Column Generation Algorithms for the Capacitated m -Ring-Star Problem - - PowerPoint PPT Presentation

column generation algorithms for the capacitated
SMART_READER_LITE
LIVE PREVIEW

Column Generation Algorithms for the Capacitated m -Ring-Star Problem - - PowerPoint PPT Presentation

Column Generation Algorithms for the Capacitated m -Ring-Star Problem 1 Edna Ayako Hoshino and Cid Carvalho de Souza University of Campinas - UNICAMP Institute of Computing - IC may, 2008 1 Capes/PICDT,CNPq Conselho Nacional de


slide-1
SLIDE 1

Column Generation Algorithms for the Capacitated m-Ring-Star Problem1

Edna Ayako Hoshino and Cid Carvalho de Souza

University of Campinas - UNICAMP Institute of Computing - IC

may, 2008

1Capes/PICDT,CNPq – Conselho Nacional de Desenvolvimento Cient´

ıfico e Tecnol´

  • gico,FAPESP – Funda¸

c˜ ao de Amparo ` a Pesquisa do Estado de S˜ ao Paulo

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 1 / 39

slide-2
SLIDE 2

Overview

1

Introduction Related Problem Definition of the Problem Examples

2

Motivations Related Work

3

Our Proposal The Techniques Set Covering Model

4

Computational Results

5

Conclusions and Further Works

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 2 / 39

slide-3
SLIDE 3

Introduction Related Problem

Capacitated Vehicle Routing Problem (CVRP)

Figure: CVRP instance with |U| = 15, m = 3 and Q = 6.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 3 / 39

slide-4
SLIDE 4

Introduction Related Problem

A Solution for the CVRP

Figure: A solution for the CVRP instance with m = 3, Q = 6 and graph in Figure 1.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 4 / 39

slide-5
SLIDE 5

Introduction Related Problem

Capacitated Vehicle Routing Problem (CVRP)

Given: a graph G = (V , E) where V = {0} ∪ U, (depot 0 and a set of customers U); a fleet of m identical vehicles (each of them having a capacity Q); costs ce ≥ 0, ∀e ∈ E; demands di ≥ 0, ∀i ∈ U.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 5 / 39

slide-6
SLIDE 6

Introduction Related Problem

Capacitated Vehicle Routing Problem (CVRP)

Given: a graph G = (V , E) where V = {0} ∪ U, (depot 0 and a set of customers U); a fleet of m identical vehicles (each of them having a capacity Q); costs ce ≥ 0, ∀e ∈ E; demands di ≥ 0, ∀i ∈ U. The CVRP consists of finding routes for m vehicles such that: each route starts and ends at the depot; each customer is visited by a single vehicle; the total demand of all customers in any route is at most Q, and; the sum of the costs of all routes is minimum.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 5 / 39

slide-7
SLIDE 7

Introduction Related Problem

Alternative Solution

Figure: A solution that allows some customers stay outside of all routes.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 6 / 39

slide-8
SLIDE 8

Introduction Definition of the Problem

Capacitated m-Ring-Star Problem (CmRSP)

Given: a mixed graph G = (V , E ∪ A) where V = {0} ∪ U ∪ W (depot 0, a set of customers U and a set of Steiner points W ); unitary demands; integer values m and Q; route costs ce > 0, ∀e ∈ E = {(i, j) : i, j ∈ V }, satisfying the triangular inequalities; connection costs we > 0, ∀e ∈ A ⊆ {ij : i ∈ U, j ∈ U ∪ W }.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 7 / 39

slide-9
SLIDE 9

Introduction Definition of the Problem

Capacitated m-Ring-Star Problem (CmRSP)

Given: a mixed graph G = (V , E ∪ A) where V = {0} ∪ U ∪ W (depot 0, a set of customers U and a set of Steiner points W ); unitary demands; integer values m and Q; route costs ce > 0, ∀e ∈ E = {(i, j) : i, j ∈ V }, satisfying the triangular inequalities; connection costs we > 0, ∀e ∈ A ⊆ {ij : i ∈ U, j ∈ U ∪ W }. The CmRSP consists of finding m Q-ring-stars with minimum costs and covering all customers.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 7 / 39

slide-10
SLIDE 10

Introduction Definition of the Problem

Capacitated m-Ring-Star Problem (CmRSP)

Given: a mixed graph G = (V , E ∪ A) where V = {0} ∪ U ∪ W (depot 0, a set of customers U and a set of Steiner points W ); unitary demands; integer values m and Q; route costs ce > 0, ∀e ∈ E = {(i, j) : i, j ∈ V }, satisfying the triangular inequalities; connection costs we > 0, ∀e ∈ A ⊆ {ij : i ∈ U, j ∈ U ∪ W }. The CmRSP consists of finding m Q-ring-stars with minimum costs and covering all customers. a pair (R, S) is a Q-ring-star if:

R ⊆ E is a cycle passing by the depot 0; ij ∈ S ⊆ A such that i ∈ V [R] and j ∈ V [R]; |U ∩ (V [R] ∪ V [S])| ≤ Q.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 7 / 39

slide-11
SLIDE 11

Introduction Definition of the Problem

Capacitated m-Ring-Star Problem (CmRSP)

Given: a mixed graph G = (V , E ∪ A) where V = {0} ∪ U ∪ W (depot 0, a set of customers U and a set of Steiner points W ); unitary demands; integer values m and Q; route costs ce > 0, ∀e ∈ E = {(i, j) : i, j ∈ V }, satisfying the triangular inequalities; connection costs we > 0, ∀e ∈ A ⊆ {ij : i ∈ U, j ∈ U ∪ W }. The CmRSP consists of finding m Q-ring-stars with minimum costs and covering all customers. a pair (R, S) is a Q-ring-star if:

R ⊆ E is a cycle passing by the depot 0; ij ∈ S ⊆ A such that i ∈ V [R] and j ∈ V [R]; |U ∩ (V [R] ∪ V [S])| ≤ Q.

We say that a Q-ring-star covers a customer i if i ∈ V [R] ∪ V [S].

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 7 / 39

slide-12
SLIDE 12

Introduction Examples

Example of a Q-ring-star

h g j

  • 2

q p 6 4 10 2 5 5 10 5 m n 3 k i l 3 e f r c d a b 4 10 6 10 10 3

Figure: Two 9-ring-stars ({(0, g), (g, h), (h, i), (i, j), (j, k), (k, 0)}, {mi, ni, oj, pk, qk}) and ({(0, a), (a, b), (b, c), (c, 0)}, {(ec, fc}).

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 8 / 39

slide-13
SLIDE 13

Introduction Examples

Example of a CmRSP Instance

10 20 30 40 50 60 70 80 90 10 20 30 40 50 60 70 80 90 deposito cliente steiner

Figure: Instance eil51.tsp with |U| = 25.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 9 / 39

slide-14
SLIDE 14

Introduction Examples

Example of a Q-ring-star

10 20 30 40 50 60 70 80 90 10 20 30 40 50 60 70 80 90 deposito cliente steiner anel estrela

Figure: 8-ring-star for the instance in Figure 5.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 10 / 39

slide-15
SLIDE 15

Introduction Examples

A Solution for the CmRSP instance

10 20 30 40 50 60 70 80 90 10 20 30 40 50 60 70 80 90 deposito cliente steiner solucao arcos

Figure: A solution for eil51.tsp with m = 3 e Q = 10.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 11 / 39

slide-16
SLIDE 16

Motivations Related Work

Integer Programming (IP) Formulation

Formulation proposed by Baldacci et al and used into a branch-and-cut algorithm.

(BC) min X

e∈E

cexe + X

ij∈A

wijzij subject to X

e∈δ(0)

xe = 2m (1) X

e∈δ(i)

xe = 2yi, ∀i ∈ V \ {0} (2) X

ij∈A

zij + yi = 1, ∀i ∈ U (3) X

e∈δ(S)

xe ≥ 2 Q X

i∈U

X

j∈S:ij∈A

zij, ∀S ⊆ V \ {0} : S = {} (4) y ∈ {0, 1}|V ′|, zij ∈ {0, 1}, xij ∈ {0, 1}. (5)

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 12 / 39

slide-17
SLIDE 17

Motivations Related Work

Motivations Practical applications arising in telecommunications and logistics;

Large fiber optics networks design; Logistics of product distribution; School bus allocation.

Just one exact algorithm for CmRSP is reported, to our knowledge; In general, set covering models provide tight relaxations.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 13 / 39

slide-18
SLIDE 18

Motivations Related Work

Motivations Practical applications arising in telecommunications and logistics;

Large fiber optics networks design; Logistics of product distribution; School bus allocation.

Just one exact algorithm for CmRSP is reported, to our knowledge; In general, set covering models provide tight relaxations. Our Objective Evaluate the use of a set covering model for the CmRSP together a column generation algorithm to solve it.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 13 / 39

slide-19
SLIDE 19

Our Proposal The Techniques

Column Generation

(P) min cλ s.a. Aλ ≥ 1, ∀i ∈ N (6) λ ∈ {0, 1}p (7)

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 14 / 39

slide-20
SLIDE 20

Our Proposal The Techniques

Column Generation

(P) min cλ s.a. Aλ ≥ 1, ∀i ∈ N (6) λ ∈ {0, 1}p (7) p is exponential in |N|, i.e., the total number of columns is big!

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 14 / 39

slide-21
SLIDE 21

Our Proposal The Techniques

Column Generation

(P) min cλ s.a. Aλ ≥ 1, ∀i ∈ N (6) λ ∈ {0, 1}p (7) p is exponential in |N|, i.e., the total number of columns is big! Consider just a few number of the columns and construct other columns implicitly by solving the pricing problem.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 14 / 39

slide-22
SLIDE 22

Our Proposal The Techniques

Column Generation

(P) min cλ s.a. Aλ ≥ 1, ∀i ∈ N (6) λ ∈ {0, 1}p (7) p is exponential in |N|, i.e., the total number of columns is big! Consider just a few number of the columns and construct other columns implicitly by solving the pricing problem. cp = cp − πAp (π: dual variables corresponding to constraints (6));

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 14 / 39

slide-23
SLIDE 23

Our Proposal The Techniques

Column Generation

(P) min cλ s.a. Aλ ≥ 1, ∀i ∈ N (6) λ ∈ {0, 1}p (7) p is exponential in |N|, i.e., the total number of columns is big! Consider just a few number of the columns and construct other columns implicitly by solving the pricing problem. cp = cp − πAp (π: dual variables corresponding to constraints (6)); Pricing problem consists of finding p ∈ P that minimizes cp.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 14 / 39

slide-24
SLIDE 24

Our Proposal Set Covering Model

Main Idea

each column represents a Q-ring-star; a solution for the CmRSP consists of m columns such that:

each customer i ∈ U is covered by some column; the sum of the costs associated with each column is minimum.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 15 / 39

slide-25
SLIDE 25

Our Proposal Set Covering Model

Main Idea

each column represents a Q-ring-star; a solution for the CmRSP consists of m columns such that:

each customer i ∈ U is covered by some column; the sum of the costs associated with each column is minimum. Figure: Example of a matrix of coefficients in a set covering model.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 15 / 39

slide-26
SLIDE 26

Our Proposal Set Covering Model

Set Covering Formulation

Consider P = {(R, S)|(R, S) is a Q-ring-star }; rp ∈ Z|U|+|W |+|E|

+

and sp ∈ Z|U|+|A|

+

: the characteristic vectors of the ring R and of the star S of a ring-star p = (R, S); ue = 1, if e ∈ E \ δ(0), otherwise, ue = 2; cp =

e∈R(p) ce + e∈S(p) we: the cost of a ring-star p.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 16 / 39

slide-27
SLIDE 27

Our Proposal Set Covering Model

Set Covering Formulation

(F1) min

  • p∈P

cpλp subject to

  • p∈P

λp = m (8)

  • p∈P

(rp

i + sp i )λp ≥ 1, ∀i ∈ U

(9)

  • p∈P
  • e∈δi

rp

e λp ≤ 1, ∀i ∈ V \ {0}

(10)

  • p∈P

rp

e λp ≤ ue, ∀e ∈ E

(11)

  • p∈P

sp

ij λp ≤ 1, ∀ij ∈ A

(12) λp ∈ {0, 1}, ∀p ∈ P (13)

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 17 / 39

slide-28
SLIDE 28

Our Proposal Set Covering Model

The Pricing Problem

Consider π, µ, ν, β and α: dual variables corresponding to constraints (8), (9), (10), (11) and (12); ˜ ce = ce − βe; ˜ wij = wij − αij − µi; ˜ pi = µi; cp =

  • e∈E

˜ cerp

e +

  • ij∈A

˜ wijsp

ij −

  • i∈U

˜ pirp

i + π.

The pricing problem consists of minp∈P cp.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 18 / 39

slide-29
SLIDE 29

Our Proposal Set Covering Model

Pricing Problem

Pricing Problem is NP-hard The profitable tour problem can be reduced in polinomial time to the pricing problem (W = ∅,Q = |V |, ˜ wij =

e∈E ˜

ce).

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 19 / 39

slide-30
SLIDE 30

Our Proposal Set Covering Model

Pricing Problem

Pricing Problem is NP-hard The profitable tour problem can be reduced in polinomial time to the pricing problem (W = ∅,Q = |V |, ˜ wij =

e∈E ˜

ce). Alternative Relax the pricing problem to allow vertex repetition inside a ring-star!

e d b f a b c a

Figure: An example of a relaxed ring-star.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 19 / 39

slide-31
SLIDE 31

Our Proposal Set Covering Model

Relaxed Pricing Problem

We analyzed three relaxations: BPr: any repetition are allowed; BPkc: k-cycles are prohibited inside the component R of a ring-star (R, S);

k-cycles are cycles with length less than or equal to k;

BPks: k-stream are prohibited inside a ring-star (R, S);

A stream is a string of vertices in V [R] and V [S] of a ring-star (R, S) with a fixed order; k-streams are cycle with length less than or equal to k inside a stream;

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 20 / 39

slide-32
SLIDE 32

Our Proposal Set Covering Model

Relaxed Pricing Problem

We analyzed three relaxations: BPr: any repetition are allowed; BPkc: k-cycles are prohibited inside the component R of a ring-star (R, S);

k-cycles are cycles with length less than or equal to k;

BPks: k-stream are prohibited inside a ring-star (R, S);

A stream is a string of vertices in V [R] and V [S] of a ring-star (R, S) with a fixed order; k-streams are cycle with length less than or equal to k inside a stream;

e d b f a b c a

Figure: An example of a 2-cycle and a stream acdbefab.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 20 / 39

slide-33
SLIDE 33

Our Proposal Set Covering Model

Relaxed Pricing Problem

We analyzed three relaxations: BPr: any repetition are allowed; BPkc: k-cycles are prohibited inside the component R of a ring-star (R, S);

k-cycles are cycles with length less than or equal to k;

BPks: k-stream are prohibited inside a ring-star (R, S);

A stream is a string of vertices in V [R] and V [S] of a ring-star (R, S) with a fixed order; k-streams are cycle with length less than or equal to k inside a stream;

All these relaxations can be solved in pseudo-polynomial time using dynamic programming.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 21 / 39

slide-34
SLIDE 34

Our Proposal Set Covering Model

Solving the Relaxed Pricing Problem

e d b c a b c a

Figure: An example of a (q, j)-walk-star.

F(j, q): minimum weight of a (q, j)-walk-star.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 22 / 39

slide-35
SLIDE 35

Our Proposal Set Covering Model

Solving the Relaxed Pricing Problem

e d b c a b c a

Figure: An example of a (q, j)-walk-star.

F(j, q): minimum weight of a (q, j)-walk-star. Idea The minimum weight relaxed ring-star can be found by: min

j∈V ′,q∈[1..Q] F(j, q) + ˜

cj0

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 22 / 39

slide-36
SLIDE 36

Our Proposal Set Covering Model

Computing F(j, q)

k j ˜ wkj p(j, q − dk)

(a) adding a connection arc

i j ˜ cij p(i, q − dj)

(b) adding an edge

i j k ˜ wkj ˜ cij p(i, q − dk)

(c) adding a connection arc and an edge

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 23 / 39

slide-37
SLIDE 37

Our Proposal Set Covering Model

Computing F(j, q)

F(j, q) = min          min

k∈U:j∈Ck

F(j, q − 1) + ˜ wkj,    min

i∈V ,i=j F(i, q − 1) + ˜

cij + ˜ pj , if j ∈ U min

i∈V ,i=j,k∈U:j∈Ck

F(i, q − 1) + ˜ wkj + ˜ cij , if j ∈ W . where F(0, 0) = 0, F(j, 0) = ∞ and F(0, q > 0) = ∞.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 24 / 39

slide-38
SLIDE 38

Our Proposal Set Covering Model

Computing F(j, q)

F(j, q) = min          min

k∈U:j∈Ck

F(j, q − 1) + ˜ wkj,    min

i∈V ,i=j F(i, q − 1) + ˜

cij + ˜ pj , if j ∈ U min

i∈V ,i=j,k∈U:j∈Ck

F(i, q − 1) + ˜ wkj + ˜ cij , if j ∈ W . where F(0, 0) = 0, F(j, 0) = ∞ and F(0, q > 0) = ∞. Complexity The computation of F(j, q) is O(|V |), so, the relaxed pricing problem can be solved in O(|V |2Q).

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 24 / 39

slide-39
SLIDE 39

Our Proposal Set Covering Model

Solving the Relaxed Pricing Problem with k-cycle and k-stream Elimination

Similar idea proposed by Irnich and Villeneuve to solve the non-elementary shortest path with resource constraint; They used label setting algorithm to enumerate all resource feasible paths; Some dominance rules are used to remove resource feasible paths that are non-useful (paths that can not be extended to obtain an optimal solution); They proposed an algorithm, called Intersection Algorithm, to recognize useful paths.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 25 / 39

slide-40
SLIDE 40

Our Proposal Set Covering Model

Digraph of Intersection

Figure: Part of the intersection digraph for k = 3.

We proposed to use a deterministic finite automaton to recognize an useful path.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 26 / 39

slide-41
SLIDE 41

Computational Results

Computational Environment Pentium IV 2.66GHz,900MB of RAM; language C, XPRESS optimizer library a.

aXPRESS is a product of Dash Corporation.

Implementation We have implemented three branch-and-price algorithm, one for each kind of relaxation. The BC code is an implementation for the branch-and-cut algorithm proposed by Baldacci et al.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 27 / 39

slide-42
SLIDE 42

Computational Results

Branch-and-Price

Initial basis We introduced artificial variables with huge costs whose columns form an identity matrix. To accelerate convergence, we also included a set of columns corresponding to ring-stars that are part of a feasible solution generated by a na¨ ıve heuristic inspired in Mauttone et al.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 28 / 39

slide-43
SLIDE 43

Computational Results

Branch-and-Price

Initial basis We introduced artificial variables with huge costs whose columns form an identity matrix. To accelerate convergence, we also included a set of columns corresponding to ring-stars that are part of a feasible solution generated by a na¨ ıve heuristic inspired in Mauttone et al. Branching rule

  • e∈δ(S)
  • p∈P

rp

e λp ≥ 2

|{i ∈ U : Ci ⊆ S}| Q

  • , S ⊆ V \ {0}, S = ∅.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 28 / 39

slide-44
SLIDE 44

Computational Results

Branch-and-Price

Initial basis We introduced artificial variables with huge costs whose columns form an identity matrix. To accelerate convergence, we also included a set of columns corresponding to ring-stars that are part of a feasible solution generated by a na¨ ıve heuristic inspired in Mauttone et al. Branching rule

  • e∈δ(S)
  • p∈P

rp

e λp ≥ 2

|{i ∈ U : Ci ⊆ S}| Q

  • , S ⊆ V \ {0}, S = ∅.

Node selection The classical best-bound strategy is used to select the next node to be explored during the enumeration procedure.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 28 / 39

slide-45
SLIDE 45

Computational Results

Bounding No heuristics were developed to compute feasible solutions during the

  • enumeration. Primal bounds must correspond to IP solutions.

Dual bounds are directly obtained from the linear relaxations or from Lasdon’s formula.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 29 / 39

slide-46
SLIDE 46

Computational Results

Bounding No heuristics were developed to compute feasible solutions during the

  • enumeration. Primal bounds must correspond to IP solutions.

Dual bounds are directly obtained from the linear relaxations or from Lasdon’s formula. Pricing all columns with negative reduced cost associated to non relaxed ring-stars; for each j ∈ V \ {0}, the most negative reduced cost column related to the minimum weight relaxed (q, j)-walk-star.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 29 / 39

slide-47
SLIDE 47

Computational Results

Table: Comparison between BPr, BP3c, BP3s, BP3sA and BC codes.

BPr × BP3c BP3c × BP3s instance gap time

  • pt

gap time

  • pt

eil40.tsp 1.0 2.8 2/8 * 1.6 1/9 eil51.tsp 1.0 1.4 0/2 0.4 19.9 4/6 eil64.tsp 1.4 * 0/0 1.3 * 4/4 eil76.tsp 0.6 * 1/1 2.5 48.7 0/1 BP3s × BP3sA BC × BP3sA instance gap time

  • pt

gap time

  • pt

eil40.tsp * 3.3 0/9 * 0.4 0/9 eil51.tsp 0.2 3.5 0/6

  • 0.6

0.6 0/6 eil64.tsp 0.1 2.3 0/4 0.1 0.4 0/4 eil76.tsp 0.2 2.4 0/1 11.8 * 1/1

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 30 / 39

slide-48
SLIDE 48

Computational Results

(a) nodes processed per instance (b) Pricing time per instance

Figure: Comparison between BP3s and BP3sA codes.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 31 / 39

slide-49
SLIDE 49

Computational Results

(a) # instances solved faster (b) Speedup: instances solved by both

Figure: Comparison between BP3sA and BC.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 32 / 39

slide-50
SLIDE 50

Computational Results

(a) Percentage of increase in lower bound at the root node (b) Total of instances with best lower bound at the root node

Figure: Lower bound comparative between BP3sA and BC.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 33 / 39

slide-51
SLIDE 51

Computational Results

Preliminary Results for Branch-and-Cut-and-Price (BCP)

Table: Comparison between BP3sA, BC and BCP

BP3sA × BCP BC × BCP instance gap time

  • pt

gap time

  • pt

eil40.tsp * 1.7 0/9 * 2.6 0/9 eil51.tsp 0.9 1.8 1/7 0.0 0.8 0/7 eil64.tsp 0.2 2.2 0/4 0.1 2.5 0/4 eil76.tsp 0.1 1.0 0/1 0.2 * 1/1

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 34 / 39

slide-52
SLIDE 52

Computational Results

Preliminary Results for Branch-and-Cut-and-Price (BCP)

(a) # instances solved faster (b) Speedup: instances solved by both

Figure: Comparison between BCP and BC.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 35 / 39

slide-53
SLIDE 53

Computational Results

Preliminar Results for Branch-and-Cut-and-Price (BCP)

(a) Percentage of increase in lower bound at the root node (b) Total of instances with best lower bound at the root node

Figure: Lower bound comparative between BCP and BC.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 36 / 39

slide-54
SLIDE 54

Conclusions and Further Works

Conclusions The more complex are the structures forbidden in the relaxation, the larger is the number of instances that are solved to optimality;

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 37 / 39

slide-55
SLIDE 55

Conclusions and Further Works

Conclusions The more complex are the structures forbidden in the relaxation, the larger is the number of instances that are solved to optimality; more stringent relaxations lead to higher speedups in running times (early pruning);

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 37 / 39

slide-56
SLIDE 56

Conclusions and Further Works

Conclusions The more complex are the structures forbidden in the relaxation, the larger is the number of instances that are solved to optimality; more stringent relaxations lead to higher speedups in running times (early pruning); Using deterministic finite automaton was important to reduce the pricing time;

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 37 / 39

slide-57
SLIDE 57

Conclusions and Further Works

Conclusions The more complex are the structures forbidden in the relaxation, the larger is the number of instances that are solved to optimality; more stringent relaxations lead to higher speedups in running times (early pruning); Using deterministic finite automaton was important to reduce the pricing time; Set covering model presented better dual bounds;

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 37 / 39

slide-58
SLIDE 58

Conclusions and Further Works

Conclusions The more complex are the structures forbidden in the relaxation, the larger is the number of instances that are solved to optimality; more stringent relaxations lead to higher speedups in running times (early pruning); Using deterministic finite automaton was important to reduce the pricing time; Set covering model presented better dual bounds; The BP3sA and BC do not dominate each other and some instances are better suited for one or the other algorithm.

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 37 / 39

slide-59
SLIDE 59

Conclusions and Further Works

Further Works Introduce primal heuristic (to improve primal dual); Remove columns during branch-and-price (to reduce LP time); Add strong-branching (to obtain better dual bound early); Implement a branch-and-cut-and-price (on going).

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 38 / 39

slide-60
SLIDE 60

The End

Questions?

Edna Hoshino, Cid de Souza (IC-UNICAMP) Column Generation for the CmRSP may, 2008 39 / 39