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arXiv 2501.04563math.OC
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论项目调度的分支定价法

On Branch-and-Price for Project Scheduling

Maximilian Kolter, Martin Grunow, Rainer Kolisch

AI总结:

本文分析 Dantzig-Wolfe 重构与分支定价在资源受限项目调度中失效的原因,指出高度退化、收敛缓慢及松弛增强有限而运行成本高,并用计算实验验证理论结论。

摘要:

资源受限项目调度问题的整数规划因其线性松弛较弱而众所周知地难以求解。已有若干论文提出通过 Dantzig-Wolfe 分解对项目调度问题进行重构,以增强其线性松弛并分解大规模问题实例。该重构产生了一个具有大量变量的主问题。因此,主问题通过嵌入分支框架的列生成过程来求解,这也被称为 branch-and-price(分支定价)。尽管分支定价已成功应用于许多问题类别,但事实证明它对大多数项目调度问题无效。本文通过分析重构问题的结构以及不同分支方案的强度,识别了导致这种无效性的驱动因素。我们的分析表明,重构问题具有不利于列生成的结构:它高度退化,拖慢了列生成的收敛速度;而且对于许多项目调度问题,它产生的线性松弛与经典公式相同或仅略有增强,却以运行时间大幅增加为代价。我们的计算实验补充了这些理论发现。

英文摘要:

Integer programs for resource-constrained project scheduling problems are notoriously hard to solve due to their weak linear relaxations. Several papers have proposed reformulating project scheduling problems via Dantzig-Wolfe decomposition to strengthen their linear relaxation and decompose large problem instances. The reformulation gives rise to a master problem that has a large number of variables. Therefore, the master problem is solved by a column generation procedure embedded in a branching framework, also known as branch-and-price. While branch-and-price has been successfully applied to many problem classes, it turns out to be ineffective for most project scheduling problems. This paper identifies drivers of the ineffectiveness by analyzing the structure of the reformulated problem and the strength of different branching schemes. Our analysis shows that the reformulated problem has an unfavorable structure for column generation: It is highly degenerate, slowing down the convergence of column generation, and for many project scheduling problems, it yields the same or only slightly stronger linear relaxations as classical formulations at the expense of large increases in runtime. Our computational experiments complement our theoretical findings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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