IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v204y2010i2p251-254.html
   My bibliography  Save this article

Classification of Dantzig-Wolfe reformulations for binary mixed integer programming problems

Author

Listed:
  • Jans, Raf

Abstract

In this note, we provide a classification of Dantzig-Wolfe reformulations for Binary Mixed Integer Programming Problems. We specifically focus on modeling the binary conditions in the convexification approach to the Dantzig-Wolfe decomposition. For a general Binary Mixed Integer Programming problem, an extreme point of the overall problem does not necessarily correspond to an extreme point of the subproblem. Therefore, the binary conditions cannot in general be imposed on the new master problem variables but must be imposed on the original binary variables. In some cases, however, it is possible to impose the binary restrictions directly on the new master problem variables. The issue of imposing binary conditions on the original variables versus the master problem variables has not been discussed systematically for MIP problems in general in the literature and most of the research has been focused on the pure binary case. The classification indicates in which cases you can, and cannot, impose binary conditions on the new master problem variables.

Suggested Citation

  • Jans, Raf, 2010. "Classification of Dantzig-Wolfe reformulations for binary mixed integer programming problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 251-254, July.
    • Handle: RePEc:eee:ejores:v:204:y:2010:i:2:p:251-254
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(09)00876-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. François Vanderbeck, 2000. "On Dantzig-Wolfe Decomposition in Integer Programming and ways to Perform Branching in a Branch-and-Price Algorithm," Operations Research, INFORMS, vol. 48(1), pages 111-128, February.
    2. ,, 2003. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 19(4), pages 691-705, August.
    3. ,, 2003. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 19(1), pages 225-228, February.
    4. Martin Desrochers & Jacques Desrosiers & Marius Solomon, 1992. "A New Optimization Algorithm for the Vehicle Routing Problem with Time Windows," Operations Research, INFORMS, vol. 40(2), pages 342-354, April.
    5. J.M. van den Akker & C.A.J. Hurkens & M.W.P. Savelsbergh, 2000. "Time-Indexed Formulations for Machine Scheduling Problems: Column Generation," INFORMS Journal on Computing, INFORMS, vol. 12(2), pages 111-124, May.
    6. Vanderbeck, F. & Wolsey, L. A., 1996. "An exact algorithm for IP column generation," LIDAM Reprints CORE 1242, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Pamela H. Vance & Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser, 1997. "Airline Crew Scheduling: A New Formulation and Decomposition Algorithm," Operations Research, INFORMS, vol. 45(2), pages 188-200, April.
    8. Martin Savelsbergh, 1997. "A Branch-and-Price Algorithm for the Generalized Assignment Problem," Operations Research, INFORMS, vol. 45(6), pages 831-841, December.
    9. Harvey M. Wagner & Thomson M. Whitin, 1958. "Dynamic Version of the Economic Lot Size Model," Management Science, INFORMS, vol. 5(1), pages 89-96, October.
    10. Zhi-Long Chen & Warren B. Powell, 1999. "Solving Parallel Machine Scheduling Problems by Column Generation," INFORMS Journal on Computing, INFORMS, vol. 11(1), pages 78-94, February.
    11. Cynthia Barnhart & Christopher A. Hane & Pamela H. Vance, 2000. "Using Branch-and-Price-and-Cut to Solve Origin-Destination Integer Multicommodity Flow Problems," Operations Research, INFORMS, vol. 48(2), pages 318-326, April.
    12. Anuj Mehrotra & Michael A. Trick, 1996. "A Column Generation Approach for Graph Coloring," INFORMS Journal on Computing, INFORMS, vol. 8(4), pages 344-354, November.
    13. ,, 2003. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 19(5), pages 879-883, October.
    14. R. Kipp Martin, 1987. "Generating Alternative Mixed-Integer Programming Models Using Variable Redefinition," Operations Research, INFORMS, vol. 35(6), pages 820-831, December.
    15. Alan S. Manne, 1958. "Programming of Economic Lot Sizes," Management Science, INFORMS, vol. 4(2), pages 115-135, January.
    16. ,, 2003. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 19(2), pages 411-413, April.
    17. Mads Jepsen & Bjørn Petersen & Simon Spoorendonk & David Pisinger, 2008. "Subset-Row Inequalities Applied to the Vehicle-Routing Problem with Time Windows," Operations Research, INFORMS, vol. 56(2), pages 497-511, April.
    18. François Vanderbeck, 1998. "Lot-Sizing with Start-Up Times," Management Science, INFORMS, vol. 44(10), pages 1409-1425, October.
    19. Celso C. Ribeiro & François Soumis, 1994. "A Column Generation Approach to the Multiple-Depot Vehicle Scheduling Problem," Operations Research, INFORMS, vol. 42(1), pages 41-52, February.
    20. Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser & Martin W. P. Savelsbergh & Pamela H. Vance, 1998. "Branch-and-Price: Column Generation for Solving Huge Integer Programs," Operations Research, INFORMS, vol. 46(3), pages 316-329, June.
    21. Zeger Degraeve & Raf Jans, 2007. "A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot-Sizing Problem with Setup Times," Operations Research, INFORMS, vol. 55(5), pages 909-920, October.
    22. Brian Kallehauge & Jesper Larsen & Oli B.G. Madsen & Marius M. Solomon, 2005. "Vehicle Routing Problem with Time Windows," Springer Books, in: Guy Desaulniers & Jacques Desrosiers & Marius M. Solomon (ed.), Column Generation, chapter 0, pages 67-98, Springer.
    23. George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
    24. Cornuejols, G. & Sridharan, R. & Thizy, J. M., 1991. "A comparison of heuristics and relaxations for the capacitated plant location problem," European Journal of Operational Research, Elsevier, vol. 50(3), pages 280-297, February.
    25. Marco E. Lübbecke & Jacques Desrosiers, 2005. "Selected Topics in Column Generation," Operations Research, INFORMS, vol. 53(6), pages 1007-1023, December.
    26. J. M. van den Akker & J. A. Hoogeveen & S. L. van de Velde, 1999. "Parallel Machine Scheduling by Column Generation," Operations Research, INFORMS, vol. 47(6), pages 862-872, December.
    27. ,, 2003. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1195-1198, December.
    28. Krarup, Jakob & Pruzan, Peter Mark, 1983. "The simple plant location problem: Survey and synthesis," European Journal of Operational Research, Elsevier, vol. 12(1), pages 36-57, January.
    29. Zeger Degraeve & Marc Peeters, 2003. "Optimal Integer Solutions to Industrial Cutting-Stock Problems: Part 2, Benchmark Results," INFORMS Journal on Computing, INFORMS, vol. 15(1), pages 58-81, February.
    30. Gabriel R. Bitran & Hirofumi Matsuo, 1986. "The Multi-Item Capacitated Lot Size Problem: Error Bounds of Manne's Formulations," Management Science, INFORMS, vol. 32(3), pages 350-359, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nicola Bianchessi & Stefan Irnich & Christian Tilk, 2020. "A Branch-Price-and-Cut Algorithm for the Capacitated Multiple Vehicle Traveling Purchaser Problem with Unitary Demand," Working Papers 2003, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    2. Christian Tilk & Katharina Olkis & Stefan Irnich, 2020. "The Last-mile Vehicle Routing Problem with Delivery Options," Working Papers 2017, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    3. Christian Tilk & Katharina Olkis & Stefan Irnich, 2021. "The last-mile vehicle routing problem with delivery options," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(4), pages 877-904, December.
    4. Tilk, Christian & Drexl, Michael & Irnich, Stefan, 2019. "Nested branch-and-price-and-cut for vehicle routing problems with multiple resource interdependencies," European Journal of Operational Research, Elsevier, vol. 276(2), pages 549-565.
    5. Christian Tilk & Nicola Bianchessi & Michael Drexl & Stefan Irnich & Frank Meisel, 2018. "Branch-and-Price-and-Cut for the Active-Passive Vehicle-Routing Problem," Transportation Science, INFORMS, vol. 52(2), pages 300-319, March.
    6. Wakui, Tetsuya & Hashiguchi, Moe & Yokoyama, Ryohei, 2020. "A near-optimal solution method for coordinated operation planning problem of power- and heat-interchange networks using column generation-based decomposition," Energy, Elsevier, vol. 197(C).
    7. Christian Tilk & Michael Drexl & Stefan Irnich, 2018. "Nested Branch-and-Price-and-Cut for Vehicle Routing Problems with Multiple Resource Interdependencies," Working Papers 1801, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    8. Christian Tilk & Nicola Bianchessi & Michael Drexl & Stefan Irnich & Frank Meisel, 2015. "Branch-and-Price for the Active-Passive Vehicle-Routing Problem," Working Papers 1513, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Degraeve, Z. & Jans, R.F., 2003. "A New Dantzig-Wolfe Reformulation And Branch-And-Price Algorithm For The Capacitated Lot Sizing Problem With Set Up Times," ERIM Report Series Research in Management ERS-2003-010-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    2. Zeger Degraeve & Raf Jans, 2007. "A New Dantzig-Wolfe Reformulation and Branch-and-Price Algorithm for the Capacitated Lot-Sizing Problem with Setup Times," Operations Research, INFORMS, vol. 55(5), pages 909-920, October.
    3. Ioannis Fragkos & Zeger Degraeve & Bert De Reyck, 2016. "A Horizon Decomposition Approach for the Capacitated Lot-Sizing Problem with Setup Times," INFORMS Journal on Computing, INFORMS, vol. 28(3), pages 465-482, August.
    4. Tao Wu & Zhe Liang & Canrong Zhang, 2018. "Analytics Branching and Selection for the Capacitated Multi-Item Lot Sizing Problem with Nonidentical Machines," INFORMS Journal on Computing, INFORMS, vol. 30(2), pages 236-258, May.
    5. Marc Peeters & Zeger Degraeve, 2004. "The Co-Printing Problem: A Packing Problem with a Color Constraint," Operations Research, INFORMS, vol. 52(4), pages 623-638, August.
    6. Melega, Gislaine Mara & de Araujo, Silvio Alexandre & Jans, Raf, 2018. "Classification and literature review of integrated lot-sizing and cutting stock problems," European Journal of Operational Research, Elsevier, vol. 271(1), pages 1-19.
    7. Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003. "Combining Column Generation and Lagrangian Relaxation," ERIM Report Series Research in Management ERS-2003-092-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    8. Delorme, Maxence & Iori, Manuel & Martello, Silvano, 2016. "Bin packing and cutting stock problems: Mathematical models and exact algorithms," European Journal of Operational Research, Elsevier, vol. 255(1), pages 1-20.
    9. Marco E. Lübbecke & Jacques Desrosiers, 2005. "Selected Topics in Column Generation," Operations Research, INFORMS, vol. 53(6), pages 1007-1023, December.
    10. Silvio Alexandre de Araujo & Bert De Reyck & Zeger Degraeve & Ioannis Fragkos & Raf Jans, 2015. "Period Decompositions for the Capacitated Lot Sizing Problem with Setup Times," INFORMS Journal on Computing, INFORMS, vol. 27(3), pages 431-448, August.
    11. François Clautiaux & Cláudio Alves & José Valério de Carvalho & Jürgen Rietz, 2011. "New Stabilization Procedures for the Cutting Stock Problem," INFORMS Journal on Computing, INFORMS, vol. 23(4), pages 530-545, November.
    12. Lijun Wei & Zhixing Luo, & Roberto Baldacci & Andrew Lim, 2020. "A New Branch-and-Price-and-Cut Algorithm for One-Dimensional Bin-Packing Problems," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 428-443, April.
    13. Tao Wu & Kerem Akartunal? & Raf Jans & Zhe Liang, 2017. "Progressive Selection Method for the Coupled Lot-Sizing and Cutting-Stock Problem," INFORMS Journal on Computing, INFORMS, vol. 29(3), pages 523-543, August.
    14. Peeters, Marc & Degraeve, Zeger, 2006. "Branch-and-price algorithms for the dual bin packing and maximum cardinality bin packing problem," European Journal of Operational Research, Elsevier, vol. 170(2), pages 416-439, April.
    15. Marjan van den Akker & Han Hoogeveen & Steef van de Velde, 2002. "Combining Column Generation and Lagrangean Relaxation to Solve a Single-Machine Common Due Date Problem," INFORMS Journal on Computing, INFORMS, vol. 14(1), pages 37-51, February.
    16. Gondzio, Jacek & González-Brevis, Pablo & Munari, Pedro, 2013. "New developments in the primal–dual column generation technique," European Journal of Operational Research, Elsevier, vol. 224(1), pages 41-51.
    17. Omid Shahvari & Rasaratnam Logendran & Madjid Tavana, 2022. "An efficient model-based branch-and-price algorithm for unrelated-parallel machine batching and scheduling problems," Journal of Scheduling, Springer, vol. 25(5), pages 589-621, October.
    18. Krzysztof C. Kiwiel, 2010. "An Inexact Bundle Approach to Cutting-Stock Problems," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 131-143, February.
    19. Belov, G. & Scheithauer, G., 2006. "A branch-and-cut-and-price algorithm for one-dimensional stock cutting and two-dimensional two-stage cutting," European Journal of Operational Research, Elsevier, vol. 171(1), pages 85-106, May.
    20. Zhi‐Long Chen & Warren B. Powell, 2003. "Exact algorithms for scheduling multiple families of jobs on parallel machines," Naval Research Logistics (NRL), John Wiley & Sons, vol. 50(7), pages 823-840, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:204:y:2010:i:2:p:251-254. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.