Exponential Number Of Variables Research Articles

Joint rolling stock rotation planning and depot deadhead scheduling in complicated urban rail transit lines

This study investigates the joint rolling stock rotation planning and depot deadhead scheduling in complicated urban rail transit lines with multiple depots, multiple line services, and multiple compositions. The rotation planning aims at connecting the given train trips into train sequences (each of which is served by an individual rolling stock) and determining the routing plan of rolling stocks to pass through visited turnback stations while connecting train trips. The task of the depot deadhead scheduling is to determine conflict-free deadhead routes and deadhead timetables of rolling stocks between the origin/destination of each train sequence and corresponding depot. We formulate the studied problem as a generalized set partitioning-type model containing an exponential number of variables, by using a new time-space network representation and by proposing a novel modelling method for the departure–arrival headway requirement to control the number of constraints. Owing to the complexity of this model, a column generation-based algorithm is adopted to solve efficiently practical-size problems. We enhance a standard column generation (to compute tight lower bound) by further incorporating procedures of variable rounding and halted column generation, to strengthen the capability of searching for better quality solutions. Customized acceleration mechanisms are also explored to speed up the convergence of column generation and the computation of best-known integer solution. We compare our approach with three benchmark approaches and the trial-and-error-based empirical method used by rail dispatchers in practice. Computational results reveal that our approach outperforms these benchmark approaches by computing (near-)optimal solutions. Our optimized solution for a large real-world instance (computed within a practically reasonable computation time) is better than the empirical solution, in terms of all the considered objective function parts.

The Driver-Aide Problem: Coordinated Logistics for Last-Mile Delivery

Problem definition: Last-mile delivery is a critical component of logistics networks, accounting for approximately 30%–35% of costs. As delivery volumes have increased, truck route times have become unsustainably long. To address this issue, many logistics companies, including FedEx and UPS, have resorted to using a “driver aide” to assist with deliveries. The aide can assist the driver in two ways. As a “jumper,” the aide works with the driver in preparing and delivering packages, thus reducing the service time at a given stop. As a “helper,” the aide can independently work at a location delivering packages, and the driver can leave to deliver packages at other locations and then return. Given a set of delivery locations, travel times, service times, jumper’s savings, and helper’s service times, the goal is to determine both the delivery route and the most effective way to use the aide (e.g., sometimes as a jumper and sometimes as a helper) to minimize the total routing time. Methodology/results: We model this problem as an integer program with an exponential number of variables and an exponential number of constraints and propose a branch-cut-and-price approach for solving it. Our computational experiments are based on simulated instances built on real-world data provided by an industrial partner and a data set released by Amazon. The instances based on the Amazon data set show that this novel operation can lead to, on average, a 35.8% reduction in routing time and 22.0% in cost savings. More importantly, our results characterize the conditions under which this novel operation mode can lead to significant savings in terms of both the routing time and cost. Managerial implications: Our computational results show that the driver aide with both jumper and helper modes is most effective when there are denser service regions and when the truck’s speed is higher (≥10 miles per hour). Coupled with an economic analysis, we come up with rules of thumb (that have close to 100% accuracy) to predict whether to use the aide and in which mode. Empirically, we find that the service delivery routes with greater than 50% of the time devoted to delivery (as opposed to driving) are the ones that provide the greatest benefit. These routes are characterized by a high density of delivery locations. Supplemental Material: The e-companion is available at https://doi.org/10.1287/msom.2022.0211 .

Bin Packing Problem with Time Lags

We introduce and motivate several variants of the bin packing problem where bins are assigned to time slots, and minimum and maximum lags are required between some pairs of items. We suggest two integer programming formulations for the general problem: a compact one and a stronger formulation with an exponential number of variables and constraints. We propose a branch-cut-and-price approach that exploits the latter formulation. For this purpose, we devise separation algorithms based on a mathematical characterization of feasible assignments for two important special cases of the problem: when the number of possible bins available at each period is infinite and when this number is limited to one and time lags are nonnegative. Computational experiments are reported for instances inspired from a real-case application of chemical treatment planning in vineyards, as well as for literature instances for special cases of the problem. The experimental results show the efficiency of our branch-cut-and-price approach, as it outperforms the compact formulation on newly proposed instances and is able to obtain improved lower and upper bounds for literature instances. Summary of Contribution: The paper considers a new variant of the bin packing problem, which is one of the most important problems in operations research. A motivation for introducing this variant is given, as well as a real-life application. We present a novel and original exact branch-cut-and-price algorithm for the problem. We implement this algorithm, and we present the results of extensive computational experiments. The results show a very good performance of our algorithm. We give several research directions that can be followed by subsequent researchers to extend our contribution to more complex and generic problems.

Column generation for minimizing total completion time in a parallel-batching environment

This paper deals with the 1|{p-text {batch}, s_jle b}|sum C_j scheduling problem, where jobs are scheduled in batches on a single machine in order to minimize the total completion time. A size is given for each job, such that the total size of each batch cannot exceed a fixed capacity b. A graph-based model is proposed for computing a very effective lower bound based on linear programming; the model, with an exponential number of variables, is solved by column generation and embedded into both a heuristic price and branch algorithm and an exact branch and price algorithm. The same model is able to handle parallel-machine problems like Pm|{p-text {batch}, s_jle b}|sum C_j very efficiently. Computational results show that the new lower bound strongly dominates the bounds currently available in the literature, and the proposed heuristic algorithm is able to achieve high-quality solutions on large problems in a reasonable computation time. For the single-machine case, the exact branch and price algorithm is able to solve all the tested instances with 30 jobs and a good amount of 40-job examples.

State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems

This paper considers a class of two-stage stochastic mixed-integer optimization problems where, for a given first-stage solution, we can determine the optimal values of recourse variables sequentially. This class of problems arises in a wide variety of applications. In the case of multivariate discrete distributions for uncertain parameters, a standard stochastic programming formulation of these problems involves an exponential number of scenarios, therefore an exponential number of variables and constraints. We propose a new mixed-integer programming modeling approach where the number of variables and constraints is independent of the number of scenarios and scales at most pseudopolynomially with the problem size. The proposed modeling approach relies on state variables that track the system’s state as the uncertainty realizes sequentially. We demonstrate the advantages of the proposed approach in two applications arising in project scheduling and operating room allocation. Summary of Contribution: This paper proposes a new modeling approach for a class of two-stage stochastic optimization problems that is computationally more efficient than the traditional scenario-based stochastic integer programming models. The proposed modeling approach relies on state variables that track the system's state as the uncertainty realizes sequentially. We demonstrated the efficiency of the proposed approach by computational results on two applications in project scheduling and operating room allocation.

A branch-and-price procedure for clustering data that are graph connected

This paper studies the Graph-Connected Clique-Partitioning Problem (GCCP), a clustering optimization model in which units are characterized by both individual and relational data. This problem, introduced by Benati, Puerto, and Rodríguez-Chía (2017) under the name of Connected Partitioning Problem, shows that the combination of the two data types improves the clustering quality in comparison with other methodologies. Nevertheless, the resulting optimization problem is difficult to solve; only small-sized instances can be solved exactly, large-sized instances require the application of heuristic algorithms. In this paper we improve the exact and the heuristic algorithms previously proposed. Here, we provide a new Integer Linear Programming (ILP) formulation, that solves larger instances, but at the cost of using an exponential number of variables. In order to limit the number of variables necessary to calculate the optimum, the new ILP formulation is solved implementing a branch-and-price (B&P) algorithm. The resulting pricing problem is itself a new combinatorial model: the Maximum-weighted Graph-Connected Single-Clique problem (MGCSC), that we solve testing various Mixed Integer Linear Programming (MILP) formulations and proposing a new fast “random shrink” heuristic. In this way, we are able to improve the previous algorithms: The B&P method outperforms the computational times of the previous MILP algorithms and the new random shrink heuristic, when applied to GCCP, is both faster and more accurate than the previous heuristic methods. Moreover, the combination of column generation and random shrink is itself a new MILP-relaxed matheuristic that can be applied to large instances too. Its main advantage is that all heuristic local optima are combined together in a restricted MILP, consisting in the application of the exact B&P method but solving heuristically the pricing problem.

Trembling-Hand Perfection and Correlation in Sequential Games

We initiate the study of trembling-hand perfection in sequential (i.e., extensive-form) games with correlation. We introduce the extensive-form perfect correlated equilibrium (EFPCE) as a refinement of the classical extensive-form correlated equilibrium (EFCE) that amends its weaknesses off the equilibrium path. This is achieved by accounting for the possibility that the players may make mistakes while following recommendations independently at each information set of the game. After providing an axiomatic definition of EFPCE, we show that one always exists since any perfect (Nash) equilibrium constitutes an EFPCE, and that it is a refinement of EFCE, as any EFPCE is also an EFCE. Then, we prove that, surprisingly, computing an EFPCE is not harder than finding an EFCE, since the problem can be solved in polynomial time for general n-player extensive-form games (also with chance). This is achieved by formulating the problem as that of finding a limit solution (as $\epsilon \rightarrow 0$) to a suitably defined trembling LP parametrized by $\epsilon$, featuring exponentially-many variables and polynomially-many constraints. To this end, we show how a recently developed polynomial-time algorithm for trembling LPs can be adapted to deal with problems having an exponential number of variables. This calls for the solution of a sequence of (non-trembling) LPs with exponentially-many variables and polynomially-many constraints, which is possible in polynomial time by applying an ellipsoid against hope approach.

Solution methods for scheduling problems with sequence-dependent deterioration and maintenance events

In this work, we study the problem of scheduling jobs and maintenance activities on a set of unrelated parallel machines, by considering that the processing time of a job increases according to a deterioration factor that depends both on the machine and on the set of jobs the machine has processed since its last maintenance. The objective we consider is to minimize the makespan. We introduce four mixed integer linear programming models, two of which using big-M constraints and the other two using an exponential number of variables. We also propose an iterated local search metaheuristic to tackle large size instances and we provide empirical evidence of the performance of the proposed approaches by means of extensive computational experiments.

Classification of some chemical drugs by genetic algorithm and deep neural network hybrid method

SummaryDeep neural networks (DNN) and genetic algorithm (GA) are gaining importance quickly with many successful applications in the field of science and technology. They are indispensable tool for the numerical solution of difficult problems. It is possible to optimize DNNs using the GA and this combination can be used to classify data. In this article, some drugs are classified by Monte Carlo sampling with combination of GA and DNN due to stochastic nature of the domain, exponential number of variables and small number of chemical species. In addition to the values obtained from the databases of selected drugs, molecular dynamic and ab initio molecular mechanical calculation results were also used. The aim of this study is to generalize the molecular classification with the data obtained from chemical databases as well as molecular docking results by using the combination of deep learning and GA and its usability in drug design. The selected drugs are some agonist and antagonist drugs that bind to dopamine receptors, which are widely studied and well known in the literature. To train the DNN, input datasets were chosen by the GA framework written in pure Python named PyEvolve. Classification of drugs has been analyzed with the focus on orbital energies and docking results. It is possible to use this algorithm in many in silico calculations such as affinity and separation processes. The reliability of the algorithm was tested with the results given in the literature and the expected values were estimated at 93.8%.

A branch-and-price algorithm for the Minimum Sum Coloring Problem

A proper coloring of a given graph is an assignment of a positive integer number (color) to each vertex such that two adjacent vertices receive different colors. This paper studies the Minimum Sum Coloring Problem (MSCP), which asks for finding a proper coloring while minimizing the sum of the colors assigned to the vertices. We propose the first branch-and-price algorithm to solve the MSCP to proven optimality. The newly developed exact approach is based on an Integer Programming (IP) formulation with an exponential number of variables which is tackled by column generation. We present extensive computational experiments, on synthetic and benchmark DIMACS graphs from the literature, to compare the performance of our newly developed branch-and-price algorithm against three compact IP formulations. On synthetic graphs, our algorithm outperforms the compact formulations in terms of: (i) number of solved instances, (ii) running times and (iii) exit gaps obtained when optimality is not achieved. For the DIMACS instances, our algorithm is competitive with the best compact formulation and provides very strong dual bounds.

A Branch-Price-and-Cut Procedure for the Discrete Ordered Median Problem

The discrete ordered median problem (DOMP) is formulated as a set-partitioning problem using an exponential number of variables. Each variable corresponds to a set of demand points allocated to the same facility with the information of the sorting position of their corresponding costs. We develop a column generation approach to solve the continuous relaxation of this model. Then we apply a branch-price-and-cut algorithm to solve small- to large-sized instances of DOMP in competitive computational time.

LP-based dual bounds for the maximum quasi-clique problem

A γ-quasi-clique is a simple and undirected graph with edge density of at least γ. Given a graph G, the maximum γ-quasi-clique problem (γ-QCP) consists of finding an induced γ-quasi-clique with the maximum number of vertices. γ-QCP generalizes the well-known maximum clique problem and its solution is useful for detecting dense subgraphs. After reviewing known integer linear programming formulations and dual bounds for γ-QCP, a new formulation obtained by decomposing star inequalities and combining edge inequalities is proposed. The model has an exponential number of variables but a linear number of constraints and its linear relaxation allows the computation by column generation of dual bounds for large and dense graphs. The connectivity of γ-quasi-cliques is also discussed and a new sufficient connectivity condition presented. An extensive computational experience shows the quality of the computed dual bounds and their performance in a branch-and-price framework, as well as the practical effectiveness of the connectivity condition.

Exact Approaches for Network Design Problems with Relays

In this article we consider the network design problem with relays (NDPR), which gives answers to some important strategic design questions in telecommunication network design. Given a family of origin-destination pairs and a set of existing links these questions are as follows: (1) What are the optimal locations for signal regeneration devices (relays) and how many of them are needed? (2) Could the available infrastructure be enhanced by installing additional links in order to reduce the travel distance and therefore reduce the number of necessary relays?In contrast to previous work on the NDPR, which mainly focused on heuristic approaches, we discuss exact methods based on different mixed-integer linear programming formulations for the problem. We develop branch-and-price and branch-price-and-cut algorithms that build upon models with an exponential number of variables (and constraints). In an extensive computational study, we analyze the performance of these approaches for instances that reflect different real-world settings. Finally, we also point out the relevance of the NDPR in the context of electric mobility.

Branch-and-Cut-and-Price algorithms for the preemptive RCPSP

In this article, we address the preemptive Resource-Constrained Precedence Scheduling Problem. We propose two mixed integer formulations containing an exponential number of variables and inequalities. An antichain is a set of pairwise incomparable elements with respect to the precedence constraints. In the first formulation, the integer variables are associated with the antichains. For the second, the integer variables are limited to a particular subset of antichains. We propose two Branch-and-Cut-and-Price algorithms for each of these formulations. We introduce some valid inequalities in order to reinforce the second formulation. Finally, we give some computational results on instances of the PSPLIB and compare the formulations.

ILP Models and Column Generation for the Minimum Sum Coloring Problem

We study two Integer Linear Programming (ILP) formulations for the Minimum Sum Coloring Problem (MSCP). The problem is an extension of the classical Vertex Coloring Problem in which each color is represented by a positive natural number. The MSCP asks to minimize the sum of the cardinality of subsets of vertices receiving the same color, weighted by the index of the color, while ensuring that vertices linked by an edge receive different colors. The first ILP formulation has a polynomial number of variables while the second one has an exponential number of variables and is tackled via column generation. Computational tests show that the linear programming relaxation of the second formulation provides tight lower bounds which allow us to solve to proven optimality some hard instances of the literature.

User Assignment in C-RAN Systems: Algorithms and Bounds

In this paper, we investigate the problem of mitigating interference between so-called antenna domains of a cloud radio access network (C-RAN). In contrast to previous work, we turn to an approach utilizing primarily the optimal assignment of users to central processors in a C-RAN deployment. We formulate this user assignment problem as an integer optimization problem and propose an iterative algorithm for obtaining a solution. Motivated by the lack of optimality guarantees on such solutions, we opt to find lower bounds on the problem and the resulting interference leakage in the network. We thus derive the corresponding Dantzig-Wolfe decomposition, formulate the dual problem, and show that the former offers a tighter bound than the latter. We highlight the fact that the bounds in question consist of linear problems with an exponential number of variables and adapt the column generation method for solving them. In addition to shedding light on the tightness of the bounds in question, our numerical results show significant sum-rate gains over several comparison schemes. Moreover, the proposed scheme delivers similar performance as weighted minimum mean squared-error (MMSE) with a significantly lower complexity (around 10 times less).

An exact algorithm for the Partition Coloring Problem

We study the Partition Coloring Problem (PCP), a generalization of the Vertex Coloring Problem where the vertex set is partitioned. The PCP asks to select one vertex for each subset of the partition in such a way that the chromatic number of the induced graph is minimum. We propose a new Integer Linear Programming formulation with an exponential number of variables. To solve this formulation to optimality, we design an effective Branch-and-Price algorithm. Good quality initial solutions are computed via a new metaheuristic algorithm based on adaptive large neighborhood search. Extensive computational experiments on a benchmark test of instances from the literature show that our Branch-and-Price algorithm, combined with the new metaheuristic algorithm, is able to solve for the first time to proven optimality several open instances, and compares favorably with the current state-of-the-art exact algorithm.

Column generation algorithms for bi-objective combinatorial optimization problems with a min–max objective

Many practical combinatorial optimization problems can be described by integer linear programs having an exponential number of variables, and they are efficiently solved by column generation algorithms. For these problems, column generation is used to compute good dual bounds that can be incorporated in branch-and-price algorithms. Recent research has concentrated on describing lower and upper bounds of bi-objective and general multi-objective problems with sets of points (bound sets). An important issue to address when computing a bound set by column generation is how to efficiently search for columns corresponding to each point of the bound set. In this work, we propose a generalized column generation scheme to compute bound sets for bi-objective combinatorial optimization problems. We present specific implementations of the generalized scheme for the case where one objective is a min–max function by using a variant of the $$\varepsilon $$ -constraint method to efficiently model these problems. The proposed strategies are applied to a bi-objective extension of the multi-vehicle covering tour problem, and their relative performances based on different criteria are compared. The results show that good bound sets can be obtained in reasonable times if columns are efficiently managed. The variant of the $$\varepsilon $$ -constraint presented is also better than a standard $$\varepsilon $$ -constraint method in terms of the quality of the bound sets.

A comparative study of the arcflow model and the one-cut model for one-dimensional cutting stock problems

We consider the one-dimensional cutting stock problem which consists in determining the minimum number of given large stock rolls that has to be cut to satisfy the demands of certain smaller item lengths. Besides the standard pattern-based approach of Gilmore and Gomory, containing an exponential number of variables, several pseudo-polynomial formulations were proposed in the last decades. Much research has dealt with arcflow models, their relationship to the standard model, and possible reduction methods, whereas the one-cut approach has not attracted that much scientific interest yet.In this paper, we aim to compare both alternative formulations from a theoretical and numerical point of view. As a theoretical main contribution, we constructively prove the equivalence of the continuous relaxations of the one-cut model, the arcflow model, and the pattern-based model. In particular, the relationship between the one-cut model and the pattern-based model has remained an open question since the one-cut approach was proposed.Moreover, in order to make a computational comparison of the arcflow model and the one-cut model, we present how reduction methods, partly originating from arcflow considerations, can successfully be transferred to the one-cut context. Furthermore, we derive relations between the numbers of variables and constraints in both models, and investigate their influences in numerical simulations.

The sport teams grouping problem

The sport teams grouping problem (STGP) concerns the assignment of sport teams to round-robin tournaments. The objective is to minimize the total travel distance of the participating teams while simultaneously respecting fairness constraints. The STGP is an NP-Hard combinatorial optimization problem highly relevant in practice. This paper investigates the performance of some complimentary optimization approaches to the STGP. Three integer programming formulations are presented and thoroughly analyzed: two compact formulations and another with an exponential number of variables, for which a branch-and-price algorithm is proposed. Additionally, a meta-heuristic method is applied to quickly generate feasible high-quality solutions for a set of real-world instances. By combining the different approaches’ results, solutions within 1.7% of the optimum values were produced for all feasible instances. Additionally, to support further research, the considered STGP instances and corresponding solutions files were shared online.