A note on "A LP-based heuristic for a time-constrained routing problem"

In their paper, Avella et al. (2006) investigate a time-constrained routing problem. The core of the proposed solution approach is a large-scale linear program that grows both row- and column-wise when new variables are introduced. Thus, a column-and-row generation algorithm is proposed to solve this linear program optimally, and an optimality condition is presented to terminate the column-and-row generation algorithm. We demonstrate by using Lagrangian duality that this optimality condition is incorrect and may lead to a suboptimal solution at termination

On Exploiting Flow Allocation with Rate Adaptation for Green Networking

Network power consumption can be reduced considerably by adapting link data rates to their offered traffic loads. In this paper, we exploit how to leverage rate adaptation for green networking by studying the following flow allocation problem in wired networks: Given a set of candidate paths for each end-to-end communication session, determine how to allocate flow (data traffic) along these paths such that power consumption is minimized, subject to the constraint that the traffic demand of each session is satisfied. According to recent measurement studies, we consider a discrete step increasing function for link power consumption. We address both the single and multiple communication session cases and formulate them as two optimization problems, namely, the Single-session Flow allocation with Rate Adaptation Problem (SF-RAP), and the Multisession Flow Allocation with Rate Adaptation Problem (MFRAP). We first show that both problems are NP-hard and present a Mixed Integer Linear Programming (MILP) formulation for the MF-RAP to provide optimal solutions. Then we present a 2-approximation algorithm for the SF-RAP, and a general flow allocation framework as well as an LP-based heuristic algorithm for the MF-RAP. Simulation results show that the algorithm proposed for the SF-RAP consistently outperforms a shortest path based baseline solution and the algorithms proposed for the MF-RAP provide close-to-optimal solutions

Simultaneous column-and-row generation for large-scale linear programs with column-dependent-rows

In this paper, we develop a simultaneous column-and-row generation algorithm for a general class of large-scale linear programming problems. These problems typically arise in the context of linear programming formulations with exponentially many variables. The defining property for these formulations is a set of linking constraints. These constraints are either too many to be included in the formulation directly, or the full set of linking constraints can only be identified, if all variables are generated explicitly. Due to this dependence between columns and rows, we refer to this class of linear programs as problems with column-dependent-rows. To solve these problems, we need to be able to generate both columns and rows on the fly within an efficient solution method. We emphasize that the generated rows are structural constraints and distinguish our work from the branch-and-cut-and-price framework. We first characterize the underlying assumptions for the proposed column-and-row generation algorithm and then introduce the associated set of pricing subproblems in detail. The proposed methodology is demonstrated on numerical examples for the multi-stage cutting stock and the quadratic set covering problems

Simultaneous column-and-row generation for large-scale linear programs with column-dependent-rows

In this paper, we develop a simultaneous column-and-row generation algorithm that could be applied to a general class of large-scale linear programming problems. These problems typically arise in the context of linear programming formulations with exponentially many variables. The defining property for these formulations is a set of linking constraints, which are either too many to be included in the formulation directly, or the full set of linking constraints can only be identified, if all variables are generated explicitly. Due to this dependence between columns and rows, we refer to this class of linear programs as problems with column-dependent-rows. To solve these problems, we need to be able to generate both columns and rows on-the-fly within an efficient solution approach. We emphasize that the generated rows are structural constraints and distinguish our work from the branch-and-cut-and-price framework. We first characterize the underlying assumptions for the proposed column-and-row generation algorithm. These assumptions are general enough and cover all problems with column-dependent-rows studied in the literature up until now to the best of our knowledge. We then introduce in detail a set of pricing subproblems, which are used within the proposed column-and-row generation algorithm. This is followed by a formal discussion on the optimality of the algorithm. To illustrate the proposed approach, the paper is concluded by applying the proposed framework to the multi-stage cutting stock and the quadratic set covering problems

Modeling the Multicommodity Multimodal Routing Problem with Schedule-Based Services and Carbon Dioxide Emission Costs

We explore a freight routing problem wherein the aim is to assign optimal routes to move commodities through a multimodal transportation network. This problem belongs to the operational level of service network planning. The following formulation characteristics will be comprehensively considered: (1) multicommodity flow routing; (2) a capacitated multimodal transportation network with schedule-based rail services and time-flexible road services; (3) carbon dioxide emissions consideration; and (4) a generalized costs optimum oriented to customer demands. The specific planning of freight routing is thus defined as a capacitated time-sensitive multicommodity multimodal generalized shortest path problem. To solve this problem systematically, we first establish a node-arc-based mixed integer nonlinear programming model that combines the above formulation characteristics in a comprehensive manner. Then, we develop a linearization method to transform the proposed model into a linear one. Finally, a computational experiment from the Chinese inland container export business is presented to demonstrate the feasibility of the model and linearization method. The computational results indicate that implementing the proposed model and linearization method in the mathematical programming software Lingo can effectively solve the large-scale practical multicommodity multimodal transportation routing problem

A Stabilized Structured Dantzig-Wolfe Decomposition Method

We discuss an algorithmic scheme, which we call the stabilized structured Dantzig-Wolfe decomposition method, for solving large-scale structured linear programs. It can be applied when the subproblem of the standard Dantzig-Wolfe approach admits an alternative master model amenable to column generation, other than the standard one in which there is a variable for each of the extreme points and extreme rays of the corresponding polyhedron. Stabilization is achieved by the same techniques developed for the standard Dantzig-Wolfe approach and it is equally useful to improve the performance, as shown by computational results obtained on an application to the multicommodity capacitated network design problem

Decomposition methods for large-scale network expansion problems

Network expansion problems are a special class of multi-period network design problems in which arcs can be opened gradually in different time periods but can never be closed. Motivated by practical applications, we focus on cases where demand between origin-destination pairs expands over a discrete time horizon. Arc opening decisions are taken in every period, and once an arc is opened it can be used throughout the remaining horizon to route several commodities. Our model captures a key timing trade-off: the earlier an arc is opened, the more periods it can be used for, but its fixed cost is higher, since it accounts not only for construction but also for maintenance over the remaining horizon. An overview of practical applications indicates that this trade-off is relevant in various settings. For the capacitated variant, we develop an arc-based Lagrange relaxation, combined with local improvement heuristics. For uncapacitated problems, we develop four Benders decompositi

The Minimum Flow Cost Hamiltonian Tour Problem

In this thesis we introduce the minimum flow cost Hamiltonian tour problem(FCHT). Given a graph and positive flow between pairs of vertices, the FCHT consists of �finding a Hamiltonian cycle that minimizes the total cost for sending flows between pairs of vertices thorough the shortest path on the cycle. We prove that the FCHT belongs to the class of NP-hard problems and study the polyhedral structure of its set of feasible solutions. In particular, we present �five di�different MIP formulations which are theoretically and computationally compared. We also develop some approximate and exact solution procedures to solve the FCHT. We present a combinatorial bound and two heuristic procedures: a greedy deterministic method and a greedy randomized adaptive search procedure. Finally, a branch-and-cut algorithm is also proposed to solve the problem exactly

0-1 Reformulations of the Multicommodity Capacitated Network Design Problem

We study 0-1 reformulations of the multicommodity capacitated network design problem, which is usually modeled with general integer variables to represent design decisions on the number of facilities to install on each arc of the network. The reformulations are based on the multiple choice model, a generic approach to represent piecewise linear costs using 0-1 variables. This model is improved by the addition of extended linking inequalities, derived from variable disaggregation techniques. We show that these extended linking inequalities for the 0-1 model are equivalent to the residual capacity inequalities, a class of valid inequalities derived for the model with general integer variables. In this paper, we compare two cutting-plane algorithms to compute the same lower bound on the optimal value of the problem: one based on the generation of residual capacity inequalities within the model with general integer variables, and another based on the addition of extended linking inequalities to the 0-1 reformulation. To further improve the computational results of the latter approach, we develop a column-and-row generation approach; the resulting algorithm is shown to be competitive with the approach relying on residual capacity inequalities