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The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problem specific. In contrast, this paper introduces a general purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. This is achieved by transforming various problem variants into a general form and solving them using a state-of-the-art MIP-framework. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances.
The tail assignment problem is a critical part of the airline planning process that assigns specific aircraft to sequences of flights, called lines-of-flight, to be operated the next day. The aim of this paper is to develop an operationally flexible tail assignment that satisfies short-range---within the next three days---aircraft maintenance requirements and performs the aircraft/flight gate assignment for each input line-of-flight. While maintenance plans commonly span multiple days, the related tail assignment problems can be overly complex and provide little recourse in the event of schedule perturbations. The presented approach addresses operational uncertainty by extending the one-day routes aircraft maintenance routing approach to satisfy maintenance requirements explicitly for the current day and implicitly for the subsequent two days. A mathematical model is presented that integrates the gate assignment and maintenance planning problems. To increase the satisfaction of maintenance requirements, an iterative algorithm is developed that modifies the fixed lines-of-flight provided as input to the tail assignment problem. The tail assignment problem and iterative algorithm are demonstrated to effectively satisfy maintenance requirements within appropriate run times using input data collected from three different airlines.
Schedule disruptions require airlines to intervene through the process of recovery; this involves modifications to the planned schedule, aircraft routings, crew pairings and passenger itineraries. Passenger recovery is generally considered as the final stage in this process, and hence passengers experience unnecessarily large impacts resulting from flight delays and cancellations. Most recovery approaches considering passengers involve a separately defined module within the problem formulation. However, this approach may be overly complex for recovery in many aviation and general transportation applications. This paper presents a unique description of the cancellation variables that models passenger recovery by prescribing the alternative travel arrangements for passengers in the event of flight cancellations. The results will demonstrate that this simple, but effective, passenger recovery approach significantly reduces the operational costs of the airline and increases passenger flow through the network. The integrated airline recovery problem with passenger reallocation is solved using column-and-row generation to achieve high quality solutions in short runtimes. An analysis of the column-and-row generation solution approach is performed, identifying a number of enhancement techniques to further improve the solution runtimes.
Airline recovery presents very large and difficult problems requiring high quality solutions within very short time limits. To improve computational performance, the complete airline recovery problem is generally formulated as a series of sequential stages. While the sequential approach greatly simplifies the complete recovery problem, there is no guarantee of global optimality or solution quality. To address this, there has been increasing interest in the development of efficient solution techniques to solve an integrated recovery problem. In this paper, an integrated airline recovery problem is proposed by integrating the schedule, crew and aircraft recovery stages. To achieve short runtimes and high quality solutions, this problem is solved using column-and-row generation. Column-and-row generation achieves an improvement in solution runtimes by reducing the problem size and thereby achieving a faster execution of each LP solve. Further, the results demonstrate that a good upper bound achieved early in the solution process, indicating an improved solution quality with the early termination of the algorithm. This paper also details the integration of the row generation procedure with branch-and-price, which is used to achieve integral optimal solutions. The benefits of applying column-and-row generation to solve the integrated recovery problem are demonstrated with a comparison to a standard column generation technique.
The unrooted set covering connected subgraph problem differentiating between HIV envelope sequences
(2016)
This paper presents a novel application of operations research techniques to the analysis of HIV Env gene sequences, aiming to identify key features that are possible vaccine targets. These targets are identified as being critical to the transmission of HIV by being present in early transmitted (founder) sequences and absent in later chronic sequences. Identifying the key features of Env involves two steps: first, calculating the covariance of amino acid combinations and positions to form a network of related and compensatory mutations; and second, developing an integer program to identify the smallest connected subgraph of the constructed covariance network that exhibits a set covering property. The integer program developed for this analysis, labelled the unrooted set covering connected subgraph problem (USCCSP), integrates a set covering problem and connectivity evaluation, the latter formulated as a network flow problem. The resulting integer program is very large and complex, requiring the use of Benders' decomposition to develop an efficient solution approach. The results will demonstrate the necessity of applying acceleration techniques to the Benders' decomposition solution approach and the effectiveness of these techniques and heuristic approaches for solving the USCCSP.
Schedule disruptions are commonplace in the airline industry with many flight-delaying events occurring each day. Recently there has been a focus on introducing robustness into airline planning stages to reduce the effect of these disruptions. We propose a recoverable robustness technique as an alternative to robust optimisation to reduce the effect of disruptions and the cost of recovery. We formulate the recoverable robust tail assignment problem (RRTAP) as a stochastic program, solved using column generation in the master and subproblems of the Benders' decomposition. We implement a two-phase algorithm for the Benders' decomposition and identify pareto-optimal cuts. The RRTAP includes costs due to flight delays, cancellation, and passenger rerouting, and the recovery stage includes cancellation, delay, and swapping options. To highlight the benefits of simultaneously solving planning and recovery problems in the RRTAP we compare our tail assignment solution against current approaches from the literature. Using airline data we demonstrate that by developing a better tail assignment plan via the RRTAP framework, one can reduce recovery costs in the event of a disruption.
Aircraft maintenance planning is of critical importance to the safe and efficient operations of an airline. It is common to solve the aircraft routing and maintenance planning problems many months in advance, with the solution spanning multiple days. An unfortunate consequence of this approach is the possible infeasibility of the maintenance plan due to frequent perturbations occurring in operations. There is an emerging concept that focuses on the generation of aircraft routes for a single day to ensure maintenance coverage that night, alleviating the effects of schedule perturbations from preceding days. In this paper, we present a novel approach to ensure that a sufficient number of aircraft routes are provided each day so maintenance critical aircraft receive maintenance that night. By penalising the under supply of routes terminating at maintenance stations from each overnight airport, we construct a single day routing to provide the best possible maintenance plan. This single day aircraft maintenance routing problem (SDAMRP) is further protected from disruptions by applying the recoverable robustness framework. To efficiently solve the recoverable robust SDAMRP acceleration techniques, such as identifying Pareto-optimal cuts and a trust region approach, have been applied. The SDAMRP is evaluated against a set of flight schedules and the results demonstrate a significantly improved aircraft maintenance plan. Further, the results demonstrate the magnitude of recoverability improvement that is achieved by employing recoverable robustness to the SDAMRP.
The tail assignment problem is a critical part of the airline planning process that assigns specific aircraft to sequences of flights, called lines-of-flight, to satisfy operational constraints. The aim of this paper is to develop an operationally flexible method, based upon the one-day routes business model, to compute tail assignments that satisfy short-range—within the next three days—aircraft maintenance requirements. While maintenance plans commonly span multiple days, the methods used to compute tail assignments for the given plans can be overly complex and provide little recourse in the event of schedule perturbations. The presented approach addresses operational uncertainty by using solutions from the one-day routes aircraft maintenance routing approach as input. The daily tail assignment problem is solved with an objective to satisfy maintenance requirements explicitly for the current day and implicitly for the subsequent two days. A computational study will be performed to assess the performance of exact and heuristic solution algorithms that modify the input lines-of-flight to reduce maintenance misalignments. The daily tail assignment problem and the developed algorithms are demonstrated to compute solutions that effectively satisfy maintenance requirements when evaluated using input data collected from three different airlines.
Portfolio parallelization is an approach that runs several solver instances in parallel and terminates when one of them succeeds in solving the problem. Despite its simplicity, portfolio parallelization has been shown to perform well for modern mixed-integer programming (MIP) and boolean satisfiability problem (SAT) solvers. Domain propagation has also been shown to be a simple technique in modern MIP and SAT solvers that effectively finds additional domain reductions after the domain of a variable has been reduced. In this paper we introduce distributed domain propagation, a technique that shares bound tightenings across solvers to trigger further domain propagations. We investigate its impact in modern MIP solvers that employ portfolio parallelization. Computational experiments were conducted for two implementations of this parallelization approach. While both share global variable bounds and solutions, they communicate differently. In one implementation the communication is performed only at designated points in the solving process and in the other it is performed completely asynchronously. Computational experiments show a positive performance impact of communicating global variable bounds and provide valuable insights in communication strategies for parallel solvers.
The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different
Steiner tree problem variants can be observed, solution approaches employed so far have been
prevalently problem-specific. In contrast, this paper introduces a general-purpose solver that
can be used to solve both the classical Steiner tree problem and many of its variants without
modification. This versatility is achieved by transforming various problem variants into a
general form and solving them by using a state-of-the-art MIP-framework. The result is
a high-performance solver that can be employed in massively parallel environments and is
capable of solving previously unsolved instances.
Packing rings into a minimum number of rectangles is an optimization problem which appears naturally in the logistics operations of the tube industry. It encompasses two major difficulties, namely the positioning of rings in rectangles and the recursive packing of rings into other rings. This problem is known as the Recursive Circle Packing Problem (RCPP). We present the first dedicated method for solving RCPP that provides strong dual bounds based on an exact Dantzig–Wolfe reformulation of a nonconvex mixed-integer nonlinear programming formulation. The key idea of this reformulation is to break symmetry on each recursion level by enumerating one-level packings, i.e., packings of circles into other circles, and by dynamically generating packings of circles into rectangles. We use column generation techniques to design a “price-and-verify” algorithm that solves this reformulation to global optimality. Extensive computational experiments on a large test set show that our method not only computes tight dual bounds, but often produces primal solutions better than those computed by heuristics from the literature.
The concept of reduction has frequently distinguished itself as a pivotal ingredient of exact solving approaches for the Steiner tree problem in graphs. In this paper we broaden the focus and consider reduction techniques for three Steiner problem variants that have been extensively discussed in the literature and entail various practical applications: The prize-collecting Steiner tree problem, the rooted prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem.
By introducing and subsequently deploying numerous new reduction methods, we are able to drastically decrease the size of a large number of benchmark instances, already solving more than 90 percent of them to optimality. Furthermore, we demonstrate the impact of these techniques on exact solving, using the example of the state-of-the-art Steiner problem solver SCIP-Jack.
Portfolio parallelization is an approach that runs several solver instances in parallel and terminates when one of them succeeds in solving the problem. Despite it's simplicity portfolio parallelization has been shown to perform well for modern mixed-integer programming (MIP) and boolean satisfiability problem (SAT) solvers. Domain propagation has also been shown to be a simple technique in modern MIP and SAT solvers that effectively finds additional domain reductions after a variables domain has been reduced. This paper investigates the impact of distributed domain propagation in modern MIP solvers that employ portfolio parallelization. Computational experiments were conducted for two implementations of this parallelization approach. While both share global variable bounds and solutions they communicate differently. In one implementation the communication is performed only at designated points in the solving process and in the other it is performed completely asynchronously. Computational experiments show a positive performance impact of communicating global variable bounds and provide valuable insights in communication strategies for parallel solvers.
SCIP is a solver for a wide variety of mathematical optimization problems. It is written in C and extendable due to its plug-in based design. However, dealing with all C specifics when extending SCIP can be detrimental to development and testing of new ideas. This paper attempts to provide a remedy by introducing PySCIPOpt, a Python interface to SCIP that enables users to write new SCIP code entirely in Python. We demonstrate how to intuitively model mixed-integer linear and quadratic optimization problems and moreover provide examples on how new Python plug-ins can be added to SCIP.
The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problem-specific. In contrast, this paper introduces a general-purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. This versatility is achieved by transforming various problem variants into a general form and solving them by using a state-of-the-art MIP-framework. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances.
The concept of reduction has frequently distinguished itself as a pivotal ingredient of exact solving approaches for the Steiner tree problem in graphs. In this paper we broaden the focus and consider reduction techniques for three Steiner problem variants that have been extensively discussed in the literature and entail various practical applications: The prize-collecting Steiner tree problem, the rooted prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem.
By introducing and subsequently deploying numerous new reduction methods, we are able to drastically decrease the size of a large number of benchmark instances, already solving more than 90 percent of them to optimality. Furthermore, we demonstrate the impact of these techniques on exact solving, using the example of the state-of-the-art Steiner problem solver SCIP-Jack.
SCIP is a solver for a wide variety of mathematical optimization problems. It is written in C and extendable due to its plug-in based design. However, dealing with all C specifics when extending SCIP can be detrimental to development and testing of new ideas. This paper attempts to provide a remedy by introducing PySCIPOpt, a Python interface to SCIP that enables users to write new SCIP code entirely in Python. We demonstrate how to intuitively model mixed-integer linear and quadratic optimization problems and moreover provide examples on how new Python plug-ins can be added to SCIP.
The routing of commodities is a tactical problem in supply chain management that aims to synchronise transportation services connecting a network of warehouses and consolidation locations. This paper considers the routing of commodities in a transportation network that is flexible in response to demand through changes to regional warehouse clustering and the designation of consolidation locations. Traditionally, warehouse clustering and consolidation locations are determined as part of strategic planning that is performed months to years in advance of operations---limiting the flexibility in transportation networks to respond to changes in demand. A mathematical programming-based algorithmic framework is proposed to integrate the strategic decisions of location planning with tactical decisions of vehicle routing and synchronisation. A multi-armed bandit problem is developed to explore warehouse clustering decisions and exploit those that lead to small transportation costs. An extensive computational study will show that the proposed algorithmic framework effectively integrates strategic and tactical planning decisions to reduce the overall transportation costs.
The SCIP Optimization Suite is a powerful collection of optimization software that consists of the branch-cut-and-price framework and mixed-integer programming solver SCIP, the linear programming solver SoPlex, the modeling language Zimpl, the parallelization framework UG, and the generic branch-cut-and-price solver GCG. Additionally, it features the extensions SCIP-Jack for solving Steiner tree problems, PolySCIP for solving multi-objective problems, and SCIP-SDP for solving mixed-integer semidefinite programs. The SCIP Optimization Suite has been continuously developed and has now reached version 4.0. The goal of this report is to present the recent changes to the collection. We not only describe the theoretical basis, but focus on implementation aspects and their computational consequences.