Cooperative Approaches between some Metaheuristics and Integer programming for solving Generalized Multiple Knapsack Problem with Setup and its variants Yassine Adouani To cite this version: Yassine Adouani. Cooperative Approaches between some Metaheuristics and Integer programming for solving Generalized Multiple Knapsack Problem with Setup and its variants. Operations Research [cs.RO]. Université de Sfax (Tunisie), 2020. English. tel-02962094v2 HAL Id: tel-02962094 https://tel.archives-ouvertes.fr/tel-02962094v2 Submitted on 21 Oct 2020 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. 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Republic of Tunisia University of Sfax Ministry of Higher Education Faculty of Economics and and Scientific Research Management of Sfax PhD THESIS Submitted in partial fulfilment of the requirements for the degree of DOCTOR IN Management sciences Specialty: Operational research and decision making Cooperative Approaches between some Metaheuristics and Integer programming for solving Generalized Multiple Knapsack Problem with Setup and its variants Presented and publicly defended on 29 July 2020 by: Yassine ADOUANI Jury Member Mr. Nejib HACHICHA Full Professor, FSEG-Sfax Chair Mr. Bassem JARBOUI Full Professor, IHEC-Sfax Supervisor Mr. Abdelkarim EllOUMI Associate Professor, FSEG-Sfax Reviewer Mr. Souhail DHOUIB Full Professor, ISGI-Sfax Reviewer Mr. Abdelaziz DAMMEK Full Professor, FSEG-Sfax Member Mr. Malek MASMOUDI Associate Professor JMSE-France Invited Member Academic year: 2019-2020 Acknowledgement It is with great pleasure that i reserve this page as a sign of deep gratitude to all those who have kindly provided the necessary support for the smooth running of this thesis. I present my thanks to Prof. Nejib hachicha for the honor he had accorded me for agreeing to be the committee chair of my thesis. I also thank Prof. Abdelaziz dammak for the valuable service to examine my thesis and to be a member of the committee. My distinguished thanks go also to Prof. Abdelkarim Elloumi and Prof. Souhail Dhouib for taking their time to review my dissertation and for their relevant comments. I would like to express my deep gratitude to my supervisor Prof. Bassem Jarboui for his outstanding commitment to this thesis. I am also grateful for the support he gave me. His professionalism, friendliness and pedagogical and scientific qualities have been invaluable. I have the favor to thank my supervisor Prof. Malek Masmoudi for his interesting advices which are very useful to me and his collaboration to well accomplish this work. I am thankful to all my colleagues at MODILS Laboratory (Sfax-Tunisia). My success would not have been possible without the love, patience, prayers and support of my parents Messaoud and Mabrouka. I would like also to thank my sister Malika, my brothers Soufien, Nebil, Khaled and Tarek. Finally, I would like to express my deepest and heartfelt thanks to my beloved wife, Sana Hamdi, and my son, Nader. AUTHOR’S PUBLICATIONS The contributions proposed in this thesis have been presented in scientific communications and articles. Publications in international peer-reviewed journals - Adouani Y., Jarboui B., Masmoudi M. (2019). An efficient new matheuristic to solve the generalized multiple Knapsack Problem with Setup. European journal of industrial Engineering.Vol , pp. 1-27. (IF, 1.26). - Adouani Y., Jarboui B., Masmoudi M. (2019). A matheuristic to solve the 0-1 generalized quadratic multiple Knapsack Problem with Setup. Optim Lett. Vol, pp.1-22. (IF, 1.5). - Adouani Y., Jarboui B., Masmoudi M. Iterated local search-based matheuristic for the Multiple choice knapsack problem with setup. Submitted in International Transactions in Operational Research. - Adouani Y., Jarboui B., Masmoudi M. Estimation Distribution Algorithm-based Matheuristic for the Multiple Knapsack Problem with Setup. Submitted in European journal operation research. Book Chapter - Adouani Y., Jarboui B., Masmoudi M. (2019) A Variable Neighborhood Search with Integer Programming for the Zero-One Multiple-Choice Knapsack Problem with Setup. In: Sifaleras A., Salhi S., Brimberg J. (eds) Variable Neighborhood Search. ICVNS 2018. Lecture Notes in Computer Science. Vol. 11328, pp. 152-164. Springer, Cham. (SJR, 0.28). Publications in international peer-reviewed conferences - Y. Adouani, B. Jarboui, M. Masmoudi, A Variable neighborhood search with integer programming for the zero-one Multiple-Choice Knapsack Problem with Setup, in the conference 6th International Conference on Variable Neighborhood Search (ICVNS 2018), Sithonia, Halkidiki, Greece, October 4-7, 2018. - Y. Adouani, M. Masmoudi, I. Alghoul and B. Jardoui, A hybrid approach for zero-one Multiple -Choice Knapsack Problem with Setup, the International Conference of the African Federation of Operational Research Societies, 2-4 july 2018, Tunis. TABLE OF CONTENTS Introduction .............................................................................................................................. 1 Chapter I: Cooperative approaches 10 I.1 Introduction ................................................................................................................. 10 I.2 Exact methods .............................................................................................................. 10 I.2.1 Integer programming .............................................................................................. 11 I.2.2 Dynamic programming ........................................................................................... 12 I.2.3 Branch and bound method ..................................................................................... 13 I.2.4 Cutting plane ............................................................................................................ 13 I.2.5 Branch and cut method ........................................................................................... 13 I.3 Metaheuristics approaches ......................................................................................... 14 I.3.1 Simulated annealing ................................................................................................ 14 I.3.2 Variable neighborhood descent .............................................................................. 15 I.3.3 Iterated local search ............................................................................................... 15 I.3.4 Variable neighborhood search ............................................................................... 15 I.4 Cooperatives approaches ........................................................................................... 16 I.4.1 First classification .................................................................................................... 16 I.4.2 Second classification ................................................................................................ 17 I.4.3 Third classification .................................................................................................. 18 I.5 Matheuristic approach ................................................................................................ 20 I.6 Conclusion .................................................................................................................... 21 Chapter II : Cooperative approach between VND and IP for solving (G)MKPS 22 II.1 Introduction ................................................................................................................. 22 II.2 Literature review ......................................................................................................... 25 II.3 Problem description .................................................................................................... 27 II.4 Matheuristic VND&IP ................................................................................................ 29 II.4.1 Initial feasible solution ......................................................................................... 30 II.4.2 Upper bound for , -………………………………………………………………………34 II.4.3 SWAP&IP local search ........................................................................................ 35 II.4.4 INSERT&IP local search .................................................................................... 36 II.4.5 DROP/ADD&IP local search .............................................................................. 37 II.5 Computational experiments ....................................................................................... 38 i II.5.1 Performance analysis of the VND&IP components .......................................... 39 II.5.2 Sensitivity analysis of GMKPS parameters ....................................................... 41 II.5.3 Experimentation ................................................................................................... 44 II.6 Conclusion .................................................................................................................... 49 Chapter III: Cooperative approach between VNS and IP for solving MCKS