Many auctions involve the sale of a variety of distinct assets. Examples are airport time slots, delivery routes and furniture. Because of complementarities (or substitution effects) between the different assets, bidders have preferences not just for particular items but for sets or bundles of items. For this reason, economic efficiency is enhanced if bidders are allowed to bid on bundles or combinations of different assets. This paper surveys the state of knowledge about the design of combinatorial auctions. Second, it uses this subject as a vehicle to convey the aspects of integer programming that are relevant for the

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In this dissertation we report on our efforts to develop a parallel genetic algorithm and apply it to the solution of the set partitioning problem--a difficult combinatorial optimization problem used by many airlines as a mathematical model for flight crew scheduling. We developed a distributed steady-state genetic algorithm in conjunction with a specialized local search heuristic for solving the set partitioning problem. The genetic algorithm is based on an island model where multiple independent subpopulations each run a steady-state genetic algorithm on their own subpopulation and occasionally fit strings migrate between the subpopulations. Tests on forty real-world set partitioning problems were carried out on up to 128 nodes of an IBM SP1 parallel computer. We found that performance, as measured by the quality of the solution found and the iteration on which it was found, improved as additional subpopulations were added to the computation. With larger numbers of subpopulations the genetic algorithm was regularly able to find the optimal solution to problems having up to a few thousand integer variables. In two cases, high-quality integer feasible solutions were found for problems with 36,699 and 43,749 integer variables, respectively. A notable limitation we found was the difficulty solving problems with many constraints.

: The goal of languages like Fortran D or High Performance Fortran (HPF) is to provide a simple yet efficient machine-independent parallel programming model. By shifting much of the burden of machine-dependent optimization to the compiler, the programmer is able to write data-parallel programs that can be compiled and executed with good performance on many different architectures. However, the choice of a good data layout is still left to the programmer. Even the most sophisticated compiler may not be able to compensate for a poorly chosen data layout since many compiler decisions are driven by the data layout specified in the program. The choice of a good data layout depends on many factors, including the target machine architecture, the compilation system, the problem size, and the number of processors available. The option of remapping arrays at specific points in the program makes the choice even harder. Current programming tools provide little or no support for this difficult sele...

Consider a directed graph G = (V; A), and a set of traffic demands to be shipped between pairs of nodes in V. Capacity has to be installed on the edges of this graph (in integer multiples of a base unit) so that traffic can be routed. In this paper we consider the problem of minimum cost installation of capacity on the arcs to ensure that the required demands can be shipped simultaneously between node pairs. We study two different approaches for solving problems of this type. The first one is based on the idea of metric inequalities (see Onaga and Kakusho[1971]), and uses a formulation with only jAj variables. The second uses an aggregated multicommodity flow formulation and has jV j \Delta jAj variables. We first describe two classes of strong valid inequalities and use them to obtain a complete polyhedral description of the associated polyhedron for the complete graph on 3 nodes. Next we explain our solution methods for both of the approaches in detail and present computational results. Our computational experience shows that the two formulations are comparable and yield effective algorithms for solving real-life problems.

Combinatorial auctions where bidders can bid on bundles of items can lead to more economically efficient allocations, but determining the winners is NP-complete and inapproximable. We present CABOB, a sophisticated optimal search algorithm for the problem. It uses decomposition techniques, upper and lower bounding (also across components), elaborate and dynamically chosen bid-ordering heuristics, and a host of structural observations. CABOB attempts to capture structure in any instance without making assumptions about the instance distribution. Experiments against the fastest prior algorithm, CPLEX 8.0, show that CABOB is often faster, seldom drastically slower, and in many cases drastically faster—especially in cases with structure. CABOB’s search runs in linear space and has significantly better anytime performance than CPLEX. We also uncover interesting aspects of the problem itself. First, problems with short bids, which were hard for the first generation of specialized algorithms, are easy. Second, almost all of the CATS distributions are easy, and the run time is virtually unaffected by the number of goods. Third, we test several random restart strategies, showing that they do not help on this problem—the run-time distribution does not have a heavy tail.

This paper represents an integration of MIP and CLP by combining components of the CLP system ECLiPSe and the MIP system CPLEX. Our approach is introduced in three stages. Firstly we present an automatic transformation which maps general CLP programs onto such CLP programs that any disjunction is eliminated in favour of auxiliary binary variables. Secondly we present improvements of this mapping by using a committed choice operator and translations of pre-defined non-linear constraints. Thirdly we introduce a new hybrid algorithm which reduces the search space of the problem progressively by calling finite domain propagation in ECLiPSe as well as dual simplex in CPLEX. The advantages of this integration are illustrated by solving efficiently difficult sample problems, which the CLP solver and the MIP solver alone are not able to solve in reasonable time. 1 INTRODUCTION The CLP Scheme by Jaffar and Lassez [9] outlines a theory of constraint programming over a single constrai...

In this paper, we investigate the use of Gomory's mixed integer cuts within a branch-and-cut framework. It has been argued in the literature that "a marriage of classical cutting planes and tree search is out of the question as far as the solution of large-scale combinatorial optimization problems is concerned" [16] because the cuts generated at one node of the search tree need not be valid at other nodes. We show in this paper that it is possible, using a simple lifting procedure, to make Gomory cuts generated in a node of the enumeration tree globally valid in the case of mixed 0-1 programs. Other issues addressed in this paper are of computational nature, such as strategies for generating the cutting planes, deciding between branching and cutting, etc. The result is a robust mixed integer program solver. 1 Introduction In the late fifties and early sixties, Gomory [6], [7], [8] proposed to solve integer programs by using cutting planes, thus reducing integer programming to the solu...

Airline crew scheduling is concerned with finding a minimum cost assignment of flight crews to a given flight schedule while satisfying restrictions dictated by collective bargaining agreements and the Federal Aviation Administration. Traditionally, the problem has been modeled as a set partitioning problem. In this paper, we present a new model based on breaking the decision process into two stages. In the first stage we select a set of duty periods that cover the flights in the schedule. Then, in the second stage, we attempt to build pairings using those duty periods. We suggest a decomposition approach for solving the model and present computational results for test problems provided by a major carrier. Our formulation provides a tighter linear programming bound than that of the conventional set partitioning formulation but is more difficult to solve. 1 Introduction In this paper we present a new formulation and decomposition approach for the airline crew scheduling problem. The ...

Despite more than a decade of experimental work in multi-robot systems, important theoretical aspects of multi-robot coordination mechanisms have, to date, been largely untreated. To address this issue, we focus on the problem of multi-robot task allocation (MRTA). Most work on MRTA has been ad hoc and empirical, with many coordination architectures having been proposed and validated in a proof-of-concept fashion, but infrequently analyzed. With the goal of bringing objective grounding to this important area of research, we present a formal study of MRTA problems. A domain-independent taxonomy of MRTA problems is given, and it is shown how many such problems can be viewed as instances of other, well-studied, optimization problems. We demonstrate how relevant theory from operations research and combinatorial optimization can be used for analysis and greater understanding of existing approaches to task allocation, and show how the same theory can be used in the synthesis of new approaches.