The fire and rescue vehicle location problem

Size: px
Start display at page:

Download "The fire and rescue vehicle location problem"

Transcription

1 The fire and rescue vehicle location problem Henrik Andersson Norwegian University of Science and Technology Tobias Andersson Granberg Linköping University

2 Introduction The Swedish Civil Contingencies Agency is enhancing and supporting societal capacities for preparedness for and prevention of emergencies and crises

3 Introduction The Swedish Civil Contingencies Agency is enhancing and supporting societal capacities for preparedness for and prevention of emergencies and crises How can this be done better using column generation?

4 Introduction Strategic decision support for locating emergency units New ways of thinking about emergency response

5 Where to locate the units Location set covering problem Define a response requirement Minimize the number of units needed to fulfill the requirements Maximal covering location problem Define a covering criterion Maximize the population covered by a fixed fleet

6 Traditionally Station location Homogeneous fleet Only one type of vehicle Homogeneous demand One type of events No or simple demand Only first response counts Or not even this

7 Traditionally vs More realism Station location Homogeneous fleet Only one type of vehicle Homogeneous demand One type of events No or simple demand Only first response counts Or not even this Locating individual units Heterogeneous fleet Multiple types of vehicles Heterogeneous demand Multiple types of events Demand based on statistics First and full response

8 Heterogeneous fleet and demand Different vehicles Base unit Ladder unit Small unit Different manning Different events Fire in low-rise building Fire in high-rise building Traffic accident

9 Heterogeneous fleet and demand Different vehicles Base unit Ladder unit Small unit Different manning Different events Fire in low-rise building Fire in high-rise building Traffic accident Alarm plan Base Ladder Small # People Low building High building Traffic

10 Preparedness Ideally we would like to minimize equivalence time

11 Preparedness Ideally we would like to minimize equivalence time Fire in high-rise building Base unit Ladder unit 6 fire fighters (2) [6] [2] (1) [8] (5)

12 Preparedness Ideally we would like to minimize equivalence time Fire in high-rise building Base unit Ladder unit 6 fire fighters (1) (2) [6] [2] [8] # resources Equivalence time = = 52 / 8 = 6.5 time (5)

13 Preparedness Ideally we would like to minimize equivalence time Fire in high-rise building Base unit Ladder unit 6 fire fighters Too complicated First and full response (1) (2) [6] [2] [8] # resources (5) Equivalence time = = 52 / 8 = 6.5 time

14 First and full response First response The time it takes for the first unit to get on site Full response The time until all resources defined in the alarm plan are on site Minimize the total demand weighted α First response + ( 1 α ) Full response

15 Sets, parameters and variables H L I Zones, I I I [ High, Low ] F T O Accidents, O O O [ Fire, Traffic ] B L S V Vehicles, V V V V [ Base, Ladder, Small ] Doi Expected number of accidents of type o in zone i Hoi Number of people needed for accident o in zone i Pv Number of people in vehicle v Av Call out time for vehicle v Tij Travel time between zone i and zone j W Weight factor for first response xvi 1 if vehicle v is located in zone i y voi 1 if vehicle v responds to an accident of type o in zone i zvoi 1 if vehicle v is the first response to an accident of type o in zone i toi Response time for the full response to an accident of type o in zone i f Response time for the first response to an accident of type o in zone i oi

16 min D W f (1 W) t i I v V v V B o O vi voi voi i I oi oi oi Original formulation 1 v V Each vehicle must be located once 1 o Oi, I Each accident must have a first response 1 o O, i I A base unit is needed for each accident F H yvoi 1 o O, i I A ladder unit is needed for fires in high buildings v V L v V v V L t x z y P y H o O, i I v voi vi v V B i I oi Number of people needed for each accident x x 0 i I A ladder unit must be located in tandem with a base unit vi ( T A ) x M(1 y ) v V, o O, j I Full response time oj ij v vi voj f ( T A ) x M(1 z ) v V, o O, j I First response time oj ij v vi voj i I xvi, yvoi, zvoi {0,1} v V, o O, i I t, f v V, o O, i I oi oi

17 Comments The LP bound is very weak The time constraints are challenging There are continuous variables The problem is easy if the location is fixed Only preliminary testing has been done

18 Solution structure Base unit Ladder unit Small unit

19 Solution structure Base unit Ladder unit Small unit First response

20 Solution structure Base unit Ladder unit Small unit Coverage Base Demand Ladder

21 Solution structure Base unit Ladder unit Small unit Full response

22 New variable Define a variable to which we can assign a cost Create a structure that captures Where the vehicle is located Which zones the vehicle covers How these zones are covered We call this a cover

23 Cover Ev Covers for vehicle v Bvei 1 if vehicle v is located in zone i in cover e Gveoi 1 if vehicle v responds to an accident of type o in zone i in cover e Lveoi 1 if vehicle v is the last response to an accident of type o in zone i in cover e Fveoi 1 if vehicle v is the first response to an accident of type o in zone i in cover e C The cost of cover e for vehicle v ve w 1 if vehicle v is assigned cover e ve C ve Doi T( 1), (1 ), vei j A W F W L v V e E o O i I j I i B v veoi veoi v

24 min v V e E v wve e E v veoi v V e E v veoi v V e E v veoi B e E v veoi ve v V L Pv v V v V L e Ev f V e E f i I C w ve ve New formulation 1 v V Each vehicle must be assigned one cover F w 1 o O, i I Each accident must have a first response ve L w 1 o O, i I Each accident must have a last response ve G w 1 o O, i I A base unit is needed for each accident ve v V F H G w 1 o O, i I A ladder unit is needed for fires in high buildings G w H o O, i I Number of people needed for each accident e Ev veoi ve oi B w B w 0 i I A ladder unit must be located in tandem with a base unit vei ve vei ve v V B e Ev i I ( T A ) B L w ij f fei feoj fe ( T A ) B G w v V, o O, j I The last response must be the last ij v vei veoj ve w {0,1} v V, e E ve v

25 Comments No complicating time constraints A pure binary problem Too many feasible covers

26 Solution approach Solve the LP relaxation with a small number of covers This is the restricted master problem (RMP) Price the covers and add promising candidates to the RMP Embed this in a branch-and-bound framework to get integer feasibility

27 The pricing problem The pricing problem decomposes into one problem for each vehicle and each accident type and each pair of zones One zone is the possible location of the vehicle The other is the zone to be covered

28 Pricing Contributions to the reduced cost o Location [ Assignment ; Ladder/Base ] o Cover [ Alarm plan ; Last being last ] o First [ Real cost ; First ] o Last [ Real cost ; Last ; Last being last ] Restrictions Cannot be first or last and not cover Cannot be both first and last if too small capacity

29 Reduced cost The reduced cost of locating a vehicle in a given zone is the sum of the contributions from all subproblems where the vehicle is located in that zone If a vehicle/zone combination has negative reduced cost a cover can be created based on the information from each subproblem

30 Branching Branching is needed to guarantee integer feasible solutions The branching strategy is vehicle/zone If a given vehicle is located in a given zone or not Start with the base units Corresponds to the original variable x vi Easy to handle in the pricing problem

31 Evaluating a location Branching on vehicle/zone is not enough Different covers can be used The original variables y voi and z voi can be fractional But we have a fixed location Solve the original model to evaluate the location Forbid the solution by branching x vi = 1 to 0

32 Computational study A straight forward implementation in Mosel/Xpress with little engineering One case 300 zones, 17 with high buildings 3 accident types 37 vehicles; 22 base, 6 ladder, 9 small

33 Instances Extremely hard to solve Not even close to solve the original case Smaller instances where created # Zones # High # Base # Ladder # Small I I I I The small instances are extended to larger

34 Results Root node After 4 hours LP IP # Iter Bound IP # Nodes Bound IP # Nodes Time (s) I I I I I15 : Solved to optimality Total time: Master: Sub: I30 : After 4 hours Total time: Master: Sub: I45 : After 4 hours Total time: Master: Sub: I60 : Root node solved after seconds

35 Future work Reduce the time spent in the master problem Dual stabilization More careful cover generation Strengthen the formulation Valid inequalities from the demand constraints Symmetry breaking Branching More balanced branching

36 Thank you all for listening

Operations Research Lecture 6: Integer Programming

Operations Research Lecture 6: Integer Programming Operations Research Lecture 6: Integer Programming Notes taken by Kaiquan Xu@Business School, Nanjing University May 12th 2016 1 Integer programming (IP) formulations The integer programming (IP) is the

More information

Part 4. Decomposition Algorithms

Part 4. Decomposition Algorithms In the name of God Part 4. 4.4. Column Generation for the Constrained Shortest Path Problem Spring 2010 Instructor: Dr. Masoud Yaghini Constrained Shortest Path Problem Constrained Shortest Path Problem

More information

IE418 Integer Programming

IE418 Integer Programming IE418: Integer Programming Department of Industrial and Systems Engineering Lehigh University 2nd February 2005 Boring Stuff Extra Linux Class: 8AM 11AM, Wednesday February 9. Room??? Accounts and Passwords

More information

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini

Network Flows. 6. Lagrangian Relaxation. Programming. Fall 2010 Instructor: Dr. Masoud Yaghini In the name of God Network Flows 6. Lagrangian Relaxation 6.3 Lagrangian Relaxation and Integer Programming Fall 2010 Instructor: Dr. Masoud Yaghini Integer Programming Outline Branch-and-Bound Technique

More information

Section Notes 9. Midterm 2 Review. Applied Math / Engineering Sciences 121. Week of December 3, 2018

Section Notes 9. Midterm 2 Review. Applied Math / Engineering Sciences 121. Week of December 3, 2018 Section Notes 9 Midterm 2 Review Applied Math / Engineering Sciences 121 Week of December 3, 2018 The following list of topics is an overview of the material that was covered in the lectures and sections

More information

What is an integer program? Modelling with Integer Variables. Mixed Integer Program. Let us start with a linear program: max cx s.t.

What is an integer program? Modelling with Integer Variables. Mixed Integer Program. Let us start with a linear program: max cx s.t. Modelling with Integer Variables jesla@mandtudk Department of Management Engineering Technical University of Denmark What is an integer program? Let us start with a linear program: st Ax b x 0 where A

More information

Lecture 23 Branch-and-Bound Algorithm. November 3, 2009

Lecture 23 Branch-and-Bound Algorithm. November 3, 2009 Branch-and-Bound Algorithm November 3, 2009 Outline Lecture 23 Modeling aspect: Either-Or requirement Special ILPs: Totally unimodular matrices Branch-and-Bound Algorithm Underlying idea Terminology Formal

More information

Lecture 8: Column Generation

Lecture 8: Column Generation Lecture 8: Column Generation (3 units) Outline Cutting stock problem Classical IP formulation Set covering formulation Column generation A dual perspective Vehicle routing problem 1 / 33 Cutting stock

More information

A Hub Location Problem with Fully Interconnected Backbone and Access Networks

A Hub Location Problem with Fully Interconnected Backbone and Access Networks A Hub Location Problem with Fully Interconnected Backbone and Access Networks Tommy Thomadsen Informatics and Mathematical Modelling Technical University of Denmark 2800 Kgs. Lyngby Denmark tt@imm.dtu.dk

More information

Branch-and-Price-and-Cut for the Split Delivery Vehicle Routing Problem with Time Windows

Branch-and-Price-and-Cut for the Split Delivery Vehicle Routing Problem with Time Windows Branch-and-Price-and-Cut for the Split Delivery Vehicle Routing Problem with Time Windows Guy Desaulniers École Polytechnique de Montréal and GERAD Column Generation 2008 Aussois, France Outline Introduction

More information

Column Generation. i = 1,, 255;

Column Generation. i = 1,, 255; Column Generation The idea of the column generation can be motivated by the trim-loss problem: We receive an order to cut 50 pieces of.5-meter (pipe) segments, 250 pieces of 2-meter segments, and 200 pieces

More information

Integer Programming ISE 418. Lecture 16. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 16. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 16 Dr. Ted Ralphs ISE 418 Lecture 16 1 Reading for This Lecture Wolsey, Chapters 10 and 11 Nemhauser and Wolsey Sections II.3.1, II.3.6, II.3.7, II.5.4 CCZ Chapter 8

More information

3.10 Column generation method

3.10 Column generation method 3.10 Column generation method Many relevant decision-making (discrete optimization) problems can be formulated as ILP problems with a very large (exponential) number of variables. Examples: cutting stock,

More information

- Well-characterized problems, min-max relations, approximate certificates. - LP problems in the standard form, primal and dual linear programs

- Well-characterized problems, min-max relations, approximate certificates. - LP problems in the standard form, primal and dual linear programs LP-Duality ( Approximation Algorithms by V. Vazirani, Chapter 12) - Well-characterized problems, min-max relations, approximate certificates - LP problems in the standard form, primal and dual linear programs

More information

Integer Programming Part II

Integer Programming Part II Be the first in your neighborhood to master this delightful little algorithm. Integer Programming Part II The Branch and Bound Algorithm learn about fathoming, bounding, branching, pruning, and much more!

More information

Lecture 9: Dantzig-Wolfe Decomposition

Lecture 9: Dantzig-Wolfe Decomposition Lecture 9: Dantzig-Wolfe Decomposition (3 units) Outline Dantzig-Wolfe decomposition Column generation algorithm Relation to Lagrangian dual Branch-and-price method Generated assignment problem and multi-commodity

More information

1 Column Generation and the Cutting Stock Problem

1 Column Generation and the Cutting Stock Problem 1 Column Generation and the Cutting Stock Problem In the linear programming approach to the traveling salesman problem we used the cutting plane approach. The cutting plane approach is appropriate when

More information

Introduction to Mathematical Programming IE406. Lecture 21. Dr. Ted Ralphs

Introduction to Mathematical Programming IE406. Lecture 21. Dr. Ted Ralphs Introduction to Mathematical Programming IE406 Lecture 21 Dr. Ted Ralphs IE406 Lecture 21 1 Reading for This Lecture Bertsimas Sections 10.2, 10.3, 11.1, 11.2 IE406 Lecture 21 2 Branch and Bound Branch

More information

3.10 Column generation method

3.10 Column generation method 3.10 Column generation method Many relevant decision-making problems can be formulated as ILP problems with a very large (exponential) number of variables. Examples: cutting stock, crew scheduling, vehicle

More information

Partial Path Column Generation for the Vehicle Routing Problem with Time Windows

Partial Path Column Generation for the Vehicle Routing Problem with Time Windows Partial Path Column Generation for the Vehicle Routing Problem with Time Windows Bjørn Petersen & Mads Kehlet Jepsen } DIKU Department of Computer Science, University of Copenhagen Universitetsparken 1,

More information

Integer Programming ISE 418. Lecture 8. Dr. Ted Ralphs

Integer Programming ISE 418. Lecture 8. Dr. Ted Ralphs Integer Programming ISE 418 Lecture 8 Dr. Ted Ralphs ISE 418 Lecture 8 1 Reading for This Lecture Wolsey Chapter 2 Nemhauser and Wolsey Sections II.3.1, II.3.6, II.4.1, II.4.2, II.5.4 Duality for Mixed-Integer

More information

21. Set cover and TSP

21. Set cover and TSP CS/ECE/ISyE 524 Introduction to Optimization Spring 2017 18 21. Set cover and TSP ˆ Set covering ˆ Cutting problems and column generation ˆ Traveling salesman problem Laurent Lessard (www.laurentlessard.com)

More information

Column Generation. ORLAB - Operations Research Laboratory. Stefano Gualandi. June 14, Politecnico di Milano, Italy

Column Generation. ORLAB - Operations Research Laboratory. Stefano Gualandi. June 14, Politecnico di Milano, Italy ORLAB - Operations Research Laboratory Politecnico di Milano, Italy June 14, 2011 Cutting Stock Problem (from wikipedia) Imagine that you work in a paper mill and you have a number of rolls of paper of

More information

An Optimization-Based Heuristic for the Split Delivery Vehicle Routing Problem

An Optimization-Based Heuristic for the Split Delivery Vehicle Routing Problem An Optimization-Based Heuristic for the Split Delivery Vehicle Routing Problem Claudia Archetti (1) Martin W.P. Savelsbergh (2) M. Grazia Speranza (1) (1) University of Brescia, Department of Quantitative

More information

Integer Linear Programming Modeling

Integer Linear Programming Modeling DM554/DM545 Linear and Lecture 9 Integer Linear Programming Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. 2. Assignment Problem Knapsack Problem

More information

The Fixed Charge Transportation Problem: A Strong Formulation Based On Lagrangian Decomposition and Column Generation

The Fixed Charge Transportation Problem: A Strong Formulation Based On Lagrangian Decomposition and Column Generation The Fixed Charge Transportation Problem: A Strong Formulation Based On Lagrangian Decomposition and Column Generation Yixin Zhao, Torbjörn Larsson and Department of Mathematics, Linköping University, Sweden

More information

Solving LP and MIP Models with Piecewise Linear Objective Functions

Solving LP and MIP Models with Piecewise Linear Objective Functions Solving LP and MIP Models with Piecewise Linear Obective Functions Zonghao Gu Gurobi Optimization Inc. Columbus, July 23, 2014 Overview } Introduction } Piecewise linear (PWL) function Convex and convex

More information

Linear integer programming and its application

Linear integer programming and its application Linear integer programming and its application Presented by Dr. Sasthi C. Ghosh Associate Professor Advanced Computing & Microelectronics Unit Indian Statistical Institute Kolkata, India Outline Introduction

More information

Logic, Optimization and Data Analytics

Logic, Optimization and Data Analytics Logic, Optimization and Data Analytics John Hooker Carnegie Mellon University United Technologies Research Center, Cork, Ireland August 2015 Thesis Logic and optimization have an underlying unity. Ideas

More information

Extended Formulations, Lagrangian Relaxation, & Column Generation: tackling large scale applications

Extended Formulations, Lagrangian Relaxation, & Column Generation: tackling large scale applications Extended Formulations, Lagrangian Relaxation, & Column Generation: tackling large scale applications François Vanderbeck University of Bordeaux INRIA Bordeaux-Sud-Ouest part : Defining Extended Formulations

More information

MEDIUM-TERM HYDROPOWER SCHEDULING BY STOCHASTIC DUAL DYNAMIC INTEGER PROGRAMMING: A CASE STUDY

MEDIUM-TERM HYDROPOWER SCHEDULING BY STOCHASTIC DUAL DYNAMIC INTEGER PROGRAMMING: A CASE STUDY MEDIUM-TERM HYDROPOWER SCHEDULING BY STOCHASTIC DUAL DYNAMIC INTEGER PROGRAMMING: A CASE STUDY Martin Hjelmeland NTNU Norwegian University of Science and Technology, Trondheim, Norway. martin.hjelmeland@ntnu.no

More information

The evacuation plan design under uncertain times of transportation

The evacuation plan design under uncertain times of transportation Urban Transport XVI 83 The evacuation plan design under uncertain times of transportation J. Janáček Faculty of Management Science and Informatics, University of Žilina, Slovak Republic Abstract When the

More information

Integer Programming. The focus of this chapter is on solution techniques for integer programming models.

Integer Programming. The focus of this chapter is on solution techniques for integer programming models. Integer Programming Introduction The general linear programming model depends on the assumption of divisibility. In other words, the decision variables are allowed to take non-negative integer as well

More information

Section Notes 9. IP: Cutting Planes. Applied Math 121. Week of April 12, 2010

Section Notes 9. IP: Cutting Planes. Applied Math 121. Week of April 12, 2010 Section Notes 9 IP: Cutting Planes Applied Math 121 Week of April 12, 2010 Goals for the week understand what a strong formulations is. be familiar with the cutting planes algorithm and the types of cuts

More information

Computational Integer Programming. Lecture 2: Modeling and Formulation. Dr. Ted Ralphs

Computational Integer Programming. Lecture 2: Modeling and Formulation. Dr. Ted Ralphs Computational Integer Programming Lecture 2: Modeling and Formulation Dr. Ted Ralphs Computational MILP Lecture 2 1 Reading for This Lecture N&W Sections I.1.1-I.1.6 Wolsey Chapter 1 CCZ Chapter 2 Computational

More information

Lecture 8: Column Generation

Lecture 8: Column Generation Lecture 8: Column Generation (3 units) Outline Cutting stock problem Classical IP formulation Set covering formulation Column generation A dual perspective 1 / 24 Cutting stock problem 2 / 24 Problem description

More information

Interior-Point versus Simplex methods for Integer Programming Branch-and-Bound

Interior-Point versus Simplex methods for Integer Programming Branch-and-Bound Interior-Point versus Simplex methods for Integer Programming Branch-and-Bound Samir Elhedhli elhedhli@uwaterloo.ca Department of Management Sciences, University of Waterloo, Canada Page of 4 McMaster

More information

Integer programming: an introduction. Alessandro Astolfi

Integer programming: an introduction. Alessandro Astolfi Integer programming: an introduction Alessandro Astolfi Outline Introduction Examples Methods for solving ILP Optimization on graphs LP problems with integer solutions Summary Introduction Integer programming

More information

is called an integer programming (IP) problem. model is called a mixed integer programming (MIP)

is called an integer programming (IP) problem. model is called a mixed integer programming (MIP) INTEGER PROGRAMMING Integer Programming g In many problems the decision variables must have integer values. Example: assign people, machines, and vehicles to activities in integer quantities. If this is

More information

INTEGER PROGRAMMING. In many problems the decision variables must have integer values.

INTEGER PROGRAMMING. In many problems the decision variables must have integer values. INTEGER PROGRAMMING Integer Programming In many problems the decision variables must have integer values. Example:assign people, machines, and vehicles to activities in integer quantities. If this is the

More information

x 1 + 4x 2 = 5, 7x 1 + 5x 2 + 2x 3 4,

x 1 + 4x 2 = 5, 7x 1 + 5x 2 + 2x 3 4, LUNDS TEKNISKA HÖGSKOLA MATEMATIK LÖSNINGAR LINJÄR OCH KOMBINATORISK OPTIMERING 2018-03-16 1. a) The rst thing to do is to rewrite the problem so that the right hand side of all constraints are positive.

More information

Column Generation. MTech Seminar Report. Soumitra Pal Roll No: under the guidance of

Column Generation. MTech Seminar Report. Soumitra Pal Roll No: under the guidance of Column Generation MTech Seminar Report by Soumitra Pal Roll No: 05305015 under the guidance of Prof. A. G. Ranade Computer Science and Engineering IIT-Bombay a Department of Computer Science and Engineering

More information

Improving Branch-And-Price Algorithms For Solving One Dimensional Cutting Stock Problem

Improving Branch-And-Price Algorithms For Solving One Dimensional Cutting Stock Problem Improving Branch-And-Price Algorithms For Solving One Dimensional Cutting Stock Problem M. Tech. Dissertation Submitted in partial fulfillment of the requirements for the degree of Master of Technology

More information

Decomposition-based Methods for Large-scale Discrete Optimization p.1

Decomposition-based Methods for Large-scale Discrete Optimization p.1 Decomposition-based Methods for Large-scale Discrete Optimization Matthew V Galati Ted K Ralphs Department of Industrial and Systems Engineering Lehigh University, Bethlehem, PA, USA Départment de Mathématiques

More information

Integer Programming for Bayesian Network Structure Learning

Integer Programming for Bayesian Network Structure Learning Integer Programming for Bayesian Network Structure Learning James Cussens Helsinki, 2013-04-09 James Cussens IP for BNs Helsinki, 2013-04-09 1 / 20 Linear programming The Belgian diet problem Fat Sugar

More information

to work with) can be solved by solving their LP relaxations with the Simplex method I Cutting plane algorithms, e.g., Gomory s fractional cutting

to work with) can be solved by solving their LP relaxations with the Simplex method I Cutting plane algorithms, e.g., Gomory s fractional cutting Summary so far z =max{c T x : Ax apple b, x 2 Z n +} I Modeling with IP (and MIP, and BIP) problems I Formulation for a discrete set that is a feasible region of an IP I Alternative formulations for the

More information

3.4 Relaxations and bounds

3.4 Relaxations and bounds 3.4 Relaxations and bounds Consider a generic Discrete Optimization problem z = min{c(x) : x X} with an optimal solution x X. In general, the algorithms generate not only a decreasing sequence of upper

More information

Outline. Relaxation. Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING. 1. Lagrangian Relaxation. Lecture 12 Single Machine Models, Column Generation

Outline. Relaxation. Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING. 1. Lagrangian Relaxation. Lecture 12 Single Machine Models, Column Generation Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING 1. Lagrangian Relaxation Lecture 12 Single Machine Models, Column Generation 2. Dantzig-Wolfe Decomposition Dantzig-Wolfe Decomposition Delayed Column

More information

Notes on Dantzig-Wolfe decomposition and column generation

Notes on Dantzig-Wolfe decomposition and column generation Notes on Dantzig-Wolfe decomposition and column generation Mette Gamst November 11, 2010 1 Introduction This note introduces an exact solution method for mathematical programming problems. The method is

More information

where X is the feasible region, i.e., the set of the feasible solutions.

where X is the feasible region, i.e., the set of the feasible solutions. 3.5 Branch and Bound Consider a generic Discrete Optimization problem (P) z = max{c(x) : x X }, where X is the feasible region, i.e., the set of the feasible solutions. Branch and Bound is a general semi-enumerative

More information

Multicommodity Flows and Column Generation

Multicommodity Flows and Column Generation Lecture Notes Multicommodity Flows and Column Generation Marc Pfetsch Zuse Institute Berlin pfetsch@zib.de last change: 2/8/2006 Technische Universität Berlin Fakultät II, Institut für Mathematik WS 2006/07

More information

Branch-and-Price algorithm for Vehicle Routing Problem: tutorial

Branch-and-Price algorithm for Vehicle Routing Problem: tutorial Branch-and-Price algorithm for Vehicle Routing Problem: tutorial Kyuree AHN Department of Industrial and Systems Engineering KAIST, Republic of Korea Friday, May 17, 2017 Presentation Overview Problem

More information

An Integer Cutting-Plane Procedure for the Dantzig-Wolfe Decomposition: Theory

An Integer Cutting-Plane Procedure for the Dantzig-Wolfe Decomposition: Theory An Integer Cutting-Plane Procedure for the Dantzig-Wolfe Decomposition: Theory by Troels Martin Range Discussion Papers on Business and Economics No. 10/2006 FURTHER INFORMATION Department of Business

More information

Applications of Linear Programming - Minimization

Applications of Linear Programming - Minimization Applications of Linear Programming - Minimization Drs. Antonio A. Trani and H. Baik Professor of Civil Engineering Virginia Tech Analysis of Air Transportation Systems June 9-12, 2010 1 of 49 Recall the

More information

Integer Linear Programs

Integer Linear Programs Lecture 2: Review, Linear Programming Relaxations Today we will talk about expressing combinatorial problems as mathematical programs, specifically Integer Linear Programs (ILPs). We then see what happens

More information

An Integrated Column Generation and Lagrangian Relaxation for Flowshop Scheduling Problems

An Integrated Column Generation and Lagrangian Relaxation for Flowshop Scheduling Problems Proceedings of the 2009 IEEE International Conference on Systems, Man, and Cybernetics San Antonio, TX, USA - October 2009 An Integrated Column Generation and Lagrangian Relaxation for Flowshop Scheduling

More information

Advances in Bayesian Network Learning using Integer Programming

Advances in Bayesian Network Learning using Integer Programming Advances in Bayesian Network Learning using Integer Programming Mark Bartlett and James Cussens UAI-13, 2013-07-12 Supported by the UK Medical Research Council (Project Grant G1002312) Mark Bartlett and

More information

4. Duality Duality 4.1 Duality of LPs and the duality theorem. min c T x x R n, c R n. s.t. ai Tx = b i i M a i R n

4. Duality Duality 4.1 Duality of LPs and the duality theorem. min c T x x R n, c R n. s.t. ai Tx = b i i M a i R n 2 4. Duality of LPs and the duality theorem... 22 4.2 Complementary slackness... 23 4.3 The shortest path problem and its dual... 24 4.4 Farkas' Lemma... 25 4.5 Dual information in the tableau... 26 4.6

More information

Software for Integer and Nonlinear Optimization

Software for Integer and Nonlinear Optimization Software for Integer and Nonlinear Optimization Sven Leyffer, leyffer@mcs.anl.gov Mathematics & Computer Science Division Argonne National Laboratory Roger Fletcher & Jeff Linderoth Advanced Methods and

More information

CS 6820 Fall 2014 Lectures, October 3-20, 2014

CS 6820 Fall 2014 Lectures, October 3-20, 2014 Analysis of Algorithms Linear Programming Notes CS 6820 Fall 2014 Lectures, October 3-20, 2014 1 Linear programming The linear programming (LP) problem is the following optimization problem. We are given

More information

PART 4 INTEGER PROGRAMMING

PART 4 INTEGER PROGRAMMING PART 4 INTEGER PROGRAMMING 102 Read Chapters 11 and 12 in textbook 103 A capital budgeting problem We want to invest $19 000 Four investment opportunities which cannot be split (take it or leave it) 1.

More information

Travelling Salesman Problem

Travelling Salesman Problem Travelling Salesman Problem Fabio Furini November 10th, 2014 Travelling Salesman Problem 1 Outline 1 Traveling Salesman Problem Separation Travelling Salesman Problem 2 (Asymmetric) Traveling Salesman

More information

AM 121: Intro to Optimization! Models and Methods! Fall 2018!

AM 121: Intro to Optimization! Models and Methods! Fall 2018! AM 121: Intro to Optimization Models and Methods Fall 2018 Lecture 13: Branch and Bound (I) Yiling Chen SEAS Example: max 5x 1 + 8x 2 s.t. x 1 + x 2 6 5x 1 + 9x 2 45 x 1, x 2 0, integer 1 x 2 6 5 x 1 +x

More information

MVE165/MMG631 Linear and integer optimization with applications Lecture 8 Discrete optimization: theory and algorithms

MVE165/MMG631 Linear and integer optimization with applications Lecture 8 Discrete optimization: theory and algorithms MVE165/MMG631 Linear and integer optimization with applications Lecture 8 Discrete optimization: theory and algorithms Ann-Brith Strömberg 2017 04 07 Lecture 8 Linear and integer optimization with applications

More information

Introduction to optimization and operations research

Introduction to optimization and operations research Introduction to optimization and operations research David Pisinger, Fall 2002 1 Smoked ham (Chvatal 1.6, adapted from Greene et al. (1957)) A meat packing plant produces 480 hams, 400 pork bellies, and

More information

A Column Generation Based Heuristic for the Dial-A-Ride Problem

A Column Generation Based Heuristic for the Dial-A-Ride Problem A Column Generation Based Heuristic for the Dial-A-Ride Problem Nastaran Rahmani 1, Boris Detienne 2,3, Ruslan Sadykov 3,2, François Vanderbeck 2,3 1 Kedge Business School, 680 Cours de la Libération,

More information

CS Algorithms and Complexity

CS Algorithms and Complexity CS 50 - Algorithms and Complexity Linear Programming, the Simplex Method, and Hard Problems Sean Anderson 2/15/18 Portland State University Table of contents 1. The Simplex Method 2. The Graph Problem

More information

Integer Programming. Wolfram Wiesemann. December 6, 2007

Integer Programming. Wolfram Wiesemann. December 6, 2007 Integer Programming Wolfram Wiesemann December 6, 2007 Contents of this Lecture Revision: Mixed Integer Programming Problems Branch & Bound Algorithms: The Big Picture Solving MIP s: Complete Enumeration

More information

A Benders decomposition method for locating stations in a one-way electric car sharing system under demand uncertainty

A Benders decomposition method for locating stations in a one-way electric car sharing system under demand uncertainty A Benders decomposition method for locating stations in a one-way electric car sharing system under demand uncertainty Hatice Calik 1,2 and Bernard Fortz 1,3 1 Department of Computer Science, Université

More information

Large-scale optimization and decomposition methods: outline. Column Generation and Cutting Plane methods: a unified view

Large-scale optimization and decomposition methods: outline. Column Generation and Cutting Plane methods: a unified view Large-scale optimization and decomposition methods: outline I Solution approaches for large-scaled problems: I Delayed column generation I Cutting plane methods (delayed constraint generation) 7 I Problems

More information

Lecture 8 Network Optimization Algorithms

Lecture 8 Network Optimization Algorithms Advanced Algorithms Floriano Zini Free University of Bozen-Bolzano Faculty of Computer Science Academic Year 2013-2014 Lecture 8 Network Optimization Algorithms 1 21/01/14 Introduction Network models have

More information

Lagrangian Relaxation in MIP

Lagrangian Relaxation in MIP Lagrangian Relaxation in MIP Bernard Gendron May 28, 2016 Master Class on Decomposition, CPAIOR2016, Banff, Canada CIRRELT and Département d informatique et de recherche opérationnelle, Université de Montréal,

More information

15.081J/6.251J Introduction to Mathematical Programming. Lecture 24: Discrete Optimization

15.081J/6.251J Introduction to Mathematical Programming. Lecture 24: Discrete Optimization 15.081J/6.251J Introduction to Mathematical Programming Lecture 24: Discrete Optimization 1 Outline Modeling with integer variables Slide 1 What is a good formulation? Theme: The Power of Formulations

More information

Exact Methods for Recursive Circle Packing

Exact Methods for Recursive Circle Packing Zuse Institute Berlin Takustrasse 7 D-14195 Berlin-Dahlem Germany arxiv:1702.07799v2 [math.oc] 4 Jan 2019 AMBROS GLEIXNER STEPHEN J. MAHER BENJAMIN MÜLLER JOÃO PEDRO PEDROSO Exact Methods for Recursive

More information

Benders Decomposition

Benders Decomposition Benders Decomposition Yuping Huang, Dr. Qipeng Phil Zheng Department of Industrial and Management Systems Engineering West Virginia University IENG 593G Nonlinear Programg, Spring 2012 Yuping Huang (IMSE@WVU)

More information

Chapter 3: Discrete Optimization Integer Programming

Chapter 3: Discrete Optimization Integer Programming Chapter 3: Discrete Optimization Integer Programming Edoardo Amaldi DEIB Politecnico di Milano edoardo.amaldi@polimi.it Website: http://home.deib.polimi.it/amaldi/opt-16-17.shtml Academic year 2016-17

More information

TMA947/MAN280 APPLIED OPTIMIZATION

TMA947/MAN280 APPLIED OPTIMIZATION Chalmers/GU Mathematics EXAM TMA947/MAN280 APPLIED OPTIMIZATION Date: 06 08 31 Time: House V, morning Aids: Text memory-less calculator Number of questions: 7; passed on one question requires 2 points

More information

Introduction to integer programming III:

Introduction to integer programming III: Introduction to integer programming III: Network Flow, Interval Scheduling, and Vehicle Routing Problems Martin Branda Charles University in Prague Faculty of Mathematics and Physics Department of Probability

More information

Exact Methods for Recursive Circle Packing

Exact Methods for Recursive Circle Packing Zuse Institute Berlin Takustrasse 7 D-14195 Berlin-Dahlem Germany AMBROS GLEIXNER STEPHEN J. MAHER BENJAMIN MÜLLER JOÃO PEDRO PEDROSO Exact Methods for Recursive Circle Packing This work has been supported

More information

Review Problems Solutions MATH 3300A (01) Optimization Fall Graphically, the optimal solution is found to be x 1 = 36/7, x 2 = 66/7, z = 69/7.

Review Problems Solutions MATH 3300A (01) Optimization Fall Graphically, the optimal solution is found to be x 1 = 36/7, x 2 = 66/7, z = 69/7. Review Problems Solutions MATH 3300A (01) Optimization Fall 2016 Chapter 3 2. Let x 1 = number of chocolate cakes baked x 2 = number of vanilla cakes baked Then we should solve max z = x 1 +.50x 2 s.t.

More information

Introduction into Vehicle Routing Problems and other basic mixed-integer problems

Introduction into Vehicle Routing Problems and other basic mixed-integer problems Introduction into Vehicle Routing Problems and other basic mixed-integer problems Martin Branda Charles University in Prague Faculty of Mathematics and Physics Department of Probability and Mathematical

More information

Fundamentals of Operations Research. Prof. G. Srinivasan. Indian Institute of Technology Madras. Lecture No. # 15

Fundamentals of Operations Research. Prof. G. Srinivasan. Indian Institute of Technology Madras. Lecture No. # 15 Fundamentals of Operations Research Prof. G. Srinivasan Indian Institute of Technology Madras Lecture No. # 15 Transportation Problem - Other Issues Assignment Problem - Introduction In the last lecture

More information

EXACT ALGORITHMS FOR THE ATSP

EXACT ALGORITHMS FOR THE ATSP EXACT ALGORITHMS FOR THE ATSP Branch-and-Bound Algorithms: Little-Murty-Sweeney-Karel (Operations Research, ); Bellmore-Malone (Operations Research, ); Garfinkel (Operations Research, ); Smith-Srinivasan-Thompson

More information

Introduction to Bin Packing Problems

Introduction to Bin Packing Problems Introduction to Bin Packing Problems Fabio Furini March 13, 2015 Outline Origins and applications Applications: Definition: Bin Packing Problem (BPP) Solution techniques for the BPP Heuristic Algorithms

More information

Recoverable Robustness in Scheduling Problems

Recoverable Robustness in Scheduling Problems Master Thesis Computing Science Recoverable Robustness in Scheduling Problems Author: J.M.J. Stoef (3470997) J.M.J.Stoef@uu.nl Supervisors: dr. J.A. Hoogeveen J.A.Hoogeveen@uu.nl dr. ir. J.M. van den Akker

More information

IV. Violations of Linear Programming Assumptions

IV. Violations of Linear Programming Assumptions IV. Violations of Linear Programming Assumptions Some types of Mathematical Programming problems violate at least one condition of strict Linearity - Deterministic Nature - Additivity - Direct Proportionality

More information

Totally unimodular matrices. Introduction to integer programming III: Network Flow, Interval Scheduling, and Vehicle Routing Problems

Totally unimodular matrices. Introduction to integer programming III: Network Flow, Interval Scheduling, and Vehicle Routing Problems Totally unimodular matrices Introduction to integer programming III: Network Flow, Interval Scheduling, and Vehicle Routing Problems Martin Branda Charles University in Prague Faculty of Mathematics and

More information

Projection in Logic, CP, and Optimization

Projection in Logic, CP, and Optimization Projection in Logic, CP, and Optimization John Hooker Carnegie Mellon University Workshop on Logic and Search Melbourne, 2017 Projection as a Unifying Concept Projection is a fundamental concept in logic,

More information

Models and Cuts for the Two-Echelon Vehicle Routing Problem

Models and Cuts for the Two-Echelon Vehicle Routing Problem Models and Cuts for the Two-Echelon Vehicle Routing Problem Guido Perboli Roberto Tadei Francesco Masoero Department of Control and Computer Engineering, Politecnico di Torino Corso Duca degli Abruzzi,

More information

Logic-based Benders Decomposition

Logic-based Benders Decomposition Logic-based Benders Decomposition A short Introduction Martin Riedler AC Retreat Contents 1 Introduction 2 Motivation 3 Further Notes MR Logic-based Benders Decomposition June 29 July 1 2 / 15 Basic idea

More information

Planning and Optimization

Planning and Optimization Planning and Optimization C23. Linear & Integer Programming Malte Helmert and Gabriele Röger Universität Basel December 1, 2016 Examples Linear Program: Example Maximization Problem Example maximize 2x

More information

Cutting Plane Separators in SCIP

Cutting Plane Separators in SCIP Cutting Plane Separators in SCIP Kati Wolter Zuse Institute Berlin DFG Research Center MATHEON Mathematics for key technologies 1 / 36 General Cutting Plane Method MIP min{c T x : x X MIP }, X MIP := {x

More information

Chapter 3: Discrete Optimization Integer Programming

Chapter 3: Discrete Optimization Integer Programming Chapter 3: Discrete Optimization Integer Programming Edoardo Amaldi DEIB Politecnico di Milano edoardo.amaldi@polimi.it Sito web: http://home.deib.polimi.it/amaldi/ott-13-14.shtml A.A. 2013-14 Edoardo

More information

Integer Linear Programming (ILP)

Integer Linear Programming (ILP) Integer Linear Programming (ILP) Zdeněk Hanzálek, Přemysl Šůcha hanzalek@fel.cvut.cz CTU in Prague March 8, 2017 Z. Hanzálek (CTU) Integer Linear Programming (ILP) March 8, 2017 1 / 43 Table of contents

More information

Benders Decomposition Methods for Structured Optimization, including Stochastic Optimization

Benders Decomposition Methods for Structured Optimization, including Stochastic Optimization Benders Decomposition Methods for Structured Optimization, including Stochastic Optimization Robert M. Freund May 2, 2001 Block Ladder Structure Basic Model minimize x;y c T x + f T y s:t: Ax = b Bx +

More information

Integer Programming for Bayesian Network Structure Learning

Integer Programming for Bayesian Network Structure Learning Integer Programming for Bayesian Network Structure Learning James Cussens Prague, 2013-09-02 Supported by the UK Medical Research Council (Project Grant G1002312) James Cussens IP for BNs Prague, 2013-09-02

More information

Solving Dual Problems

Solving Dual Problems Lecture 20 Solving Dual Problems We consider a constrained problem where, in addition to the constraint set X, there are also inequality and linear equality constraints. Specifically the minimization problem

More information

Section Notes 8. Integer Programming II. Applied Math 121. Week of April 5, expand your knowledge of big M s and logical constraints.

Section Notes 8. Integer Programming II. Applied Math 121. Week of April 5, expand your knowledge of big M s and logical constraints. Section Notes 8 Integer Programming II Applied Math 121 Week of April 5, 2010 Goals for the week understand IP relaxations be able to determine the relative strength of formulations understand the branch

More information

Improvements to Benders' decomposition: systematic classification and performance comparison in a Transmission Expansion Planning problem

Improvements to Benders' decomposition: systematic classification and performance comparison in a Transmission Expansion Planning problem Improvements to Benders' decomposition: systematic classification and performance comparison in a Transmission Expansion Planning problem Sara Lumbreras & Andrés Ramos July 2013 Agenda Motivation improvement

More information

Linear and Integer Programming - ideas

Linear and Integer Programming - ideas Linear and Integer Programming - ideas Paweł Zieliński Institute of Mathematics and Computer Science, Wrocław University of Technology, Poland http://www.im.pwr.wroc.pl/ pziel/ Toulouse, France 2012 Literature

More information