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Le problème de planification de techniciens et d'interventions pour les télécommunications (TIST pour Technicians and Interventions Scheduling Problem forTelecommunications) comprend la planification d'interventions et l'affectation d'équipes de techniciens à ces interventions. Chaque intervention est caractérisée, entre autres, par une priorité. L'objectif de ce problème est de séquencer les interventions en tenant compte de leur priorité tout en satisfaisant un ensemble de contraintes comme l'ordre d'exécution de certaines interventions et le nombre minimum de techniciens d'un niveau de compétence donné à affecter à chaque intervention. La résolution de ce problème est centrée sur un algorithme GRASP (Greedy Randomized Adaptive Search Procedure) caractérisé par une mise à jour dynamique des critères de choix des interventions. Pour évaluer la qualité des résultats obtenus par cette approche heuristique, nous présentons également un calcul de bornes inférieures.
In this paper, we describe the methodology used to tackle FranceTelecom workforce scheduling problem (the subject of the RoadefChallenge 2007) and we report the results obtained on the different data sets provided for the competition. Since the problem at hand appears to be NP-hard and due to the highdimensions of the instance sets, we use a two-step heuristical approach. Wefirst devise a problem-tailored heuristic that provides good feasiblesolutions and then we use a meta-heuristic scheme to improve the currentresults. The tailored heuristic makes use of sophisticated integer programming modelsand the corresponding sub-problems are solved using CPLEXwhile the meta-heuristic framework is a randomized local search algorithm. The approach herein described allowed us to rank 5th in this challenge.
Cet article décrit une approche de la modélisation d'un système d'acteurs, particulièrement adaptée à la modélisation desentreprises, fondée sur la théorie des jeux [11] et sur l'optimisation par apprentissage du comportement de ces acteurs. Cette méthode repose sur la combinaison de trois techniques : la simulation par échantillonnage (Monte-Carlo), la théorie des jeux pour ce qui concerne la recherche d'équilibre entre les stratégies, et les méthodes heuristiques d'optimisation locale, en particulier les algorithmes génétiques. Cette combinaison n'est pas originale en soi, même si elle est rarement utilisée avec toute la puissance d'expression conjointe de ces techniques. La contribution de cet article est double : d'une part nous proposons un modèle qui permet de structurer de façon systématique cette collaboration entre différentes techniques et, d'autre part, nous utilisons la technique des algorithmes génétiques pour enrichir la recherche des équilibres de Nash sous forme de points fixes. Il s'agit d'une méthode de simulation, qui n'est pas destinée à la résolution de problèmes, mais à la validation et l'étude des propriétés d'un modèle associé à un problème particulier.
Dans ce papier, nous traitons le problème de minimisation dumakespan dans un flow shop hybride à deux étages avec machinesdédiées. En premier lieu, nous présentons des propriétés de base, unensemble de bornes inférieures et deux cas polynomiaux. En secondlieu, nous proposons une nouvelle heuristique qui exploite cespropriétés, et cherche à placer les jobs, en tenant compte pourchaque instance du problème, de la valeur de la borne inférieure.La dernière partie de ce travail présente les résultatsexpérimentaux d'une étude comparative avec une heuristique de lalittérature. L'analyse de ces résultats permet d'apprécier laqualité de notre proposition.
In the paper we generalize sufficient and necessary optimality conditions obtained by Ginchev, Guerraggio, Rocca, and by authors with the help of the notion of ℓ-stability for vector functions.
Linear programming techniques can be used in constructing schedules but theirapplication is not trivial. This in particular holds true if a trade-offhas to be made between computation time and solution quality. However,it turns out that – whenhandled with care – mixed integer linear programs may provide effectivetools. This is demonstrated in the successful approach to the benchmarkconstructed for the 2007 ROADEF computation challenge on scheduling problemsfurnished by France Telecom.
In this book, the authors treat macroeconomic models as composed of large numbers of micro-units or agents of several types and explicitly discuss stochastic dynamic and combinatorial aspects of interactions among them. In mainstream macroeconomics sound microfoundations for macroeconomics have meant incorporating sophisticated intertemporal optimization by representative agents into models. Optimal growth theory, once meant to be normative, is now taught as a descriptive theory in mainstream macroeconomic courses. In neoclassical equilibria flexible prices led the economy to the state of full employment and marginal productivities are all equated. Professors Aoki and Yoshikawa contrariwise show that such equilibria are not possible in economies with a large number of agents of heterogeneous types. They employ a set of statistical dynamical tools via continuous-time Markov chains and statistical distributions of fractions of agents by types available in the new literature of combinatorial stochastic processes, to reconstruct macroeconomic models.
In this paper, we consider a linear program with only equality constraints but containing interval and random coefficients. We first address the linear program with interval coefficients, and establish some structural properties of this linear program. On this basis, a solution method is proposed. We then move on to consider the linear program with random coefficients. Using the chance constraint approach and a new approach, the satisfaction degree approach, we obtain the two respective deterministic equivalent formulations. Then the results and the numerical solution methods obtained for these two linear models are applied to the original linear problem which contains both interval and random coefficients. By way of illustration, we consider a practical problem, where the optimal mixing proportions need to be determined for the mix slurry in the production process of aluminium with sintering. This gives rise to a linear program with interval and random coefficients. Its deterministic equivalent formulations are presented. Preliminary numerical examples show that the proposed models and the solution methods are promising.
In boats used for competitive rowing it is traditional for the rowers to use strokes in which the angle between the oar shaft and the perpendicular to the hull centre line is much greater at the catch than it is at the end of the power stroke. As a result, the oar blade is even more inefficient in its action at the catch than it is at the end of the power stroke. This paper shows how boat performance in a race would be improved by reducing the difference in these starting and finishing angles.The claim of improved race performance is supported by a detailed investigation of the dynamics involved in the case of a particular coxless pair whose performance has been recorded by the Australian Institute of Sport. We also suggest an easy way to make the necessary change in boat design.
A class of first-order impulsive functional differential equations with forcing terms is considered. It is shown that, under certain assumptions, there exist positive T-periodic solutions, and under some other assumptions, there exists no positive T-periodic solution. Applications and examples are given to illustrate the main results.
Ce travail porte sur l'optimisation des lignesd'usinage pour la grande série. Une telle ligne comporte plusieurspostes de travail, chacun étant équipé avec boîtiers multibroches. Unboîtier multibroche exécute plusieurs opérations en parallèle.Lors de la conception en avant-projet, il est nécessaire d'affecter toutes les opérations à des boîtiers etdes postes de travail de sorte à minimiser le nombre de postes et deboîtiers utilisés. Pour ce nouveau problème d'équilibrage des lignesde production, nous proposons une approche de résolution pardécomposition en utilisant des méthodes exactes et heuristiques. Lesrésultats des tests numériques effectués sur des instances prochesdes problèmes réels sont présentés et analysés.
Starting from the famous Königsberg bridge problem which Euler described in 1736, we intend to show that some results obtained 180 years later by König are very close to Euler's discoveries.
Soit F une famille de critères conçue pour asseoir un modèle de préférences global sur un ensemble A d'actions potentielles (ou alternatives). On se place ici dans une perspective d'aide à la décision et dans l'hypothèse où des dépendances (encore appelées interactions) sont susceptibles d'exister entre certains des critères de F. On commence (cf. Sect. 2.1) par préciser ce que signifie l'affirmation "il existe des dépendances entre certains des critères de F" (Déf. 1). On s'intéresse ensuite à deux formes classiques de dépendances (cf. Sect. 2.2). Dans la Section 3, on cherche à apporter des éléments de réponse à la question : comment mettre en évidence les dépendances s'il en existe et comment les rendre intelligibles pour les parties prenantes au processus de décision ? On définit trois types de situations particulièrement dignes d'intérêt car aisément intelligibles et faciles à cerner. Dans la section suivante, on examine les possibilités qu'offrent un certain nombre de modèles d'agrégation pour prendre en compte explicitement des dépendances. On met notamment en évidence (cf. Sect. 4.2) les possibilités et limites de l'intégrale de Choquet. Tout au long de l'article, des exemples sont introduits pour illustrer les propos.
In this paper, a new schedule generation scheme forresource-constrained project scheduling problems is proposed. Given aproject scheduling problem and a priority rule, a schedule generationscheme determines a single feasible solution by inserting one by oneeach activity, according to their priority, inside a partialschedule. The paper proposes a generation scheme that differs from theclassic ones in the fact that it allows to consider the activities inany order, whether their predecessors have already been scheduled ornot. Moreover, activity insertion is performed so that delaying somealready scheduled activities is allowed. The paper shows that thisstrategy remains polynomial and often gives better results than moreclassic ones. Moreover, it is also interesting in the fact that somepriority rules, which are quite poor when used with classic schedulegeneration schemes, become very competitive with the proposed schedulegeneration scheme.
In this paper, we examine the influence of approximate first and/orsecond derivatives on the filter-trust-region algorithm designed forsolving unconstrained nonlinear optimization problems and proposed byGould, Sainvitu and Toint in [12]. Numericalexperiments carried out on small-scaled unconstrained problems fromthe CUTEr collection describe the effect of the use ofapproximate derivatives on the robustness and the efficiency of thefilter-trust-region method.
In this paper, we face a generalization ofthe problem of finding the distribution of how longit takes to reach a “target” set T of states inMarkov chain. The graph problems of finding the number of paths thatgo from a state to a target set and of finding the n-length path connectionsare shown to belong to this generalization.This paper explores how the statespace of the Markov chain can be reduced by collapsing togetherthose states that behave in the same way for the purposes ofcalculating the distribution ofthe hitting time of T.We prove the existence and the uniqueness of aoptimal projection for this aim which extends the results given in[G. Aletti and E. Merzbach, J. Eur. Math. Soc. (JEMS)8 (2006) 49–75], together with the existence of a polynomial algorithm which reaches this optimum.Some applied examples are presented. Markov complexity is defined an tested onsome classical problems to demonstrate the deeper understanding that ismade possible by this approach.
This paper investigates the problem of maximizing the revenue of a telecommunications operator by simultaneously pricing point-to-point services and allocating bandwidth in its network, while facing competition. Customers are distributed into market segments, i.e., groups of customers with a similar preference for the services. This preference is expressed using utility functions, and customers choose between the offers of the operator and of the competition according to their utility. We model the problem as a leader-follower game between the operator and the customers. This kind of problem has classically been modeled as a bilevel program. A market segmentation is usually defined by a discrete distribution function of the total demand for a service; in this case, the problem can be modeled as a combinatorial optimization problem. In this paper, however, we motivate the use of a continuous distribution function and investigate the nonlinear continuous optimization problem obtained in this case. We analyze the mathematical properties of the problem, and in particular we give a necessary and sufficient condition for its convexity. We introduce methods to solve the problem and we provide encouraging numerical results on realistic telecommunications instances of the problem, showing that it can be solved efficiently.
This paper aims at proposing tractable algorithms to find effectively good solutions to large size chance-constrained combinatorial problems. A new robust model is introduced to deal with uncertainty in mixed-integer linear problems. It is shown to be strongly related to chance-constrained programming when considering pure 0–1 problems. Furthermore, its tractability is highlighted. Then, an optimization algorithm is designed to provide possibly good solutions to chance-constrained combinatorial problems. This approach is numerically tested on knapsack and multi-dimensional knapsack problems. The results obtained outperform many methods based on earlier literature.