becomes a min-max-min robust combinatorial optimization problem that is solved via a double-oracle algorithm that iteratively generates adverse scenarios and recourse decisions and assigns scenarios to K subsets of the decisions by solving p-center problems. Extensions of the proposed approach to handle parameter uncertainty in both the fi…
In this work we propose a decomposition approach to solve the quay crane scheduling problem. This is an important maritime transportation problem faced in container terminals where quay cranes are used to handle cargo. The objective is to determine a sequence of loading and unloading operations for each crane in order to minimize the completion time. We solve a mixed integer programming formulation for the quay crane scheduling problem, decomposing it into a vehicle routing problem and a corresponding scheduling problem. The routing sub-problem is solved by minimizing the longest crane complet…
In Part I of this paper we formulate an optimal scheduling problem for battery swapping that assigns to each electric vehicle (EV) a best station to swap its depleted battery based on its current location and state of charge. The schedule aims to minimize a weighted sum of total travel distance and generation cost over both station assignments and power flow variables, subject to EV range constraints, grid operational constraints and AC power flow equations. We propose there a centralized solution based on the second-order cone programming (SOCP) relaxation of optimal power flow (OPF) and gene…
We consider the problem of estimating the average tour length of the asymmetric TSP arising from the disk scheduling problem with a linear seek function and a probability distribution on the location of I/O requests. The optimal disk scheduling algorithm of Andrews, Bender and Zhang is interpreted as a simple peeling process on points in a 2 dimensional space-time w.r.t the causal structure. The patience sorting algorithm for finding the longest increasing subsequence in a permutation can be given a similar interpretation. Using this interpretation we show that the optimal tour length is the l…
We present an approximate method for solving nonlinear control problems over long time horizons, in which the full nonlinear model is preserved over an initial part of the horizon, while the remainder of the horizon is modeled using a linear relaxation. As this approximate problem may still be too large to solve directly, we present a Benders decomposition-based solution algorithm that iterates between solving the nonlinear and linear parts of the horizon. This extends the Dual Dynamic Programming approach commonly employed for optimization of linearized hydro power systems. We prove that the …
The distribution network restoration problem is by nature a mixed integer and non-linear optimization problem due to the switching decisions and Optimal Power Flow (OPF) constraints, respectively. The link between these two parts involves logical implications modelled through big-M coefficients. The presence of these coefficients makes the relaxation of the mixed-integer problem using branch-and-bound method very poor in terms of computation burden. Moreover, this link inhibits the use of classical Benders algorithm in decomposing the problem because the resulting cuts will still depend on the…
Due to increasing railway use, the capacity at railway yards and maintenance locations is becoming limiting. Therefore, the scheduling of rolling stock maintenance and the choice regarding optimal locations to perform maintenance is increasingly complicated. This research introduces a Maintenance Scheduling and Location Choice Problem (MSLCP). It simultaneously determines maintenance locations and maintenance schedules of rolling stock, while it also considers the available capacity of maintenance locations, measured in the number of available teams. To solve the MSLCP, an optimization framewo…
This paper presents a pedestrian hopping model and a traffic signal scheduling strategy with consideration of both pedestrians and vehicles in the urban traffic system. Firstly, a novel mathematical model consisting of several logic constraints is proposed to describe the pedestrian flow in the urban traffic network and its dynamics are captured by the hopping rule, which depicts the changing capacity of each time interval from one waiting zone to another. Based on the hopping mechanism, the pedestrian traffic light scheduling problems are formulated by two different performance standards: ped…
