A Cost-Regular Based Hybrid Column Generation Approach

Constraint Programming (CP) offers a rich modeling language of constraints embedding efficient algorithms to handle complex and heterogeneous combinatorial problems. To solve hard combinatorial optimization problems using CP alone or hybrid CP-ILP decomposition methods, costs also have to be taken into account within the propagation process. Optimization constraints, with their cost-based filtering algorithms, aim to apply inference based on optimality rather than feasibility. This paper introduces a new optimization constraint, cost-regular. Its filtering algorithm is based on the computation of shortest and longest paths in a layered directed graph. The support information is also used to guide the search for solutions. We believe this constraint to be particularly useful in modeling and solving Column Generation subproblems and evaluate its behaviour on complex Employee Timetabling Problems through a flexible CP-based column generation approach. Computational results on generated benchmark sets and on a complex real-world instance are given.

[1]  Jacques Desrosiers,et al.  Time Constrained Routing and Scheduling , 1992 .

[2]  Gilles Pesant,et al.  Constraint Programming Based Column Generation for Employee Timetabling , 2005, CPAIOR.

[3]  Erlendur S. Thorsteinsson,et al.  Linear Relaxations and Reduced-Cost Based Propagation of Continuous Variable Subscripts , 2002, Ann. Oper. Res..

[4]  Jean-Charles Régin,et al.  Cost-Based Arc Consistency for Global Cardinality Constraints , 2002, Constraints.

[5]  Meinolf Sellmann,et al.  Theoretical Foundations of CP-Based Lagrangian Relaxation , 2004, CP.

[6]  Mats Carlsson,et al.  Cost-Filtering Algorithms for the two Sides of the Sum of Weights of Distinct Values Constraint , 2002 .

[7]  Jacques Desrosiers,et al.  Chapter 2 Time constrained routing and scheduling , 1995 .

[8]  Andreas T. Ernst,et al.  Staff scheduling and rostering: A review of applications, methods and models , 2004, Eur. J. Oper. Res..

[9]  Christian Bessiere,et al.  Specific Filtering Algorithms for Over-Constrained Problems , 2001, CP.

[10]  Michel Gendreau,et al.  Solving VRPTWs with Constraint Programming Based Column Generation , 2004, Ann. Oper. Res..

[11]  Philippe Baptiste,et al.  Global Constraints for Partial CSPs: A Case-Study of Resource and Due Date Constraints , 1998, CP.

[12]  Meinolf Sellmann An Arc-Consistency Algorithm for the Minimum Weight All Different Constraint , 2002, CP.

[13]  Andreas T. Ernst,et al.  An Annotated Bibliography of Personnel Scheduling and Rostering , 2004, Ann. Oper. Res..

[14]  Meinolf Sellmann,et al.  Cost Based Filtering for the Constrained Knapsack Problem , 2002, Ann. Oper. Res..

[15]  Andrea Lodi,et al.  Cost-Based Domain Filtering , 1999, CP.

[16]  Stefan E. Karisch,et al.  Constraint Programming Based Column Generation for Crew Assignment , 2002, J. Heuristics.

[17]  Yuval Rabani,et al.  Linear Programming , 2007, Handbook of Approximation Algorithms and Metaheuristics.

[18]  Gilles Pesant,et al.  Improving the Cooperation Between the Master Problem and the Subproblem in Constraint Programming Based Column Generation , 2005, CPAIOR.

[19]  Gilles Pesant,et al.  On global warming: Flow-based soft global constraints , 2006, J. Heuristics.

[20]  Andrea Lodi,et al.  Optimization-Oriented Global Constraints , 2004, Constraints.

[21]  Gilles Pesant,et al.  A Regular Language Membership Constraint for Finite Sequences of Variables , 2004, CP.

[22]  George B. Dantzig,et al.  Letter to the Editor - A Comment on Edie's "Traffic Delays at Toll Booths" , 1954, Oper. Res..

[23]  Stefan E. Karisch,et al.  A Framework for Constraint Programming Based Column Generation , 1999, CP.

[24]  Panagiotis Stamatopoulos,et al.  Crew Assignment via Constraint Programming: Integrating Column Generation and Heuristic Tree Search , 2002, Ann. Oper. Res..

[25]  Jean-Charles Régin,et al.  Generalized Arc Consistency for Global Cardinality Constraint , 1996, AAAI/IAAI, Vol. 1.

[26]  Meinolf Sellmann,et al.  Cost-based Filtering for Shorter Path Constraints , 2003, Constraints.

[27]  François Laburthe,et al.  Solving Various Weighted Matching Problems with Constraints , 1997, Constraints.

[28]  Martin W. P. Savelsbergh,et al.  Branch-and-Price: Column Generation for Solving Huge Integer Programs , 1998, Oper. Res..