COIL: A Deep Architecture for Column Generation

Column generation is a popular method to solve large-scale linear programs with an exponential number of variables. Several important applications, such as the vehicle routing problem, rely on this technique in order to be solved. However, in practice, column generation methods suffer from slow convergence (i.e. they require too many iterations). Stabilization techniques, which carefully … Read more

Lexicographic Branch-and-Bound Column Search

We present an exact generic method for solving the pricing subproblem in a column generation approach, which we call branch-and-bound column search. It searches the space of all feasible columns via a branch-and-bound tree search and simultaneously returns all columns with a reduced-cost value below a certain threshold. The approach is based on an idea … Read more

Capacity planning with uncertain endogenous technology learning

Optimal capacity expansion requires complex decision-making, often influenced by technology learning, which represents the reduction in expansion cost due to factors such as cumulative installed capacity. However, having perfect foresight over the technology cost reduction is highly unlikely. In this work, we develop a multistage stochastic programming framework to model capacity planning problems with endogenous … Read more

Operation of an ambulance fleet under uncertainty

We introduce two new optimization models for the dispatch of ambulances. These models are to our knowledge the first providing a full modelling of the operation of an ambulance fleet, taking into account all or almost all constraints of the problem. The first model, called the ambulance selection problem, is used when an emergency call … Read more

An efficient solution methodology for the airport slot allocation problem with preprocessing and column generation

Airport coordination is a demand control mechanism that maximizes the use of existing infrastructure at congested airports. Aircraft operators submit a list of regular flights that they wish to operate over a five to seven-month period and a designated coordinator is responsible for allocating the available airport slots, which represent the permission to operate a … Read more

Integer programming column generation: Accelerating branch-and-price using a novel pricing scheme for finding high-quality solutions in set covering, packing, and partitioning problems

Large-neighbourhood search (LNS) heuristics are important mathematical programming techniques that search for primal feasible solutions by solving an auxiliary problem with a restricted feasible region. Extending such powerful generic LNS heuristics to the branch- and-price context is inherently challenging. The most prominent challenges arise from the fact that in branch-and-price algorithms, columns are generated with … Read more

Hub Network Design Problem with Capacity, Congestion and Stochastic Demand Considerations

We introduce the hub network design problem with congestion, capacity, and stochastic demand considerations (HNDC), which generalizes the classical hub location problem in several directions. In particular, we extend state-of-the-art by integrating capacity acquisition decision and congestion cost effect into the problem and allowing dynamic routing for origin-destination pairs. Connecting strategic and operational level decisions, … Read more

The SCIP Optimization Suite 8.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type … Read more

Freight-on-Transit for urban last-mile deliveries: A Strategic Planning Approach

We study a delivery strategy for last-mile deliveries in urban areas which combines freight transportation with mass mobility systems with the goal of creating synergies contrasting negative externalities caused by transportation. The idea is to use the residual capacity on public transport means for moving freights within the city. In particular, the system is such … Read more

A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems

In this paper, we study a distributionally robust multi-item newsvendor problem, where the demand distribution is unknown but specified with a general event-wise ambiguity set. Using the event-wise affine decision rules, we can obtain a conservative approximation formulation of the problem, which can typically be further reformulated as a linear program. In order to efficiently … Read more