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A Lagrangian-Based Heuristic for Large-Scale Set Covering Problems.pdf

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A Lagrangian-Based Heuristic for Large-Scale Set Covering Problems

S. Ceria, P. Nobili, A. SassanoA LAGRANGIAN-BASED HEURISTICFOR LARGE-SCALE SET COVERING PROBLEMSR. 406 Marzo 1995Sebastian Ceria | Graduate School of Business, Columbia University, 417Uris Hall, New York, NY 10027, USA.Paolo Nobili | Istituto di Analisi dei Sistemi ed Informatica, CNR, vialeManzoni 30, 00185 Roma, Italy.Antonio Sassano | Dipartimento di Informatica e Sistemistica, Universitadi Roma \La Sapienza, via Buonarroti 12, 00185 Roma, Italy.This research was performed while the rst author was a visiting professorat Istituto di Analisi dei Sistemi ed Informatica, CNR and at Dipartimento diInformatica e Sistemistica, Universita di Roma \La Sapienza.The research was partially supported by National Research Program \Me-todi di Ottimizzazione per le Decisioni, MURST, Roma, Italy. AbstractWe present a new Lagrangian-based heuristic for solving large-scale set-co-vering problems arising from crew-scheduling at the Italian Railways (Fer-rovie dello Stato). Our heuristic obtained impressive results when comparedto state of the art codes on a test-bed provided by the company, which in-cludes instances with sizes ranging from 50,000 variables and 500 constraintsto 1,000,000 variables and 5,000 constraints. 3.1. IntroductionThe mathematical programming literature on the crew-scheduling problem isvast in the context of the airline industry (see for example [1, 4, 7, 11, 12, 14]),but contains very few examples of problems from the railways. In this paper wepresent a Lagrangian-based heuristic to solve large-scale set covering problemsarising from crew-scheduling at the Italian railways. The main objective of thecrew-scheduling problem is to assign crews so that all train trips are covered atminimum total cost, while respecting working rules. As in the airline case, thetrain trips are divided in segments or legs, and we have the constraint that atleast one crew must cover each leg. Train legs are combined into longer tripscalled duties or pairings that start and end at