Models for Railway Track Allocation Thomas Schlechte Joint work with Ralf Borndörfer Martin Grötschel 16.11.2007 ATMOS 2007 Sevilla � Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB) Thomas Schlechte schlechte@zib.de http://www.zib.de/schlechte
2 Overview 1. Problem Introduction 2. Model Discussion 3. Column Generation Approach 4. Computational Results Thomas Schlechte
3 Overview 1. Problem Introduction 2. Model Discussion 3. Column Generation Approach 4. Computational Results Thomas Schlechte
4 Planning in Public Transport Tracks Lines/Freq. Timetables Vehicles Crews Strategic Tactical Operational Stage Stage Stage Stops Cycles Connections Rotations Duties Thomas Schlechte
5 The Problem (TraVis by M.Kinder) Thomas Schlechte
Schedule in 3d Schlechte Thomas 6
Conflict-Free-Allocation Schlechte Thomas 7
8 Railway Timetabling – State of the Art � Charnes and Miller (1956), Szpigel (1973), Jovanovic and Harker (1991), � Cai and Goh (1994), Schrijver and Steenbeck (1994), Carey and Lockwood (1995) � Nachtigall and Voget (1996), Odijk (1996) Higgings, Kozan and Ferreira (1997) � Brannlund, Lindberg, Nou, Nilsson (1998) , Lindner (2000), Oliveira and Smith (2000) � Caprara, Fischetti and Toth (2002) , Peeters (2003) � Kroon and Peeters (2003), Mistry and Kwan (2004) � Barber, Salido, Ingolotti, Abril, Lova, Tormas (2004) � Semet and Schoenauer (2005), � Caprara, Monaci, Toth and Guida (2005) � Kroon, Dekker and Vromans (2005), � Vansteenwegen and Van Oudheusden (2006), � Cacchiani, Caprara, T. (2006), Cachhiani (2007) � Caprara, Kroon, Monaci, Peeters, Toth (2006) non-cyclic timetabling literature Thomas Schlechte
9 Complexity 2 5 4 1 3 Proposition [Caprara, Fischetti, Toth (02)]: OPTRA/TTP is NP -hard. 5 4 3 Proof: 2 1 Reduction from Independent-Set. 5 4 3 2 1 s (1,2) (2,3) (2,4) (3,4) (4,5) t Thomas Schlechte
Timetable Track Allocation Problem Scheduling Digraph Train Requests … Schlechte Thomas 10
11 Overview 1. Problem Introduction 2. Model Discussion 3. Column Generation Approach 4. Computational Results Thomas Schlechte
12 Packing Models � Conflict graph � Cliques � Perfect Cacchiani (2007) – Path Compatibility Graphs A B Thomas Schlechte
13 Arc Packing Problem Variables � Arc occupancy (request i uses arc a) Constraints � Flow conservation and (PPP) transformation from arc to path � Arc conflicts (pairwise ) variables (see Cachhiani (2007)) Objective � Maximize proceedings Thomas Schlechte
14 Packing Models � Proposition: The LP- relaxation of APP can be solved in polynomial time. � … and in practice. Thomas Schlechte
15 Novel Model � Track Digraph � Timeline(s) � Config paths Artificial arcs represent valid successors ! A B Thomas Schlechte
16 Path Coupling Problem Variables � Path und config usage (request i uses path p, track j uses config q) Constraints � Path and config choice � Path-config-coupling (track capacity) (ACP) transformation from path to arc Objective Function variables (see Borndörfer, S. (2007)) Thomas � Maximize proceedings Schlechte
17 Linear Relaxation of PCP dual variable information about useful to bundle price analyse request track price analyse network arc price - Thomas Schlechte
Dualization Schlechte Thomas 18
19 Pricing of x-variables Pricing Problem(x) : Acyclic shortest path problems for each slot request i with modified cost function c ! Thomas Schlechte
20 Pricing of y-variables Pricing Problem(y) : Acyclic shortest path problem for each track j with modified cost function c ! Thomas Schlechte
Observation Schlechte Thomas 21
And analogously ... Schlechte Thomas 22
23 Pricing Upper Bound • Lemma [ZR-07-02]: Given (infeasible) dual variables of PCP and let v LP (PCP) be the optimum objective value of the LP-Relaxtion of PCP, then: Thomas Schlechte
24 Model Comparison • Theorem [ZR-07-02]: The LP-relaxations of ACP APP’ and PCP can be solved in polynomial time. • Lemma [ZR-07-02]: APP PPP v LP (PCP) = v LP (ACP) = v LP (APP) = v LP (PPP) ≤ v LP (APP ´ ) ACP PCP Thomas Schlechte
25 Overview 1. Problem Introduction 2. Model Discussion 3. Column Generation Approach 4. Computational Results Thomas Schlechte
26 Two Step Approach Duals by Duals by Bundle TS-OPT CPLEX Method Pricing by Column 1. LP Solving Dijkstra’s Generation Shortest Path Rapid Branching 2. IP Solving Heuristic Thomas Schlechte
27 Branch-Bound-Price or Dive-Generate Evaluation of only few highly different sub- problems at iteration j to reach IP-Solutions fast. Thomas Schlechte
28 Rapid Branching Node selection of set of fixed to 1 variables by using perturbated cost function (bonus close to 1.0). Update Column Upper Bound Generation Go on if target was reached, otherwise pseudo-backtrack. Thomas Schlechte
29 Overview 1. Problem Introduction 2. Model Discussion 3. Column Generation Approach 4. Computational Results Thomas Schlechte
30 Results • Test Network • 45 Tracks • 37 Stations • 6 Traintypes • 10 Trainsets • 146 Nodes • 1480 Arcs • 96 Station Capacities • 4320 Headway Times Thomas Schlechte
31 Model Comparison • Test Scenarios • 146 Train Requests • 285 Train Requests • 570 Train Requests • Flexibility • 0-30 Minutes • earlier departure penalties • late arrival penalties • train type depending profits Thomas Schlechte
Run of TS-OPT / LP Stage Schlechte Thomas 32
Model Comparison Schlechte Thomas 33
For details see [ZR-07-02, ZR-07-20]. Model Comparison Schlechte Thomas 34
Thank you Thank you for your attention ! for your attention ! Thomas Schlechte Fon (+ 49 30) 84185-317 Zuse-I nstitut Berlin (ZI B) Fax (+ 49 30) 84185-269 � Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB) Thomas Schlechte Takustr. 7, 14195 Berlin schlechte@zib.de Deutschland www.zib.de/ schlechte schlechte@zib.de http://www.zib.de/schlechte
36 Traffic Projects @ ZI B � MCF 92-94 Telebus VS-OPT 94-97 DS-OPT VS: BVG 97-00 IS-OPT DS: BVG 00-03 Line+ Price Planning TS-OPT 03-07 CS-OPT Thomas Schlechte
37 Planning in Public Transport TS-OPT VS-OPT DS-OPT B1 – B15 IS-OPT CS-OPT Tracks Lines/Freq. Timetables Vehicles Crews Strategic Tactical Operational Stage Stage Stage Stops Cycles Connections Rotations Duties Thomas Schlechte
38 The Problem (TraVis by M.Kinder) Thomas Schlechte
Schedule in 3d Schlechte Thomas 39
Conflict-Free-Allocation Schlechte Thomas 40
41 Outlook Algorithmic Developments • Bundle method • Model refinement (connections) • Adaptive IP Heuristics • Dynamic Discretization Simulation of results by Thomas Schlechte
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