Combining Column Generation and Lagrangian Relaxation

Although the possibility to combine column generation and Lagrangian relaxation has been known for quite some time, it has only recently been exploited in algorithms. In this paper, we discuss ways of combining these techniques. We focus on solving the LP relaxation of the Dantzig-Wolfe master problem. In a first approach we apply Lagrangian relaxation directly to this extended formulation, i.e. no simplex method is used. In a second one, we use Lagrangian relaxation to generate new columns, that is Lagrangian relaxation is applied to the compact for-mulation. We will illustrate the ideas behind these algorithms with an application in Lot-sizing. To show the wide applicability of these techniques, we also discuss applications in integrated vehicle and crew scheduling, plant location and cutting stock problems

Circulation of Railway Rolling Stock: A Branch-and-Price Approach

We describe an algorithmic approach to determine an efficient railway rolling stock circulation on a single line or on a set of interacting lines. Given the timetable and the passengers? seat demand, we develop a branch-and-price algorithm that results in an allocation of rolling stock material to the daily trips. In order to efficiently utilize the train units, they can be added to or removed from the trains at some stations along the line. These changes in train composition are subject to several constraints, for example corresponding to the order of the train units within a train. A solution is evaluated based on three criteria, i.e. the service to passengers, the robustness, and the cost of the circulation. The branch-and-price algorithm that we developed is tested on real-life instances from NS Reizigers, the main Dutch operator of passenger trains

System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion

The design of route-guidance systems faces a well-known dilemma. The approach that theoretically yields the system-optimal traffic pattern may discriminate against some users, for the sake of favoring others. Proposed alternate models, however, do not directly address the system perspective and may result in inferior performance. We propose a novel model and corresponding algorithms to resolve this dilemma. We present computational results on real-world instances and compare the new approach with the well-established traffic assignment model. The quintessence is that system-optimal routing of traffic flow with explicit integration of user constraints leads to a better performance than the user equilibrium while simultaneously guaranteeing a superior fairness compared to the pure system optimum

Dynamic traffic congestion pricing mechanism with user-centric considerations

Thesis: S.M. in Transportation, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering, 2013.Cataloged from PDF version of thesis.Includes bibliographical references (pages 85-95).In this thesis, we consider the problem of designing real-time traffic routing systems in urban areas. Optimal dynamic routing for multiple passengers is known to be computationally hard due to its combinatorial nature. To overcome this difficulty, we propose a novel mechanism called User-Centric Dynamic Pricing (UCDP) based on recent advances in algorithmic mechanism design. The mechanism allows for congestion-free traffic in general road networks with heterogeneous users, while satisfying each user's travel preference. The mechanism first informs whether a passenger should use public transportation or the road network. In the latter case, a passenger reports his maximum accepted travel time with a lower bound announced publicly by the road authority. The mechanism then assigns the passenger a path that matches with his preference given the current traffic condition in the network. The proposed mechanism introduces a fairness constrained shortest path (FCSP) problem with a special structure, thus enabling polynomial time computation of path allocation that maximizes the sequential social surplus and guarantees fairness among passengers. The tolls of paths are then computed according to marginal cost payments. We show that reporting true preference is a weakly dominant strategy. The performance of the proposed mechanism is demonstrated on several simulated routing experiments in comparison to user equilibrium and system optimum.by Kim Thien Bui.S.M. in Transportatio

Optimization models and methods for transportation services

Managing transportation services efficiently is essential to both public and private sectors. This dissertation addresses three scheduling problems in modern transportation systems: the network design problem, the train dispatching problem, and the service route design problem. The transportation network design problem with service requirements designs arcs on a directed network and route commodities on the designed arcs so that i) commodities satisfy service requirements and ii) the total cost is minimized. We develop three mathematical programming models: a compact but weak arc-flow formulation, a large but strong path-flow formulation, and a hybrid formulation that uses both the arc-flow and the path-flow representations. We show that the hybrid formulation can significantly strengthen the LP formulation without introducing many variables. To find a good hybrid formulation, we develop columnization and decolumnization algorithms that uses the LP relaxation information to identify commodities that should use the path-flow representation. We also develop valid inequalities for commodities using the path-flow representation. The train dispatching problem schedules the movements of trains on scarce railroad tracks so as to improve the average velocity of trains. We develop a mathematical programming model and strengthen the model using valid inequalities. Besides, we present a heuristic to find a feasible solution quickly, which can serve as the warm-start solution to the MIP solver. For the third problem, we seek to design vehicle routes to deliver and pickup orders for a major grocery chain. We design a GRASP that can incorporate various operational requirements, including warehouse loading capacity, loading sequence, time window requirements, truck volume and weight capacities, and driver time limits. Our GRASP procedure consists of two phases: the solution construction (Phase I) and the Tabu search (Phase II). We show that the neighborhood structure of solutions is highly degenerate, which limits the solution space explored by the Tabu search. We apply the Tabu search with random variable neighborhood to increase the solution space explored.Operations Research and Industrial Engineerin