基于分析学的启发式分解方法求解双层多跟随者下料问题

An analytics-based heuristic decomposition of a bilevel multiple-follower cutting stock problem

OR Spectrum · 2021
被引 1
ABS 3

中文导读

提出一类新的多跟随者双层优化问题,并设计基于蒙特卡洛模拟和k-medoids聚类的启发式分解方法,将问题转化为单层整数规划,在森林采伐下料问题中验证了效果。

Abstract

Abstract This paper presents a new class of multiple-follower bilevel problems and a heuristic approach to solving them. In this new class of problems, the followers may be nonlinear, do not share constraints or variables, and are at most weakly constrained. This allows the leader variables to be partitioned among the followers. We show that current approaches for solving multiple-follower problems are unsuitable for our new class of problems and instead we propose a novel analytics-based heuristic decomposition approach. This approach uses Monte Carlo simulation and k -medoids clustering to reduce the bilevel problem to a single level, which can then be solved using integer programming techniques. The examples presented show that our approach produces better solutions and scales up better than the other approaches in the literature. Furthermore, for large problems, we combine our approach with the use of self-organising maps in place of k -medoids clustering, which significantly reduces the clustering times. Finally, we apply our approach to a real-life cutting stock problem. Here a forest harvesting problem is reformulated as a multiple-follower bilevel problem and solved using our approach.

运筹学优化理论聚类分析启发式算法