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Exact algorithm over an arc-time-indexed formulation for parallel machine scheduling problems
(2010)
This paper presents an exact algorithm for the identical parallel machine scheduling problem over a formulation where each variable is indexed by a pair of jobs and a completion time.We show that such a formulation can be handled, in spite of its huge number of variables, through a branch cut and price algorithm enhanced by a number of practical techniques, including a dynamic programming procedure to fix variables by Lagrangean bounds and dual stabilization. The resulting method permits the solution of many instances of the P||\sum{wj Tj} problem with up to 100 jobs, and having 2 or 4 machines. This is the first time that medium-sized instances of the P||\sum{wj Tj} have been solved to optimality.
The time dependent traveling salesman problem (TDTSP) is a generalization of the classical traveling salesman problem (TSP), where arc costs depend on their position in the tour with respect to the source node. While TSP instances with thousands of vertices can be solved routinely, there are very challenging TDTSP instances with less than 100 vertices. In this work, we study the polytope associated to the TDTSP formulation by Picard and Queyranne, which can be viewed as an extended formulation of the TSP.We determine the dimension of the TDTSP polytope and identify several families of facet-defining cuts.We obtain good computational results with a branch-cut-and-price algorithm using the new cuts, solving almost all instances from the TSPLIB with up to 107 vertices.
The best performing exact algorithms for the capacitated vehicle routing problem developed in the last 10 years are based in the combination of cut and column generation. Some authors only used cuts expressed over the variables of the original formulation, in order to keep the pricing subproblem relatively easy. Other authors could reduce the duality gaps by also using a restricted number of cuts over the master LP variables, stopping when the pricing becomes prohibitively hard. A particularly effective family of such cuts are the subset row cuts. This work introduces a technique for greatly reducing the impact on the pricing of these cuts, thus allowing much more cuts to be added. The newly proposed branch-cut-and-price algorithm also incorporates and combines for the first time (often in an improved way) several elements found in previous works, like route enumeration and strong branching. All the instances used for benchmarking exact algorithms, with up to 199 customers, were solved to optimality. Moreover, some larger instances with up to 360 customers, only considered before by heuristic methods, were solved too.
We present an effective heuristic for the Steiner Problem in Graphs. Its main elements are a multistart algorithm coupled with aggressive combination of elite solutions, both leveraging recently-proposed fast local searches. We also propose a fast implementation of a well-known dual ascent algorithm that not only makes our heuristics more robust (by dealing with easier cases quickly), but can also be used as a building block of an exact branch-and-bound algorithm that is quite effective for some inputs. On all graph classes we consider, our heuristic is competitive with (and sometimes more effective than) any previous approach with similar running times. It is also scalable: with long runs, we could improve or match the best published results for most open instances in the literature.