90C10 Integer programming
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- block structure (1)
- cutting planes (1)
- integer programming (1)
- polyhedral combinatorics (1)
- public transport (1)
- railways (1)
- set covering (1)
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Institute
This cumulative thesis collects the following six papers for obtaining the
habilitation at the Technische Universität Berlin, Fakultät II – Mathematik
und Naturwissenschaften:
(1) Set packing relaxations of some integer programs.
(2) Combinatorial packing problems.
(3) Decomposing matrices into blocks.
(4) A bundle method for integrated multi-depot vehicle and duty scheduling
in public transit.
(5) Models for railway track allocation.
(6) A column-generation approach to line planning in public transport.
Some changes were made to the papers compared to the published versions.
These pertain to layout unifications, i.e., common numbering, figure, table,
and chapter head layout. There were no changes with respect to notation or
symbols, but some typos have been eliminated, references updated, and some
links and an index was added. The mathematical content is identical.
The papers are about the optimization of public transportation systems,
i.e.,
bus networks, railways, and airlines, and its mathematical foundations,
i.e.,
the theory of packing problems. The papers discuss mathematical models,
theoretical analyses, algorithmic approaches, and computational aspects of
and to problems in this area.
Papers 1, 2, and 3 are theoretical. They aim at establishing a theory of
packing problems as a general framework that can be used to study traffic
optimization problems. Indeed, traffic optimization problems can often be
modelled as path packing, partitioning, or covering problems, which lead
directly to set packing, partitioning, and covering models. Such models are
used in papers 4, 5, and 6 to study a variety of problems concerning the
planning
of line systems, buses, trains, and crews. The common aim is always
to exploit as many degrees of freedom as possible, both at the level of the
individual problems by using large-scale integer programming techniques, as
well as on a higher level by integrating hitherto separate steps in the
planning
process.
In this thesis we study and solve integer programs with block structure, i.\,e., problems that after the removal of certain rows (or columns) of the constraint matrix decompose into independent subproblems. The matrices associated with each subproblem are called blocks and the rows (columns) to be removed linking constraints (columns). Integer programs with block structure come up in a natural way in many real-world applications. The methods that are widely used to tackle integer programs with block structure are decomposition methods. The idea is to decouple the linking constraints (variables) from the problem and treat them at a superordinate level, often called master problem. The resulting residual subordinate problem then decomposes into independent subproblems that often can be solved more efficiently. Decomposition methods now work alternately on the master and subordinate problem and iteratively exchange information to solve the original problem to optimality. In Part I we follow a different approach. We treat the integer programming problem as a whole and keep the linking constraints in the formulation. We consider the associated polyhedra and investigate the polyhedral consequences of the involved linking constraints. The variety and complexity of the new inequalities that come into play is illustrated on three different types of real-world problems. The applications arise in the design of electronic circuits, in telecommunication and production planning. We develop a branch-and-cut algorithm for each of these problems, and our computational results show the benefits and limits of the polyhedral approach to solve these real-world models with block structure. Part II of the thesis deals with general mixed integer programming problems, that is integer programs with no apparent structure in the constraint matrix. We will discuss in Chapter 5 the main ingredients of an LP based branch-and-bound algorithm for the solution of general integer programs. Chapter 6 then asks the question whether general integer programs decompose into certain block structures and investigate whether it is possible to recognize such a structure. The remaining two chapters exploit information about the block structure of an integer program. In Chapter 7 we parallelize parts of the dual simplex algorithm, the method that is commonly used for the solution of the underlying linear programs within a branch-and-cut algorithm. In Chapter 8 we try to detect small blocks in the constraint matrix and to derive new cutting planes that strengthen the integer programming formulation. These inequalities may be associated with the intersection of several knapsack problems. We will see that they significantly improve the quality of the general integer programming solver introduced in Chapter 5.