Solving Difficult Multicommodity Problems with a Specialized Interior-Point Algorithm |
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Authors: | Jordi Castro |
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Affiliation: | (1) IC-Parc, Imperial College, London, SW7 2AZ, United Kingdom;(2) Parc Technologies Ltd, 11 York Road, London, SE1 7NX, United Kingdom |
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Abstract: | A scheduling problem with piecewise linear (PL) optimization extends conventional scheduling by imposing a conjunction of combinatorial PL constraints involving the objective function variables. To solve this problem, this paper presents a hybrid algorithm where Constraint Programming (CP) search is supported and driven by a (integer) linear programming solver running on a well-controlled subproblem which is dynamically tightened. The paper discusses and compares different ways of decomposing the problem constraints between the CP search and the solver. We show how the subproblem structure and the piecewise linearity are exploited by the search. |
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Keywords: | linear programming constraint programming scheduling hybrid algorithms |
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