IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v284y2020i2d10.1007_s10479-018-2868-1.html
   My bibliography  Save this article

Improving set partitioning problem solutions by zooming around an improving direction

Author

Listed:
  • Abdelouahab Zaghrouti

    (Polytechnique Montréal and GERAD)

  • Issmail El Hallaoui

    (Polytechnique Montréal and GERAD)

  • François Soumis

    (Polytechnique Montréal and GERAD)

Abstract

In this paper, we introduce a general framework for vector space decompositions that decompose the set partitioning problem into a reduced problem, defined in the vector subspace generated by the columns corresponding to nonzero variables in the current integer solution, and a complementary problem, defined in the complementary vector subspace. We show that the integral simplex using decomposition algorithm (ISUD) developed in Zaghrouti et al. (Oper Res 62:435–449, 2014. https://doi.org/10.1287/opre.2013.1247) uses a particular decomposition, in which integrality is handled mainly in the complementary problem, to find a sequence of integer solutions with decreasing objective values leading to an optimal solution. We introduce a new algorithm using a new dynamic decomposition where integrality is handled only in the reduced problem, and the complementary problem is only used to provide descent directions, needed to update the decomposition. The new algorithm improves, at each iteration, the current integer solution by solving a reduced problem very small compared the original problem, that we define by zooming around the descent direction (provided by the complementary problem). This zooming algorithm is superior than ISUD on set partitioning instances from the transportation industry. It rapidly reaches optimal or near-optimal solutions for all instances including those considered very difficult for both ISUD and CPLEX.

Suggested Citation

  • Abdelouahab Zaghrouti & Issmail El Hallaoui & François Soumis, 2020. "Improving set partitioning problem solutions by zooming around an improving direction," Annals of Operations Research, Springer, vol. 284(2), pages 645-671, January.
    • Handle: RePEc:spr:annopr:v:284:y:2020:i:2:d:10.1007_s10479-018-2868-1
    DOI: 10.1007/s10479-018-2868-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-018-2868-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10479-018-2868-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. M. L. Balinski & R. E. Quandt, 1964. "On an Integer Program for a Delivery Problem," Operations Research, INFORMS, vol. 12(2), pages 300-304, April.
    2. Andrew J. Schaefer & Ellis L. Johnson & Anton J. Kleywegt & George L. Nemhauser, 2005. "Airline Crew Scheduling Under Uncertainty," Transportation Science, INFORMS, vol. 39(3), pages 340-348, August.
    3. Martin Desrochers & Jacques Desrosiers & Marius Solomon, 1992. "A New Optimization Algorithm for the Vehicle Routing Problem with Time Windows," Operations Research, INFORMS, vol. 40(2), pages 342-354, April.
    4. Balaji Gopalakrishnan & Ellis. Johnson, 2005. "Airline Crew Scheduling: State-of-the-Art," Annals of Operations Research, Springer, vol. 140(1), pages 305-337, November.
    5. Bouarab, Hocine & El Hallaoui, Issmail & Metrane, Abdelmoutalib & Soumis, François, 2017. "Dynamic constraint and variable aggregation in column generation," European Journal of Operational Research, Elsevier, vol. 262(3), pages 835-850.
    6. Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser & Martin W. P. Savelsbergh & Pamela H. Vance, 1998. "Branch-and-Price: Column Generation for Solving Huge Integer Programs," Operations Research, INFORMS, vol. 46(3), pages 316-329, June.
    7. Cordeau, Jean-François & Desaulniers, Guy & Lingaya, Norbert & Soumis, François & Desrosiers, Jacques, 2001. "Simultaneous locomotive and car assignment at VIA Rail Canada," Transportation Research Part B: Methodological, Elsevier, vol. 35(8), pages 767-787, September.
    8. Adam N. Letchford & Andrea Lodi, 2002. "Primal cutting plane algorithms revisited," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 56(1), pages 67-81, August.
    9. Martin Desrochers & François Soumis, 1989. "A Column Generation Approach to the Urban Transit Crew Scheduling Problem," Transportation Science, INFORMS, vol. 23(1), pages 1-13, February.
    10. Michel Gamache & François Soumis & Gérald Marquis & Jacques Desrosiers, 1999. "A Column Generation Approach for Large-Scale Aircrew Rostering Problems," Operations Research, INFORMS, vol. 47(2), pages 247-263, April.
    11. Marco E. Lübbecke & Jacques Desrosiers, 2005. "Selected Topics in Column Generation," Operations Research, INFORMS, vol. 53(6), pages 1007-1023, December.
    12. Agha Iqbal Ali, 1998. "Reformulation of the set partitioning problem as apure network with special order set constraints," Annals of Operations Research, Springer, vol. 81(0), pages 233-250, June.
    13. Issmail Elhallaoui & Abdelmoutalib Metrane & Guy Desaulniers & François Soumis, 2011. "An Improved Primal Simplex Algorithm for Degenerate Linear Programs," INFORMS Journal on Computing, INFORMS, vol. 23(4), pages 569-577, November.
    14. Egon Balas & Manfred W. Padberg, 1972. "On the Set-Covering Problem," Operations Research, INFORMS, vol. 20(6), pages 1152-1161, December.
    15. Abdelouahab Zaghrouti & François Soumis & Issmail El Hallaoui, 2014. "Integral Simplex Using Decomposition for the Set Partitioning Problem," Operations Research, INFORMS, vol. 62(2), pages 435-449, April.
    16. Egon Balas & Manfred Padberg, 1975. "On the Set-Covering Problem: II. An Algorithm for Set Partitioning," Operations Research, INFORMS, vol. 23(1), pages 74-90, February.
    17. Karla L. Hoffman & Manfred Padberg, 1993. "Solving Airline Crew Scheduling Problems by Branch-and-Cut," Management Science, INFORMS, vol. 39(6), pages 657-682, June.
    18. Utz-Uwe Haus & Matthias Köppe & Robert Weismantel, 2001. "The integral basis method for integer programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 53(3), pages 353-361, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Adil Tahir & Guy Desaulniers & Issmail El Hallaoui, 2022. "Integral Column Generation for Set Partitioning Problems with Side Constraints," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2313-2331, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Omar Foutlane & Issmail Hallaoui & Pierre Hansen, 2022. "Distributed Integral Column Generation for Set Partitioning Problems," SN Operations Research Forum, Springer, vol. 3(2), pages 1-22, June.
    2. Adil Tahir & Guy Desaulniers & Issmail El Hallaoui, 2019. "Integral column generation for the set partitioning problem," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 8(5), pages 713-744, December.
    3. Adil Tahir & Guy Desaulniers & Issmail El Hallaoui, 2022. "Integral Column Generation for Set Partitioning Problems with Side Constraints," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2313-2331, July.
    4. Guy Desaulniers & François Lessard & Mohammed Saddoune & François Soumis, 2020. "Dynamic Constraint Aggregation for Solving Very Large-scale Airline Crew Pairing Problems," SN Operations Research Forum, Springer, vol. 1(3), pages 1-23, September.
    5. Silke Jütte & Marc Albers & Ulrich W. Thonemann & Knut Haase, 2011. "Optimizing Railway Crew Scheduling at DB Schenker," Interfaces, INFORMS, vol. 41(2), pages 109-122, April.
    6. Kirsten Hoffmann & Udo Buscher & Janis Sebastian Neufeld & Felix Tamke, 2017. "Solving Practical Railway Crew Scheduling Problems with Attendance Rates," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 59(3), pages 147-159, June.
    7. Abdelouahab Zaghrouti & Issmail El Hallaoui & François Soumis, 2018. "Improved integral simplex using decomposition for the set partitioning problem," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(2), pages 185-206, June.
    8. Issmail Elhallaoui & Daniel Villeneuve & François Soumis & Guy Desaulniers, 2005. "Dynamic Aggregation of Set-Partitioning Constraints in Column Generation," Operations Research, INFORMS, vol. 53(4), pages 632-645, August.
    9. Rönnberg, Elina & Larsson, Torbjörn, 2009. "Column generation in the integral simplex method," European Journal of Operational Research, Elsevier, vol. 192(1), pages 333-342, January.
    10. Maenhout, Broos & Vanhoucke, Mario, 2010. "A hybrid scatter search heuristic for personalized crew rostering in the airline industry," European Journal of Operational Research, Elsevier, vol. 206(1), pages 155-167, October.
    11. de Lima, Vinícius L. & Alves, Cláudio & Clautiaux, François & Iori, Manuel & Valério de Carvalho, José M., 2022. "Arc flow formulations based on dynamic programming: Theoretical foundations and applications," European Journal of Operational Research, Elsevier, vol. 296(1), pages 3-21.
    12. Shyam S. G. Perumal & Jesper Larsen & Richard M. Lusby & Morten Riis & Tue R. L. Christensen, 2022. "A column generation approach for the driver scheduling problem with staff cars," Public Transport, Springer, vol. 14(3), pages 705-738, October.
    13. Rosat, Samuel & Quesnel, Frédéric & Elhallaoui, Issmail & Soumis, François, 2017. "Dynamic penalization of fractional directions in the integral simplex using decomposition: Application to aircrew scheduling," European Journal of Operational Research, Elsevier, vol. 263(3), pages 1007-1018.
    14. Mohamed Haouari & Farah Zeghal Mansour & Hanif D. Sherali, 2019. "A New Compact Formulation for the Daily Crew Pairing Problem," Transportation Science, INFORMS, vol. 53(3), pages 811-828, May.
    15. Rosemary T. Berger & Collette R. Coullard & Mark S. Daskin, 2007. "Location-Routing Problems with Distance Constraints," Transportation Science, INFORMS, vol. 41(1), pages 29-43, February.
    16. Jean Bertrand Gauthier & Jacques Desrosiers & Marco E. Lübbecke, 2016. "Tools for primal degenerate linear programs: IPS, DCA, and PE," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 5(2), pages 161-204, June.
    17. Stefan Irnich & Guy Desaulniers & Jacques Desrosiers & Ahmed Hadjar, 2010. "Path-Reduced Costs for Eliminating Arcs in Routing and Scheduling," INFORMS Journal on Computing, INFORMS, vol. 22(2), pages 297-313, May.
    18. Knut Haase & Guy Desaulniers & Jacques Desrosiers, 2001. "Simultaneous Vehicle and Crew Scheduling in Urban Mass Transit Systems," Transportation Science, INFORMS, vol. 35(3), pages 286-303, August.
    19. Luciano Costa & Claudio Contardo & Guy Desaulniers, 2019. "Exact Branch-Price-and-Cut Algorithms for Vehicle Routing," Transportation Science, INFORMS, vol. 53(4), pages 946-985, July.
    20. Boubaker, Khaled & Desaulniers, Guy & Elhallaoui, Issmail, 2010. "Bidline scheduling with equity by heuristic dynamic constraint aggregation," Transportation Research Part B: Methodological, Elsevier, vol. 44(1), pages 50-61, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:284:y:2020:i:2:d:10.1007_s10479-018-2868-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.