Crew Assignment via Constraint Programming: Integrating Column Generation and Heuristic Tree Search

The Airline Crew Assignment Problem (ACA) consists of assigning lines of work to a set of crew members such that a set of activities is partitioned and the costs for that assignment are minimized. Especially for European airline companies, complex constraints defining the feasibility of a line of work have to be respected. We developed two different algorithms to tackle the large scale optimization problem of Airline Crew Assignment. The first is an application of the Constraint Programming (CP) based Column Generation Framework. The second approach performs a CP based heuristic tree search. We present how both algorithms can be coupled to overcome their inherent weaknesses by integrating methods from Constraint Programming and Operations Research. Numerical results show the superiority of the hybrid algorithm in comparison to CP based tree search and column generation alone.     

Soft Constraint Logic Programming and Generalized Shortest Path Problems

In this paper we study the relationship between Constraint Programming (CP) and Shortest Path (SP) problems. In particular, we show that classical, multicriteria, partially ordered, and modality-based SP problems can be naturally modeled and solved within the Soft Constraint Logic Programming (SCLP) framework, where logic programming is coupled with soft constraints. In this way we provide this large class of SP problems with a high-level and declarative linguistic support whose semantics takes care of both finding the cost of the shortest path(s) and also of actually finding the path(s). On the other hand, some efficient algorithms for certain classes of SP problems can be exploited to provide some classes of SCLP programs with an efficient way to compute their semantics.     

基于动态列生成算法的飞机排班问题研究

飞机排班是航空运输生产计划的重要环节,对航空公司的正常运营和整体效益有着决定性影响;飞机排班通常构建为大规模整数规划问题,是航空运筹学研究的重要课题,构建的模型属于严重退化的NP-Hard问题.在考虑对多种机型的飞机进行排班时,大大增加了问题的复杂性.针对航空公司实际情况,建立多种机型的飞机排班模型;为实现模型的有效求解,提出了基于约束编程的动态列生成算法;即用约束编程快速求解航班连线(航班串)并计算航班串简约成本,动态选择列集并与限制主问题进行迭代.最后,利用国内某航空公司干线航班网络实际数据验证模型和算法的有效性.     

Combining Constraint Programming and Linear Programming on an Example of Bus Driver Scheduling

This paper provides details of a successful application where the Column Generation algorithm was used to combine Constraint Programming and Linear Programming. In the past, constraint programming and linear programming were considered to be two competing technologies that solved similar types of problems. Both these technologies had their strengths and weaknesses. This paper shows that the two technologies can be combined together to extract the strengths of both these technologies. Details of a real-world application to optimize bus driver duties is given here. This system was developed by ILOG for a major software house in Japan using ILOG-Solver and ILOG-CPLEX, constraint programming and linear programming C/C++ libraries.     

Parallel Integer Optimization for Crew Scheduling

Performance aspects of a Lagrangian relaxation based heuristic for solving large 0-1 integer linear programs are discussed. In particular, we look at its application to airline and railway crew scheduling problems. We present a scalable parallelization of the original algorithm used in production at Carmen Systems AB, Göteborg, Sweden, based on distributing the variables. A lazy variant of this approach which decouples communication and computation is even useful on networks of workstations. Furthermore, we develop a new sequential active set strategy which requires less work and is better adapted to the memory hierarchy properties of modern RISC processors. This algorithm is also suited for parallelization on a moderate number of networked workstations.     

Integrated airline crew scheduling: A bi-dynamic constraint aggregation method using neighborhoods

The integrated crew scheduling (ICS) problem consists of determining, for a set of available crew members, least-cost schedules that cover all flights and respect various safety and collective agreement rules. A schedule is a sequence of pairings interspersed by rest periods that may contain days off. A pairing is a sequence of flights, connections, and rests starting and ending at the same crew base. Given its high complexity, the ICS problem has been traditionally tackled using a sequential two-stage approach, where a crew pairing problem is solved in the first stage and a crew assignment problem in the second stage. Recently, Saddoune et al. (2010b) developed a model and a column generation/dynamic constraint aggregation method for solving the ICS problem in one stage. Their computational results showed that the integrated approach can yield significant savings in total cost and number of schedules, but requires much higher computational times than the sequential approach. In this paper, we enhance this method to obtain lower computational times. In fact, we develop a bi-dynamic constraint aggregation method that exploits a neighborhood structure when generating columns (schedules) in the column generation method. On a set of seven instances derived from real-world flight schedules, this method allows to reduce the computational times by an average factor of 2.3, while improving the quality of the computed solutions.     

非平衡交通分配的拟Frank-Wolfe迭代算法

提出了基于最短路动态生成的一种新的非平衡交通分配迭代算法.在每轮迭代中,将按全有全无方法在当前最短路上分配的交通量与前一轮迭代所得到的交通量加权组合,而各O-D对的加权系数则依据Logit原则来确定.和Frank-Wolfe算法不同,不必通过一维搜索确定加权系数.同时又避免了Logit方法要求枚举所有路径的困难.本文还证明了算法的收敛性,而计算实例显示,由本算法所得结果与平衡交通分配非常接近,因而它是一个高效而可靠的交通分配算法,适用于大、中型道路交通网络的交通分配计算.     

Constraint Programming Based Lagrangian Relaxation for the Automatic Recording Problem

Whereas CP methods are strong with respect to the detection of local infeasibilities, OR approaches have powerful optimization abilities that ground on tight global bounds on the objective. An integration of propagation ideas from CP and Lagrangian relaxation techniques from OR combines the merits of both approaches. We introduce a general way of how linear optimization constraints can strengthen their propagation abilities via Lagrangian relaxation. The method is evaluated on a set of benchmark problems stemming from a multimedia application. The experiments show the superiority of the combined method compared with a pure OR approach and an algorithm based on two independent optimization constraints.     

A column generation method for inverse shortest path problems

In this paper we formulate an inverse shortest path problem as a special linear programming problem. A column generation scheme is developed that is able to keep most columns of the LP model implicit and to generate necessary columns by shortest path algorithms. This method can get an optimal solution in finitely many steps. Some numerical results are reported to show that the algorithm has a good performance.The authors gratefully acknowledge the partial support of Croucher Foundation.     

平行机排序问题的列生成解法

基于整数规划的线性松弛,探讨求解大规模带权总完工时间排序问题的列生成算法的基本原理.然后,结合动态规划和分枝定界技术,对大规模排序问题P‖∑wiCj提出一类求解精确(最优)解的列生成算法.     

On Compact Formulations for Integer Programs Solved by Column Generation

Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues between pricing subproblem and branching rule disappear when branching decisions are based on imposing constraints on the subproblem's variables. This can be generalized to branching on variables of a so-called compact formulation. We constructively show that such a formulation always exists under mild assumptions. It has a block diagonal structure with identical subproblems, each of which contributes only one column in an integer solution. This construction has an interpretation as reversing a Dantzig-Wolfe decomposition. Our proposal opens the way for the development of branching rules adapted to the subproblem's structure and to the linking constraints.     

A Semidefinite Programming Based Polyhedral Cut and Price Approach for the Maxcut Problem

We investigate solution of the maximum cut problem using a polyhedral cut and price approach. The dual of the well-known SDP relaxation of maxcut is formulated as a semi-infinite linear programming problem, which is solved within an interior point cutting plane algorithm in a dual setting; this constitutes the pricing (column generation) phase of the algorithm. Cutting planes based on the polyhedral theory of the maxcut problem are then added to the primal problem in order to improve the SDP relaxation; this is the cutting phase of the algorithm. We provide computational results, and compare these results with a standard SDP cutting plane scheme. Research supported in part by NSF grant numbers CCR–9901822 and DMS–0317323. Work done as part of the first authors Ph.D. dissertation at RPI.     

求解二次分配问题的拉格朗日松弛新方法

以改进的拉格朗日松弛(Lagrangian relaxation,LR)方法和二次分配问题(quadratic assignment problem,QAP)的线性化模型为基础,给出了求解QAP的拉格朗日松弛新方法,这为有效求解QAP提供了一种新的解决方案.通过求解二次分配基准问题库(QAPLIB)中的实际算例,从实验的角度说明了拉格朗日松弛新方法求解QAP的可行性及存在的不足之处,并对今后进一步的研究工作指明了方向.     

工件带安装时间的单机排序问题的列生成算法

在求解大规模NP-困难的最优化问题方法中,列生成技术越来越受到重视.本文研究工件带有与加工次序有关的安装时间的单机排序问题,首先构造它的时间标号模型,结合D-W分解技术和分支定界方法,给出它的列生成算法.其中时间标号模型的线性松弛为原问题提供了很好的下界,然后提出一个近似算法.通过实验数据表明,我们的算法对中等规模的排序问题1|t_(ij),r_j|∑w_jC_j是有效的.