Generalized Assignment Problem Generalized Assignment Problem

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 11

See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/286825685

Generalized assignment problem Generalized Assignment Problem

Chapter · January 2008


DOI: 10.1007/978-0-387-74759-0_200

CITATIONS READS

27 2,745

2 authors, including:

O. Erhun Kundakcioglu
Ozyegin University
40 PUBLICATIONS   402 CITATIONS   

SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Inventory Management and Transshipment Policies for Drugs with No Annual Contract in Pharmaceutical Supply Chain Planning Under Uncertainty View project

All content following this page was uploaded by O. Erhun Kundakcioglu on 16 October 2017.

The user has requested enhancement of the downloaded file.


Generalized Assignment Problem G 1153

See also
Generalized Assignment Problem
 Complementarity Algorithms in Pattern
Recognition O. ERHUN KUNDAKCIOGLU, SAED ALIZAMIR
 Mathematical Programming Methods in Supply Department of Industrial and Systems Engineering,
Chain Management University of Florida, Gainesville, USA
 Simultaneous Estimation and Optimization of
Nonlinear Problems MSC2000: 90-00

References Article Outline


1. Boyd S, Vandenberghe L (2004) Convex Optimization. Introduction
Cambridge University Press, Cambridge
Extensions
2. Cottle RW, Dantzig G (1968) Complementarity pivot theory
Multiple-Resource Generalized Assignment Problem
of mathematical programming. Lin Algebra Appl 1:103–
Multilevel Generalized Assignment Problem
125
Dynamic Generalized Assignment Problem
3. Cottle RW, Pang J-S, Stone RE (1992) The Linear Comple-
Bottleneck Generalized Assignment Problem
mentarity Problem. Academic Press, Inc., San Diego
Generalized Assignment Problem with Special Ordered Set
4. Kojima M, Megiddo N, Ye Y (1992) An Interior point po-
Stochastic Generalized Assignment Problem
tential reduction algorithm for the linear complementarity
Bi-Objective Generalized Assignment Problem
problem. Math Programm 54:267–279
Generalized Multi-Assignment Problem
5. Lemke CE (1965) Bimatrix Equilibrium Points and Mathe-
matical Programming. Manag Sci 11:123–128
Methods
Exact Algorithms
6. Lemke CE, Howson JT (1964) Equilibrium points of bimatrix
Heuristics
games. SIAM J Appl Math 12:413–423
7. Mangasarian OL (1979) Simplified characterizations of lin- Conclusions
ear complementarity problems solvable as linear pro- References
grams. Math Programm 10(2):268–273
8. Mangasarian OL (1976) Linear complementarity problems Introduction
solvable by a single linear program. Math Programm
10:263–270 The generalized assignment problem (GAP) seeks the
9. Mangasarian OL (1978) Characterization of linear co com- minimum cost assignment of n tasks to m agents such
plementarity problems as linear program. Math Programm that each task is assigned to precisely one agent subject
7:74–87
to capacity restrictions on the agents.
10. Ferris MC, Sinapiromsaran K (2000) Formulating and Solv-
ing Nonlinear Programs as Mixed Complementarity Prob- The formulation of the problem is:
lems. In: Nguyen VH, Striodot JJ, Tossing P (eds) Optimiza- n
m X
X
tion. Springer, Berlin, pp 132–148 min ci j xi j (1)
11. Patrizi G (1991) The Equivalence of an LCP to a Paramet- iD1 jD1
ric Linear program with a Scalar Parameter. Eur J Oper Res
51:367–386 n
X
12. Vavasis S (1991) Nonlinear Optimization: Complexity Is- subject to ai j xi j  bi i D 1; : : : ; m (2)
sues. Oxford University Press, Oxford jD1
13. Ye Y (1991) An O(n3 L) Potential Reduction Algorithm for
m
X
linear Programming. Math Programm 50:239–258
14. Ye Y (1992) On affine scaling algorithms for nonconvex xi j D 1 j D 1; : : : ; n (3)
quadratic programming. Math Programm 56:285–300 iD1
15. Ye Y (1993) A fully polynomial-time approximation algo-
x i j 2 f0; 1g i D 1; : : : ; m;
rithm for computing a stationary point of the general lin- (4)
ear complementarity problem. Math Oper Res 18:334–345 j D 1; : : : ; n
16. Ye Y, Pardalos PM (1991) A Class of Linear Complementar-
where c i j is the cost of assigning task j to agent i, a i j is
ity Problems Solvable in Polynomial Time. Lin Algebra Appl
152:3–17 the capacity used when task j is assigned to agent i,
17. Ye Y (1997) Interior Point Algorithms: Theory and Analysis. and b i is the available capacity of agent i. Binary vari-
Wiley, New York able x i j equals 1 if task j is assigned to agent i, and 0
1154 G Generalized Assignment Problem

otherwise. Constraints 3 are usually referred to as the ing the tasks assigned to it. Although most of the prob-
semi-assignment constraints. lems can be modeled as GAP, multiple resource con-
The formulation above was first studied by Srini- straints are frequently required in the effective model-
vasan and Thompson [80] to solve a transportation ing of real life problems. MRGAP may be encountered
problem. The term generalized assignment problem for in large models dealing with processor and database lo-
this setting was introduced by Ross and Soland [74]. cation in distributed computer systems, trucking indus-
This model is a generalization of previously proposed try, telecommunication network design, cargo loading
model by DeMaio and Roveda [17] where the capacity on ships, warehouse design and work load planning in
absorption is agent independent (i. e., a i j D a j ; 8i). job shops.
The classical assignment problem, which provides Gavish and Pirkul [29] introduce and compare var-
a one to one pairing of agents and tasks, can be solved ious Lagrangian relaxations of the problem and suggest
in polynomial time [47]. However, in GAP, an agent heuristic solution procedures. They design an exact al-
may be assigned to multiple tasks ensuring each task gorithm by incorporating one of these heuristics along
is performed exactly once, and the problem is N P - with a branch-and-bound procedure.
hard [28]. Even the GAP with agent-independent re- Mazzola and Wilcox [58] modify Gavish and Pirkul
quirements is an N P -hard problem [23,53]. heuristic and develop a hybrid heuristic for MRGAP.
The GAP has a wide spectrum of application areas Their algorithm defines a three phase heuristic which
ranging from scheduling (see [19,84]) and computer first constructs a feasible solution and then systemat-
networking (see [5]) to lot sizing (see [31]) and facility ically tries to improve the solution. As an enhanced
location (see [7,30,74,75]). Nowakovski et al. [64] study version of MRGAP, Janak et al. [38] study the NSF
the ROSAT space telescope scheduling where the prob- panel-assignment problem. In this setting, each task
lem is formulated as a GAP and heuristic methods are (i. e., proposal) has a specific number of agents (i. e., re-
proposed. Multiperiod single-source problem (MPSSP) viewers) assigned to it and each agent has a lower and
is reformulated as a GAP by Freling et al. [25]. Janak upper bound on the number of tasks that can be done.
et al. [38] reformulate the NSF panel-assignment prob- The objective is to optimize the sum of a set of prefer-
lem as a multiresource preference-constrained GAP. ence criteria for each agent on each task while ensuring
Other applications of GAP include lump sum capi- that each agent is assigned to approximately the same
tal rationing, loading in flexible manufacturing sys- number of tasks.
tems (see [45]), p-median location (see [7,75]), max-
imal covering location (see [42]), cell formation in
Multilevel Generalized Assignment Problem
group technology (see [79]), refueling nuclear reac-
tors (see [31]), R & D planning (see [92]), and routing The Multilevel Generalized Assignment Problem
(see [22]). A summary of applications and assignment (MGAP) is first introduced by Glover et al. [31] to
model components can be found in [76]. provide a model for the allocation of tasks in a manu-
facturing environment. MGAP differs from the classical
Extensions GAP in that, agents can perform tasks at different effi-
ciency levels, implying both different costs and different
Multiple-Resource Generalized Assignment Problem resource requirements. Each task must be assigned to
Proposed by Gavish and Pirkul [29], multi-resource one and only one agent at a level and each agent has
generalized assignment problem (MRGAP) is a special limited amount of single resource. Important manufac-
case of the multi-resource weighted assignment model turing problems, such as lot sizing, can be formulated
that is previously studied by Ross and Zoltners [76]. as MGAP.
In MRGAP a set of tasks has to be assigned to a set Laguna et al. [46] use a neighborhood structure
of agents in a way that permits assignment of multi- for defining moves based on ejection chains and de-
ple tasks to an agent subject to a set of resource con- velop a Tabu Search (TS) algorithm for this problem.
straints. This problem differs from the GAP in that, French and Wilson [26] develop two heuristic solu-
an agent consumes a variety of resources in perform- tion methods for MGAP from the solution methods
Generalized Assignment Problem G 1155

for GAP. Procedures for deriving an upper bound on to an agent is minimized. Min-sum objective func-
the solution of the problem are also described. Ce- tions are commonly used in private sector applications,
selli and Righini [11] present a branch-and-price al- while min-max objective function can be applied to
gorithm based on decomposition of the MGAP into the public sector. BGAP has several important applica-
a master problem and a pricing sub-problem, where tions in scheduling and allocation problems. Mazzola
the former is a set-partitioning problem and the latter and Neebe [57] propose two min-max formulations
is a multiple-choice knapsack problem. This algorithm for the GAP: the Task BGAP and the Agent BGAP.
is the first exact method proposed in the literature for Martello and Toth [56] present an exact branch-and-
the MGAP. To provide a flexible assignment tool to bound algorithm as well as approximate algorithms
the decision maker, Hajri-Gabouj [37] develops a fuzzy for BGAP. They introduce relaxations and produce,
genetic multi-objective optimization algorithm to solve as sub-problems, min-max versions of the multiple-
a nonlinear MGAP. choice knapsack problem which can be solved in poly-
nomial time.
Dynamic Generalized Assignment Problem
In The Gap Model, the sequence in which the agent per- Generalized Assignment Problem
forms the tasks is not considered. This sequence is es- with Special Ordered Set
sential when each task is performed to meet a demand
GAP is further generalized to include cases where items
and earliness or tardiness incurs additional cost. Dy-
may be shared by a pair of adjacent knapsacks. This
namic generalized assignment problem (DGAP) is sug-
problem is called the generalized assignment prob-
gested to track customer demand while assigning tasks
lem with special ordered sets of type 2 (GAPS2). In
to agents. Kogan et al. [44], for the first time, add the
other words, GAPS2 is the problem of allocating tasks
impact of time to the GAP model assuming that each
to time-periods, where each task must be assigned to
task has a due date. They formulate the continuous-
a time-period, or shared between two consecutive time-
time optimal control model of the problem and derive
periods. Farias et al. [15] introduce this problem which
analytical properties of the optimal behavior of such
can also be applied to production scheduling. They
a dynamic system. Based on those properties, an effi-
study the polyhedral structure of the convex hull of the
cient time-decomposition procedure is developed.
feasible space, develop three families of facet-defining
Kogan et al. [43] extend the DGAP to cope with
valid inequalities, and show that these inequalities cut
stochastic environment and multiple agent-task rela-
off all infeasible vertices of the LP relaxation. A branch-
tionships. They prove that this stochastic, continuous-
and-cut procedure is described and facet-defining valid
time generalized assignment problem is strongly
inequalities are used as cuts. Wilson [86] modifies and
N P -hard and reduce the model to a number of classi-
extends a heuristic algorithm developed previously for
cal deterministic assignment problems stated at discrete
the GAP problem to solve GAPS2. He argues that, any
time points. A pseudo-polynomial time combinatorial
feasible solution to GAP is a feasible solution to GAPS2,
algorithm is developed to approximate the solution.
hence a heuristic algorithm for GAP can also be used as
The well-known application of such a generalization is
a heuristic algorithm to GAPS2. A solution produced by
found in the stochastic environment of the flow shop
a GAP heuristic will be close to GAPS2 optimality if it is
scheduling of parallel workstations and flexible man-
close to the LP relaxation bound of GAP. The heuristic
ufacturing cells as well as dynamic inventory manage-
uses a series of moves starting from an infeasible, but in
ment.
some senses optimal solution and then attempts to re-
store feasibility with minimal degradation to the objec-
Bottleneck Generalized Assignment Problem tive function value. An existing upper bound for GAP
Bottleneck generalized assignment problem (BGAP), is also generalized to be used for GAPS2.
is the min-max version of the well-known (min-sum) French and Wilson [27] develop an LP-based
generalized assignment problem. In the BGAP, the heuristic procedure to solve GAPS2. They modify
maximum penalty incurred by assigning each task a heuristic for GAP to be used for GAPS2 and show
1156 G Generalized Assignment Problem

that, while Wilson [86] heuristic is straightforward for tasks and for leaving unprocessed tasks with positive
large instances of the problem, and Farias et al. [15] demand.
solve smaller instances of the problem by an exact
method, their heuristic solves fairly large instances of Bi-Objective Generalized Assignment Problem
the problem rapidly and with a consistently high degree
Zhang and Ong [91] consider the GAP from a multi-
of solution quality.
objective point of view, and propose an LP-based
heuristic to solve the bi-objective generalized assign-
Stochastic Generalized Assignment Problem ment problem (BiGAP). In BiGAP, each assignment
has two attributes that are to be considered. For exam-
In GAP, stochasticity may arise because the actual
ple, in production planning, these attributes may be the
amount of resource needed to process the tasks by
cost and the time caused by assigning jobs to machines.
the different agents may not be known in advance
or the presence or absence of individual tasks may
be uncertain. In such cases, there is a set of poten- Generalized Multi-Assignment Problem
tial tasks in which, each task may or may not re- Proposed by Park Et Al. [66], the generalized multi-
quire to be processed. Dyer and Frieze [20], analyze the assignment problem (GMAP) consists of tasks that may
generalized assignment problem under the assumption be required to be duplicated at several agents. In other
that all coefficients are drawn uniformly and indepen- words, each task is assigned to r j agents instead of one.
dently from [0; 1] interval. Romeijn and Piersma [72] Park et al. [66] develop a Lagrangian dual ascent algo-
analyze a probabilistic version of GAP as the num- rithm for the GMAP that is combined with the subgra-
ber of tasks goes to infinity while the number of ma- dient search and used as a lower bounding scheme for
chines remains fixed. Their model is different from the branch-and-bound procedure.
Dyer and Frieze [20] since it doesn’t have the ad-
ditional assumptions that the cost and resource re- Methods
quirement parameters are independent of each other
Determining whether an instance of a GAP has a fea-
and among machines. They first derive a tight condi-
sible solution is an N P -complete problem. Hence,
tion on the probabilistic model of the parameters un-
unless P D N P , GAP admits no polynomial-time
der which, the corresponding instances of the GAP
approximation algorithm with fixed worst-case perfor-
are feasible with probability one. Next, under an addi-
mance ratio. Nevertheless there are numerous approxi-
tional sufficient condition, the optimal solution value
mation algorithms for GAP in the literature which actu-
of the GAP is characterized through a limiting value.
ally address a different setting where the available agent
It is shown that the optimal solution value, normal-
capacities are not fixed and the weighted sum of cost
ized by dividing by the number of tasks, converges
and available agent capacities is minimized. For some
with probability one to this limiting value. Toktas et
of these algorithms, a feasible solution is required as an
al. [82], consider the uncertain capacities situation and
input. For details, see [14,24,65,78]. Excluding this set-
derive two alternative approaches to utilize determinis-
ting for GAP, the solution approaches proposed in the
tic solution strategies while addressing capacity uncer-
literature are either exact algorithms or heuristics. For
tainty. Albareda-Sambola et al. [1] assume that a ran-
expository surveys on the algorithms, see [10,54,60].
dom subset of the tasks would require to be actually
processed. Tasks are interpreted as customers that may
or may not require a service. They construct a convex Exact Algorithms
approximation of the objective function and present The optimal solution to the GAP is obtained using
three versions of an exact algorithm to solve this prob- an implicit enumerative procedure either via branch-
lem based on branch-and-bound techniques, optimal- and-bound scheme or branch-and-price scheme in the
ity cuts, and a special purpose lower bound. An assign- literature. Branch-and-bound method consists of an
ment of tasks can be modified once the actual demands upper bounding procedure, a lower bounding proce-
are known. Different penalties are paid for reassigning dure, a branching strategy, and a searching strategy. It
Generalized Assignment Problem G 1157

is known that good bounding procedures are crucial Barnhart et al. [6] reformulate the GAP by applying
steps in branch-and-bound method. Branch-and-price Dantzig-Wolfe decomposition to obtain a tighter LP re-
proceeds similar to branch-and-bound but obtains the laxation. In order to solve the LP relaxation of the re-
bounds by solving the LP-relaxations of the subprob- formulated problem, pricing is done by solving a se-
lems by column generation. For more details on the ries of knapsack problems. Pigatti et al. [67] propose
valid inequalities and facets for the GAP that are used a branch-and-cut-and-price algorithm with a stabiliza-
in the solution procedures, see [16,32,33,40,55,67]. tion mechanism to speed up the pricing convergence.
The first branch-and-bound algorithm for the GAP Ceselli and Righini [11] present a branch-and-price al-
is proposed by Ross and Soland [74]. Considering gorithm for multilevel generalized assignment problem
a minimization problem, they obtain the lower bounds that is based on decomposition and a pricing subprob-
by relaxing the capacity constraints. Martello and lem that is a multiple-choice knapsack problem.
Toth [53] propose removing the semi-assignment con-
straints where the problem decomposes into a se-
Heuristics
ries of knapsack problems. Due to the quality of the
bounds obtained, this algorithm is frequently used in Large instances of the GAP are computationally in-
the literature for benchmarking purposes. Chalmet and tractable due to the N P -hardness of the problem.
Gelders [12] introduce the Lagrangian relaxation of the This calls for heuristic approaches whose benefits are
semi-assignment constraints. Fisher et al. [23] use this twofold; they can be used as stand-alone algorithms to
technique with multipliers set by a heuristic adjustment obtain good solutions within reasonable time and they
method to obtain the lower bounds in the branch-and- can be used to obtain the upper bounds in exact so-
bound procedure. Tighter bounds resulted from this lution methods such as the branch-and-bound proce-
method, significantly reduce the solution time. Guig- dure. Although the variety among the heuristics is high,
nard and Rosenwein [34] design a branch-and-bound they mostly fall into one of the following two categories:
algorithm with an enhanced Lagrangian dual ascent greedy heuristics and meta-heuristics.
procedure that solves a Lagrangian dual at each enu- Klastorin [41] proposes a two phase heuristic algo-
meration node and adds a surrogate constraint to the rithm for solving the GAP. In phase one, the algorithm
Lagrangian relaxed model. This algorithm effectively employs a modified subgradient algorithm to search for
solves generalized assignment problems with up to 500 the optimal dual solution and in phase two, a branch-
variables. Drexl [19] presents a hybrid branch-and- and-bound approach is used to search the neighbor-
bound/dynamic programming algorithm where the up- hood of the solution obtained in phase one.
per bounds are obtained via an efficient Monte Carlo Cattrysse et al. [9] use column generation tech-
type heuristic. Numerous lower bounds are proposed niques to obtain upper and lower bounds. In their
and their benchmark results are presented. Nauss [62] method, a column represents a feasible assignment of
proposes a branch-and-bound algorithm where lin- a subset of tasks to a single agent. The master problem is
ear programming cuts, Lagrangian relaxation, and sub- formulated as a set partitioning problem. New columns
gradient optimization are used to derive good lower are added to the master problem by solving a knapsack
bounds; feasible-solution generators with the heuristic problem for each agent. LP relaxation of the set parti-
proposed by Ronen [73] are used to derive good up- tioning problem is solved by a dual ascent procedure.
per bounds. Nauss [63] uses similar branch-and-bound Martello and Toth [54] present a greedy heuristic
techniques to solve the elastic generalized assignment that assigns the jobs to machines based on a desirability
problem (EGAP) as well. factor. This factor is defined as the difference between
The first branch-and-price algorithm for the gen- the largest and second largest weight factors. The algo-
eralized assignment problem is proposed by Savels- rithm iteratively considers, among the unassigned jobs,
bergh [77]. A combination of the algorithms proposed the one having the highest desirability factor (or regret
by Martello and Toth [53] and Jörnsten and Nas- factor) and assigns it to its maximum profit agent. This
berg [39] is used to calculate the upper bound and the iterative process establishes an initial solution which
pricing problem is proved to be a knapsack problem. would be improved in the next step of the algorithm
1158 G Generalized Assignment Problem

by simple interchange arguments. This heuristic can be Racer [2] to solve the GAP. In their method, the im-
used in a problem size reduction procedure by fixing provement phase consists of a two level nested loop.
variables to one or to zero. The major iteration creates an action set correspond-
Relaxation heuristics are developed by Lorena and ing to each neighborhood structure alternative. Possible
Narciso [49] for maximization version of GAP. Feasible neighborhood structures for GAP are: reassign (shift)
solutions are obtained by a subgradient search in a La- a task from one agent to another, swap the assignment
grangian or surrogate relaxation. Six different heuristics of two tasks, and permute the assignment of a subset
are derived particularizing relaxation, the step size in of the tasks. Then, a subsequence of operations that
the subgradient search and the method used to obtain achieves the highest saving is obtained through per-
the feasible solution. In a Lagrangian heuristic for GAP, forming some minor iterations. A new solution is estab-
Haddadi [35] introduces a substitution variable in the lished based on that and another major operation starts.
model which is defined as the multiplication of the orig- Amini and Racer [3] develop a hybrid heuristic
inal variables by their corresponding constraint coef- (HH) around the two well known heuristics: VDSH
ficients. The constraints defining these new variables (see [2,69]) and Heuristic GAP (HGAP) (see [54]). Pre-
are then dualized in the Lagrangian relaxation of the vious studies show that HGAP dominates VDSH in
problem and the resulted relaxation is decomposed into terms of solution time, while VDSH obtains solutions
two subproblems: the knapsack problem and the trans- of better quality within reasonable time. A computa-
portation problem. Narciso and Lorena [61] use relax- tional comparison is conducted with the leading alter-
ation multipliers with efficient constructive heuristics native heuristic approaches. Another hybrid approach
to find good feasible solutions. is by Lourenço and Serra [52] where a MAX-MIN Ant
A breadth-first branch-and-bound algorithm is de- System (MMAS) (see [81]) is applied with GRASP for
scribed by Haddadi and Ouzia [36] in which a standard the GAP.
subgradient approach is used in each node of the de- Yagiura et al. [90] propose a variable depth search
cision tree to solve the Lagrangian dual and to obtain (VDS) method for GAP. Their method alternates be-
an upper bound. The main contribution in this study is tween shift and swap moves to explore the solution
a new heuristic that is applied to exploit the solution of space. The main aspect of their method is that, in-
the relaxed problem by solving a GAP of smaller size. feasible solutions are allowed to be considered. How-
Romeijn and Romero Morales [70] study the opti- ever in some of the problem instances, the feasible
mal value function from a probabilistic point of view space is small or contains many small separate regions
and develop a class of greedy algorithms. A family of and the efficiency of the algorithm is affected. In an-
weight functions is designed to measure desirability of other study, Yagiura et al. [89] improve VDS by incor-
assigning each job to a machine which is used by the porating branching search processes to construct the
greedy algorithms. They derive conditions under which neighborhoods. They show that appropriate choices of
their algorithm is asymptotically optimal in a proba- branching strategies can improve the performance of
bilistic sense. VDS. Lin et al. [48] make further observations on the
Meta-heuristics are widely used to solve GAP in the VDSH method through a series of computational ex-
literature. They are either adapted by themselves for periments. They consider six greedy strategies for gen-
GAP or are used in combination with other heuristics erating the initial feasible solution and designed several
and meta-heuristics. simplified strategies for the improvement phase of the
Variable depth search heuristic (VDSH) is a gen- method.
eralization of local search in which the size of the Osman [68] develops a hybrid heuristic which com-
neighborhood adaptively changes to traverse a larger bines simulated annealing and tabu search. This algo-
search space. VDSH is a two phase algorithm. In the rithm takes advantage of the non-monotonic oscillation
first phase, an initial solution is developed and a lower strategy of tabu search as well as the simulated anneal-
bound is obtained. In the second phase, a nested itera- ing philosophy.
tive refinement process is applied to improve the qual- Yagiura et al. [87] propose a tabu search algorithm
ity of the solution. VDSH is introduced by Amini and for GAP which utilizes an ejection chain approach. An
Generalized Assignment Problem G 1159

ejection chain is an embedded neighborhood construc- Wilson [85] proposes another algorithm for GAP
tion that compounds simple moves to create more com- which is operating in a dual sense. Instead of genetically
plex and powerful moves. The chain considered in their improving a set of feasible solutions as in a regular GA,
study is a sequence of shift moves in which every two this algorithm tries to genetically restore feasibility to
successive moves share a common agent. Searching into a set of near optimal ones. The method starts with po-
the infeasible region is allowed incurring a penalty pro- tentially optimal but infeasible solutions and then im-
portional to the degree of infeasibility. An adaptive ad- proves feasibility while keeping optimality. When the
justment mechanism is incorporated for determining feasible solution is obtained, the algorithm uses local
appropriate values of the parameters to control their search procedures to improve the solution.
influence on the problem. Yagiura et al. [88] improve Lorena et al. [50] propose a constructive genetic
their previous method by adding a path relinking ap- algorithm (CGA) for GAP. In CGA, unlike classical
proach which is a mechanism for generating new so- GA, problems are modeled as bi-objective optimiza-
lutions by combining two or more reference solutions. tion problems, which consider the evaluation of two
The main difference of this method with the previous fitness functions. The evolution process is conducted
one is the way it generates starting solutions for ejection to attain the two objectives conserving schemata that
chains. It is shown that, by this simple change in the al- survive to an adaptive threshold test. The CGA al-
gorithm, the improvement in its performance is drastic. gorithm has some new features compared to GA in-
Asahiro et al. [4] develop two parallel heuristic cluding population formation by schemata, recombina-
algorithms based on the ejection chain local search tion among schemata, dynamic population, mutation
(EC) presented by Yagiura et al. [87]. One is a simple in structure and the possibility of using heuristics in
parallelization called multi-start parallel EC (MPEC) schemata and/or structure representation.
and the other one is cooperative parallel EC (CPEC). Lourenço and Serra [51] present two metaheuris-
In MPEC, each search process independently explores tic algorithms for GAP. One is a MIN-MAX ant sys-
search space while in CPEC search processes share par- tem which is combined with local search and tabu
tial information to cooperate with each other. They search heuristics. The other one is a greedy random-
show that their proposed algorithms outperform EC by ized adaptive search heuristic (GRASP) studied with
Yagiura [87]. several neighborhoods. Both of these algorithms con-
Diaz and Fernandez [18], devise a flexible tabu sist of three main steps: (i) constructing a solution by
search algorithm for GAP. Allowing the search to ex- either a greedy randomized or an ant system approach,
plore infeasible region and adaptively modification of (ii) improving these initial solutions by applying local
the objective function are the sources of flexibility. The search and a tabu search, (iii) updating the parameters.
modification of the objective function is caused by the These three steps are repeated until a stopping criterion
dynamic adjustment of the weight of the penalty in- is verified.
curred for violating feasibility. The main difference of Monfared and Etemadi [59] use a neural network
this method with the tabu search method of Yagiura based approach for solving the GAP. They investi-
et al. [87,88] in exploring the infeasible region is that, gate four different methods to structure the energy
in this method, no solution is qualitatively preferred to function of the neural network: exterior penalty func-
others in terms of its structure. tion, augmented Lagrangian, dual Lagrangian and in-
Chu and Beasley [13] develop a genetic algo- terior penalty function. They show that augmented La-
rithm for GAP that incorporates a fitness-unfitness grangian can produce superior results with respect to
pair evaluation function as a representation scheme. feasibility and integrality while maintaining feasibility
This algorithm uses a heuristic to improve the cost and stability measures.
and feasibility. Feltl and Raidl [21] add new features Problem generators and benchmark instances play
to this algorithm including two alternative initializa- an important role in comparing/developing new meth-
tion heuristics, a modified selection and replacement ods. Romeijn and Romero Morales [71] propose a new
scheme for handling infeasible solutions more appro- stochastic model for the GAP which can be used to ana-
priately and a heuristic mutation operator. lyze the random generators in the literature. They com-
1160 G Generalized Assignment Problem

pare the random generators by Ross and Soland [74], 11. Ceselli A, Righini G (2006) A branch-and-price algorithm for
Martello and Toth [53], Trick [83], Chalmet and the multilevel generalized assignment problem. Oper Res
Gelders [12], Racer and Amini [69] and conclude these 54:1172–1184
12. Chalmet L, Gelders L (1976) Lagrangean relaxation for
random generators are not adequate because they tend
a generalized assignment type problem. In: Advances in
to generate easier problem instances when the number OR. EURO, North Holland, Amsterdam, pp 103–109
of machines increases. Cario et al. [8] compare GAP 13. Chu EC, Beasley JE (1997) A genetic algorithm for the gen-
instances generated under two correlation-induction eralized assignment problem. Comput Oper Res 24:17–23
strategies. Using two exact and four heuristic algo- 14. Cohen R, Katzir L, Raz D (2006) An efficient approximation
for the generalized assignment problem. Inf Process Lett
rithms from the literature, they show how solutions are
100:162–166
affected by the correlation between costs and the re- 15. de Farias Jr, Johnson EL, Nemhauser GL (2000) A general-
source requirements. ized assignment problem with special ordered sets: a poly-
hedral approach. Math Program, Ser A 89:187–203
16. de Farias Jr, Nemhauser GL (2001) A family of inequalities
Conclusions
for the generalized assignment polytope. Oper Res Lett
This review presents the applications, extensions, and 29:49–55
solution methods for the generalized assignment prob- 17. DeMaio A, Roveda C (1971) An all zero-one algo-
rithm for a class of transportation problems. Oper Res
lem. As the GAP receives more attention, it will be more
19:1406–1418
likely to see large sets of classical benchmark instances 18. Diaz JA, Fernandez E (2001) A tabu search heuristic for
and comparative results on solution approaches. the generalized assignment problem. Eur J Oper Res
132:22–38
19. Drexl A (1991) Scheduling of project networks by job as-
References
signment. Manag Sci 37:1590–1602
1. Albareda-Sambola M, van der Vlerk MH, Fernandez E 20. Dyer M, Frieze A (1992) Probabilistic analysis of the gener-
(2006) Exact solutions to a class of stochastic generalized alised assignment problem. Math Program 55:169–181
assignment problems. Eur J Oper Res 173:465–487 21. Feltl H, Raidl GR (2004) An improved hybrid genetic algo-
2. Amini MM, Racer M (1994) A rigorous computational com- rithm for the generalized assignment problem. In: SAC ’04;
parison of alternative solution methods for the generalized Proceedings of the 2004 ACM symposium on Applied com-
assignment problem. Manag Sci 40(7):868–890 puting. ACM Press, New York, pp 990–995
3. Amini MM, Racer M (1995) A hybrid heuristic for the gener- 22. Fisher ML, Jaikumar R (1981) A generalized assignment
alized assignment problem. Eur J Oper Res 87(2):343–348 heuristic for vehicle routing. Netw 11:109–124
4. Asahiro Y, Ishibashi M, Yamashita M (2003) Independent 23. Fisher ML, Jaikumar R, van Wassenhove LN (1986) A mul-
and cooperative parallel search methods for the general- tiplier adjustment method for the generalized assignment
ized assignment problem. Optim Method Softw 18:129– problem. Manag Sci 32:1095–1103
141 24. Fleischer L, Goemans MX, Mirrokni VS, Sviridenko M (2006)
5. Balachandran V (1976) An integer generalized transporta- Tight approximation algorithms for maximum general as-
tion model for optimal job assignment in computer net- signment problems. In SODA ’06: Proceedings of the sev-
works. Oper Res 24(4):742–759 enteenth annual ACM-SIAM symposium on Discrete algo-
6. Barnhart C, Johnson EL, Nemhauser GL, Savelsbergh MWP, rithm. ACM Press, New York, pp 611–620
Vance PH (1998) Branch-and-price: column generation for 25. Freling R, Romeijn HE, Morales DR, Wagelmans APM (2003)
solving huge integer programs. Oper Res 46(3):316–329 A branch-and-price algorithm for the multiperiod single-
7. Beasley JE (1993) Lagrangean heuristics for location prob- sourcing problem. Oper Res 51(6):922–939
lems. Eur J Oper Res 65:383–399 26. French AP, Wilson JM (2002) Heuristic solution methods for
8. Cario MC, Clifford JJ, Hill RR, Yang J, Yang K, Reilly CH (2002) the multilevel generalized assignment problem. J Heuris-
An investigation of the relationship between problem tics 8:143–153
characteristics and algorithm performance: a case study of 27. French AP, Wilson JM (2007) An lp-based heuristic proce-
the gap. IIE Trans 34:297–313 dure for the generalized assignment problem with special
9. Cattrysse DG, Salomon M, Van LN Wassenhove (1994) A set ordered sets. Comput Oper Res 34:2359–2369
partitioning heuristic for the generalized assignment prob- 28. Garey MR, Johnson DS (1990) Computers and Intractabil-
lem. Eur J Oper Res 72:167–174 ity; A Guide to the Theory of NP-Completeness. Freeman,
10. Cattrysse DG, Van LN Wassenhove (1992) A survey of algo- New York
rithms for the generalized assignment problem. Eur J Oper 29. Gavish B, Pirkul H (1991) Algorithms for the multi-resource
Res 60:260–272 generalized assignment problem. Manag Sci 37:695–713
Generalized Assignment Problem G 1161

30. Geoffrion AM, Graves GW (1974) Multicommodity distribu- 49. Lorena LAN, Narciso MG (1996) Relaxation heuristics for
tion system design by benders decomposition. Manag Sci a generalized assignment problem. Eur J Oper Res 91:600–
20(5):822–844 610
31. Glover F, Hultz J, Klingman D (1979) Improved computer 50. Lorena LAN, Narciso MG, Beasley JE (2003) A constructive
based planning techniques, part ii. Interfaces 4:17–24 genetic algorithm for the generalized assignment prob-
32. Gottlieb ES, Rao MR (1990) (1; k)-configuration facets lem. J Evol Optim
for the generalized assignment problem. Math Program 51. Lourenço HR, Serra D (1998) Adaptive approach heuristics
46(1):53–60 for the generalized assignment problem. Technical Report
33. Gottlieb ES, Rao MR (1990) The generalized assignment 288, Department of Economics and Business, Universitat
problem: Valid inequalities and facets. Math Stat 46:31–52 Pompeu Fabra, Barcelona
34. Guignard M, Rosenwein MB (1989) An improved dual 52. Lourenço HR, Serra D (2002) Adaptive search heuristics for
based algorithm for the generalized assignment problem. the generalized assignment problem. Mathw Soft Comput
Oper Res 37(4):658–663 9(2–3):209–234
35. Haddadi S (1999) Lagrangian decomposition based heuris- 53. Martello S, Toth P (1981) An algorithm for the general-
tic for the generalized assignment problem. Inf Syst Oper ized assignment problem. In: Brans JP (ed) Operational Re-
Res 37:392–402 search ’81, 9th IFORS Conference, North-Holland, Amster-
36. Haddadi S, Ouzia H (2004) Effective algorithm and heuris- dam, pp 589–603
tic for the generalized assignment problem. Eur J Oper Res 54. Martello S, Toth P (1990) Knapsack Problems: Algorithms
153:184–190 and Computer Implementations. Wiley, New York
37. Hajri-Gabouj S (2003) A fuzzy genetic multiobjective op- 55. Martello S, Toth P (1992) Generalized assignment prob-
timization algorithm for a multilevel generalized assign- lems. Lect Notes Comput Sci 650:351–369
ment problem. IEEE Trans Syst 33:214–224 56. Martello S, Toth P (1995) The bottleneck generalized as-
38. Janak SL, Taylor MS, Floudas CA, Burka M, Mountziaris TJ signment problem. Eur J Oper Res 83:621–638
(2006) Novel and effective integer optimization approach 57. Mazzola JB, Neebe AW (1988) Bottleneck generalized as-
for the nsf panel-assignment problem: a multiresource and signment problems. Eng Costs Prod Econ 14(1):61–65
preference-constrained generalized assignment problem. 58. Mazzola JB, Wilcox SP (2001) Heuristics for the multi-
Ind Eng Chem Res 45:258–265 resource generalized assignment problem. Nav Res Logist
39. Jörnsten K, Nasberg M (1986) A new lagrangian relaxation 48(6):468–483
approach to the generalized assignment problem. Eur J 59. Monfared MAS, Etemadi M (2006) The impact of en-
Oper Res 27:313–323 ergy function structure on solving generalized assignment
40. Jörnsten KO, Varbrand P (1990) Relaxation techniques and problem using hopfield neural network. Eur J Oper Res
valid inequalities applied to the generalized assignment 168:645–654
problem. Asia-P J Oper Res 7(2):172–189 60. Morales DR, Romeijn HE (2005) Handbook of Combinato-
41. Klastorin TD (1979) An effective subgradient algorithm rial Optimization, supplement vol B. In: Du D-Z, Pardalos
for the generalized assignment problem. Comp Oper Res PM (eds) The Generalized Assignment Problem and exten-
6:155–164 sions. Springer, New York, pp 259–311
42. Klastorin TD (1979) On the maximal covering location 61. Narciso MG, Lorena LAN (1999) Lagrangean/surrogate re-
problem and the generalized assignment problem. Manag laxation for generalized assignment problems. Eur J Oper
Sci 25(1):107–112 Res 114:165–177
43. Kogan K, Khmelnitsky E, Ibaraki T (2005) Dynamic gener- 62. Nauss RM (2003) Solving the generalized assignment prob-
alized assignment problems with stochastic demands and lem: an optimizing and heuristic approach. INFORMS J
multiple agent task relationships. J Glob Optim 31:17–43 Comput 15(3):249–266
44. Kogan K, Shtub A, Levit VE (1997) Dgap – the dynamic gen- 63. Nauss RM (2005) The elastic generalized assignment prob-
eralized assignment problem. Ann Oper Res 69:227–239 lem. J Oper Res Soc 55:1333–1341
45. Kuhn H (1995) A heuristic algorithm for the loading prob- 64. Nowakovski J, Schwarzler W, Triesch E (1999) Using the
lem in flexible manufacturing systems. Int J Flex Manuf generalized assignment problem in scheduling the rosat
Syst 7:229–254 space telescope. Eur J Oper Res 112:531–541
46. Laguna M, Kelly JP, Gonzfilez-Velarde JL, Glover F (1995) 65. Nutov Z, Beniaminy I, Yuster R (2006) A (1  1/e)-approx-
Tabu search for the multilevel generalized assignment imation algorithm for the generalized assignment prob-
problem. Eur J Oper Res 82:176–189 lem. Oper Res Lett 34:283–288
47. Lawler E (1976) Combinatorial Optimization: Networks and 66. Park JS, Lim BH, Lee Y (1998) A lagrangian dual-based
Matroids. Holt, Rinehart, Winston, New York branch-and-bound algorithm for the generalized multi-
48. Lin BMT, Huang YS, Yu HK (2001) On the variable-depth- assignment problem. Manag Sci 44(12S):271–275
search heuristic for the linear-cost generalized assignment 67. Pigatti A, de Aragao MP, Uchoa E (2005) Stabilized branch-
problem. Int J Comput Math 77:535–544 and-cut-and-price for the generalized assignment prob-
1162 G Generalized Benders Decomposition

lem. In: Electronic Notes in Discrete Mathematics, vol 19 of 86. Wilson JM (2005) An algorithm for the generalized as-
2nd Brazilian Symposium on Graphs, Algorithms and Com- signment problem with special ordered sets. J Heuristics
binatorics, pp 385–395, 11:337–350
68. Osman IH (1995) Heuristics for the generalized assign- 87. Yagiura M, Ibaraki T, Glover F (2004) An ejection chain ap-
ment problem: simulated annealing and tabu search ap- proach for the generalized assignment problem. INFORMS
proaches. OR-Spektrum 17:211–225 J Comput 16:133–151
69. Racer M, Amini MM (1994) A robust heuristic for the gen- 88. Yagiura M, Ibaraki T, Glover F (2006) A path relinking ap-
eralized assignment problem. Ann Oper Res 50(1):487– proach with ejection chains for the generalized assign-
503 ment problem. Eur J Oper Res 169:548–569
70. Romeijn HE, Morales DR (2000) A class of greedy algo- 89. Yagiura M, Yamaguchi T, Ibaraki T (1998) A variable depth
rithms for the generalized assignment problem. Discret search algorithm with branching search for the general-
Appl Math 103:209–235 ized assignment problem. Optim Method Softw 10:419–
71. Romeijn HE, Morales DR (2001) Generating experimental 441
data for the generalized assignment problem. Oper Res 90. Yagiura M, Yamaguchi T, Ibaraki T (1999) A variable depth
49(6):866–878 search algorithm for the generalized assignment problem.
72. Romeijn HE, Piersma N (2000) A probabilistic feasibility In: Voss S, Martello S, Osman IH, Roucairol C (eds) Meta-
and value analysis of the generalized assignment problem. heuristics; Advances and Trends in Local Search paradigms
J Comb Optim 4:325–355 for Optimization, Kluwer, Boston, pp 459–471
73. Ronen D (1992) Allocation of trips to trucks operating from 91. Zhang CW, Ong HL (2007) An efficient solution to biob-
a single terminal. Comput Oper Res 19(5):445–451 jective generalized assignment problem. Adv Eng Softw
38:50–58
74. Ross GT, Soland RM (1975) A branch and bound algorithm
92. Zimokha VA, Rubinshtein MI (1988) R & d planning and the
for the generalized assignment problem. Math Program
generalized assignment problem. Autom Remote Control
8:91–103
49:484–492
75. Ross GT, Soland RM (1977) Modeling facility location prob-
lems as generalized assignment problems. Manag Sci
24:345–357
76. Ross GT, Zoltners AA (1979) Weighted assignment models Generalized Benders Decomposition
and their application. Manag Sci 25(7):683–696
77. Savelsbergh M (1997) A branch-and-price algorithm for
GBD
the generalized assignment problem. Oper Res 45:831– CHRISTODOULOS A. FLOUDAS
841
Department Chemical Engineering,
78. Shmoys DB, Tardos E (1993) An approximation algorithm
for the generalized assignment problem. Math Program Princeton University, Princeton, USA
62:461–474
79. Shtub A (1989) Modelling group technology cell forma- MSC2000: 49M29, 90C11
tion as a generalized assignment problem. Int J Prod Res
27:775–782
80. Srinivasan V, Thompson GL (1973) An algorithm for as- Article Outline
signing uses to sources in a special class of transportation
Keywords
problems. Oper Res 21(1):284–295
81. Stützle T, Hoos H (1999) The Max-Min Ant System and Local Formulation
Search for Combinatorial Optimization Problems. In: Voss Theoretical Development
S, Martello S, Osman IH, Roucairol C (eds) Meta-heuristics; The Primal Problem
Advances and trends in local search paradigms for opti- The Master Problem
mization. Kluwer, Boston, pp 313–329 Projection Onto the y-Space
82. Toktas B, Yen JW, Zabinsky ZB (2006) Addressing capacity Dual of V
uncertainty in resource-constrained assignment problems. Dual Representation of N(y)
Comput Oper Res 33:724–745 Algorithmic Development
83. Trick M (1992) A linear relaxation heuristic for the general- How to Solve the Master Problem
ized assignment problem. Nav Res Logist 39:137–151 General Algorithmic Statement of GBD
84. Trick MA (1994) Scheduling multiple variable-speed ma- Finite Convergence of GBD
chines. Oper Res 42(2):234–248 Variants of GBD
85. Wilson JM (1997) A genetic algorithm for the generalised Variant 1 of GBD: V1-GBD
assignment problem. J Oper Res Soc 48:804–809 V1-GBD Under Separability

View publication stats

You might also like