Stochastic Programming For E AMAN Reduced For GT2L
Stochastic Programming For E AMAN Reduced For GT2L
Ahmed Khassiba
Université de Montréal - Université de Toulouse III - ENAC
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 2 / 25
Motivation
Outline
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 3 / 25
Motivation
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 4 / 25
Motivation
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 4 / 25
Motivation
Steady predicted annual air traffic Limited runway capacity and a small
growth (despite Covid-19) margin of expansion
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 4 / 25
Motivation
Steady predicted annual air traffic Limited runway capacity and a small
growth (despite Covid-19) margin of expansion
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 5 / 25
Motivation
H - L - M: 6 + 2.5 = 8.5 NM
M L H
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 5 / 25
Motivation
H - L - M: 6 + 2.5 = 8.5 NM
M L H
L - M - H: 2.5 + 2.5 = 5 NM
H M L
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 5 / 25
Motivation
H - L - M: 6 + 2.5 = 8.5 NM
M L H
L - M - H: 2.5 + 2.5 = 5 NM
H M L
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 5 / 25
Motivation Literature review
Related literature
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 6 / 25
Motivation Arrival Management
This thesis
Contributions
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 9 / 25
Motivation Arrival Management
1 (Published) Khassiba, A., Bastin, F., Gendron, B., Cafieri, S., and Mongeau, M. (2019).
Extended aircraft arrival management under uncertainty: A computational study.
Journal of Air Transportation, 27(3):131–143
2 (Accepted in March 2020) Khassiba, A., Bastin, F., Cafieri, S., Gendron, B., and
Mongeau, M. (2020a). Two-stage stochastic mixed-integer programming with chance
constraints for extended aircraft arrival management.
Transportation Science
3 (In preparation) Khassiba, A., Bastin, F., Cafieri, S., Gendron, B., and Mongeau, M.
(2020b). Two-stage stochastic programming models for the extended aircraft arrival
management problem with multiple pre-scheduling points
Conferences:
EUROPT 2017, Montréal, Canada
INFORMS 2017, Québec city, Canada
ISMP 2018, Bordeaux, France
ROADEF 2019, Le Havre, France
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 10 / 25
Two-stage stochastic programming model
Outline
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 11 / 25
Two-stage stochastic programming model
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 12 / 25
Two-stage stochastic programming model
· ≥ SI · ≥ SI · ≥ S23 · ≥ S12
δ23 δ12
IAF RWY
3 2 1 3 2 1
(H) (M) (L) (H) (M) (L)
+
X X
δji = 1 , δij = 1 i ∈A In-out constraints
j∈A+ \{i} j∈A+ \{i}
I I
xj ≥ xi + S − Mij (1 − δij ) (i, j) ∈ A × A, i 6= j IAF separation constr.
I I
Ei ≤ xi ≤ Li i ∈A IAF time windows
+ +
δij ∈ {0, 1} (i, j) ∈ A ×A , i 6= j Binary nature
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 14 / 25
Two-stage stochastic programming model
+
X X
δji = 1 , δij = 1 i ∈A In-out constraints
j∈A+ \{i} j∈A+ \{i}
I I
xj ≥ xi + S − Mij (1 − δij ) (i, j) ∈ A × A, i 6= j IAF separation constr.
I Iα
P(xj + ωj ≥ xi + ωi + S − Mij (1 − δij )) ≥ α IAF separation probability constr.
(i, j) ∈ A × A, i 6= j
I I
Ei ≤ xi ≤ Li i ∈A IAF time windows
+ +
δij ∈ {0, 1} (i, j) ∈ A ×A , i 6= j Binary nature
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 14 / 25
Two-stage stochastic programming model
+
X X
δji = 1 , δij = 1 i ∈A In-out constraints
j∈A+ \{i} j∈A+ \{i}
I I
xj ≥ xi + S − Mij (1 − δij ) (i, j) ∈ A × A, i 6= j IAF separation constr.
I Iα
P(xj + ωj ≥ xi + ωi + S − Mij (1 − δij )) ≥ α IAF separation probability constr.
(i, j) ∈ A × A, i 6= j
I I
Ei ≤ xi ≤ Li i ∈A IAF time windows
+ +
δij ∈ {0, 1} (i, j) ∈ A ×A , i 6= j Binary nature
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 14 / 25
Two-stage stochastic programming model
+
X X
δji = 1 , δij = 1 i ∈A In-out constraints
j∈A+ \{i} j∈A+ \{i}
I I
xj ≥ xi + S − Mij (1 − δij ) (i, j) ∈ A × A, i 6= j IAF separation constr.
I Iα
P(xj + ωj ≥ xi + ωi + S − Mij (1 − δij )) ≥ α IAF separation probability constr.
(i, j) ∈ A × A, i 6= j
I I
Ei ≤ xi ≤ Li i ∈A IAF time windows
+ +
δij ∈ {0, 1} (i, j) ∈ A ×A , i 6= j Binary nature
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 14 / 25
Two-stage stochastic programming model
Model challenges
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 15 / 25
Two-stage stochastic programming model
Model challenges
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 15 / 25
Two-stage stochastic programming model
Model challenges
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 15 / 25
Two-stage stochastic programming model
Model challenges
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 15 / 25
Two-stage stochastic programming model
Model challenges
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 15 / 25
Approach evaluation and validation
Outline
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 16 / 25
Approach evaluation and validation
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 17 / 25
Approach evaluation and validation
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 17 / 25
Solution method
Outline
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 18 / 25
Solution method
Benders decomposition
Benders decomposition applied to two-stage stochastic programming
A.k.a. L-Shaped (Van Slyke and Wets, 1969):
Benders master problem → first-stage problem
Benders subproblem(s) → second-stage problem(s)
Main results
CPLEX automatic partitioning unsuitable for our case.
Disaggregated Benders outperforms CPLEX default Branch-and-Cut.
Partially-aggregated Benders performs best.
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 19 / 25
Extension to the multiple-IAF case
Outline
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 20 / 25
Extension to the multiple-IAF case
First stage: several IAFs, schedule for each Second stage: schedule for the runway Two problem variants
IAF
Target landing times Variant 1: IAF assignment as
[ additional decision? ] IAF Target landing sequence a first-stage decision
assignment
(inherited from the first stage) Variant 2: IAF assignment as
Target IAF times an input (fixed)
Target IAF sequence
(A single!) target landing sequence
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 21 / 25
Extension to the multiple-IAF case
Example:
− 1 1 1 1
IAF 1 sequence: 1 - 3 - 5
0 − 1 1 1
IAF 2 sequence: 2 - 4 δ = 0
0 − 1 1
Runway sequence: 1 - 2 - 3 - 4 - 5
0 0 0 − 1
0 0 0 0 −
First results: slight increase in the expected makespan (last landing time)
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 22 / 25
Perspectives
Outline
1 Motivation
4 Solution method
6 Perspectives
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 23 / 25
Perspectives
Perspectives
Uncertainty
Dependent random deviations,
Quantification (Tielrooij et al., 2015).
Solution method
Benders decomposition acceleration: e.g., solving second-stage (primal)
problem by dynamic programming (Faye, 2018), and generate
Pareto-optimal cuts by solving M-W problem (Magnanti and Wong, 1981).
Scenarios generation (Crainic et al., 2016) and clustering.
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 24 / 25
Thank you for your attention!
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 25 / 25
References
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Balakrishnan, H. and Chandran, B. G. (2010). Algorithms for scheduling
runway operations under constrained position shifting. Operations
Research, 58(6):1650–1665.
Beasley, J. E., Krishnamoorthy, M., Sharaiha, Y. M., and Abramson, D.
(2000). Scheduling aircraft landings: The static case. Transportation
Science, 34(2):180–197.
Benders, J. F. (1962). Partitioning procedures for solving mixed-variables
programming problems. Numerische Mathematik, 4(1):238–252.
Bennell, J. A., Mesgarpour, M., and Potts, C. N. (2017). Dynamic
scheduling of aircraft landings. European Journal of Operational
Research, 258(1):315–327.
Briskorn, D. and Stolletz, R. (2014). Aircraft landing problems with
aircraft classes. Journal of Scheduling, 17(1):31–45.
Chandran, B. G. and Balakrishnan, H. (2007). A dynamic programming
algorithm for robust runway scheduling. In Proceedings of the 2007
American Control Conference, pages 1161–1166. IEEE.
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 25 / 25
References
Crainic, T. G., Hewitt, M., Maggioni, F., and Rei, W. (2016). Partial
Benders decomposition strategies for two-stage stochastic integer
programs. Technical Report 2016-37, CIRRELT, Université de Québec à
Montréal, Canada.
Dear, R. G. (1976). The dynamic scheduling of aircraft in the near
terminal area. Technical Report R76-9, Massachusetts Institute of
Technology. Flight Transportation Laboratory.
Dear, R. G. and Sherif, Y. S. (1991). An algorithm for computer assisted
sequencing and scheduling of terminal area operations. Transportation
Research Part A, 25(2):129–139.
Faye, A. (2018). A quadratic time algorithm for computing the optimal
landing times of a fixed sequence of planes. European Journal of
Operational Research, 270:1148–1157.
Heidt, A. (2017). Uncertainty Models for Optimal and Robust ATM
Schedules. PhD thesis, Friedrich Alexander University, Erlangen,
Germany.
Heidt, A., Helmke, H., Kapolke, M., Liers, F., and Martin, A. (2016).
Ahmed Khassiba (UdeM-ENAC) Stochastic programming for E-AMAN April 22nd , 2021 25 / 25
References