2 research outputs found
An exact column-generation approach for the lot-type design problem
We consider a fashion discounter distributing its many branches with integral
multiples from a set of available lot-types. For the problem of approximating
the branch and size dependent demand using those lots we propose a tailored
exact column generation approach assisted by fast algorithms for intrinsic
subproblems, which turns out to be very efficient on our real-world instances
as well as on random instances.Comment: 36 pages, 8 figures, 1 tabl
The Slim Branch and Price Method with an Application to the Hamiltonian p-median Problem
The main objective of this dissertation is to present a new exact optimization
method, the Slim Branch and Price (SBP) method, which is an improvement over
the traditional Branch and Price (B&P) framework. SBP can be used to solve a
large class of combinatorial optimization problems that can be solved by B&P type
algorithms and that have binary master problems with fixed support (i.e., the sum of
the variables in any feasible solution is fixed). This is an important class of problems
as it includes several classical and fundamental problems. Towards this objective, this
dissertation develops three algorithms to solve an interesting optimization problem,
the Hamiltonian p-median problem (HpMP), which is a generalization of the wellknown
traveling salesman problem. In HpMP, the target is to find p cycles that
partition a given undirected graph with the objective of minimizing the total sum
of the costs of these p cycles.
This dissertation is divided into three main parts with the objective of showing the
superiority of SBP over B&P while using HpMP as a running example. Towards this
objective, the first part presents a B&P algorithm for HpMP, the second part presents
SBP and how it can be tailored to solve HpMP, and finally, the third part explains
how the preprocessing techniques developed for integer programs can dramatically
enhance the performance of SBP.
In the first part, we devise a Branch and Price algorithm that is able to solve
instances with up to 318 nodes (within acceptable optimality gaps). To achieve
this, we modified the set partitioning formulation of HpMP|a minor modification
yet with significant algorithmic and computational advantages. Furthermore our
computational results demonstrate that the practical complexity of HpMP and the performance of the algorithms to solve it strongly depend on the value of p. In
addition, in order to solve the pricing problem we make contributions on a couple
of problems that are important on their own right: 1) we develop a new efficient
algorithm to find the least cost cycle in undirected graphs with arbitrary edge costs
and no negative cycles; and 2) we develop an algorithm to find the most negative
cycle in undirected graphs with arbitrary edge costs. Finally, we prove that for every
value of p, HpMP is NP-hard even when restricted to Euclidean graphs.
In the second part, we present SBP method which is an improvement over traditional
B&P in the case of binary master problems with fixed support. The main
advantage in SBP is that the branching tree has only one main branch with several
leaves. In addition, we show that all the problems defined on the leaves can
be merged to form a larger problem that can be solved very fast without further
branching. We illustrate the computational advantage of SBP over B&P on HpMP.
In particular, within one hour time limit, SBP can solve to optimality instances with
up to 200 nodes; whereas B&P can solve to optimality instances with up to 127
nodes.
In the third part, we exploit the reduced cost fixing preprocessing technique to
enhance the performance of B&P. To this end, we develop a heuristic based on k-opt
moves to find good feasible solutions for HpMP. We also introduce two separation
algorithms to improve the linear programming relaxation of the natural variable
space model of HpMP. Using these upper and lower bounds, reduced cost fixing was
then implemented to reduce the graph size by deleting the edges that cannot be
in any optimal solution. We compared the computational times reported by SBP
with preprocessing versus those reported by SBP without preprocessing. The former
algorithm performed better than the latter algorithm in 88.3% of the test instances