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Michel Gendreau

Publications and source records attributed to Michel Gendreau.

13 recordsLinked to original sources

A Reinforcement-learning-based Column Generation Algorithm for Integrated Operating Room Planning and Scheduling

In this paper, we propose a novel mixed integer programming model to formulate integrated operating room planning and scheduling problems, where several mandatory and elective surgeries are to be assigned and scheduled in operating rooms on different days. We consider both overtime in operating rooms and surgeons' daily availability limits. We propose a column generation (CG) algorithm to solve large-scale instances. In order to enhance the CG, we integrate the Reinforcement Learning Algorithm and the Genetic Algorithm and develop a hybrid algorithm to generate initial columns for the CG algorithm. For our analysis, we employed two sets of test instances: one consisting of synthetic data and the other based on real-world cases from a local hospital in Naples, Italy. Computational experiments demonstrate that our proposed model and methodology yields an average optimality gap of 1.23% for synthetic instances and 1.49% on real-world scenarios, significantly outperforming previous solution methodologies in the literature. Additionally, we demonstrate that the developed CG algorithm provides a high-quality solution for large-scale instances where other models and methods fail to obtain even a feasible solution. To further evaluate robustness under uncertainty, we examined scenarios with 20% variability in surgery durations. The results indicate that incorporating a 120-minute buffer time minimizes the overall cost. Moreover, we investigated the impact of emergency surgeries by either introducing additional cases or escalating surgical priorities. For synthetic instances, the inclusion of emergency surgeries increased the total rescheduling cost by 4.13%, whereas in the real-world Naples cases, priority escalation led to only a 0.11% increase.

math.OC

Close-enough general routing problem for multiple unmanned aerial vehicles in monitoring missions

In this paper, we introduce a close-enough multi-UAV general routing problem (CEMUAVGRP) where a fleet of homogeneous UAVs conduct monitoring tasks containing nodes, each of which has its disk neighborhood, and edges, aiming to minimize the total distance. A two-phase iterative method is proposed, partitioning the CEMUAVGRP into a general routing phase where a satisfactory route including required nodes and edges for each UAV is obtained without considering the disk neighborhoods of required nodes, and a close-enough routing phase where representative points are optimized for each required node in the determined route. To be specific, a variable neighborhood descent (VND) heuristic is proposed for the general routing phase, while a second-order cone programming (SOCP) procedure is applied in the close-enough routing phase. These two phases are performed in an iterative fashion under the framework of an adaptive iterated local search (AILS) algorithm until the predefined termination criteria are satisfied. Extensive experiments and comparative studies are conducted, demonstrating the efficiency of the proposed AILS-VND-SOCP algorithm and the superiority of disk neighborhoods.

eess.SY

Integrated Balanced and Staggered Routing in Autonomous Mobility-on-Demand Systems

Autonomous mobility-on-demand (AMoD) systems, centrally coordinated fleets of self-driving vehicles, offer a promising alternative to traditional ride-hailing by improving traffic flow and reducing operating costs. Centralized control in AMoD systems enables two complementary routing strategies: balanced routing, which distributes traffic across alternative routes to ease congestion, and staggered routing, which delays departures to smooth peak demand over time. In this work, we introduce a unified framework that jointly optimizes both route choices and departure times to minimize system travel times. We formulate the problem as an optimization model and show that our congestion model yields an unbiased estimate of travel times derived from a discretized version of Vickrey's bottleneck model. To solve large-scale instances, we develop a custom metaheuristic based on a large neighborhood search framework. We assess our method through a case study on the Manhattan street network using real-world taxi data. In a setting with exclusively centrally controlled AMoD vehicles, our approach reduces total traffic delay by up to 25 percent and mitigates network congestion by up to 35 percent compared to selfish routing. We also consider mixed-traffic settings with both AMoD and conventional vehicles, comparing a welfare-oriented operator that minimizes total system travel time with a profit-oriented one that optimizes only the fleet's travel time. Independent of the operator's objective, the analysis reveals a win-win outcome: across all control levels, both autonomous and non-autonomous traffic benefit from the implementation of balancing and staggering strategies.

math.OC

On picking operations in e-commerce warehouses: Insights from the complete-information counterpart

Major players in e-commerce process dynamically incoming orders in real-time and already use advanced anticipation techniques, like AI, to predict characteristics of future orders. However, at the warehousing level, there are still no unambiguous recommendations on integrating anticipation with intelligent online optimization algorithms, nor an unbiased benchmark to assess the improvement potential of advanced anticipation over myopic techniques, as optimal online solutions are usually unavailable. In this paper, we compute and analyze Complete-Information Optimal policy Solutions (CIOSs), of an exact perfect anticipation algorithm with full knowledge of future customer orders' arrival times and items, for picking operations in picker-to-parts warehouses. We provide analytical properties and leverage CIOSs to uncover decision patterns that enhance simpler algorithms, improving both makespan (costs) and order turnover (delivery speed). Using a metric similar to the gap to optimality, we quantify the gains from optimization elements and the improvements remaining for advanced anticipation mechanisms. To compute CIOSs, we design the first exact algorithm for the Order Batching, Sequencing, and Routing Problem with Release Times (OBSRP-R), based on dynamic programming. Our analysis advises on the largely overlooked intervention - the dynamic adjustment of started batches, and the strategic relocation of an idle picker towards future picking locations. The former affected over 60% of CIOS orders and triggered consistent improvements across warehousing policies. The latter occurred before 39%-62% CIOS orders and could decrease a myopic policy's gap to optimal turnover by 4.3% on average (up to 14%). Notably, we challenge the debated concept of strategic waiting, revealing why the latter resembles an "all-in" gamble and harms both makespan and order turnover when intervention is allowed.

math.OC

Picking Operations in Warehouses with Dynamically Arriving Orders: How Good is Reoptimization?

E-commerce operations are essentially online, with customer orders arriving dynamically. However, very little is known about the performance of online policies for warehousing with respect to optimality, particularly for order picking and batching operations, which constitute a substantial portion of the total operating costs in warehouses. We aim to close this gap for one of the most prominent dynamic algorithms, namely reoptimization (Reopt), which reoptimizes the current solution each time when a new order arrives. We examine Reopt in the Online Order Batching, Sequencing, and Routing Problem (OOBSRP), in both cases when the picker uses either a manual pushcart or a robotic cart. Moreover, we examine the noninterventionist Reopt in the case of a manual pushcart, wherein picking instructions are provided exclusively at the depot. We establish analytical performance bounds employing worst-case and probabilistic analysis. We demonstrate that, under generic stochastic assumptions, Reopt is almost surely asymptotically optimal and, notably, we validate its near-optimal performance in computational experiments across a broad range of warehouse settings. These results underscore Reopt's relevance as a method for online warehousing applications.

math.OC

A Blockchain-Based Audit Mechanism for Trust and Integrity in IoT-Fog Environments

The full realization of smart city technology is dependent on the secure and honest collaboration between IoT applications and edge-computing. In particular, resource constrained IoT devices may rely on fog-computing to alleviate the computing load of IoT tasks. Mutual authentication is needed between IoT and fog to preserve IoT data security, and monetization of fog services is needed to promote the fog service ecosystem. However, there is no guarantee that fog nodes will always respond to IoT requests correctly, either intentionally or accidentally. In the public decentralized IoT-fog environment, it is crucial to enforce integrity among fog nodes. In this paper, we propose a blockchain-based system that 1) streamlines the mutual authentication service monetization between IoT and fog, 2) verifies the integrity of fog nodes via service audits, and 3) discourages malicious activity and promotes honesty among fog nodes through incentives and penalties.

cs.CR

The disaggregated integer L-shaped method for the stochastic vehicle routing problem

This paper proposes a new integer L-shaped method for solving two-stage stochastic integer programs whose first-stage solutions can decompose into disjoint components, each one having a monotonic recourse function. In a minimization problem, the monotonicity property stipulates that the recourse cost of a component must always be higher or equal to that of any of its subcomponents. The method exploits new types of optimality cuts and lower bounding functionals that are valid under this property. The stochastic vehicle routing problem is particularly well suited to be solved by this approach, as its solutions can be decomposed into a set of routes. We consider the variant with stochastic demands in which the recourse policy consists of performing a return trip to the depot whenever a vehicle does not have sufficient capacity to accommodate a newly realized customer demand. This work shows that this policy can lead to a non-monotonic recourse function, but that the monotonicity holds when the customer demands are modeled by several commonly used families of probability distributions. We also present new problem-specific lower bounds on the recourse that strengthen the lower bounding functionals and significantly speed up the resolution process. Computational experiments on instances from the literature show that the new approach achieves state-of-the-art results.

math.OC

Recent Advances in Vehicle Routing with Stochastic Demands: Bayesian Learning for Correlated Demands and Elementary Branch-Price-and-Cut

We consider the vehicle routing problem with stochastic demands (VRPSD), a stochastic variant of the well-known VRP in which demands are only revealed upon arrival of the vehicle at each customer. Motivated by the significant recent progress on VRPSD research, we begin this paper by summarizing the key new results and methods for solving the problem. In doing so, we discuss the main challenges associated with solving the VRPSD under the chance-constraint and the restocking-based perspectives. Once we cover the current state-of-the-art, we introduce two major methodological contributions. First, we present a branch-price-and-cut (BP&C) algorithm for the VRPSD under optimal restocking. The method, which is based on the pricing of elementary routes, compares favorably with previous algorithms and allows the solution of several open benchmark instances. Second, we develop a demand model for dealing with correlated customer demands. The central concept in this model is the "external factor", which represents unknown covariates that affect all demands. We present a Bayesian-based, iterated learning procedure to refine our knowledge about the external factor as customer demands are revealed. This updated knowledge is then used to prescribe optimal replenishment decisions under demand correlation. Computational results demonstrate the efficiency of the new BP&C method and show that cost savings above 10% may be achieved when restocking decisions take account of demand correlation. Lastly, we motivate a few research perspectives that, as we believe, should shape future research on the VRPSD.

math.OC

Workload Equity in Multi-Period Vehicle Routing Problems

An equitable distribution of workload is essential when deploying vehicle routing solutions in practice. For this reason, previous studies have formulated vehicle routing problems with workload-balance objectives or constraints, leading to trade-off solutions between routing costs and workload equity. These methods consider a single planning period; however, equity is often sought over several days in practice. In this work, we show that workload equity over multiple periods can be achieved without impact on transportation costs when the planning horizon is sufficiently large. To achieve this, we design a two-phase method to solve multi-period vehicle routing problems with workload balance. Firstly, our approach produces solutions with minimal distance for each period. Next, the resulting routes are allocated to drivers to obtain equitable workloads over the planning horizon. We conduct extensive numerical experiments to measure the performance of the proposed approach and the level of workload equity achieved for different planning-horizon lengths. For horizons of five days or more, we observe that near-optimal workload equity and optimal routing costs are jointly achievable.

math.OC

Supervised learning and tree search for real-time storage allocation in Robotic Mobile Fulfillment Systems

A Robotic Mobile Fulfillment System is a robotised parts-to-picker system that is particularly well-suited for e-commerce warehousing. One distinguishing feature of this type of warehouse is its high storage modularity. Numerous robots are moving shelves simultaneously, and the shelves can be returned to any open location after the picking operation is completed. This work focuses on the real-time storage allocation problem to minimise the travel time of the robots. An efficient -- but computationally costly -- Monte Carlo Tree Search method is used offline to generate high-quality experience. This experience can be learned by a neural network with a proper coordinates-based features representation. The obtained neural network is used as an action predictor in several new storage policies, either as-is or in rollout and supervised tree search strategies. Resulting performance levels depend on the computing time available at a decision step and are consistently better compared to real-time decision rules from the literature.

cs.RO

Semi-Supervised Clustering with Inaccurate Pairwise Annotations

Pairwise relational information is a useful way of providing partial supervision in domains where class labels are difficult to acquire. This work presents a clustering model that incorporates pairwise annotations in the form of must-link and cannot-link relations and considers possible annotation inaccuracies (i.e., a common setting when experts provide pairwise supervision). We propose a generative model that assumes Gaussian-distributed data samples along with must-link and cannot-link relations generated by stochastic block models. We adopt a maximum-likelihood approach and demonstrate that, even when supervision is weak and inaccurate, accounting for relational information significantly improves clustering performance. Relational information also helps to detect meaningful groups in real-world datasets that do not fit the original data-distribution assumptions. Additionally, we extend the model to integrate prior knowledge of experts' accuracy and discuss circumstances in which the use of this knowledge is beneficial.

cs.LG

E-commerce warehousing: learning a storage policy

E-commerce with major online retailers is changing the way people consume. The goal of increasing delivery speed while remaining cost-effective poses significant new challenges for supply chains as they race to satisfy the growing and fast-changing demand. In this paper, we consider a warehouse with a Robotic Mobile Fulfillment System (RMFS), in which a fleet of robots stores and retrieves shelves of items and brings them to human pickers. To adapt to changing demand, uncertainty, and differentiated service (e.g., prime vs. regular), one can dynamically modify the storage allocation of a shelf. The objective is to define a dynamic storage policy to minimise the average cycle time used by the robots to fulfil requests. We propose formulating this system as a Partially Observable Markov Decision Process, and using a Deep Q-learning agent from Reinforcement Learning, to learn an efficient real-time storage policy that leverages repeated experiences and insightful forecasts using simulations. Additionally, we develop a rollout strategy to enhance our method by leveraging more information available at a given time step. Using simulations to compare our method to traditional storage rules used in the industry showed preliminary results up to 14\% better in terms of travelling times.

math.OC

Assortative-Constrained Stochastic Block Models

Stochastic block models (SBMs) are often used to find assortative community structures in networks, such that the probability of connections within communities is higher than in between communities. However, classic SBMs are not limited to assortative structures. In this study, we discuss the implications of this model-inherent indifference towards assortativity or disassortativity, and show that this characteristic can lead to undesirable outcomes for networks which are presupposedy assortative but which contain a reduced amount of information. To circumvent this issue, we introduce a constrained SBM that imposes strong assortativity constraints, along with efficient algorithmic approaches to solve it. These constraints significantly boost community recovery capabilities in regimes that are close to the information-theoretic threshold. They also permit to identify structurally-different communities in networks representing cerebral-cortex activity regions.

cs.SI