固定费用运输问题:基于新整数规划公式的精确算法

The Fixed Charge Transportation Problem: An Exact Algorithm Based on a New Integer Programming Formulation

Management Science · 2014
被引 45
人大 A+FT50UTD24ABS 4*

中文导读

提出一种新整数规划公式,其线性松弛比标准混合整数规划更紧,并设计分支定价精确算法,可求解多达70个源点和70个汇点的实例,优于现有方法。

Abstract

The fixed charge transportation problem generalizes the well-known transportation problem where the cost of sending goods from a source to a sink is composed of a fixed cost and a continuous cost proportional to the amount of goods sent. In this paper, we describe a new integer programming formulation with exponentially many variables corresponding to all possible flow patterns to sinks. We show that the linear relaxation of the new formulation is tighter than that of the standard mixed integer programming formulation. We describe different classes of valid inequalities for the new formulation and a column generation method to compute a valid lower bound embedded into an exact branch-and-price algorithm. Computational results on test problems from the literature show that the new algorithm outperforms the state-of-the-art exact methods from the literature and can solve instances with up to 70 sources and 70 sinks. Data, as supplemental material, are available at http://dx.doi.org/10.1287/mnsc.2014.1947 . This paper was accepted by Dimitris Bertsimas, optimization.

固定费用运输问题整数规划列生成分支定价算法