Rostering from staffing levels: a branch-and-price approach

Many rostering methods first create shifts from some given staffing levels, and after that create rosters from the set of created shifts. Although such a method has some nice properties, it also has some bad ones. In this paper we outline a method that creates rosters directly from staffing levels. We use a Branch-and-Price (B\&P) method to solve this rostering problem and compare it to an ILP formulation of the subclass of rostering problems studied in this paper. The two methods perform almost equally well. Branch-and-Price, though, turns out to be a far more flexible approach to solve rostering problems. It is not too hard to extend the Branch-and-Price model with extra rostering constraints. However, for ILP this is much harder, if not impossible. Next to this, the Branch-and-Price method is more open to improvements and hence, combined with the larger flexibility, we consider it better suited to create rosters directly from staffing levels in practice

Heuristic branch-and-price for building long term trainee schedules.

Branch-and-price is an increasingly important technique for solving large integer programming models. Staff scheduling has been a particularly fruitful area since these problems typically exhibit a decomposable structure. Beside computational efficiency branch-and-price produces two other important advantages in comparison with pure integer programming. Firstly, it often allows for a more accurate problem statement since many constraints which are hard to formulate in the integer program could be easily incorporated in the column generator. Secondly, a branch-and-price algorithm can easily be turned into an effective heuristic when optimality is no major concern. We illustrate these advantages for a medical trainee scheduling problem encountered at Oogziekenhuis Gasthuisberg Leuven and present some computational results together with implementation issues.Advantages; Area; Branch-and-price; Constraint; Efficiency; Heuristic; Integer programming; Model; Models; Problems; Research; Scheduling; Staff scheduling; Structure;

On the trade-off between staff-decomposed and activity-decomposed column generation for a staff scheduling problem.

In this paper a comparison is made between two decomposition techniques to solve a staff scheduling problem with column generation. In the first approach, decomposition takes place on the staff members, whereas in the second approach decomposition takes place on the activities that have to be performed by the staff members. The resulting master LP is respectively a set partitioning problem and a capacitated multi-commodity flow problem. Both approaches have been implemented in a branch-and-price algorithm. We show a trade-off between modeling power and computation times of both techniques.decomposition; staff scheduling; set partitioning; multi-commodity flow; branch-and-price; branch-and-price; programs;

Models for the optimization of promotion campaigns: exact and heuristic algorithms.

This paper presents an optimization model for the selection of sets of clients that will receive an offer for one or more products during a promotion campaign. The complexity of the problem makes it very difficult to produce optimal solutions using standard optimization methods. We propose an alternative set covering formulation and develop a branch-and-price algorithm to solve it. We also describe five heuristics to approximate an optimal solution. Two of these heuristics are algorithms based on restricted versions of the basic formulation, the third is a successive exact k-item knapsack procedure. A heuristic inspired by the Next-Product-To-Buy model and a depth-first branch-and-price heuristic are also presented. Finally, we perform extensive computational experiments for the two formulations as well as for the five heuristics.Promotion campaign; Minimum quantity commitment; Integer programming; Branch-and-price algorithm; Non-approximability; Heuristics; Business-to-business; Business-to-consumer;

Branch-and-Price Solving in G12

The G12 project is developing a software environment for stating and solving combinatorial problems by mapping a high-level model of the problem to an efficient combination of solving methods. Model annotations are used to control this process. In this paper we explain the mapping to branch-and-price solving. G12 supports the selection of specialised subproblem solvers, the aggregation of identical subproblems, automatic disaggregation when required by search, and the use of specialised branching rules. We demonstrate the benefits of the G12 framework on three examples: a trucking problem, cutting stock, and two-dimensional bin packing

A New Dantzig-Wolfe Reformulation And Branch-And-Price Algorithm For The Capacitated Lot Sizing Problem With Set Up Times

The textbook Dantzig-Wolfe decomposition for the Capacitated LotSizing Problem (CLSP),as already proposed by Manne in 1958, has animportant structural deficiency. Imposingintegrality constraints onthe variables in the full blown master will not necessarily givetheoptimal IP solution as only production plans which satisfy theWagner-Whitin condition canbe selected. It is well known that theoptimal solution to a capacitated lot sizing problem willnotnecessarily have this Wagner-Whitin property. The columns of thetraditionaldecomposition model include both the integer set up andcontinuous production quantitydecisions. Choosing a specific set upschedule implies also taking the associated Wagner-Whitin productionquantities. We propose the correct Dantzig-Wolfedecompositionreformulation separating the set up and productiondecisions. This formulation gives the samelower bound as Manne'sreformulation and allows for branch-and-price. We use theCapacitatedLot Sizing Problem with Set Up Times to illustrate our approach.Computationalexperiments are presented on data sets available from theliterature. Column generation isspeeded up by a combination of simplexand subgradient optimization for finding the dualprices. The resultsshow that branch-and-price is computationally tractable andcompetitivewith other approaches. Finally, we briefly discuss how thisnew Dantzig-Wolfe reformulationcan be generalized to other mixedinteger programming problems, whereas in theliterature,branch-and-price algorithms are almost exclusivelydeveloped for pure integer programmingproblems.branch-and-price;Lagrange relaxation;Dantzig-Wolfe decomposition;lot sizing;mixed-integer programming

Reformulation and decomposition of integer programs

In this survey we examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branch-and-bound based algorithm. First we cover in detail reformulations based on decomposition, such as Lagrangean relaxation, Dantzig-Wolfe column generation and the resulting branch-and-price algorithms. This is followed by an examination of Benders’ type algorithms based on projection. Finally we discuss in detail extended formulations involving additional variables that are based on problem structure. These can often be used to provide strengthened a priori formulations. Reformulations obtained by adding cutting planes in the original variables are not treated here.Integer program, Lagrangean relaxation, column generation, branch-and-price, extended formulation, Benders' algorithm