This paper presents a novel integration of interior point cutting plane methods within branch-and-price algorithms. Unlike the classical method, columns are generated at a “central” dual solution by applying the analytic centre cutting plane method (ACCPM) on the dual of the full master problem. First, we introduce improvements to ACCPM. We propose a new procedure … Read more
The National Football League (NFL) in the United States will expand to 32 teams in 2002 with the addition of a team in Houston. At that point, the league will be realigned into eight divisions, each containing four teams. We describe a branch-and-cut algorithm for minimizing the sum of intradivisional travel distances. We consider first … Read more
For the $r$-stage open shop problem with identical parallel machines at each stage and the minimum makespan criterion, an approximation scheme is constructed with running time $O(nrm + C(m,\eps))$ , where $n$ is the number of jobs, $m$ is the total number of machines, and $C(m,\eps)$ is a function independent of $n$. CitationDiscrete Appl. Math. … Read more
The two-machine flow shop sequencing problem with arbitrary release dates of jobs and the minimum makespan criterion is considered. The problem is known to be NP-hard, and the best known approximation algorithms are those of Potts (1985) with a worst-case performance ratio of 5/3 and running time $O(n^3 \log n)$, and a polynomial time approximation … Read more
For a set of financial securities specified by their expected returns and variance/covariances we propose the concept of minimum risk arbitrage, characterize conditions under which such opportunities may exist. We use conic duality and convex analysis to derive these characterizations. For practical computation a decidability result on the existence of an arbitrage opportunity is derived. … Read more
We consider the multi-stage multiprocessor flowshop scheduling problem with uniform machines at each stage and the minimum makespan objective. Using a vector summation technique, three polynomial-time heuristics are developed with absolute worst-case performance guarantees. As a direct corollary, in the special case of the ordinary flowshop problem we come to the best approximation algorithms (both … Read more
Networks 39 (2002), 216-231. CitationNetworks 39 (2002), 216-231.
This paper addresses a multi-period investment model for capacity expansion in an uncertain environment. Using a scenario tree approach to model the evolution of uncertain demand and cost parameters, and fixed-charge cost functions to model the economies of scale in expansion costs, we develop a multi-stage stochastic integer programming formulation for the problem. A reformulation … Read more
We deal with the linear programming relaxation of set partitioning problems arising in airline crew scheduling. Some of these linear programs have been extremely difficult to solve with the traditional algorithms. We have used an extension of the subgradient algorithm, the volume algorithm, to produce primal solutions that might violate the constraints by at most … Read more
Attempts at reducing the externalities of freight transport in Europe are generally focused on the incorporation of a more significant use of rail into freight itineraries. One new scenario for increasing the share of rail in intermodal transport involves the development of a dedicated subnetwork of freight rail lines. Within this European Union project, the … Read more