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Enhancing a Branch-and-Bound Algorithm for Two-Stage Stochastic Integer Network Design-Based Models

Author

Listed:
  • Rafael Andrade

    (Laboratoire de Recherche en Informatique, Université Paris Sud, Bât 490 Université Paris Sud, 91405 Orsay Cedex, France)

  • Abdel Lisser

    (Laboratoire de Recherche en Informatique, Université Paris Sud, Bât 490 Université Paris Sud, 91405 Orsay Cedex, France)

  • Nelson Maculan

    (Universidade Federal do Rio de Janeiro, COPPE-Sistemas, C.P. 68511, 21945-970, Rio de Janeiro, Brazil)

  • Gérard Plateau

    (LIPN, Institut Galilée, Université Paris Nord, Avenue J.-B. Clément, 93430 Villetaneuse, France)

Abstract

In this paper we present branch-and-bound (B& B) strategies for two-stage stochastic integer network design-based models with integrality constraints in the first-stage variables. These strategies are used within L-shaped decomposition-based B& B framework. We propose a valid inequality in order to improve B& B performance. We use this inequality to implement a multirooted B& B tree. A selective use of optimality cuts is explored in the B& B approach and we also propose a subgradient-based technique for branching on 0-1 feasible solutions. Finally, we present computational results for a fixed-charge network design problem with random demands.

Suggested Citation

  • Rafael Andrade & Abdel Lisser & Nelson Maculan & Gérard Plateau, 2006. "Enhancing a Branch-and-Bound Algorithm for Two-Stage Stochastic Integer Network Design-Based Models," Management Science, INFORMS, vol. 52(9), pages 1450-1455, September.
    • Handle: RePEc:inm:ormnsc:v:52:y:2006:i:9:p:1450-1455
    DOI: 10.1287/mnsc.1060.0536
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    References listed on IDEAS

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    1. R. Andrade & A. Lisser & N. Maculan & G. Plateau, 2005. "B&B Frameworks for the Capacity Expansion of High Speed Telecommunication Networks Under Uncertainty," Annals of Operations Research, Springer, vol. 140(1), pages 49-65, November.
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    Cited by:

    1. Escudero, L.F. & Garín, M.A. & Merino, M. & Pérez, G., 2010. "An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects," European Journal of Operational Research, Elsevier, vol. 204(1), pages 105-116, July.
    2. Escudero, Laureano F. & Landete, Mercedes & Rodríguez-Chía, Antonio M., 2011. "Stochastic set packing problem," European Journal of Operational Research, Elsevier, vol. 211(2), pages 232-240, June.

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