90C10 Integer programming
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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.
MIPLIB 2010
(2010)
This paper reports on the fifth version of the Mixed Integer Programming Library.
The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups.
This includes the main benchmark test set of 87 instances, which
are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved.
For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to
test the accuracy of provided solutions using exact arithmetic.
We propose a novel integer programming approach to transfer minimization for line planning problems in public transit. The idea is to incorporate penalties for transfers that are induced by “connection capacities” into the construction of the passenger paths. We show that such penalties can be dealt with by a combination of shortest and constrained shortest path algorithms such that the pricing problem for passenger paths can be solved efficiently. Connection capacity penalties (under)estimate the true transfer times. This error is, however, not a problem in practice. We show in a computational comparison with two standard models on a real-world scenario that our approach can be used to minimize passenger travel and transfer times for large-scale line planning problems with accurate results.
Railway scheduling is based on the principle of the construction of a conflict-free timetable. This leads to a strict definition of capacity: in contrast with road transportation, it can be said in advance whether a given railway infrastructure can accommodate - at least in theory - a certain set of train requests. Consequently, auctions for railway capacity are modeled as auctions of discrete goods -- the train slots. We present estimates for the efficiency gain that may be generated by slot auctioning in comparison with list price allocation. We introduce a new class of allocation and auction problems, the feasible assignment problem, that is a proper generalization of the well-known combinatorial auction problem. The feasible assignment class was designed to cover the needs for an auction mechanism for railway slot auctions, but is of interest in its own right. As a practical instance to state and solve the railway slot allocation problem, we present an integer programming formulation, briefly the ACP, which turns out to be an instance of the feasible assignment problem and whose dual problem yields prices that can be applied to define a useful activity rule for the linearized version of the Ausubel Milgrom Proxy auction. We perform a simulation aiming to measure the impact on efficiency and convergence rate.
Robust Tail Assignment
(2010)
We propose an efficient column generation method to minimize the probability of delay propagations along aircraft rotations. In this way, delay resistant schedules can be constructed. Computational results for large-scale real-world problems demonstrate substantial punctuality improvements. The method can be generalized to crew and integrated scheduling problems.
We propose a hybrid approach for solving the resource-constrained project scheduling problem which is an extremely hard to solve combinatorial optimization problem of practical relevance. Jobs have to be scheduled on (renewable) resources subject to precedence constraints such that the resource capacities are never exceeded and the latest completion time of all jobs is minimized. The problem has challenged researchers from different communities, such as integer programming (IP), constraint programming (CP), and satisfiability testing (SAT). Still, there are instances with 60 jobs which have not been solved for many years. The currently best known approach, lazyFD, is a hybrid between CP and SAT techniques. In this paper we propose an even stronger hybridization by integrating all the three areas, IP, CP, and SAT, into a single branch-and-bound scheme. We show that lower bounds from the linear relaxation of the IP formulation and conflict analysis are key ingredients for pruning the search tree. First computational experiments show very promising results. For five instances of the well-known PSPLIB we report an improvement of lower bounds. Our implementation is generic, thus it can be potentially applied to similar problems as well.