MPC

MPC 2010, ISSUE 2



Mathematical Programming Computation, Volume 2, Issue 2, June 2010

A library of local search heuristics for the vehicle routing problem

Chris Groƫr, Bruce Golden, Edward Wasil

The vehicle routing problem (VRP) is a difficult and well-studied combinatorial optimization problem. Real-world instances of the VRP can contain hundreds and even thousands of customer locations and can involve many complicating constraints, necessitating the use of heuristic methods. We present a software library of local search heuristics that allows one to quickly generate solutions to VRP instances. The code has a logical, object-oriented design and uses efficient data structures to store and modify solutions. The core of the library is the implementation of seven local search operators that share a similar interface and are designed to be extended to handle additional options with minimal code change. The code is well-documented, straightforward to compile, and is freely available online. The code contains several applications that can be used to generate solutions to the capacitated VRP. Computational results indicate that these applications are able to generate solutions that are within about one percent of the best-known solution on benchmark problems.

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Mathematical Programming Computation, Volume 2, Issue 2, June 2010

Efficient high-precision matrix algebra on parallel architectures for nonlinear combinatorial optimization

John Gunnels, Jon Lee, Susan Margulies

We provide a first demonstration of the idea that matrix-based algorithms for nonlinear combinatorial optimization problems can be efficiently implemented. Such algorithms were mainly conceived by theoretical computer scientists for proving efficiency. We are able to demonstrate the practicality of our approach by developing an implementation on a massively parallel architecture, and exploiting scalable and efficient parallel implementations of algorithms for ultra high-precision linear algebra. Additionally, we have delineated and implemented the necessary algorithmic and coding changes required in order to address problems several orders of magnitude larger, dealing with the limits of scalability from memory footprint, computational efficiency, reliability, and interconnect perspectives.

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Mathematical Programming Computation, Volume 2, Issue 2, June 2010

The MCF-separator: detecting and exploiting multi-commodity flow structures in MIPs

Tobias Achterberg, Christian Raack

Given a general mixed integer program, we automatically detect block structures in the constraint matrix together with the coupling by capacity constraints arising from multi-commodity flow formulations. We identify the underlying graph and generate cutting planes based on cuts in the detected network. Our implementation adds a separator to the branch-and-cut libraries of Scip and Cplex. We make use of the complemented mixed integer rounding framework but provide a special purpose aggregation heuristic that exploits the network structure. Our separation scheme speeds-up the computation for a large set of mixed integer programs coming from network design problems by a factor two on average.We show that almost 10% of the instances in general testsets contain consistent embedded networks. For these instances the computation time is decreased by 18% on average.

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