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77
Branchandprice: Column generation for solving huge integer programs
 Oper. Res
, 1998
"... 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 branchandbound tree. We present classes of models for which th ..."
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Cited by 252 (11 self)
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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 branchandbound 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, branchandbound algorithms, including special branching rules and e cient ways to solve the LP relaxation. We also discuss the relationship with Lagrangian duality. 1
Selected Topics in Column Generation
 TO APPEAR IN OPERATIONS RESEARCH
, 2004
"... DantzigWolfe 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 yet found in textbooks. We emphasize the growing understanding of the dual point of ..."
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Cited by 83 (5 self)
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DantzigWolfe 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 yet found in textbooks. We emphasize the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for the restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our “selected topics.”
Cluster analysis and mathematical programming
 Mathematical Programming
, 1997
"... Les textes publiés dans la série des rapports de recherche HEC n’engagent que la responsabilite ́ de leurs auteurs. La publication de ces rapports de recherche bénéficie d’une subvention du Fonds F.C.A.R. ..."
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Cited by 81 (9 self)
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Les textes publiés dans la série des rapports de recherche HEC n’engagent que la responsabilite ́ de leurs auteurs. La publication de ces rapports de recherche bénéficie d’une subvention du Fonds F.C.A.R.
DRIVE: Dynamic Routing of Independent VEhicles
, 1996
"... 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 t ..."
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Cited by 64 (3 self)
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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 branchandprice 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 reallife data and has produced very encouraging results.
SCIP: solving constraint integer programs
, 2009
"... Constraint integer programming (CIP) is a novel paradigm which integrates constraint programming (CP), mixed integer programming (MIP), and satisfiability (SAT) modeling and solving techniques. In this paper we discuss the software framework and solver SCIP (Solving Constraint Integer Programs), wh ..."
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Cited by 62 (0 self)
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Constraint integer programming (CIP) is a novel paradigm which integrates constraint programming (CP), mixed integer programming (MIP), and satisfiability (SAT) modeling and solving techniques. In this paper we discuss the software framework and solver SCIP (Solving Constraint Integer Programs), which is free for academic and noncommercial use and can be downloaded in source code. This paper gives an overview of the main design concepts of SCIP and how it can be used to solve constraint integer programs. To illustrate the performance and flexibility of SCIP, we apply it to two different problem classes. First, we consider mixed integer programming and show by computational experiments that SCIP is almost competitive to specialized commercial MIP solvers, even though SCIP supports the more general constraint integer programming paradigm. We develop new ingredients that improve current MIP solving technology. As a second application, we employ SCIP to solve chip design verification problems as they arise in the logic design of integrated circuits. This application goes far beyond traditional MIP solving, as it includes several highly nonlinear constraints, which can be handled nicely within the constraint integer programming framework. We show anecdotally how the different solving techniques from MIP, CP, and SAT work together inside SCIP to deal with such constraint classes. Finally, experimental results show that our approach outperforms current stateoftheart techniques for proving the validity of properties on circuits containing arithmetic.
Reformulation and decomposition of integer programs
"... In this survey we examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branchandbound based algorithm. First we cover in detail reformulations b ..."
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Cited by 29 (2 self)
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In this survey we examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branchandbound based algorithm. First we cover in detail reformulations based on decomposition, such as Lagrangean relaxation, DantzigWolfe and the resulting column generation and branchandprice algorithms. This is followed by an examination of Benders ’ type algorithms based on projection. Finally we discuss in detail extended formulations involving additional variables that are based on problem structure. These can often be used to provide strengthened a priori formulations. Reformulations obtained by adding cutting planes in the original variables are not treated here. 1
Parallelization of the Vehicle Routing Problem with Time Windows
, 2001
"... 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 wellknown capacitat ..."
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Cited by 27 (1 self)
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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 wellknown 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 #12;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, DantzigWolfe (column generation),
Lagrange decomposition and solving the classical model formulation
directly.
Presently the algorithms that uses DantzigWolfe 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 DantzigWolfe method. In the
DantzigWolfe method the problem is split into two problems: a \master problem"
and a \subproblem". The master problem is a relaxed set partitioning
v
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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 DantzigWolfe
method is embedded in a separationbased solutiontechnique.
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 #12;eld of VRPTW
both with respect to heuristic solution methods and exact (optimal) methods.
Through a series of experimental tests we seek to de#12;ne and examine a number
of structural characteristics.
The #12;rst series of tests examine the use of dividing time windows as the
branching principle in the separationbased solutiontechnique. 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 (nonintegral) optimal solution from all the integer
solutions. By #12;nding and inserting cuts we can try to avoid branching. For the
VRPTW Kohl has developed the 2path cuts. In the separationalgorithm for
detecting 2path 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 DantzigWolfe process a large number of columns may be generated,
but a signi#12;cant 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
bene#12;t for the solution process. These columns are subsequently removed from
the master problem. Experiments demonstrate a signi#12;cant cut of the running
time.
Positive results were also achieved by stopping the routegeneration process
prematurely in the case of timeconsuming 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
#12;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 DantzigWolfe 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 UNI#15;C 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.
Telebus Berlin: Vehicle scheduling in a dialaride system
 in: ComputerAided Transit Scheduling Proceedings
, 1997
"... Abstract: Telebus is Berlin's dialaride system for handicapped people who cannot use the public transportation system. The service is provided by a fleet of about 100 minibuses and includes assistance in getting in and out of the vehicle. Telebus has between 1,000 and 1,500 transportation re ..."
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Cited by 25 (0 self)
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Abstract: Telebus is Berlin's dialaride system for handicapped people who cannot use the public transportation system. The service is provided by a fleet of about 100 minibuses and includes assistance in getting in and out of the vehicle. Telebus has between 1,000 and 1,500 transportation requests per day. The problem is to schedule these requests onto the vehicles such that punctual service is provided while operation costs are minimized. Addi tional constraints include prerented vehicles, fixed bus driver shift lengths, obligatory breaks, and different vehicle capacities. We use a set partitioning approach for the solution of the bus schedul ing problem that consists of two steps. The first clustering step identifies segments of possible bus tours ("orders") such that more than one person is transported at a time; the aim in this step is to reduce the size of the problem and to make use of larger vehicle capacities. The problem of selecting a set of orders such that the traveling distance of the vehicles within the orders is minimal is a set partitioning problem that can be solved to optimality. In
An interior point algorithm for minimum sum of squares clustering
 SIAM J. Sci. Comput
, 1997
"... Abstract. An exact algorithm is proposed for minimum sumofsquares nonhierarchical clustering, i.e., for partitioning a given set of points from a Euclidean mspace into a given number of clusters in order to minimize the sum of squared distances from all points to the centroid of the cluster to wh ..."
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Cited by 23 (9 self)
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Abstract. An exact algorithm is proposed for minimum sumofsquares nonhierarchical clustering, i.e., for partitioning a given set of points from a Euclidean mspace into a given number of clusters in order to minimize the sum of squared distances from all points to the centroid of the cluster to which they belong. This problem is expressed as a constrained hyperbolic program in 01 variables. The resolution method combines an interior point algorithm, i.e., a weighted analytic center column generation method, with branchandbound. The auxiliary problem of determining the entering column (i.e., the oracle) is an unconstrained hyperbolic program in 01 variables with a quadratic numerator and linear denominator. It is solved through a sequence of unconstrained quadratic programs in 01 variables. To accelerate resolution, variable neighborhood search heuristics are used both to get a good initial solution and to solve quickly the auxiliary problem as long as global optimality is not reached. Estimated bounds for the dual variables are deduced from the heuristic solution and used in the resolution process as a trust region. Proved minimum sumofsquares partitions are determined for the first time for several fairly large data sets from the literature, including Fisher’s 150 iris. Key words. classification and discrimination, cluster analysis, interiorpoint methods, combinatorial optimization
Bus Driver Scheduling  An Overview
, 1993
"... In this paper, the problem of bus driver scheduling is introduced, and some of the constraints and conditions existing in different user environments are presented. The way in which such conditions may affect solution methods is discussed. The development of driver scheduling by computer through th ..."
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Cited by 22 (2 self)
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In this paper, the problem of bus driver scheduling is introduced, and some of the constraints and conditions existing in different user environments are presented. The way in which such conditions may affect solution methods is discussed. The development of driver scheduling by computer through the five prevous Workshops is presented, and the range of solution methods as evidenced by published papers is summarised. Particular attention is paid to the work presented at the later workshops, but papers published elsewhere are also introduced, and the authors draw on their own knowledge to augment the published material. Introduction In this paper we present a survey of computer approaches to transit driver scheduling, with particular emphasis on the state of the art as it existed at the time of the Montreal Workshop on ComputerAided Scheduling of Public Transport in 1990 [5]. We start by outlining the driver scheduling problem and its variants. We then classify solution methods, and ...