## 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING

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Large Neighborhood Search (LNS) heuristics are among the most powerful but also most expensive heuristics for mixed integer programs (MIP). Ideally, a solver learns adaptively which LNS heuristics work best for the MIP problem at hand in order to concentrate its limited computational budget.
To this end, this work introduces Adaptive Large Neighborhood Search (ALNS) for MIP, a primal heuristic that acts a framework for eight popular LNS heuristics such as Local Branching and Relaxation Induced Neighborhood Search (RINS). We distinguish the available LNS heuristics by their individual search domains, which we call neighborhoods. The decision which neighborhood should be executed is guided by selection strategies for the multi armed bandit problem, a related optimization problem during which suitable actions have to be chosen to maximize a reward function. In this paper, we propose an LNS-specific reward function to learn to distinguish between the available neighborhoods based on successful calls and failures. A second, algorithmic enhancement is a generic variable fixing priorization, which ALNS employs to adjust the subproblem complexity as needed. This is particularly useful for some neighborhoods which do not fix variables by themselves. The proposed primal heuristic has been implemented
within the MIP solver SCIP. An extensive computational study is conducted to compare different LNS strategies within our ALNS framework on a large set of publicly available MIP instances from the MIPLIB and Coral benchmark sets. The results of this simulation are used to calibrate the parameters of the bandit selection strategies. A second computational experiment shows the computational benefits of the proposed ALNS framework within the MIP solver SCIP.

Given a factorable function f, we propose a procedure that constructs a concave underestimor of f that is tight at a given point. These underestimators can be used to generate intersection cuts. A peculiarity of these underestimators is that they do not rely on a bounded domain. We propose a strengthening procedure for the intersection cuts that exploits the bounds of the domain. Finally, we propose an extension of monoidal strengthening to take advantage of the integrality of the non-basic variables.

SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively par- allel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best known solutions to instances from the bench- mark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been con- siderably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB.

Calculation of clinch and elimination numbers for sports leagues with multiple tiebreaking criteria
(2018)

The clinch (elimination) number is a minimal number of future wins (losses) needed to clinch (to be eliminated from) a specified place in a sports league. Several optimization models and computational results are shown in this paper for calculating clinch and elimination numbers in the presence of predefined multiple tiebreaking criteria. The main subject of this paper is to provide a general algorithmic framework based on integer programming with utilizing possibly multilayered upper and lower bounds.

We establish a general computational framework for Chvátal’s conjecture based on exact rational integer programming. As a result we prove Chvátal’s conjecture holds for all downsets whose union of sets contains seven elements or less. The computational proof relies on an exact branch-and-bound certificate that allows for elementary verification and is independent of the integer programming solver used.

During the past years hospitals saw themselves confronted with increasing economical pressure (WB06, p. V). Therefore, optimizing the general operational procedures has gained in importance. The revenue of a hospital depends on the kinds and quantity of treatments performed and on the effcient use and utilization of the corresponding resources. About 25 − 50% of the treatment costs of a patient needing surgery incurs in the operating rooms (WB06, p. 58). Hence skillful management of the operating rooms can have a large impact on the overall revenue of a hospital. Belien and Demeulemeester (BD07) describe the planning of operating room (OR) schedules as a multi-stage process. In the first stage OR time is allocated to the hospitals specialties and capacities and resources are adjusted. In the second stage a master surgery schedule (MSS) is developed, that is a timetable for D days that specifies the amount of OR time assigned to the specialties on every individual day. After D days this schedule will be repeated without any changes. Hence, developing an MSS is a long-term problem. Finally, specialties will schedule specific surgeries within their assigned OR time. In this work we will focus on the development of the MSS that maximizes the revenue of the hospital. Our main focus will be to ensure that the capacities of the downstream resources, i.e. the bed capacities in the ICU and ward, will not be exceeded. Additionally, we hope that our formulation of the problem will lead to a leveled bed demand without significant peaks. We will incorporate the uncertainty of patient demand and case mix in our model. There have been several approaches on this subject, for example in (Fü15) and (BD07) and this work is in part inuenced by these advances.

All feasible flows in potential-driven networks
induce an orientation on the undirected graph underlying the network.
Clearly, these orientations must satisfy two conditions: they are acyclic and there are no "dead ends" in the network, i.e. each source requires outgoing flows, each sink requires incoming flows, and each transhipment vertex requires both an incoming and an outgoing flow. In this paper we will call orientations that satisfy these conditions acyclic source-transhipment-sink orientations (ASTS-orientation) and study their structure. In particular, we characterize graphs that allow for such an orientation, describe a way to enumerate all possible ASTS-orientations of a given graph, present an algorithm to simplify and decompose a graph before such an enumeration and shed light on the role of zero flows in the context of ASTS-orientations.

Improving relaxations for potential-driven network flow problems via acyclic flow orientations
(2018)

The class of potential-driven network flow problems provides important models for a range of infrastructure networks. For real-world applications, they need to be combined with integer
models for switching certain network elements, giving rise to hard-to-solve MINLPs. We observe that on large-scale real-world meshed networks the usually employed relaxations are rather weak due to cycles in the network.
We propose acyclic flow orientations as a combinatorial relaxation of feasible solutions of potential-driven flow problems and show how they can be used to strengthen existing relaxations. First computational results indicate that the strengthend model is much tighter than the original relaxation, thus promising a computational advantage.