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This paper proposes methodology for improving the performance of Benders decomposition when applied to mixed integer programs. It introduces a new technique for accelerating the convergence of the algorithm and theory for distinguishing “good” model formulations of a problem that has distinct but equivalent mixed integer programming representations. The acceleration technique is based upon selecting judiciously from the alternate optima of the Benders subproblem to generate strong or pareto-optimal cuts. This methodology also applies to a much broader class of optimization algorithms that includes Dantzig-Wolfe decomposition for linear and nonlinear programs and related “cutting plane” type algorithms that arise in resource directive and price decomposition. When specialized to network location problems, this cut generation technique leads to very efficient algorithms that exploit the underlying structure of these models. In discussing the “proper” formulation of mixed integer programs, we suggest criteria for comparing various mixed integer formulations of a problem and for choosing formulations that can provide stronger cuts for Benders decomposition. From this discussion intimate connections between the previously disparate viewpoints of strong Benders cuts and tight linear programming relaxations of integer programs emerge.
A capacitated node routing problem, known as the vehicle routing or dispatch problem, has been the focus of much research attention. On the other hand, capacitated arc routing problems have been comparatively neglected. Both classes of problems are extremely rich in theory and applications. Our intent in this paper is to define a capacitated arc routing problem, to provide mathematical programming formulations, to perform a computational complexity analysis, and t o present an approximate solution strategy for this class of problems. In addition, we identify several related routing problems and develop tight lower bounds on the optimal solution.
The fixed-charge network design problem arises in a variety of problem contexts including transportation, communication, and production scheduling.We develop a family of dual ascent algorithms for this problem. This approach generalizes known ascent procedures for solving shortest path, plant location, Steiner network and directed spanning tree problems.Our computational results for several classes of test problems with up to 500 integer and 1.98million continuous variables and constraints shows that the dual ascent procedure and an associated drop-add heuristic generates solutions that, in almost all cases, are guaranteed to be within 1 to 3 percent of optimality.Moreover, the procedure requires no more than 150 seconds on an IBM 3083 computer. The test problems correspond to dense and sparse networks, including some models arising in freight transport. 0
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