A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem

This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical (ℓ,S) inequalities for the deterministic lot-sizing polytope are also valid for the stochastic lot-sizing polytope. We then extend the (ℓ,S) inequalities to a general class of valid inequalities, called the inequalities, and we establish necessary and sufficient conditions which guarantee that the inequalities are facet-defining. A separation heuristic for inequalities is developed and incorporated into a branch-and-cut algorithm. A computational study verifies the usefulness of the inequalities as cuts. This research has been supported in part by the National Science Foundation under Award number DMII-0121495.     

The ring-star problem: A new integer programming formulation and a branch-and-cut algorithm

A ring star in a graph is a subgraph that can be decomposed into a cycle (or ring) and a set of edges with exactly one vertex in the cycle. In the minimum ring-star problem (mrsp) the cost of a ring star is given by the sum of the costs of its edges, which vary, depending on whether the edge is part of the ring or not. The goal is to find a ring-star spanning subgraph minimizing the sum of all ring and assignment costs. In this paper we show that the mrsp can be reduced to a minimum (constrained) Steiner arborescence problem on a layered graph. This reduction is used to introduce a new integer programming formulation for the mrsp. We prove that the dual bound generated by the linear relaxation of this formulation always dominates the one provided by an early model from the literature. Based on our new formulation, we developed a branch-and-cut algorithm for the mrsp. On the primal side, we devised a grasp heuristic to generate good upper bounds for the problem. Computational tests with these algorithms were conducted on a benchmark of public domain. In these experiments both our exact and heuristics algorithms had excellent performances, noticeably in dealing with instances whose optimal solution has few vertices in the ring. In addition, we also investigate the minimum spanning caterpillar problem (mscp) which has the same input as the mrsp and admits feasible solutions that can be viewed as ring stars with paths in the place of rings. We present an easy reduction of the mscp to the mrsp, which makes it possible to solve to optimality instances of the former problem too. Experiments carried out with the mscp revealed that our branch-and-cut algorithm is capable to solve to optimality instances with up to 200 vertices in reasonable time.     

The traveling salesman problem with pickup and delivery: polyhedral results and a branch-and-cut algorithm

The Traveling Salesman Problem with Pickup and Delivery (TSPPD) is defined on a graph containing pickup and delivery vertices between which there exists a one-to-one relationship. The problem consists of determining a minimum cost tour such that each pickup vertex is visited before its corresponding delivery vertex. In this paper, the TSPPD is modeled as an integer linear program and its polyhedral structure is analyzed. In particular, the dimension of the TSPPD polytope is determined and several valid inequalities, some of which are facet defining, are introduced. Separation procedures and a branch-and-cut algorithm are developed. Computational results show that the algorithm is capable of solving to optimality instances involving up to 35 pickup and delivery requests, thus more than doubling the previous record of 15.      

A branch-and-cut algorithm for the Multiple Steiner TSP with Order constraints

The paper deals with a problem motivated by survivability issues in multilayer IP-over-WDM telecommunication networks. Given a set of traffic demands for which we know a survivable routing in the IP layer, our purpose is to look for the corresponding survivable topology in the WDM layer. The problem amounts to Multiple Steiner TSPs with order constraints. We propose an integer linear programming formulation for the problem and investigate the associated polytope. We also present new valid inequalities and discuss their facial aspect. Based on this, we devise a Branch-and-cut algorithm and present preliminary computational results.     

A branch-and-cut method for the obnoxious p-median problem

The obnoxious p-median (OpM) problem is the repulsive counterpart of the ore known attractive p-median problem. Given a set I of cities and a set J of possible locations for obnoxious plants, a p-cardinality subset Q of J is sought, such that the sum of the distances between each city of I and the nearest obnoxious site in Q is maximised. We formulate (OpM) as a {0,1} linear programming problem and propose three families of valid inequalities whose separation problem is polynomial. We describe a branch-and-cut approach based on these inequalities and apply it to a set of instances found in the location literature. The computational results presented show the effectiveness of these inequalities for (OpM). The work of the first author has been partially supported by the Coordinated Project C.A.M.P.O. and that of the third author by a short mobility grant, both of the Italian National Research Council.     

Generalised 2-circulant inequalities for the max-cut problem

The max-cut problem is a fundamental combinatorial optimisation problem, with many applications. Poljak and Turzik found some facet-defining inequalities for the associated polytope, which we call 2-circulant inequalities. We present a more general family of facet-defining inequalities, an exact separation algorithm that runs in polynomial time, and some computational results.     

A branch-and-cut algorithm for solving the Non-Preemptive Capacitated Swapping Problem

This paper models and solves a capacitated version of the Non-Preemptive Swapping Problem. This problem is defined on a complete digraph G=(V,A), at every vertex of which there may be one unit of supply of an item, one unit of demand, or both. The objective is to determine a minimum cost capacitated vehicle route for transporting the items in such a way that all demands are satisfied. The vehicle can carry more than one item at a time. Three mathematical programming formulations of the problem are provided. Several classes of valid inequalities are derived and incorporated within a branch-and-cut algorithm, and extensive computational experiments are performed on instances adapted from TSPLIB.     

A branch-and-cut algorithm for vehicle routing problems

We present a branch-and-cut algorithm for the identical customer Vehicle Routing Problem. Transforming the problem into an equivalent Path-Partitioning Problem allows us to exploit its polyhedral structure and to generate strong cuts corresponding to facet-inducing inequalities. By using cuts defined by multistars, partial multistars and generalized subtour elimination constraints, we are able to consistently solve 60-city problems to proven optimality and are currently attempting to solve problems involving a hundred cities. We also present details of the computer implementation and our computational results.     

A branch-and-cut algorithm for the plant-cycle location problem

The Plant-Cycle Location Problem (PCLP) is defined on a graph G=(I∪J, E), where I is the set of customers and J is the set of plants. Each customer must be served by one plant, and the plant must be opened to serve customers. The number of customers that a plant can serve is limited. There is a cost of opening a plant, and of serving a customer from an open plant. All customers served by a plant are in a cycle containing the plant, and there is a routing cost associated to each edge of the cycle. The PCLP consists in determining which plants to open, the assignment of customers to plants, and the cycles containing each open plant and its customers, minimizing the total cost. It is an NP-hard optimization problem arising in routing and telecommunications. In this article, the PCLP is formulated as an integer linear program, a branch-and-cut algorithm is developed, and computational results on real-world data and randomly generated instances are presented. The proposed approach is able to find optimal solutions of random instances with up to 100 customers and 100 potential plants, and of instances on real-world data with up to 120 customers and 16 potential plants.     

A cut-and-solve based algorithm for the single-source capacitated facility location problem

In this paper, we present a cut-and-solve (CS) based exact algorithm for the Single Source Capacitated Facility Location Problem (SSCFLP). At each level of CS’s branching tree, it has only two nodes, corresponding to the Sparse Problem (SP) and the Dense Problem (DP), respectively. The SP, whose solution space is relatively small with the values of some variables fixed to zero, is solved to optimality by using a commercial MIP solver and its solution if it exists provides an upper bound to the SSCFLP. Meanwhile, the resolution of the LP of DP provides a lower bound for the SSCFLP. A cutting plane method which combines the lifted cover inequalities and Fenchel cutting planes to separate the 0–1 knapsack polytopes is applied to strengthen the lower bound of SSCFLP and that of DP. These lower bounds are further tightened with a partial integrality strategy. Numerical tests on benchmark instances demonstrate the effectiveness of the proposed cutting plane algorithm and the partial integrality strategy in reducing integrality gap and the effectiveness of the CS approach in searching an optimal solution in a reasonable time. Computational results on large sized instances are also presented.     

Some formulations for the group steiner tree problem

The group Steiner tree problem consists of, given a graph G, a collection R of subsets of V(G) and a cost c(e) for each edge of G, finding a minimum-cost subtree that connects at least one vertex from each R∈R. It is a generalization of the well-known Steiner tree problem that arises naturally in the design of VLSI chips. In this paper, we study a polyhedron associated with this problem and some extended formulations. We give facet defining inequalities and explore the relationship between the group Steiner tree problem and other combinatorial optimization problems.     

A branch-and-cut algorithm for the minimum-adjacency vertex coloring problem

In this work we study a particular way of dealing with interference in combinatorial optimization models representing wireless communication networks. In a typical wireless network, co-channel interference occurs whenever two overlapping antennas use the same frequency channel, and a less critical interference is generated whenever two overlapping antennas use adjacent channels. This motivates the formulation of the minimum-adjacency vertex coloring problem which, given an interference graph $G$ representing the potential interference between the antennas and a set of prespecified colors/channels, asks for a vertex coloring of $G$ minimizing the number of edges receiving adjacent colors. We propose an integer programming model for this problem and present three families of facet-inducing valid inequalities. Based on these results, we implement a branch-and-cut algorithm for this problem, and we provide promising computational results.     

A branch-and-cut algorithm for the Steiner tree problem with delays

In this paper, we investigate the Steiner tree problem with delays, which is a generalized version of the Steiner tree problem applied to multicast routing. For this challenging combinatorial optimization problem, we present an enhanced directed cut-based MIP formulation and an exact solution method based on a branch-and-cut approach. Our computational study reveals that the proposed approach can optimally solve hard dense instances.