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Offre de stage M2 DecisionBrain : Implementing Generic Heuristics in DecisionBrain MIP Modeler

Forum 'Stages' - Sujet créé le 13/10/2023 par S. Beraudy (317 vues)


Le 13/10/2023 par S. Beraudy :

Context

DecisionBrain is a software company that specializes in providing analytics and optimization solutions, primarily in the fields of production planning [1] and workforce management [2]. Our software is used to solve a wide variety of problems, for example including shared bikes in London, allocation of nursery places, reduction of accidents and CO2 emissions when supplying factories and optimization of production to limit unsold stock. DecisionBrain is located in Paris (10e, Montpellier (Millénaire) and Bologna (Italy). We also have international offices in the USA, Brazil and Hong Kong.

Internship subject

DecisionBrain develops for its customers optimization engines to solve problems which vary from routing problems to scheduling problems to very complex multi-level lot-sizing problems. For these optimization engines, based on MIP solvers, DecisionBrain has developed a MIP Modeler in Java which allows to easily model Mixed Integer Programming problems. Thanks to this MIP Modeler, the same optimization model can currently be solved using IBM Cplex, Gurobi or XPRESS-MP. This modeler aims at performing benchmarks between the different available solvers in order to define the best one to solve for the mathematical problems faced at DecisionBrain. A second objective is to develop generic optimization approaches. These approaches can be inspired by the ones currently used at DecisionBrain in the different optimization engines developed (to solve production planning, workforce routing and scheduling or maintenance problems). Part of this internship consists in improving the interaction between the modeler, the solver and the user. This aspect is oftentimes neglected in the solvers currently available, where a lot of specific information detained by the user can be lost. How to define this interaction will be one of the key points of the internship. An idea would be to add tags on the variables or on the constraints in order to provide additional information that could be used by the modeler to:

  • Define priorities to sort the constraints (to relax the least important ones for feasibility studies)
  • Introduce indicators to define which constraints to relax and use it to develop a Lagrangian relaxation framework [3, 4]
  • Define scores to the variables and use it to develop a generic iterative heuristic (such as the Relax-andFix heuristic [5, 6])

The internship consequently consists in:

  • Performing a state of the art on generic heuristic
  • Implement heuristic(s) on the MIP Modeler based on the information provided by the user
  • Run a benchmark between the different solvers available and an additional open-source solver such as GLPK. This benchmark will be applied to real industrial instances in production planning and maintenance planning problems

Practical information

Environment This internship will take place in DecisionBrain’s Paris office (24 Rue Louis Blanc, 75010 Paris) or in Montpellier office (97 rue de freyr, 34000 Montpellier). This internship can be followed by a permanent position in Operation Research at DecisionBrain, working with the Factory team on various projects in the field of Manufacturing, Workforce Management, Logistics or Maintenance.

Date The start of the internship is flexible but is expected to be in Spring 2024.

Profile Candidates must be M2 level student (2nd year of MSc or last year of “cycle ing´enieur”). They must have a solid background in computer science, good programming skills, and a particular liking for operational research.

Contact Candidates must send their CV, a letter of motivation and their master marks to careers@decisionbrain.com

References

[1] Yves Pochet and Laurence A. Wolsey. Production planning by mixed integer programming. Springer series in operations research and financial engineering. Springer, New York ; Berlin, 2006.

[2] Philippe De Bruecker, Jorne Van den Bergh, Jeroen Beli¨en, and Erik Demeulemeester. Workforce planning incorporating skills: State of the art. European Journal of Operational Research, 243(1):1 – 16, 2015.

[3] Marshall L Fisher. The lagrangian relaxation method for solving integer programming problems. Management science, 27(1):1–18, 1981.

[4] Haldun S¨ural, Meltem Denizel, and Luk N. Van Wassenhove. Lagrangean relaxation based heuristics for lot sizing with setup times. European Journal of Operational Research, 194(1):51–63, April 2009.

[5] Stefan Helber and Florian Sahling. A fix-and-optimize approach for the multi-level capacitated lot sizing problem. International Journal of Production Economics, 123(2):247–256, February 2010.

[6] C Joncour, J Kritter, S Michel, and X Schepler. Generalized relax-and-fix heuristic. Computers & Operations Research, 149:106038, 2023.







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