Lower Bounds for Large-Scale Set Partitioning Problems

Please always quote using this URN: urn:nbn:de:0297-zib-6321
  • In this work we concentrate on developing methods which determine good lower bounds for set partitioning problems (SPP) in an appropriate amount of time. We found out that it makes sense to use the Lagrangian relaxation method for this task. The Lagrangian relaxed problem of SPP has a simple structure, which leads to algorithms and heuristics, whose total complexity per iteration depends linearly on the number of non-zeros of the problem matrix of SPP. In contrast, other methods like simplex methods or interior point methods have a complexity of higher order. Because the problem matrices of our tested instances are sparse, the linear dependence becomes an advantage for the algorithms and heuristics mentioned above. As a reference for the state-of-the-art we have applied the dual simplex method and the barrier function method, implemented in CPLEX. The methods, which we have developed and compared with those of CPLEX, are SBM, CAM, CCBM, and CBM. SBM is a subgradient bundle method derived from the basic subgradient method, which is a global convergent method for determining the maximum of concave functions. CAM is a coordinate ascent method, where the convex coordinate bundle method CCBM and the coordinate bundle method CBM are derivatives from CAM. We observed that the basic subgradient and the coordinate ascent method are improved if bundling techniques can be used. But the motivation for bundling differs for both approaches. In the former case bundling helps to approximate a minimum norm subgradient, which provides a steepest ascent direction, in order to speed up the performance. In the latter case bundling enables proceeding along directions, which are not restricted on the coordinate directions. By this the performance is accelerated. Among all used techniques stabilization is worth mentioning. Stabilization improves the performance especially at the beginning by avoiding too big steps during the proceeding. This leads to a more stabilized progression. Stabilization was successfully applied to SBM, CAM, CCBM, and CBM. As an overall result we conclude the following: \begin{enumerate} \item CPLEX computes the optimal objective values, whereas SBM and CBM has on average a gap of under $1.5\%$. \item In comparison to CPLEX baropt, SBM, CAM, and CBM the algorithm CCBM has a slow convergence because of the convex combination of ascent coordinate directions. An alternative is to relax the convex combination to a simple sum of the corresponding directions. This idea is realized in CBM. \item If we focus on the running time rather than on optimality then CBM is on average the fastest algorithm. \end{enumerate} Note that methods like SBM or CBM are applied on static SPP instances in order to determine a good lower bound. For solving SPP we need dynamical methods. Due to the complex topic of dynamical methods we will not discuss them, but a certain technique is worth mentioning. It is called column generation. We have indicated that this technique needs good Lagrangian multipliers of the corresponding SPP instances in order to generate further columns (in our case duties), which are added to the current SPP instance. Those multipliers are by-products of methods like our six considered methods. Due to the large number of such generation steps the running time depends on the computation time of these methods. Therefore, CBM fits more to this technique than CPLEX baropt or SBM. To sum it up it can be said that applications such as a duty scheduling can be described as set partitioning problems, whose lower bound can be solved by simplex, interior points, subgradient, or coordinate ascent methods. It turns out that the interior points method CPLEX baropt and the heuristic CBM have good performances. Furthermore, good Lagrangian multipliers, which are by-products of these methods, can be used by techniques like column generation. For this particular technique it also turns out that among our tested algorithms CBM is the most efficient one. In general we can state that real-world applications, which have to solve a large number of Lagrangian relaxed SPP instances can improve their performance by using CBM.

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Author:Chul-Young Byun
Document Type:ZIB-Report
Tag:Dual Ascent; Lagrangean Relaxation; Set Partitioning
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C10 Integer programming
Date of first Publication:2001/03/30
Series (Serial Number):ZIB-Report (01-06)
Published in:Zugl.: Berlin, Techn. Univ., Diplomarbeit, 2001