Sophie Michel

Comparison of bundle and classical column generation

When a column generation approach is applied to decomposable mixed integer programming problems, it is standard to formulate and solve the master problem as a linear program. Seen in the dual space, this results in the algorithm known in the nonlinear programming community as the cutting-plane algorithm of Kelley and Cheney-Goldstein. However, more stable methods with better theoretical convergence rates are known and have been used as alternatives to this standard. One of them is the bundle method; our aim is to illustrate its differences with Kelley’s method. In the process we review alternative stabilization techniques used in column generation, comparing them from both primal and dual points of view. Numerical comparisons are presented for five applications: cutting stock (which includes bin packing), vertex coloring, capacitated vehicle routing, multi-item lot sizing, and traveling salesman. We also give a sketchy comparison with the volume algorithm.

Column Generation based Primal Heuristics

In the past decade, significant progress has been achieved in developing generic primal heuristics that made their way into commercial mixed integer programming (MIP) solver. Extensions to the context of a column generation solution approach are not straightforward. The Dantzig-Wolfe decomposition principle can indeed be exploited in greedy, local search, rounding or truncated exact methods. The price coordination mechanism can bring a global view that may be lacking in some “myopic” approaches based on a compact formulation. However, the dynamic generation of variables requires specific adaptation of heuristic paradigms. The column generation literature reports many application specific studies where primal heuristics are a key to success. There remains to extract generic methods that could be seen as black-box primal heuristics for use across applications. In this paper we review generic classes of column generation based primal heuristics. We then focus on a so-called “diving” method in which we introduce diversification based on Limited Discrepancy Search. While being a general purpose approach, the implementation of our heuristic illustrates the technicalities specific to column generation. The method is numerically tested on variants of the cutting stock and vehicle routing problems.

KNAPSACK PROBLEMS WITH SETUPS

Knapsack problems with setups find their application in many concrete industrial and financial problems. Moreover, they also arise as subproblems in a Dantzig-Wolfe decomposition approach to more complex combinatorial optimization problems, where they need to be solved repeatedly and therefore efficiently. Here, we consider the multiple-class integer knapsack problem with setups. Items are partitioned into classes whose use implies a setup cost and associated capacity consumption. Item weights are assumed to be a multiple of their class weight. The total weight of selected items and setups is bounded. The objective is to maximize the difference between the profits of selected items and the fixed costs incurred for setting-up classes. A special case is the bounded integer knapsack problem with setups where each class holds a single item and its continuous version where a fraction of an item can be selected while incurring a full setup. The paper shows the extent to which classical results for the knapsack problem can be generalized to these variants with setups. In particular, an extension of the branch-and-bound algorithm of Horowitz and Sahni is developed for problems with positive setup costs. Our direct approach is compared experimentally with the approach proposed in the literature consisting in converting the problem into a multiple choice knapsack with pseudo-polynomial size.

Adjacency Variables Formulation for the Minimum Linear Arrangement Problem

We present a new integer linear formulation using \(O(n^2)\) variables, called adjacency variables, to solve the Minimum Linear Arrangement problem (MinLA). We give a couple of valid equalities and inequalities for this formulation, some of them deriving from on a new general partitioning approach that is not limited to our formulation. We numerically tested the lower bound provided by the linear relaxation using instances of the matrix market library. Our results are compare with the best known lower bounds, in terms of quality, as well computing times.

A 0–1 linear programming formulation for the Berth Assignment Problem

The Berth Allocation Problem (BAP) is the problem of allocating berthing spaces and scheduling container vessels on these spaces so as to minimize total weighted time. We study a version of BAP in which containers are moved between vessels and berth space is abundant. Thus, the problem reduces to optimally assign vessels to berths.We call it the Berth Assignment Problem (BASP). (BASP) is an NP-Complete problem. We formulate it as a non standard Quadratic Assignment Problem, from which a 0–1 linear formulation is derived. Some valid inequalities of the resulting integer programming model are found. Numerical results are shown.