A Branch-and-Cut based Pricer for the Capacitated Vehicle Routing Problem

openIl Capacitated Vehicle Routing Problem, abbreviato come CVRP, è un problema di ottimizzazione combinatoria d'instradamento nel quale, un insieme geograficamente sparso di clienti con richieste note deve essere servito da una flotta di veicoli stazionati in una struttura centrale. Negli ultimi due decenni, tecniche di Column generation incorporate all'interno di frameworks branch-price-and-cut sono state infatti l'approccio stato dell'arte dominante per la costruzione di algoritmi esatti per il CVRP. Il pricer, un componente critico nella column generation, deve risolvere il Pricing Problem (PP) che richiede la risoluzione di un Elementary Shortest Path Problem with Resource Constraints (ESPPRC) in una rete di costo ridotto. Pochi sforzi scientifici sono stati dedicati allo studio di approcci branch-and-cut per affrontare il PP. L'ESPPRC è stato tradizionalmente rilassato e risolto attraverso algoritmi di programmazione dinamica. Questo approccio, tuttavia, ha due principali svantaggi. Per cominciare, peggiora i dual bounds ottenuti. Inoltre, il tempo di esecuzione diminuisce all'aumentare della lunghezza dei percorsi generati. Per valutare la performance dei loro contributi, la comunità di ricerca operativa ha tradizionalmente utilizzato una serie d'istanze di test storiche e artificiali. Tuttavia, queste istanze di benchmark non catturano le caratteristiche chiave dei moderni problemi di distribuzione del mondo reale, che sono tipicamente caratterizzati da lunghi percorsi. In questa tesi sviluppiamo uno schema basato su un approccio branch-and-cut per risolvere il pricing problem. Studiamo il comportamento e l'efficacia della nostra implementazione nel produrre percorsi più lunghi comparandola con soluzioni all'avanguardia basate su programmazione dinamica. I nostri risultati suggeriscono che gli approcci branch-and-cut possono supplementare il tradizionale algoritmo di etichettatura, indicando che ulteriore ricerca in quest'area possa portare benefici ai risolutori CVRP.The Capacitated Vehicle Routing Problem, CVRP for short, is a combinatorial optimization routing problem in which, a geographically dispersed set of customers with known demands must be served by a fleet of vehicles stationed at a central facility. Column generation techniques embedded within branch-price-and-cut frameworks have been the de facto state-of-the-art dominant approach for building exact algorithms for the CVRP over the last two decades. The pricer, a critical component in column generation, must solve the Pricing Problem (PP), which asks for an Elementary Shortest Path Problem with Resource Constraints (ESPPRC) in a reduced-cost network. Little scientific efforts have been dedicated to studying branch-and-cut based approaches for tackling the PP. The ESPPRC has been traditionally relaxed and solved through dynamic programming algorithms. This approach, however, has two major drawbacks. For starters, it worsens the obtained dual bounds. Furthermore, the running time degrades as the length of the generated routes increases. To evaluate the performance of their contributions, the operations research community has traditionally used a set of historical and artificial test instances. However, these benchmark instances do not capture the key characteristics of modern real-world distribution problems, which are usually characterized by longer routes. In this thesis, we develop a scheme based on a branch-and-cut approach for solving the pricing problem. We study the behavior and effectiveness of our implementation in producing longer routes by comparing it with state-of-the-art solutions based on dynamic programming. Our results suggest that branch-and-cut approaches may supplement the traditional labeling algorithm, indicating that further research in this area may bring benefits to CVRP solvers

A branch-and-price approach for Pure Parsimony haplotyping

This thesis comes as the result of a detailed study of decomposition methods for large-scale problems and their application to a particular problem arising in computational biology. The improvements on computer capabilities and programming techniques in the last decades have widened the set of problems that can be easily solved as Mixed Integer Linear programs. However, several applications still require formulations that involve a non-tractable amount of data necessary to describe the geometry of the solution space. In these cases, decomposition methods are used to reduce the size of the problems to be addressed. In this thesis we propose the application of some of these methods, as Dantzig-Wolfe reformulation, column generation and Lagrangian relaxation, to a problem related to the study of the human genome. The human DNA is made of two double chains, each of which consists in a sequence of nucleotides. Among these, the ones related to the Single Nucleotide Polymorphisms (SNPs) are interesting as they describe the differences between individuals. We define a haplotype as a sequence of nucleotides that describes a portion of the SNPs found in a particular chromosome, and a genotype as the sequence that aggregates the information on SNPs coming from the double DNA chain of an individual. The problem we address falls into the class defining the Haplotyping Inference problem, that consists in recovering the structure of the haplotypes, given the information on the genotypes. In particular, we consider the parsimony criterion, which means that we want to find the minimum number of haplotypes able to explain all the genotypes. This problem is known to be APX-hard. There are several contributions in the literature that can be divided into two main different classes of mixed integer linear formulations. The first one presents a polynomial number of both variables and constraints, thus these formulations are solved using a branch-and-cut approach. The second class consists of formulations that present an exponential number of constraints and variables, solved with a branch-and-cut-and-price approach. The scope of this thesis is to investigate how a new formulation that involves an exponential number of variables and a polynomial number of constraints can be solved by a branch-and-price approach. Its aim is to provide a competitive algorithm with respect to other formulations from the literature, in particular those with a polynomial number of constraints and variables. We start by providing a review of the state of the art on the Haplotype Inference problem, with particular focus on the Mixed Integer Linear programming approaches for the Haplotype Inference by Pure Parsimony (HIPP) problem. We then consider a new mathematical programming formulation for HIPP that includes a set of quadratic constraints. By applying Dantzig-Wolfe reformulation, we obtained a new integer linear programming formulation, presenting an exponential number of variables and a polynomial number of constraints on the input data. This model is the basis for the development of a branch-and-price approach. Due to the large number of variables involved, a column-generation approach is needed to solve the linear relaxation at a generic node of the search tree. An initial feasible solution is easily found by means of heuristics and used as starting point to build the Restricted Master Problem (RMP). In order to find variables to be added to the RMP, we solve a dedicated subproblem, the pricing problem, that in our case presents a quadratic objective function. We propose different ways of solving the pricing problem. Among the exact methods, we consider the integer linear model obtained by linearizing the quadratic objective function and a Smart Enumeration approach, that partitions the set of feasible solutions and solves the pricing problem restricted to each subset, exploiting some extra available information to further reduce the size of the subproblems. As heuristic approaches, we at first note that the pricing problem is easily solved for particular haplotypes. Then, for investigating the remaining solutions we propose a local search-based heuristic and an Early-terminated Smart Enumeration, where we stop the Smart Enumeration approach as soon as we find a variable that can be added to the RMP. The oscillatory behaviour of the dual variables involved in the definition of the pricing problem is limited by introducing a stabilization technique adapted to our formulation. In particular, we extended the proof of convergence of this procedure, that consists in using dual values obtained as convex combinations between real dual variables and a chosen stability center, to the cases in which the stabilized dual variables are feasible for the dual problem. In order to solve the integer model, the solution of the linear relaxation is embedded in a branch-and-price approach. The branching rule we present is inspired to the well-known Ryan-Foster branching rule for set-partitioning problems. The correctness of our approach has been proved. Further observations on the similarity of the formulation's constraints to multiple set-covering ones suggest that we can relax a family of constraints to obtain a new formulation similar to a multiple set-covering. However, we note that the proposed branch-and-price algorithm applied to this formulation does not provide a feasible solution for HIPP, thus we need to integrate the proposed branching rule and recover a feasible optimal solution for HIPP. This branch-and-price approach has been implemented in C++, with the aid of SCIP libraries and Cplex solver. Results have been obtained from different classes of instances found in literature, coming from real biological data and generated using ad-hoc programs, as well as newly generated ones. The branch-and-price approach proposed for our formulation proves to be competitive with state-of-the-art polynomial-sized formulations. In fact, we can note how the linear relaxation of our formulation is tighter than other linear relaxations and provides an effective starting solution for the branch-and-price algorithm. Results show how our approach is efficient, in particular on the set of instances that contain a larger number of genotypes We proved therefore that a branch-and-price procedure provides a good solution approach for a formulation with exponential number of variables and polynomial number of constraints. Further work may include enhancements on the implementation details, such as exploring different ways of ordering the genotypes or combining heuristic and exact methods in the stabilized framework to solve the pricing problem. Moreover, it is possible to investigate the generalization of the proposed approach in order to solve set-partitioning problems

Finding Minimal Cost Herbrand Models with Branch-Cut-and-Price

Given (1) a set of clauses $T$ in some first-order language $\cal L$ and (2) a cost function $c : B_{{\cal L}} \rightarrow \mathbb{R}_{+}$, mapping each ground atom in the Herbrand base $B_{{\cal L}}$ to a non-negative real, then the problem of finding a minimal cost Herbrand model is to either find a Herbrand model $\cal I$ of $T$ which is guaranteed to minimise the sum of the costs of true ground atoms, or establish that there is no Herbrand model for $T$. A branch-cut-and-price integer programming (IP) approach to solving this problem is presented. Since the number of ground instantiations of clauses and the size of the Herbrand base are both infinite in general, we add the corresponding IP constraints and IP variables `on the fly' via `cutting' and `pricing' respectively. In the special case of a finite Herbrand base we show that adding all IP variables and constraints from the outset can be advantageous, showing that a challenging Markov logic network MAP problem can be solved in this way if encoded appropriately

Universality-class dependence of energy distributions in spin glasses

We study the probability distribution function of the ground-state energies of the disordered one-dimensional Ising spin chain with power-law interactions using a combination of parallel tempering Monte Carlo and branch, cut, and price algorithms. By tuning the exponent of the power-law interactions we are able to scan several universality classes. Our results suggest that mean-field models have a non-Gaussian limiting distribution of the ground-state energies, whereas non-mean-field models have a Gaussian limiting distribution. We compare the results of the disordered one-dimensional Ising chain to results for a disordered two-leg ladder, for which large system sizes can be studied, and find a qualitative agreement between the disordered one-dimensional Ising chain in the short-range universality class and the disordered two-leg ladder. We show that the mean and the standard deviation of the ground-state energy distributions scale with a power of the system size. In the mean-field universality class the skewness does not follow a power-law behavior and converges to a nonzero constant value. The data for the Sherrington-Kirkpatrick model seem to be acceptably well fitted by a modified Gumbel distribution. Finally, we discuss the distribution of the internal energy of the Sherrington-Kirkpatrick model at finite temperatures and show that it behaves similar to the ground-state energy of the system if the temperature is smaller than the critical temperature.Comment: 15 pages, 20 figures, 1 tabl

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