A matheuristic for a maintenance planning problem with non-convex objective function
Résumé
A heuristic approach is presented to solve a problem of planning maintenance work on the electrical network. The objective function to be minimized is non-convex, which makes the problem very difficult. The approach combines mathematical programming and local search. The initial solution is obtained by solving a simple mixed integer program that minimizes the linear part of the objective function. The solution is then improved by an iterative procedure based on solving mixed integer programs with modified objective function coefficients. Finally, the solution is further improved by a local search heuristic. This approach won the first prize in the senior category of the EURO/ROADEF 2020 challenge. Experimental results are presented which demonstrate the effectiveness of our approach on large instances provided by RTE (the French electricity transmission network).