Branch-and-cut-and-price for the cardinality-constrained multi-cycle problem in kidney exchange

Abstract The establishment of kidney exchange programs has dramatically improved rates for kidney transplants by matching donors to compatible patients who would otherwise fail to receive a kidney for transplant. Rather than simply swapping kidneys between two patient-donor pairs, having multiple patient-donor pairs simultaneously donate kidneys in a cyclic manner enables more patients to receive a kidney for transplant. For practicality reasons, the cycles must be limited to short lengths. Finding these cycles can be accomplished by solving the Cardinality-constrained Multi-cycle Problem, which generalizes the Prize-collecting Assignment Problem with constraints that bound the length of the subtours. This paper presents a series of additions to existing works—new constraints, some polyhedral results, new separation algorithms and a new pricing algorithm—and integrates them in the first branch-and-cut-and-price model of the problem. The model is shown to empirically outperform the state-of-the-art by solving 149 of 160 standard benchmarks, compared to 115 by the position-indexed chain-edge formulation and 114 by the position-indexed edge formulation.

[1]  Juan José Salazar González,et al.  Projection results for vehicle routing , 2005, Math. Program..

[2]  Ariel D. Procaccia,et al.  Optimizing kidney exchange with transplant chains: theory and reality , 2012, AAMAS.

[3]  Jean-François Cordeau,et al.  Branch and Cut and Price for the Pickup and Delivery Problem with Time Windows , 2009, Transp. Sci..

[4]  M. Utku Ünver,et al.  Efficient Kidney Exchange: Coincidence of Wants in a Markets with Compatibility-Based Preferences , 2009 .

[5]  David Pisinger,et al.  Subset-Row Inequalities Applied to the Vehicle-Routing Problem with Time Windows , 2008, Oper. Res..

[6]  Thorsten Koch,et al.  Branching rules revisited , 2005, Oper. Res. Lett..

[7]  J. Mitchell Branch and Cut , 2011 .

[8]  Guy Desaulniers,et al.  Exact Branch-Price-and-Cut Algorithms for Vehicle Routing , 2018, Transp. Sci..

[9]  Matteo Fischetti,et al.  A polyhedral study of the asymmetric traveling salesman problem with time windows , 2000, Networks.

[10]  Peter J. Stuckey,et al.  Branch-and-Cut-and-Price for Multi-Agent Pathfinding , 2019, IJCAI.

[11]  Juliane Jung,et al.  The Traveling Salesman Problem: A Computational Study , 2007 .

[12]  Kristiaan M. Glorie,et al.  Kidney Exchange with Long Chains: An Efficient Pricing Algorithm for Clearing Barter Exchanges with Branch-and-Price , 2014, Manuf. Serv. Oper. Manag..

[13]  Vicky H. Mak-Hau A polyhedral study of the cardinality constrained multi-cycle and multi-chain problem on directed graphs , 2018, Comput. Oper. Res..

[14]  Miguel Constantino,et al.  New insights on integer-programming models for the kidney exchange problem , 2013, Eur. J. Oper. Res..

[15]  Renato F. Werneck,et al.  Robust Branch-and-Cut-and-Price for the Capacitated Vehicle Routing Problem , 2006, Math. Program..

[16]  David Manlove,et al.  Maximum Weight Cycle Packing in Directed Graphs, with Application to Kidney Exchange Programs , 2009, Discret. Math. Algorithms Appl..

[17]  Guy Desaulniers,et al.  Clique Inequalities Applied to the Vehicle Routing Problem with Time Windows , 2010, INFOR Inf. Syst. Oper. Res..

[18]  Stefan Irnich,et al.  Shortest Path Problems with Resource Constraints , 2005 .

[19]  David M. Ryan,et al.  An Integer Programming Approach to the Vehicle Scheduling Problem , 1976 .

[20]  Toby Walsh,et al.  PrefLib: A Library for Preferences http://www.preflib.org , 2013, ADT.

[21]  Laurence A. Wolsey,et al.  Integer and Combinatorial Optimization , 1988 .

[22]  Avrim Blum,et al.  Clearing algorithms for barter exchange markets: enabling nationwide kidney exchanges , 2007, EC '07.

[23]  Tuomas Sandholm,et al.  Hardness of the Pricing Problem for Chains in Barter Exchanges , 2016, ArXiv.

[24]  Paolo Toth,et al.  Vehicle Routing , 2014, Vehicle Routing.

[25]  Donald B. Johnson,et al.  Finding All the Elementary Circuits of a Directed Graph , 1975, SIAM J. Comput..

[26]  M. Grötschel,et al.  A polyhedral study of the asymmetric traveling salesman problem with time windows , 2000 .

[27]  Xenia Klimentova,et al.  A New Branch-and-Price Approach for the Kidney Exchange Problem , 2014, ICCSA.

[28]  Jacques Desrosiers,et al.  Selected Topics in Column Generation , 2002, Oper. Res..

[29]  David Manlove,et al.  Position-Indexed Formulations for Kidney Exchange , 2016, EC.

[30]  D. Gamarnik,et al.  Finding long chains in kidney exchange using the traveling salesman problem , 2015, Proceedings of the National Academy of Sciences.

[31]  Vicky H. Mak-Hau On the kidney exchange problem: cardinality constrained cycle and chain problems on directed graphs: a survey of integer programming approaches , 2017, J. Comb. Optim..

[32]  G. Ribiere,et al.  Experiments in mixed-integer linear programming , 1971, Math. Program..

[33]  Marcus Poggi de Aragão,et al.  Improved Branch-Cut-and-Price for Capacitated Vehicle Routing , 2014, IPCO.

[34]  Matteo Fischetti,et al.  Combinatorial Benders' Cuts , 2004, IPCO.

[35]  T. Walsh,et al.  PREFLIB: A Library for Preferences , 2013 .