One Benders cut to rule all schedules in the neighbourhood
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866908293022089216 |
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| author | Avgerinos, Ioannis Mourtos, Ioannis Vatikiotis, Stavros Zois, Georgios |
| author_facet | Avgerinos, Ioannis Mourtos, Ioannis Vatikiotis, Stavros Zois, Georgios |
| contents | Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose tighter dual bounds, its application to resource-constrained scheduling remains less explored. Given a position-based Mixed-Integer Linear Programming (MILP) formulation for scheduling on unrelated parallel machines, we notice that certain $k-$OPT neighbourhoods could implicitly be explored by regular local search operators, thus allowing us to integrate Local Branching into Branch-and-Check schemes. After enumerating such neighbourhoods and obtaining their local optima - hence, proving that they are suboptimal - a local branching cut (applied as a Benders cut) eliminates all their solutions at once, thus avoiding an overload of the master problem with thousands of Benders cuts. However, to guarantee convergence to optimality, the constructed neighbourhood should be exhaustively explored, hence this time-consuming procedure must be accelerated by domination rules or selectively implemented on nodes which are more likely to reduce the optimality gap. In this study, the realisation of this idea is limited on the common 'internal (job) swaps' to construct formulation-specific $4$-OPT neighbourhoods. Nonetheless, the experimentation on two challenging scheduling problems (i.e., the minimisation of total completion times and the minimisation of total tardiness on unrelated machines with sequence-dependent and resource-constrained setups) shows that the proposed methodology offers considerable reductions of optimality gaps or faster convergence to optimality. The simplicity of our approach allows its transferability to other neighbourhoods and different sequencing optimisation problems, hence providing a promising prospect to improve Branch-and-Check methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_05893 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | One Benders cut to rule all schedules in the neighbourhood Avgerinos, Ioannis Mourtos, Ioannis Vatikiotis, Stavros Zois, Georgios Optimization and Control Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose tighter dual bounds, its application to resource-constrained scheduling remains less explored. Given a position-based Mixed-Integer Linear Programming (MILP) formulation for scheduling on unrelated parallel machines, we notice that certain $k-$OPT neighbourhoods could implicitly be explored by regular local search operators, thus allowing us to integrate Local Branching into Branch-and-Check schemes. After enumerating such neighbourhoods and obtaining their local optima - hence, proving that they are suboptimal - a local branching cut (applied as a Benders cut) eliminates all their solutions at once, thus avoiding an overload of the master problem with thousands of Benders cuts. However, to guarantee convergence to optimality, the constructed neighbourhood should be exhaustively explored, hence this time-consuming procedure must be accelerated by domination rules or selectively implemented on nodes which are more likely to reduce the optimality gap. In this study, the realisation of this idea is limited on the common 'internal (job) swaps' to construct formulation-specific $4$-OPT neighbourhoods. Nonetheless, the experimentation on two challenging scheduling problems (i.e., the minimisation of total completion times and the minimisation of total tardiness on unrelated machines with sequence-dependent and resource-constrained setups) shows that the proposed methodology offers considerable reductions of optimality gaps or faster convergence to optimality. The simplicity of our approach allows its transferability to other neighbourhoods and different sequencing optimisation problems, hence providing a promising prospect to improve Branch-and-Check methods. |
| title | One Benders cut to rule all schedules in the neighbourhood |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2310.05893 |