We discuss formulations of integer programs with a huge number of variables and their solution by column generation methods, i.e., implicit pricing of nonbasic variables to generate new columns or to prove LP optimality at a node of the branchand-bound tree. We present classes of models for which this approach decomposes the problem, provides tighter LP relaxations, and eliminates symmetry. Wethen discuss computational issues and implementation of column generation, branch-andbound algorithms, including special branching rules and e cient ways to solve the LP relaxation. We also discuss the relationship with Lagrangian duality. 1

We present DRIVE (Dynamic Routing of Independent VEhicles), a planning module to be incorporated in a decision support system for the direct transportation at Van Gend & Loos BV. Van Gend & Loos BV is the largest company providing road transportation in the Benelux with about 1400 vehicles transporting 160,000 packages from thousands of senders to tens of thousands of addressees per day. The heart of DRIVE is a branch-and-price algorithm. Approximation and incomplete optimization techniques as well as a sophisticated column management scheme have been employed to create the right balance between solution speed and solution quality. DRIVE has been tested by simulating a dynamic planning environment with real-life data and has produced very encouraging results.

Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not found in textbooks, yet. We emphasize on the growing understanding of the dual point of view, which brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our "selected topics."

This paper is the second part of a work on the application of new search techniques for the vehicle routing problem with time windows. It describes GENEROUS, the GENEtic ROUting System, which is based on the natural evolution paradigm. Under this paradigm, a population of solutions evolves from one generation to the next by "mating" parent solutions to form new offspring solutions that exhibit characteristics inherited from their parents. For this vehicle routing application, a specialized methodology is devised for merging two vehicle routing solutions into a single solution that is likely to be feasible with respect to the time window constraints. Computational results on a standard set of test problems are reported, and comparisons are provided with other heuristics.

. We present how to apply Constraint Based Column Generation to a large class of subproblems, namely Constrained Knapsack Problems (CKP). They evolve e.g. from Cutting Stock Problems (see [7]) with additional constraints on the cutting patterns. Focussing on Constrained Knapsack Problems, we developed a new reduction algorithm for KP. It is being used as propagation routine for the CKP with O(n log n) preprocessing time and O(n) time per call. This sums up to an amortized time of O(n) for (log n) calls. Keywords: Constrained Based Column Generation, Constrained Knapsack Problems, Cutting Stock Problems, Reduction Algorithms. 1 Introduction Recently, a new framework for the integration of CP and OR within column generation approaches was developed, the so called Constraint Based Column Generation [11]. It describes a generic way of how to treat arbitrary constraints for the constrained subproblem in the column generation phase. The approach has been successfully used for the C...

We provide a review and synthesis of polyhedral approaches to machine scheduling problems. The choice of decision variables is the prime determinant of various formulations for such problems. Constraints, such as facet inducing inequalities for corresponding polyhedra, are often needed, in addition to those just required for the validity of the initial formulation, in order to obtain useful lower bounds and structural insights. We review formulations based on time–indexed variables; on linear ordering, start time and completion time variables; on assignment and positional date variables; and on traveling salesman variables. We point out relationship between various models, and provide a number of new results, as well as simplified new proofs of known results. In particular, we emphasize the important role that supermodular polyhedra and greedy algorithms play in many formulations and we analyze the strength of the lower and upper bounds obtained from different formulations and relaxations. We discuss separation algorithms for several classes of inequalities, and their potential applicability in generating cutting planes for the practical solution of such scheduling problems. We also review some recent results on approximation algorithms based on some of these formulations.

this paper occur at the tactical level. Strategic planning focuses on resource acquisition for the period from five to fifteen years ahead. Network planning problems may be viewed as the main strategic issues, but, in order to evaluate possible strategic alternatives, the subsequent stages including at least line planning and train schedule generation have to be considered. The disadvantages of the hierarchical planning are obvious, since the optimal output of a subtask which serves as the input of a subsequent task, will not result, in general, in an overall optimal solution.

Routing with time windows (VRPTW) has been an area of research that have attracted many researchers within the last 10 { 15 years. In this period a number of papers and technical reports have been published on the exact solution of the VRPTW. The VRPTW is a generalization of the well-known capacitated routing problem (VRP or CVRP). In the VRP a eet of vehicles must visit (service) a number of customers. All vehicles start and end at the depot. For each pair of customers or customer and depot there is a cost. The cost denotes how much is costs a vehicle to drive from one customer to another. Every customer must be visited exactly ones. Additionally each customer demands a certain quantity of goods delivered (know as the customer demand). For the vehicles we have an upper limit on the amount of goods that can be carried (known as the capacity). In the most basic case all vehicles are of the same type and hence have the same capacity. The problem is now for a given scenario to plan routes for the vehicles in accordance with the mentioned constraints such that the cost accumulated on the routes, the xed costs (how much does it cost to maintain a vehicle) or a combination hereof is minimized. In the more general VRPTW each customer has a time window, and between all pairs of customers or a customer and the depot we have a travel time. The vehicles now have to comply with the additional constraint that servicing of the customers can only be started within the time windows of the customers. It is legal to arrive before a time window \opens" but the vehicle must wait and service will not start until the time window of the customer actually opens. For solving the problem exactly 4 general types of solution methods have evolved in the literature: dynamic programming, Dantzig-Wolfe (column generation), Lagrange decomposition and solving the classical model formulation directly. Presently the algorithms that uses Dantzig-Wolfe given the best results (Desrochers, Desrosiers and Solomon, and Kohl), but the Ph.D. thesis of Kontoravdis shows promising results for using the classical model formulation directly. In this Ph.D. project we have used the Dantzig-Wolfe method. In the Dantzig-Wolfe method the problem is split into two problems: a \master problem" and a \subproblem". The master problem is a relaxed set partitioning v vi problem that guarantees that each customer is visited exactly ones, while the subproblem is a shortest path problem with additional constraints (capacity and time window). Using the master problem the reduced costs are computed for each arc, and these costs are then used in the subproblem in order to generate routes from the depot and back to the depot again. The best (improving) routes are then returned to the master problem and entered into the relaxed set partitioning problem. As the set partitioning problem is relaxed by removing the integer constraints the solution is seldomly integral therefore the Dantzig-Wolfe method is embedded in a separation-based solution-technique. In this Ph.D. project we have been trying to exploit structural properties in order to speed up execution times, and we have been using parallel computers to be able to solve problems faster or solve larger problems. The thesis starts with a review of previous work within the eld of VRPTW both with respect to heuristic solution methods and exact (optimal) methods. Through a series of experimental tests we seek to dene and examine a number of structural characteristics. The rst series of tests examine the use of dividing time windows as the branching principle in the separation-based solution-technique. Instead of using the methods previously described in the literature for dividing a problem into smaller problems we use a methods developed for a variant of the VRPTW. The results are unfortunately not positive. Instead of dividing a problem into two smaller problems and try to solve these we can try to get an integer solution without having to branch. A cut is an inequality that separates the (non-integral) optimal solution from all the integer solutions. By nding and inserting cuts we can try to avoid branching. For the VRPTW Kohl has developed the 2-path cuts. In the separationalgorithm for detecting 2-path cuts a number of test are made. By structuring the order in which we try to generate cuts we achieved very positive results. In the Dantzig-Wolfe process a large number of columns may be generated, but a signicant fraction of the columns introduced will not be interesting with respect to the master problem. It is a priori not possible to determine which columns are attractive and which are not, but if a column does not become part of the basis of the relaxed set partitioning problem we consider it to be of no benet for the solution process. These columns are subsequently removed from the master problem. Experiments demonstrate a signicant cut of the running time. Positive results were also achieved by stopping the route-generation process prematurely in the case of time-consuming shortest path computations. Often this leads to stopping the shortest path subroutine in cases where the information (from the dual variables) leads to \bad" routes. The premature exit from the shortest path subroutine restricts the generation of \bad" routes signi cantly. This produces very good results and has made it possible to solve problem instances not solved to optimality before. The parallel algorithm is based upon the sequential Dantzig-Wolfe based algorithm developed earlier in the project. In an initial (sequential) phase unsolved problems are generated and when there are unsolved problems enough vii to start work on every processor the parallel solution phase is initiated. In the parallel phase each processor runs the sequential algorithm. To get a good workload a strategy based on balancing the load between neighbouring processors is implemented. The resulting algorithm is eÆcient and capable of attaining good speedup values. The loadbalancing strategy shows an even distribution of work among the processors. Due to the large demand for using the IBM SP2 parallel computer at UNIC it has unfortunately not be possible to run as many tests as we would have liked. We have although managed to solve one problem not solved before using our parallel algorithm.

In this paper, we consider an integer convex optimization problem where the objective function is the sum of separable convex functions (that is, of the form (i,j)Q ij ij F(w)+ iP ii B( ) ), the constraints are similar to those arising in the dual of a minimum cost flow problem (that is, of the form i - j w ij , (i, j) Q), with lower and upper bounds on variables. Let n = |P|, m = |Q|, and U be the largest magnitude in the lower and upper bounds of variables. We call this problem the convex cost integer dual network flow problem. In this paper, we describe several applications of the convex cost integer dual network flow problem arising in dial-a-ride transit problems, inverse spanning tree problem, project management, and regression analysis. We develop network flow based algorithms to solve the convex cost integer dual network flow problem. We show that using the Lagrangian relaxation technique, the convex cost integer dual network flow problem can be transformed to a convex cost primal network flow problem where each cost function is a piecewise linear convex function with integer slopes. Its special structure allows the convex cost primal network flow problem to be solved in O(nm log n log(nU)) time using a cost-scaling algorithm, which is the best available time bound to solve the convex cost integer dual network flow problem.

This paper presents a constraint logic programming model for the traveling salesman problem with time windows which yields an exact branchand -bound optimization algorithm without any restrictive assumption on the time windows. Unlike dynamic programming approaches whose performance relies heavily on the degree of discretization applied to the data, our algorithm does not suffer from such space-complexity issues. The data-driven mechanism at its core more fully exploits pruning rules developed in operations research by using them not only a priori but also dynamically during the search. Computational results are reported and comparisons are made with both exact and heuristic algorithms. On Solomon's well-known test bed, our algorithm is instrumental in achieving new best solutions for some of the problems in set RC2 and strengthens the presumption of optimality for the best known solutions to the problems in set C2. Introduction In the last few years, constraint programming (cp) has b...