论文标题
原则图形管理
Principled Graph Management
论文作者
论文摘要
Graph Generation是一种最近引入的增强的列生成算法,用于求解混合整数线性程序的扩展线性编程松弛,而无需削弱扩展的放松,从而表征了这些方法。要应用图形生成,我们必须能够将定价期间生成的任何给定列映射到一个有向的无环形图上,从源到接收器的任何路径都描述了可行的列。对于车辆路由,机组人员调度和各种物流问题,定价是最短路径问题的各种物流问题,很容易满足此结构。此类图的构造交易了由图形建模的列的大小/多样性与解决较大图引起的问题所需的其他计算时间。 图生成(GG)具有两个计算瓶颈。首先是定价。由于解决问题的结构,GG和柱生成(CG)的定价是相同的。第二个瓶颈是受限的主问题(RMP),在GG中,在CG中,在CG中,给定相同数量的列产生的列。通过设计,GG收敛于比CG更少的迭代,因此需要更少的定价呼叫。因此,当GG的计算时间以定价为主导,而不是解决RMP时,GG收敛的速度比CG的时间快得多。但是,当GG RMP(而不是定价)主导计算时,GG不需要比CG更快。 在本文中,我们介绍了原理图管理(PGM),该算法是通过利用其特殊结构来快速解决GG RMP的算法。我们证明了PGM在GG解决方案中对于经典电容车辆路由问题的有效性。我们证明,PGM求解GG RMP比基线求解器快数百倍,并且速度的提高随问题大小而增加。
Graph Generation is a recently introduced enhanced Column Generation algorithm for solving expanded Linear Programming relaxations of mixed integer linear programs without weakening the expanded relaxations which characterize these methods. To apply Graph Generation we must be able to map any given column generated during pricing to a small directed acyclic graph for which any path from source to sink describes a feasible column. This structure is easily satisfied for vehicle routing, crew scheduling and various logistics problems where pricing is a constrained shortest path problem. The construction of such graphs trades off the size/diversity of a subset of columns modeled by the graphs versus the additional computational time required to solve the problems induced by larger graphs. Graph Generation (GG) has two computational bottlenecks. The first is pricing. Pricing in GG and Column Generation (CG) is identical because of the structure of the problems solved. The second bottleneck is the restricted master problem (RMP), which is more computationally intensive in GG than in CG given the same number of columns generated. By design GG converges in fewer iterations than CG, and hence requires fewer calls to pricing. Therefore, when the computation time of GG is dominated by pricing, as opposed to solving the RMP, GG converges much faster than CG in terms of time. However GG need not converge faster than CG when the GG RMP, rather than pricing, dominates computation. In this paper we introduce Principled Graph Management (PGM), which is an algorithm to solve the GG RMP rapidly by exploiting its special structure. We demonstrate the effectiveness of PGM inside a GG solution to the classical Capacitated Vehicle Routing Problem. We demonstrate that PGM solves the GG RMP hundreds of times faster than the baseline solver and that the improvement in speed increases with problem size.