We discuss formulations of integer programs with a huge number of variables and their solution by column generation methods, i.e., implicit pricing of nonbasic variables to generate new columns or to prove LP optimality at a node of the branch-and-bound tree. We present classes of models for which this approach decomposes the problem, provides tighter LP relaxations, and eliminates symmetry. We then discuss computational issues and implementation of column generation, branch-and-bound algorithms, including special branching rules and efficient ways to solve the LP relaxation. We also discuss the relationship with Lagrangian duality.

/pdf/branch-and-price-column-generation-for-solving-huge-integer-4jvlny6blr.pdf

Branch-And-Price: Column Generation for Solving Huge Integer Programs

The objective of this paper is to review the current status of ship routing and scheduling. We focus on literature published during the last decade. Because routing and scheduling problems are closely related to many other fleet planning problems, we have divided this review into several parts. We start at the strategic fleet planning level and discuss the design of fleets and sea transport systems. We continue with the tactical and operational fleet planning level and consider problems that comprise various ship routing and scheduling aspects. Here, we separately discuss the different modes of operations: industrial, tramp, and liner shipping. Finally, we take a glimpse at naval applications and other related problems that do not naturally fall into these categories. The paper also presents some perspectives regarding future developments and use of optimization-based decision-support systems for ship routing and scheduling. Several of the trends indicate both accelerating needs for and benefits from such systems and, hopefully, this paper will stimulate further research in this area.

https://www.jstor.org/stable/pdfplus/25769174.pdf

Ship Routing and Scheduling: Status and Perspectives

Invited Review: Industrial aspects and literature survey: Combined inventory management and routing

This paper presents a survey of the research on the Vehicle Routing Problem with Time Windows (VRPTW), an extension of the Capacitated Vehicle Routing Problem. In the VRPTW, the service at each customer must start within an associated time window and the vehicle must remain at the customer location during service. Soft time windows can be violated at a cost while hard time windows do not allow for a vehicle to arrive at a customer after the latest time to begin service. We first present a multi-commodity network flow formulation with time and capacity constraints for the VRPTW. Approximation methods proposed in the literature to derive upper bounds are then reviewed. Then we explain how lower bounds can be obtained using optimal approaches, namely, Lagrangean relaxation and column generation. Next, we provide branching and cutting strategies that can be embedded within these optimal approaches to produce integer solutions. Special cases and extensions to the VRPTW follow as well as our conclusions.

/pdf/the-vrp-with-time-windows-47065rz7iy.pdf

The VRP with Time Windows

We present a column-generation model and branch-and-price-and-cut algorithm for origin-destination integer multicommodity flow problems. The origin-destination integer multicommodity flow problem is a constrained version of the linear multicommodity flow problem in which flow of a commodity (defined in this case by an origin-destination pair) may use only one path from origin to destination. Branch-and-price-and-cut is a variant of branch-and-bound, with bounds provided by solving linear programs using column-and-cut generation at nodes of the branch-and-bound tree. Because our model contains one variable for each origin destination path, for every commodity, the linear programming relaxations at nodes of the branch-and-bound tree are solved using column generation, i.e., implicit pricing of nonbasic variables to generate new columns or to prove LP optimality. We devise a new branching rule that allows columns to be generated efficiently at each node of the branch-and-bound tree. Then, we describe cuts (cover inequalities) that can be generated at each node of the branch-and-bound tree. These cuts help to strengthen the linear programming relaxation and to mitigate the effects of problem symmetry. We detail the implementation of our combined column and- cut generation method and present computational results for a set of test problems arising from telecommunications applications. We illustrate the value of our branching rule when used to find a heuristic solution and compare branch-and-price and branch-and-price-and-cut methods to find optimal solutions for highly capacitated problems.

Using Branch-and-Price-and-Cut to Solve Origin-Destination Integer Multicommodity Flow Problems

This paper describes an algorithm for a ship scheduling problem, obtained from a Swedish shipowning company The algorithm uses the Dantzig-Wolfe decomposition method for linear programming The subprograms are simple network flow problems that are solved by dynamic programming The master program in the decomposition algorithm is an LP problem with only zero-one elements in the matrix and the right-hand side Integer solutions are not guaranteed, but generation and solution of a large number of problems indicates that the frequency of fractional solutions is as small as 1–2 per cent Problems with about 40 ships and 50 cargoes are solved in about 25 minutes on an IBM 7090 In order to resolve the fractional cases, some integer programming experiments have been made The results will be reported in a forthcoming paper

A Column Generation Algorithm for a Ship Scheduling Problem

In a previous paper, Appelgren (Appelgren, L. 1969. A column generation algorithm for a ship scheduling problem. Trans. Sci. 3 53–68.), a decomposition algorithm for a class of vessel scheduling problems was presented. In some problems, the algorithm gives fractional solutions that cannot be interpreted as feasible schedules. This paper treats two integer programming methods that can be used to resolve these cases. The cutting plane method that was first tested was abandoned because it was not able to solve all the test problems. The second method is a branch-and-bound algorithm, where the branching is performed on one of the “essential” fractional variables and where the bounds are obtained by the decomposition algorithm. All fractional problems that have been found by simulation or in regular use of the algorithm have been solved, mostly with one branching only. There are fundamental difficulties in combining these integer programming methods with the Dantzig-Wolfe decomposition, since the constraints g...

Leif H. Appelgren

Papers

A Column Generation Algorithm for a Ship Scheduling Problem

Integer Programming Methods for a Vessel Scheduling Problem

Bryophytes of conservation concern decline and traits change in retention patches during two decades following forest harvest