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A Lagrangian-based heuristic for large-scale set covering problems
Authors:Sebastián Ceria  Paolo Nobili  Antonio Sassano
Institution:(1) Graduate School of Business, Columbia University, 10027 New York, NY, USA;(2) Istituto di Analisi dei Sistemi ed Informatica, CNR, Italy;(3) Dipartimento di Informatica e Sistemistica, Università di Roma, La Sapienza, Italy
Abstract:We present a new Lagrangian-based heuristic for solving large-scale set-covering problems arising from crew-scheduling at the Italian Railways (Ferrovie dello Stato). Our heuristic obtained impressive results when compared to state-of-the-art codes on a test-bed provided by the company, which includes instances with sizes ranging from 50,000 variables and 500 constraints to 1,000,000 variables and 5000 constraints. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Corresponding author.This research was performed while the author was affiliated with IASI, CNR and Dipartimento di Informatica e Sistemistica, Università di Roma, La Sapienza, Italy.This research was partially supported by National Research Program ldquoMetodi di Ottimizzazione per le Decisionirdquo, MURST, Roma, Italy.
Keywords:Set covering  Crew scheduling  Primal-dual lagrangian  Subgradient algorithms  0–  1 programming  Approximate solutions  Railways
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