Branch-and-price-and-cut for large-scale multicommodity capacitated fixed-charge network design

Abstract

We present a branch-and-price-and-cut algorithm for solving large-scale instances of the multicommodity capacitated fixed-charge network design problem. We assume good feasible solutions are already known and we focus on an efficient algorithm for proving the optimality of the solutions. The restricted master problem solved at each column generation iteration is obtained directly from the compact arc-based model by considering only a subset of the commodity flow variables. The pricing subproblem corresponds to a Lagrangian relaxation of the flow conservation and capacity constraints, leaving in the Lagrangian subproblem only the strong inequalities. The column generation procedure is completed by a cut generation step based on strong inequalities. The resulting column-and-row generation procedure is embedded within an enumerative scheme. Computational experiments on a large set of randomly generated instances are presented and analyzed.