arXiv subjects

Andreas T. Ernst

Publications and source records attributed to Andreas T. Ernst.

8 recordsLinked to original sources

arXiv2023

The Agricultural Spraying Vehicle Routing Problem With Splittable Edge Demands

In horticulture, spraying applications occur multiple times throughout any crop year. This paper presents a splittable agricultural chemical sprayed vehicle routing problem and formulates it as a mixed integer linear program. The main difference from the classical capacitated arc routing problem (CARP) is that our problem allows us to split the demand on a single demand edge amongst robotics sprayers. We are using theoretical insights about the optimal solution structure to improve the formulation and provide two different formulations of the splittable capacitated arc routing problem (SCARP), a basic spray formulation and a large edge demands formulation for large edge demands problems. This study presents solution methods consisting of lazy constraints, symmetry elimination constraints, and a heuristic repair method. Computational experiments on a set of valuable data based on the properties of real-world agricultural orchard fields reveal that the proposed methods can solve the SCARP with different properties. We also report computational results on classical benchmark sets from previous CARP literature. The tested results indicated that the SCARP model can provide cheaper solutions in some instances when compared with the classical CARP literature. Besides, the heuristic repair method significantly improves the quality of the solution by decreasing the upper bound when solving large-scale problems.

math.OC↗

arXiv2023

Enhancing Constraint Programming via Supervised Learning for Job Shop Scheduling

Constraint programming (CP) is a powerful technique for solving constraint satisfaction and optimization problems. In CP solvers, the variable ordering strategy used to select which variable to explore first in the solving process has a significant impact on solver effectiveness. To address this issue, we propose a novel variable ordering strategy based on supervised learning, which we evaluate in the context of job shop scheduling problems. Our learning-based methods predict the optimal solution of a problem instance and use the predicted solution to order variables for CP solvers. \added[]{Unlike traditional variable ordering methods, our methods can learn from the characteristics of each problem instance and customize the variable ordering strategy accordingly, leading to improved solver performance.} Our experiments demonstrate that training machine learning models is highly efficient and can achieve high accuracy. Furthermore, our learned variable ordering methods perform competitively when compared to four existing methods. Finally, we demonstrate that hybridising the machine learning-based variable ordering methods with traditional domain-based methods is beneficial.

cs.AI↗

arXiv2022

An Efficient Merge Search Matheuristic for Maximising the Net Present Value of Project Schedules

Resource constrained project scheduling is an important combinatorial optimisation problem with many practical applications. With complex requirements such as precedence constraints, limited resources, and finance-based objectives, finding optimal solutions for large problem instances is very challenging even with well-customised meta-heuristics and matheuristics. To address this challenge, we propose a new math-heuristic algorithm based on Merge Search and parallel computing to solve the resource constrained project scheduling with the aim of maximising the net present value. This paper presents a novel matheuristic framework designed for resource constrained project scheduling, Merge search, which is a variable partitioning and merging mechanism to formulate restricted mixed integer programs with the aim of improving an existing pool of solutions. The solution pool is obtained via a customised parallel ant colony optimisation algorithm, which is also capable of generating high quality solutions on its own. The experimental results show that the proposed method outperforms the current state-of-the-art algorithms on known benchmark problem instances. Further analyses also demonstrate that the proposed algorithm is substantially more efficient compared to its counterparts in respect to its convergence properties when considering multiple cores.

cs.NE↗

arXiv2022

Ranking Constraint Relaxations for Mixed Integer Programs Using a Machine Learning Approach

Solving large-scale Mixed Integer Programs (MIP) can be difficult without advanced algorithms such as decomposition based techniques. Even if a decomposition technique might be appropriate, there are still many possible decompositions for any large MIP and it may not be obvious which will be the most effective. This paper presents a comprehensive analysis of the predictive capabilities of a Machine Learning ranking (ML) function for predicting the quality of Mixed Integer Programming (MIP) decompositions created via constraint relaxation. In this analysis, the role of instance similarity and ML prediction quality is explored, as well as the benchmarking of a ML ranking function against existing heuristic functions. For this analysis, a new dataset consisting of over 40000 unique decompositions sampled from across 24 instances from the MIPLIB2017 library has been established. These decompostions have been created by both a greedy relaxation algorithm as well as a population based multi-objective algorithm, which has previously been shown to produce high quality decompositions. In this paper, we demonstrate that a ML ranking function is able to provide state-of-the-art predictions when benchmarked against existing heuristic ranking functions. Additionally, we demonstrate that by only considering a small set of features related to the relaxed constraints in each decomposition, a ML ranking function is still able to be competitive with heuristic techniques. Such a finding is promising for future constraint relaxation approaches, as these features can be used to guide decomposition creation. Finally, we highlight where a ML ranking function would be beneficial in a decomposition creation framework.

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arXiv2021

Boosting Ant Colony Optimization via Solution Prediction and Machine Learning

This paper introduces an enhanced meta-heuristic (ML-ACO) that combines machine learning (ML) and ant colony optimization (ACO) to solve combinatorial optimization problems. To illustrate the underlying mechanism of our ML-ACO algorithm, we start by describing a test problem, the orienteering problem. In this problem, the objective is to find a route that visits a subset of vertices in a graph within a time budget to maximize the collected score. In the first phase of our ML-ACO algorithm, an ML model is trained using a set of small problem instances where the optimal solution is known. Specifically, classification models are used to classify an edge as being part of the optimal route, or not, using problem-specific features and statistical measures. The trained model is then used to predict the probability that an edge in the graph of a test problem instance belongs to the corresponding optimal route. In the second phase, we incorporate the predicted probabilities into the ACO component of our algorithm, i.e., using the probability values as heuristic weights or to warm start the pheromone matrix. Here, the probability values bias sampling towards favoring those predicted high-quality edges when constructing feasible routes. We have tested multiple classification models including graph neural networks, logistic regression and support vector machines, and the experimental results show that our solution prediction approach consistently boosts the performance of ACO. Further, we empirically show that our ML model trained on small synthetic instances generalizes well to large synthetic and real-world instances. Our approach integrating ML with a meta-heuristic is generic and can be applied to a wide range of optimization problems.

cs.NE↗

arXiv2021

Instance Space Analysis for the Car Sequencing Problem

We investigate an important research question for solving the car sequencing problem, that is, which characteristics make an instance hard to solve? To do so, we carry out an instance space analysis for the car sequencing problem, by extracting a vector of problem features to characterize an instance. In order to visualize the instance space, the feature vectors are projected onto a two-dimensional space using dimensionality reduction techniques. The resulting two-dimensional visualizations provide new insights into the characteristics of the instances used for testing and how these characteristics influence the behaviours of an optimization algorithm. This analysis guides us in constructing a new set of benchmark instances with a range of instance properties. We demonstrate that these new instances are more diverse than the previous benchmarks, including some instances that are significantly more difficult to solve. We introduce two new algorithms for solving the car sequencing problem and compare them with four existing methods from the literature. Our new algorithms are shown to perform competitively for this problem but no single algorithm can outperform all others over all instances. This observation motivates us to build an algorithm selection model based on machine learning, to identify the niche in the instance space that an algorithm is expected to perform well on. Our analysis helps to understand problem hardness and select an appropriate algorithm for solving a given car sequencing problem instance.

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arXiv2019

A hybrid Benders decomposition and bees algorithm matheuristic approach to transmission expansion planning considering energy storage

This paper introduces a novel hybrid optimisation algorithm that combines elements of both metaheuristic search and integer programming. This new matheuristic combines elements of Benders decomposition and the Bees Algorithm, to create the Bee-Benders Hybrid Algorithm (BBHA) which retains many of the advantages both of the methods. Specifically it is designed to be easily parallelizable, to produce good solutions quickly while still retaining a guarantee of optimality when run for a sufficiently long time. The algorithm is tested using a transmission network expansion and energy storage planning model, a challenging and very large scale mixed integer linear programming problem. Transmission network planning problems are already difficult on their own. When including the planning for storage systems in the network, the variation of demand over time has to be taken into account significantly increasing the size and difficulty of the optimization problem. The BBHA is shown to be highly effective hybrid matheuristic algorithm that performs at least as well as either Benders decomposition or the Bees Algorithm where these are effective on their own, and significantly improves upon the individual approaches where neither component part has a pronounced advantage. While the paper demonstrates the effectiveness in terms of the concrete electricity network planning problem, the algorithm could be readily applied to any mixed integer linear program, and is expected to work particularly well whenever this has a structure that is amenable to Benders decomposition.

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arXiv2014

Transmission Expansion Planning Considering Energy Storage

In electricity transmission networks, energy storage systems (ESS) provide a means of upgrade deferral by smoothing supply and matching demand. We develop a mixed integer programming (MIP) extension to the transmission network expansion planning (TEP) problem that considers the installation and operation of ESS as well as additional circuits. The model is demonstrated on the well known Garver's 6-bus and IEEE 25-bus test circuits for two 24 hour operating scenarios; a short peak, and a long peak. We show optimal location and capacity of storage is sensitive not only to cost, but also variability of demand in the network.

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