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A subgradient-based branch-and-bound algorithm for the ...

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Table 5<br />

Comparison of CAPLOC <strong>and</strong> BB-SG on ORLIB instances<br />

CAPLOC BB-SG<br />

problem nodes time nodes depth time<br />

capa1 30 26.55 9 3 2.91<br />

capa2 8 23.84 7 2 2.89<br />

capa3 7 26.86 9 3 2.18<br />

capa4 1 21.22 1 0 0.84<br />

capb1 1 10.12 1 0 1.66<br />

capb2 1510 361.92 27 5 11.06<br />

capb3 280 243.44 29 6 11.49<br />

capb4 4 25.12 17 7 4.32<br />

capc1 95 61.25 9 3 3.40<br />

capc2 569 164.91 59 8 12.63<br />

capc3 22 52.19 11 4 6.01<br />

capc4 18 51.87 5 2 2.40<br />

mean 212 89.11 15 4 5.15<br />

be aggregated <strong>for</strong> deriving flow cover inequalities <strong>and</strong> mixed-integer rounding cuts<br />

were considerably increased over <strong>the</strong> default values.<br />

Table 6 compares this way of using CPLEX with BB-SG on <strong>the</strong> instances of Klose<br />

<strong>and</strong> Görtz (2007) <strong>and</strong> Table 7 summarizes again <strong>the</strong>se results. As <strong>the</strong>se tables show,<br />

BB-SG also outper<strong>for</strong>med CPLEX on <strong>the</strong>se instances. On average, BB-SG was about<br />

16 times faster than CPLEX in solving <strong>the</strong>se test problem instances, <strong>and</strong> in no single<br />

case, CPLEX showed to be faster.<br />

Table 8 compares <strong>the</strong> application of CPLEX <strong>and</strong> BB-SG on <strong>the</strong> instances from<br />

<strong>the</strong> OR library. Avella <strong>and</strong> Boccia (2007) also report on <strong>the</strong> application of <strong>the</strong>ir<br />

<strong>branch</strong>-<strong>and</strong>-cut <strong>algorithm</strong> (in <strong>the</strong> sequel denoted by B&C) as well as CPLEX’s MIP<br />

solver to <strong>the</strong>se instances. They used <strong>the</strong>ir <strong>branch</strong>-<strong>and</strong>-cut method <strong>and</strong> CPLEX 8.1<br />

on a Pentium IV with 1.7 GHz <strong>and</strong> 512 MB RAM. In Table 8, we repeat <strong>the</strong><br />

computation times <strong>the</strong>y reported <strong>for</strong> CPLEX 8.1 <strong>and</strong> <strong>the</strong>ir own <strong>branch</strong>-<strong>and</strong>-cut<br />

method; we however divided <strong>the</strong>se times by 2, since <strong>the</strong> computer <strong>the</strong>y used might<br />

be (at most) up to two times slower than <strong>the</strong> one we used. On average, BB-SG<br />

showed to be about 75 times faster than <strong>the</strong> way we used CPLEX 8.0 <strong>and</strong> 113<br />

times faster than <strong>the</strong> computation times reported by Avella <strong>and</strong> Boccia (2007) <strong>for</strong><br />

CPLEX 8.1. BB-SG also outper<strong>for</strong>med Avella’s <strong>and</strong> Boccia’s <strong>branch</strong>-<strong>and</strong>-cut method<br />

<strong>and</strong> showed, on average, to be about 40 times faster in solving <strong>the</strong> ORLIB instances.<br />

We <strong>the</strong>n also applied BB-SG <strong>and</strong> CPLEX to <strong>the</strong> test problem instances of Avella<br />

<strong>and</strong> Boccia (2007) <strong>and</strong> compared <strong>the</strong> computation times to those Avella <strong>and</strong> Boccia<br />

report <strong>for</strong> <strong>the</strong>ir B&C method. Avella <strong>and</strong> Boccia generated five instances <strong>for</strong> each<br />

problem size <strong>and</strong> capacity ratio r. In Table 9 averages over <strong>the</strong>se five instances are<br />

taken, <strong>and</strong> Table 10 additionally averages over r in order to fur<strong>the</strong>r summarize <strong>the</strong><br />

results. It has to be noted that <strong>the</strong> method of Avella <strong>and</strong> Boccia failed to solve two<br />

instances of size 1000 × 1000 <strong>and</strong> ratio r = 15 to optimality within <strong>the</strong> time limit of<br />

11

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