A Branch and Price Algorithm for the Multi-Period Single-Sourcing Problem

Richard Freling, H. Edwin Romeijn, Dolores Romero Morales and Albert P.M. Wagelmans ()
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Richard Freling: Erasmus University Rotterdam and Ortec Consultants BV, Gouda
H. Edwin Romeijn: University of Florida
Dolores Romero Morales: Erasmus University Rotterdam
Albert P.M. Wagelmans: Erasmus University Rotterdam

No 99-092/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: In this paper we propose a Branch and Price algorithm for solving multi-periodsingle-sourcing problems. In particular, we generalize a Branch and Price algorithm thatwas developed for the Generalized Assignment Problem (GAP) to a class of convexassignment problems. We then identify an important subclass of problems, containing manyvariants of the multi-period single-sourcing problem (MPSSP), as well as variants of theGAP, for which we derive an efficient solution procedure for the pricing problem, acritical factor in the efficiency of the Branch and Price algorithm. We execute anextensive numerical comparison between the performances of the Branch and Price algorithmand the MIP solver of CPLEX for a particular variant of the MPSSP.

Date: 1999-11-30
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