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

A new exact algorithm for the multi-depot vehicle routing problem under capacity and route length constraints

This article presents an exact algorithm for the multi-depot vehicle routing problem (MDVRP) under capacity and route length constraints. The MDVRP is formulated using a vehicle-flow and a set-partitioning formulation, both of which are exploited at different stages of the algorithm. The lower bound computed with the vehicle-flow formulation is used to eliminate non-promising edges, thus reducing the complexity of the pricing subproblem used to solve the set-partitioning formulation. Several classes of valid inequalities are added to strengthen both formulations, including a new family of valid inequalities used to forbid cycles of an arbitrary length. To validate our approach, we also consider the capacitated vehicle routing problem (CVRP) as a particular case of the MDVRP, and conduct extensive computational experiments on several instances from the literature to show its effectiveness. The computational results show that the proposed algorithm is competitive against stateof-the-art methods for these two classes of vehicle routing problems, and is able to solve to optimality some previously open instances. Moreover, for the instances that cannot be solved by the proposed algorithm, the final lower bounds prove stronger than those obtained by earlier methods

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

Approximation Limits of Linear Programs (Beyond Hierarchies)

We develop a framework for approximation limits of polynomial-size linear programs from lower bounds on the nonnegative ranks of suitably defined matrices. This framework yields unconditional impossibility results that are applicable to any linear program as opposed to only programs generated by hierarchies. Using our framework, we prove that O(n^{1/2-eps})-approximations for CLIQUE require linear programs of size 2^{n^\Omega(eps)}. (This lower bound applies to linear programs using a certain encoding of CLIQUE as a linear optimization problem.) Moreover, we establish a similar result for approximations of semidefinite programs by linear programs. Our main ingredient is a quantitative improvement of Razborov's rectangle corruption lemma for the high error regime, which gives strong lower bounds on the nonnegative rank of certain perturbations of the unique disjointness matrix.Comment: 23 pages, 2 figure

Robust Branch-Cut-and-Price for the Capacitated Minimum Spanning Tree Problem over a Large Extended Formulation

This paper presents a robust branch-cut-and-price algorithm for the Capacitated Minimum Spanning Tree Problem (CMST). The variables are associated to q-arbs, a structure that arises from a relaxation of the capacitated prize-collecting arbores- cence problem in order to make it solvable in pseudo-polynomial time. Traditional inequalities over the arc formulation, like Capacity Cuts, are also used. Moreover, a novel feature is introduced in such kind of algorithms. Powerful new cuts expressed over a very large set of variables could be added, without increasing the complexity of the pricing subproblem or the size of the LPs that are actually solved. Computational results on benchmark instances from the OR-Library show very signi¯cant improvements over previous algorithms. Several open instances could be solved to optimalityNo keywords;

Exact and heuristic solution of the consistent vehicle-routing problem

Providing consistent service by satisfying customer demands with the same driver (driver consistency) at approximately the same time (arrival-time consistency) allows companies in last-mile distribution to stand out among competitors. The consistent vehicle-routing problem (ConVRP) is a multiday problem addressing such consistency requirements along with traditional constraints on vehicle capacity and route duration. The literature offers several heuristics but no exact method for this problem. The state-of-the-art exact technique to solve VRPs-column generation (CG) applied to route-based formulations in which columns are generated via dynamic programming-cannot be successfully extended to the ConVRP because the linear relaxation of route-based formulations is weak. We propose the first exact method for the ConVRP, which can solve medium-sized instances with five days and 30 customers. The method solves, via CG, a formulation in which each variable represents the set of routes assigned to a vehicle over the planning horizon. As an upper bounding procedure, we develop a large neighborhood search (LNS) featuring a repair procedure specifically designed to improve the arrival-time consistency of solutions. Used as stand-alone heuristic, the LNS is able to significantly improve the solution quality on benchmark instances from the literature compared with state-of-the-art heuristics