Skip to main content

New Exact Techniques Applied to a Class of Network Flow Formulations

  • Conference paper
  • First Online:
Integer Programming and Combinatorial Optimization (IPCO 2021)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 12707))

Abstract

We propose a number of solution techniques for general network flow formulations derived from Dantzig-Wolfe decompositions. We present an arc selection method to derive reduced network flow models that may potentially provide good feasible solutions. This method is explored as a variable selection rule for branching. With the aim of improving reduced-cost variable-fixing, we also propose a method to produce different dual solutions of network flow models and provide conditions that guarantee the correctness of the method. We embed the proposed techniques in an innovative branch-and-price method for network flow formulations, and test it on the cutting stock problem. In our computational experiments, 162 out of 237 open benchmark instances are solved to proven optimality within a reasonable computational time, consistently improving previous results in the literature.

The first and third authors acknowledge the support by CNPq (Proc. 314366/2018-0, 425340/2016-3) and by FAPESP (Proc. 2015/11937-9, 2016/01860-1, 2017/11831-1).

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Ahuja, R., Magnanti, T., Orlin, J.: Network Flows: Theory, Algorithms, and Applications. Prentice-Hall, New Jersey (1993)

    MATH  Google Scholar 

  2. Bajgiran, O.S., Cire, A.A., Rousseau, L.-M.: A first look at picking dual variables for maximizing reduced cost fixing. In: Salvagnin, D., Lombardi, M. (eds.) CPAIOR 2017. LNCS, vol. 10335, pp. 221–228. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-59776-8_18

    Chapter  Google Scholar 

  3. Bergman, D., Cire, A.A., van Hoeve, W.-J.: Lagrangian bounds from decision diagrams. Constraints 20(3), 346–361 (2015). https://doi.org/10.1007/s10601-015-9193-y

    Article  MathSciNet  MATH  Google Scholar 

  4. Caprara, A., Dell’Amico, M., Díaz-Díaz, J., Iori, M., Rizzi, R.: Friendly bin packing instances without integer round-up property. Math. Program. 150, 5–17 (2015)

    Article  MathSciNet  Google Scholar 

  5. Clautiaux, F., Hanafi, S., Macedo, R., Voge, M.E., Alves, C.: Iterative aggregation and disaggregation algorithm for pseudo-polynomial network flow models with side constraints. Eur. J. Oper. Res. 258(2), 467–477 (2017)

    Article  MathSciNet  Google Scholar 

  6. Côté, J.F., Iori, M.: The meet-in-the-middle principle for cutting and packing problems. INFORMS J. Comput. 30(4), 646–661 (2018)

    Article  MathSciNet  Google Scholar 

  7. Dantzig, G., Wolfe, P.: The decomposition algorithm for linear programs. Econometrica 29(4), 767–778 (1961)

    Article  MathSciNet  Google Scholar 

  8. de Lima, V., Alves, C., Clautiaux, F., Iori, M., Valério de Carvalho, J.: Arc flow formulations based on dynamic programming: Theoretical foundations and applications (2020). https://arxiv.org/abs/2010.00558

  9. Delorme, M., Iori, M.: Enhanced pseudo-polynomial formulations for bin packing and cutting stock problems. INFORMS J. Comput. 32(1), 101–119 (2020)

    Article  MathSciNet  Google Scholar 

  10. Delorme, M., Iori, M., Martello, S.: Bin packing and cutting stock problems: mathematical models and exact algorithms. Eur. J. Oper. Res. 255(1), 1–20 (2016)

    Article  MathSciNet  Google Scholar 

  11. Desaulniers, G., Desrosiers, J., Solomon, M.: Column Generation. Springer, New York (2006)

    MATH  Google Scholar 

  12. Fukasawa, R., et al.: Robust branch-and-cut-and-price for the capacitated vehicle routing problem. Math. Program. 106(3), 491–511 (2006). https://doi.org/10.1007/s10107-005-0644-x

    Article  MathSciNet  MATH  Google Scholar 

  13. Gilmore, P., Gomory, R.: A linear programming approach to the cutting-stock problem. Oper. Res. 9(6), 849–859 (1961)

    Article  MathSciNet  Google Scholar 

  14. Gilmore, P., Gomory, R.: A linear programming approach to the cutting stock problem - part II. Oper. Res. 11(6), 863–888 (1963)

    Article  Google Scholar 

  15. Hadjar, A., Marcotte, O., Soumis, F.: A branch-and-cut algorithm for the multiple depot vehicle scheduling problem. Oper. Res. 54(1), 130–149 (2006)

    Article  Google Scholar 

  16. Irnich, S., Desaulniers, G., Desrosiers, J., Hadjar, A.: Path-reduced costs for eliminating arcs in routing and scheduling. INFORMS J. Comput. 22(2), 297–313 (2010)

    Article  MathSciNet  Google Scholar 

  17. Kartak, V., Ripatti, A., Scheithauer, G., Kurz, S.: Minimal proper non-IRUP instances of the one-dimensional cutting stock problem. Discrete Appl. Math. 187, 120–129 (2015)

    Article  MathSciNet  Google Scholar 

  18. Kramer, A., Dell’Amico, M., Iori, M.: Enhanced arc-flow formulations to minimize weighted completion time on identical parallel machines. Eur. J. Oper. Res. 275(1), 67–79 (2019)

    Article  MathSciNet  Google Scholar 

  19. Lübbecke, M., Desrosiers, J.: Selected topics in column generation. Oper. Res. 53(6), 1007–1023 (2005)

    Article  MathSciNet  Google Scholar 

  20. Martello, S., Toth, P.: Knapsack Problems: Algorithms and Computer Implementations. Wiley, New York (1990)

    MATH  Google Scholar 

  21. Nemhauser, G., Wolsey, L.: Integer and Combinatorial Optimization. Wiley, New York (1988)

    Book  Google Scholar 

  22. Pessoa, A., Sadykov, R., Uchoa, E., Vanderbeck, F.: A generic exact solver forvehicle routing and related problems. Math. Program. 183, 483–523 (2020)

    Article  MathSciNet  Google Scholar 

  23. Pessoa, A., Uchoa, E., de Aragão, M., Rodrigues, R.: Exact algorithm over an arc-time-indexed formulation for parallel machine scheduling problems. Math. Program. Comput. 2, 259–290 (2010)

    Article  MathSciNet  Google Scholar 

  24. Sellmann, M.: Theoretical foundations of CP-based Lagrangian relaxation. In: Wallace, M. (ed.) CP 2004. LNCS, vol. 3258, pp. 634–647. Springer, Heidelberg (2004). https://doi.org/10.1007/978-3-540-30201-8_46

    Chapter  MATH  Google Scholar 

  25. Trick, M.: A dynamic programming approach for consistency and propagation for knapsack constraints. Ann. Oper. Res. 118(1–4), 73–84 (2003)

    Article  MathSciNet  Google Scholar 

  26. Valério de Carvalho, J.: Exact solution of bin-packing problems using column generation and branch-and-bound. Ann. Oper. Res. 86, 629–659 (1999)

    Google Scholar 

  27. Vanderbeck, F.: On Dantzig-Wolfe decomposition in integer programming and ways to perform branching in a branch-and-price algorithm. Oper. Res. 48(1), 111–128 (2000)

    Article  MathSciNet  Google Scholar 

  28. Vanderbeck, F.: Branching in branch-and-price: a generic scheme. Math. Program. 130, 249–294 (2011)

    Article  MathSciNet  Google Scholar 

  29. Villeneuve, D., Desrosiers, J., Lübbecke, M., Soumis, F.: On compact formulations for integer programs solved by column generation. Ann. Oper. Res. 139, 375–388 (2005)

    Article  MathSciNet  Google Scholar 

  30. Wei, L., Luo, Z., Baldacci, R., Lim, A.: A new branch-and-price-and-cut algorithm for one-dimensional bin-packing problems. INFORMS J. Comput. 32(2), 428–443 (2020)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Vinícius L. de Lima .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

de Lima, V.L., Iori, M., Miyazawa, F.K. (2021). New Exact Techniques Applied to a Class of Network Flow Formulations. In: Singh, M., Williamson, D.P. (eds) Integer Programming and Combinatorial Optimization. IPCO 2021. Lecture Notes in Computer Science(), vol 12707. Springer, Cham. https://doi.org/10.1007/978-3-030-73879-2_13

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-73879-2_13

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-73878-5

  • Online ISBN: 978-3-030-73879-2

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics