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Matheuristics based on iterative linear programming and slope scaling for multicommodity capacitated fixed charge network design

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  • Gendron, Bernard
  • Hanafi, Saïd
  • Todosijević, Raca

Abstract

We present new matheuristics for the multicommodity capacitated fixed-charge network design problem (MCND). The matheuristics are based on combining iterative linear programming (ILP) methods and slope scaling (SS) heuristics. Each iteration alternates between solving a linear program obtained by adding pseudo-cuts and a restricted mixed-integer programming (MIP) model. The SS heuristic is used as a warm start to a state-of-the-art generic method that solves the restricted MIP model. The resulting ILP/SS matheuristics are compared against state-of-the-art heuristics for the MCND on a set of large-scale difficult instances. The computational results show that the approach is competitive: when performed for a time limit of 1 hour, it finds more best solutions than any other heuristic, using comparable running times; when performed for a time limit of 5 hours, it identifies an optimal solution for each instance for which an optimal solution is known and it is able to find new best solutions for some very hard instances.

Suggested Citation

  • Gendron, Bernard & Hanafi, Saïd & Todosijević, Raca, 2018. "Matheuristics based on iterative linear programming and slope scaling for multicommodity capacitated fixed charge network design," European Journal of Operational Research, Elsevier, vol. 268(1), pages 70-81.
    • Handle: RePEc:eee:ejores:v:268:y:2018:i:1:p:70-81
    DOI: 10.1016/j.ejor.2018.01.022
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