Branch-and-Price Algorithms for the One-Dimensional Cutting Stock Problem

We compare two branch-and-price approaches for the cutting stock problem. Each algorithm is based on a different integer programming formulation of the column generation master problem. One formulation results in a master problem with 0–1 integer variables while the other has general integer variables. Both algorithms employ column generation for solving LP relaxations at each node of a branch-and-bound tree to obtain optimal integer solutions. These different formulations yield the same column generation subproblem, but require different branch-and-bound approaches. Computational results for both real and randomly generated test problems are presented.     

Pruning in column generation for service vehicle dispatching

Column generation techniques have become a widely used technique to successfully solve large (integer) linear programs. One of the keys to obtaining a practically efficient algorithm is to have a fast method to limit the pricing of new columns to a small set. We study a large scale real-world vehicle dispatching problem with soft time windows which can be modeled as an integer linear program of set partitioning type. We develop a new pruning scheme based on matchings in order to speed up the branch-and-bound enumeration in the column generation process. Computational results on real-world data illustrate the effectiveness of the new pruning scheme.     

Computational study of a column generation algorithm for bin packing and cutting stock problems

This paper reports on our attempt to design an efficient exact algorithm based on column generation for the cutting stock problem. The main focus of the research is to study the extend to which standard branch-and-bound enhancement features such as variable fixing, the tightening of the formulation with cutting planes, early branching, and rounding heuristics can be usefully incorporated in a branch-and-price algorithm. We review and compare lower bounds for the cutting stock problem. We propose a pseudo-polynomial heuristic. We discuss the implementation of the important features of the integer programming column generation algorithm and, in particular, the implementation of the branching scheme. Our computational results demonstrate the efficiency of the resulting algorithm for various classes of bin packing and cutting stock problems. Received October 18, 1996 / Revised version received May 14, 1998?Published online July 19, 1999     

A column generation approach for aircraft sequencing problems: a computational study

This paper investigates the computational tractability of aircraft sequencing problems over multiple runways under mixed mode operations, contrasting an enhanced mixed-integer programme (MIP) and an accelerated column generation approach. First, we examine the benefit of augmenting a base MIP with valid inequalities, preprocessing routines, and symmetry-defeating hierarchical constraints in order to improve the performance of branch-and-bound (B&B)/cut techniques as implemented in commercial solvers. Second, we alternatively reformulate the problem as a set partitioning model that prompts the development of a specialized column generation approach. The latter is accelerated by incorporating an interior point dual stabilization scheme and a complementary column generation routine. Empirical results using a set of new, computationally challenging instances and classical instances in the OR Library reveal the potential and limitations of the two methodologies.     

A BRANCH-AND-PRICE ALGORITHM FOR SOLVING THE CUTTING STRIPS PROBLEM

After giving a suitable model for the cutting strips problem, we present a branch-and-price algorithm for it by combining the column generation technique and the branch-and-hound method with LP relaxations. Some theoretical issues and implementation details about the algorithm are discussed, including the solution of the pricing subproblem, the quality of LP relaxations, the branching scheme as well as the column management. Finally, preliminary computarional experience is reported.     

A generalization of column generation to accelerate convergence

This paper proposes a generalization of column generation, reformulating the master problem with fewer variables at the expense of adding more constraints; the sub-problem structure does not change. It shows both analytically and computationally that the reformulation promotes faster convergence to an optimal solution in application to a linear program and to the relaxation of an integer program at each node in the branch-and-bound tree. Further, it shows that this reformulation subsumes and generalizes prior approaches that have been shown to improve the rate of convergence in special cases.     

A column generation approach for solving the patient admission scheduling problem

This paper addresses the Patient Admission Scheduling (PAS) problem. The PAS problem entails assigning elective patients to beds, while satisfying a number of hard constraints and as many soft constraints as is possible, and arises at all planning levels for hospital management. There exist a few, different variants of this problem. In this paper we consider one such variant and propose an optimization-based heuristic building on branch-and-bound, column generation, and dynamic constraint aggregation to solve it. We achieve tighter lower bounds than previously reported in the literature and, in addition, we are able to produce new best known solutions for five out of twelve instances from a publicly available repository.     

An linear programming based lower bound for the simple assembly line balancing problem

The simple assembly line balancing problem is a classical integer programming problem in operations research. A set of tasks, each one being an indivisible amount of work requiring a number of time units, must be assigned to workstations without exceeding the cycle time. We present a new lower bound, namely the LP relaxation of an integer programming formulation based on Dantzig–Wolfe decomposition. We propose a column generation algorithm to solve the formulation. Therefore, we develop a branch-and-bound algorithm to exactly solve the pricing problem. We assess the quality of the lower bound by comparing it with other lower bounds and the best-known solution of the various instances from the literature. Computational results show that the lower bound is equal to the best-known objective function value for the majority of the instances. Moreover, the new LP based lower bound is able to prove optimality for an open problem.     

A branch-and-price algorithm for a vehicle routing with demand allocation problem

We investigate the vehicle routing with demand allocation problem where the decision-maker jointly optimizes the location of delivery sites, the assignment of customers to (preferably convenient) delivery sites, and the routing of vehicles operated from a central depot to serve customers at their designated sites. We propose an effective branch-and-price (B&P) algorithm that is demonstrated to greatly outperform the use of commercial branch-and-bound/cut solvers such as CPLEX. Central to the efficacy of the proposed B&P algorithm is the development of a specialized dynamic programming procedure that extends works on elementary shortest path problems with resource constraints in order to solve the more complex column generation pricing subproblem. Our computational study demonstrates the efficacy of the proposed approach using a set of 60 problem instances. Moreover, the proposed methodology has the merit of providing optimal solutions in run times that are significantly shorter than those reported for decomposition-based heuristics in the literature.     

Optimal multicast route packing

This paper considers the hop-constrained multicast route packing problem with a bandwidth reservation to build QoS-guaranteed multicast routing trees with a minimum installation cost. Given a set of multicast sessions, each of which has a hop limit constraint and a bandwidth requirement, the problem is to determine the set of multicast routing trees in an arc-capacitated network with the objective of minimizing the cost. For the problem, we propose a branch-and-cut-and-price algorithm, which can be viewed as a branch-and-bound method incorporating both the strong cutting plane algorithm and the column generation method. We implemented and tested the proposed algorithm on randomly generated problem instances with sizes up to 30 nodes, 570 arcs, and 10 multicast sessions. The test results show that the algorithm can obtain the optimal solution to practically sized problem instances within a reasonable time limit in most cases.     

A branch-and-price algorithm for the capacitated facility location problem

The capacitated facility location problem (CFLP) is a well-known combinatorial optimization problem with applications in distribution and production planning. It consists in selecting plant sites from a finite set of potential sites and in allocating customer demands in such a way as to minimize operating and transportation costs. A number of solution approaches based on Lagrangean relaxation and subgradient optimization has been proposed for this problem. Subgradient optimization does not provide a primal (fractional) optimal solution to the corresponding master problem. However, in order to compute optimal solutions to large or difficult problem instances by means of a branch-and-bound procedure information about such a primal fractional solution can be advantageous. In this paper, a (stabilized) column generation method is, therefore, employed in order to solve a corresponding master problem exactly. The column generation procedure is then employed within a branch-and-price algorithm for computing optimal solutions to the CFLP. Computational results are reported for a set of larger and difficult problem instances.     

Cutting planes for integer programs with general integer variables

We investigate the use of cutting planes for integer programs with general integer variables. We show how cutting planes arising from knapsack inequalities can be generated and lifted as in the case of 0–1 variables. We also explore the use of Gomory's mixed-integer cuts. We address both theoretical and computational issues and show how to embed these cutting planes in a branch-and-bound framework. We compare results obtained by using our cut generation routines in two existing systems with a commercially available branch-and-bound code on a range of test problems arising from practical applications. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Corresponding author.This research was partly performed when the author was affiliated with CORE, Université Catholique de Louvain.     

Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs

In this paper, we consider the generation of disjunctive cuts for 0-1 mixed-integer programs by conducting a partial exploration of the branch-and-bound tree using quick Lagrangian primal and dual updates. We analyze alternative cut generation strategies based on formulating different disjunctions and adopting various choices of normalization techniques, and indicate how these inequalities can also be generated using a projection from a related high-order lifted formulation obtained via the Reformulation-Linearization Technique of Sherali and Adams. We conclude by presenting a brief computational study that motivates the potential benefits of this procedure.     

New integer programming formulations and an exact algorithm for the ordered cutting stock problem

Apart from trim loss minimization, there are many other issues concerning cutting processes that arise in real production systems. One of these is related to the number of stacks that need to be opened near the cutting machines. Many researchers have worked in the last years on cutting stock problems with additional constraints on the number of open stacks. In this paper, we address a related problem: the Ordered Cutting Stock Problem (OCSP). In this case, a stack is opened for every new client's order, and it is closed only when all the items of that order are cut. The OSCP has been introduced recently in the literature. Our aim is to provide further insight into this problem. This paper describes three new integer programming formulations for solving it, and an exact algorithm based on column generation, branch-and-bound and cutting planes. We report on computational experiments on a set of random instances. The results show that good lower bounds can be computed quickly, and that optimal solutions can be found in a reasonable amount of time.     

A new branching strategy for time constrained routing problems with application to backhauling

In this paper, we explore a new branching strategy for branch-and-bound approaches based on column generation for the vehicle routing problems with time windows. This strategy involves branching on resource variables (time or capacity) rather than on network flow variables. We also examine criteria for selecting network nodes for branching. To test the effectiveness of the branching strategy, we conduct computational experiments on time window constrained vehicle routing problems where backhauling is permitted only after all the shipments to clients have been made. The branching method proved very effective. In cases where time was the more binding constraint, time-based branching succeeded in decreasing the number of nodes explored by two thirds and the total computation time by more than half when compared to flow-based branching. The computational results also show that the overall algorithm was successful in optimally solving problems with up to 100 customers. It produced an average cost decrease of almost 7% when backhauling was permitted as compared to the cost involved when the client and the distributor routes were distinct.     

Complementary column generation and bounding approaches for set partitioning formulations

We present a complementary column generation feature that produces tight upper bounds, thereby enhancing heuristic and exact column generation approaches for (minimization) set partitioning formulations that possess dense column structures. We also introduce a duality-based lower bound that prompts a useful termination criterion, which can be utilized to mitigate the tailing-off effect induced by column generation approaches. Computations are presented for the one-dimensional bin packing problem and a joint vehicle assembly-routing problem.     

Multi-depot vehicle scheduling problems with time windows and waiting costs

The multi-depot vehicle scheduling problem with time windows (MDVSPTW) consists of scheduling a fleet of vehicles to cover a set of tasks at minimum cost. Each task is restricted to begin within a prescribed time interval and vehicles are supplied by different depots. The problem is formulated as an integer nonlinear multi-commodity network flow model with time variables and is solved using a column generation approach embedded in a branch-and-bound framework. This paper breaks new ground by considering costs on exact waiting times between two consecutive tasks instead of minimal waiting times. This new and more realistic cost structure gives rise to a nonlinear objective function in the model. Optimal and heuristic versions of the algorithm have been extensively tested on randomly generated urban bus scheduling problem (UBSP) and freight transport scheduling problem (FTSP). The results show that such a general solution methodology outperforms specialized algorithms when minimal waiting costs are used, and can efficiently treat the case with exact waiting costs.     

Minimizing total weighted late work in the resource-constrained project scheduling problem

This paper deals with resource-constrained project scheduling problem under the weighted late work criterion. Late work objective functions estimate the quality of a schedule based on durations of late parts of activities, not taking into account the amount of delay for fully late activities. It is assume that a project contains activities interrelated by finish-to-start type precedence relations with time lag of zero, which require one or more constrained renewable resources. The objective is to schedule each activity such that the total weighted late work is minimized. The problem has been formulated using a linear integer programming model and solved by the CPLEX. Also, a set of priority rules have been designed to quickly generate a set of initial solutions. In order to solve the problem optimally, a depth-first branch-and-bound algorithm is applied based on idea of minimal delaying alternatives. The branching order of nodes that belong to the same level of the search tree is determined on the basis of the developed priority rules. This results in generation six different versions of the branch-and-bound algorithm. Computational results on randomly generated problem sets are provided to analyze the efficiency of the priority rules and the branch-and-bound algorithm.     

A heterogeneous cooperative parallel search of branch-and-bound method and tabu search algorithm

In this study, we present a heterogeneous cooperative parallel search that integrates branch-and-bound method and tabu search algorithm. These two algorithms perform searches in parallel and cooperate by asynchronously exchanging information about the best solutions found and new initial solutions for tabu search. The rapid production of a good solution from the tabu search process provides the branch-and-bound process with a better feasible solution to accelerate the elimination of subproblems that do not contain an optimal solution. The new initial solution produced from the subproblem with a least-cost lower bound of the branch-and-bound method suggests the best potential area for tabu search to explore. We use a master-slave model to reduce the complexity of communication and enhance the performance of data exchange. A branch-and-bound process is used as the master process to control the exchange of information and the termination of computation. Several tabu search processes are executed simultaneously as the slave processes and cooperate by asynchronously exchanging information on the best solutions found and the new initial solutions by the master process of branch-and-bound. Based on the computation experiments of solving traveling salesman problems (TSP), the proposed heterogeneous parallel search algorithm outperforms a conventional parallel branch-and-bound method and a conventional parallel tabu search. We also present the computational results showing the efficiency of heterogeneous cooperative parallel search when we use more processors to accelerate search time. Thus, the proposed heterogeneous parallel search algorithm achieves linear accelerations.     

Cluster analysis and mathematical programming

Given a set of entities, Cluster Analysis aims at finding subsets, called clusters, which are homogeneous and/or well separated. As many types of clustering and criteria for homogeneity or separation are of interest, this is a vast field. A survey is given from a mathematical programming viewpoint. Steps of a clustering study, types of clustering and criteria are discussed. Then algorithms for hierarchical, partitioning, sequential, and additive clustering are studied. Emphasis is on solution methods, i.e., dynamic programming, graph theoretical algorithms, branch-and-bound, cutting planes, column generation and heuristics. Research supported by ONR grant N00014-95-1-0917, FCAR grant 95-ER-1048 and NSERC grants GP0105574 and GP0036426. The authors thank Olivier Gascuel and an anonymous referee for insightful remarks.