Martin Savelsbergh We introduce a class of incremental network design problems focused on investigating the optimal choice and timing of network expansions. We concentrate on an incremental network design problem with shortest paths. We investigate structural properties of optimal solutions, we show that the simplest variant is NP-hard, we analyze the worst-case performance of natural greedy heuristics, … Read more
We develop an exact algorithm for integer programs that uses restrictions of the problem to produce high-quality solutions quickly. Column generation is used both for generating these problem restrictions and for producing bounds on the value of the optimal solution. The performance of the algorithm is greatly enhanced by using structure, such as arises in … Read more
We present integer programming models of the service network design problem faced by less-than-truckload (LTL) freight transportation carriers, and a solution approach for the large-scale instances that result in practical applications. To accurately represent freight consolidation opportunities, the models use a fine discretization of time. Furthermore, the models simultaneously route freight and empty trailers, and … Read more
The Feasibility Pump (FP) has proved to be an effective method for finding feasible solutions to mixed integer programming problems. FP iterates between a rounding procedure and a projection procedure, which together provide a sequence of points alternating between LP feasible but fractional solutions, and integer but LP relaxed infeasible solutions. The process attempts to … Read more
Retailers, from fashion stores to grocery stores, have to decide what range of products to off er, i.e., their product assortment. New business trends, such as mass customization and shorter product life cycles, make predicting demand more difficult, which in turn complicates assortment planning. We propose and study a stochastic dynamic programming model for simultaneously making … Read more
Branching variable selection can greatly a ffect the eff ectiveness and efficiency of a branch-and- bound algorithm. Traditional approaches to branching variable selection rely on estimating the eff ect of the candidate variables on the objective function. We propose an approach which is empowered by exploiting the information contained in a family of fathomed subproblems, collected beforehand from … Read more
We consider optimization problems with some binary variables, where the objective function is linear in these variables. The stability region of a given solution of such a problem is the polyhedral set of objective coefficients for which the solution is optimal. A priori knowledge of this set provides valuable information for sensitivity analysis and re-optimization … Read more
Recent developments in integer-programming software systems have tremendously improved our ability to solve large-scale instances. We review the major algorithmic components of state-of-the-art solvers and discuss the options available to users to adjust the behavior of these solvers when default settings do not achieve the desired performance level. Furthermore, we highlight advances towards integrated modeling … Read more
The Cardinality Constrained Circuit Problem (CCCP) is the problem of finding a minimum cost circuit in a graph where the circuit is constrained to have at most $k$ edges. The CCCP is NP-Hard. We present classes of facet-inducing inequalities for the convex hull of feasible circuits. ArticleDownload View PDF
We describe a parallel, linear programming and implication based heuristic for solving set partitioning problems on distributed memory computer architectures. Our implementation is carefully designed to exploit parallelism to greatest advantage in advanced techniques like preprocessing and probing, primal heuristics, and cut generation. A primal-dual subproblem simplex method is used for solving the linear programming … Read more