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Kronos Incorporated, 297 Billerica Road, Chelmsford, MA 01824, United States
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HEC Montreal and GERAD, 3000 Cote-Sainte-Catherine, Montreal, Que., Canada H3T 2A7
Abstract
Given the sets of ights and aircraft of an airline carrier, the eet assignment problem consists of assigning the most
protable aircraft type to each ight. In this paper we propose a model for the periodic eet assignment problem with
time windows in which departure times are also determined. Anticipated prots depend on the schedule and the selection of aircraft types. In addition, short spacings between consecutive ights which serve the same origindestination
pair of airports are penalized. We propose a non-linear integer multi-commodity network ow formulation. We develop
new branch-and-bound strategies which are embedded in our branch-and-price solution strategy. Finally, we present
computational results for periodic daily schedules on three real-world data sets.
2005 Elsevier B.V. All rights reserved.
Keywords: Integer programming; DantzigWolfe decomposition; Column generation; Routing; Scheduling; Airline eet assignment
1. Introduction
Given the set of ights and the aircraft eet of
an airline carrier, the eet assignment problem
consists of assigning the most protable aircraft type to each ight leg. An extension to this
*
Corresponding author.
E-mail addresses: nbelanger@kronos.com (N. Belanger),
guy.desaulniers@gerad.ca (G. Desaulniers), francois.soumis@gerad.ca (F. Soumis), jacques.desrosiers@hec.ca (J. Desrosiers).
0377-2217/$ - see front matter 2005 Elsevier B.V. All rights reserved.
doi:10.1016/j.ejor.2004.04.051
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2. Problem description
A ight is characterized by a pair of origindestination (OD) airports, its duration with respect
to an aircraft type and a time window in which
departure must occur. Given a heterogeneous eet
of aircraft and a scheduling horizon, we are looking for the best assignment of aircraft types to
ights together with the departure time of each
ight. Restrictions on time windows may apply
3. Literature review
Literature on the eet assignment problem with
a xed schedule spans over several decades, the
most recent papers being those of Abara (1989),
Subramanian et al. (1994), Hane et al. (1995),
and Rushmeier and Kontogiorgis (1997). Formulations and solution approaches are very similar.
They rely on a mixed integer multi-commodity
network ow formulations based on a spacetime
graph representations that are solved by branchand-bound.
Richer eet assignment models taking into account additional components of the airline decision process have also been considered. Clarke
et al. (1996) introduce maintenance and crew considerations while Barnhart et al. (1998) propose an
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extended weekly model with maintenance constraints that is solved using a branch-and-price approach. Each node of the search tree corresponds
to the linear relaxation of a problem based on a
set partitioning model solved by column generation where the column generator is a longest path
problem. Columns in the set partitioning problem
refer to feasible aircraft itineraries.
Two types of approaches have been proposed in
the literature to handle departure time windows.
In the rst (Levin, 1971; Rexing et al., 2000), time
windows are discretized, hence creating a number
of copies for each ight in the underlying space
time network representation. The problem then
formulates as an integer program that is solved
by a branch-and-bound algorithm or an iterative
solution approach proposed in Rexing et al.
(2000). In the second (Desaulniers et al., 1997), a
multi-commodity network ow model involving
continuous time variables and time window
restrictions on these variables is solved by
branch-and-price where the column generator is
a time constrained longest path problem (see Desrochers and Soumis, 1988). The rst approach type
has the disadvantage of being less accurate than
the second type when a coarse discretization is
used to obtain a tractable formulation size. However, it can easily handle time dependent revenues
which require an increasing complexity of the column generator in the second approach type. For
both types, similar constraints must be incorporated into the model to account for spacing
requirements. In this paper, we chose an approach
of the second type due to its higher accuracy.
Belanger et al. (2005) address the eet assignment problem for a weekly ight schedule where
it is desirable to assign the same type of aircraft
to the legs operating with the same ight number
on dierent days of the week. Even though it
may reduce schedule protability, aircraft type
homogeneity is sought in order to improve the
planning and implementation of the operations.
A solution to the eet assignment problem
must maximize the total expected prots from
the ight schedule. In our model, expected prots
are computed by ight leg and vary according to
the aircraft type assigned to it. This is an approximation of the reality since passenger demand
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4. A mathematical model
Let K and L be the sets of aircraft and ight
legs, respectively. Assume the scheduling horizon
is given by the interval [0, T]. For a ight l operated by aircraft k, let d kl and Akl ; Bkl be its duration and the departure time window, respectively.
The duration of a ight is dened as the time
elapsed between its departure time and the moment the aircraft is ready for a subsequent ight,
that is, it includes a minimal connection time at
the arrival airport. In a periodic schedule, it is allowed that time windows intersect with the horizon boundary. Without loss of generality, we
assume 0 6 Akl < T while Bkl > T is legitimate.
We denote by pkl the anticipated prots if the
departure time occurs at time Akl . Let kkl be the
slope of the prot adjustment within time window
Akl ; Bkl . Therefore, the anticipated prots are given
by the ane function pkl kkl tkl Akl , where
tkl 2 Akl ; Bkl is the optimized departure time. Additionally, for a pair (i, j) of consecutive ights
i, j 2 L which serve the same OD pair, a penalty
Pij is incurred if the spacing between consecutive
departure times is less than a certain threshold denoted by Dij. Let M be the set of such ight pairs
for which this is required.
The mathematical model is built on a space
time graph which describes the possible movements of the eet of aircraft. The following two
subsections provide a description of the underlying
network structure and the proposed mathematical
formulation.
4.1. A multi-commodity network structure
To each aircraft k 2 K, we assign a network
ow commodity. We denote by Lk L the set of
ights that can be served by this specic aircraft
k. A spacetime network Gk = (Nk, Ak) is constructed, where Nk and Ak are the sets of nodes
and arcs, respectively. To model the exibility on
ight departure times, time intervals on nodes
and durations on arcs are required. Unless otherwise specied, all arcs of Gk are assigned a null
prot and a null duration. We rst dene a source
node ok and a sink node dk with time windows
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craft k while arc akds connects the last node of airport s to the sink dk.
Remark 1. Two types of possible connections are
not considered in the above basic network construction. Type 1 occurs when a ight l can end
after time T and another ight l 0 can be served
immediately after it, see Fig. 2. Formally, the
necessary and sufcient conditions for such a
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Akl d kl 6 Bkl0 T . Flight l is located at the beginning of the horizon while ight l 0 is at the end,
which forbids the allowed connection. In this case,
two supplementary nodes are created for l0 : ~nkl0
e k0 with
with time window Akl0 T ; Bkl0 T and D
l
time window [0, T]. The arc sequence is
e k0 ; the rst arc supports the ight
nkl ! ~
nkl0 ! D
l
duration d kl and the anticipated prots pkl0
while the second arc is assigned the ight duration
d kl0 .
4.2. A mathematical formulation
Given a node n 2 Nk, k 2 K, let C(n) Ak be
the subset of outgoing arcs and C1(n) Ak the
set of entering arcs. The associated time window
is denoted akn ; bkn . A linear cost akn kkl is assigned
to each node n nkl and n ^
nkl ; l 2 Lk , and 0 to all
the remaining nodes. We assign a prot cka and a
duration d ka to each arc. And a binary ow variable
xka assumes the value 1 if and only if arc a 2 Ak is
used. We also dene the time variable tkn which represents the dierence between the visiting time and
the beginning akn of the time window at node
n 2 Nk. This time denition has been chosen in
place of the service time at node n for the reason
of an improved numerical stability. Given two
consecutive ight legs i and j, (i, j) 2 M, we also dene a non-negative time variable Tij that is used to
penalize a spacing between the corresponding
departure times which is below a certain threshold
Dij.
To complete the notation, let Kl K be the subset of aircraft that can cover ight leg l 2 L. Dene
Q as the set of aircraft types and let Kq K be the
subset of aircraft of type q 2 Q. Finally, dene
P L as the subset of ights that overlap on
two periods and need to satisfy synchronization
constraints in a periodic schedule.
To simplify the presentation of the mathematical model and without loss of generality, we assume that the networks are constructed over two
periods so that it is not necessary to introduce
the modulo function within several constraints
which involve the dierence of time variables. A
mathematical formulation of the problem based
on the previous denitions and the multi-commodity network structure is as follows:
Maximize Z
XX
cka xka
XX
k2K a2Ak
akn tkn
k2K n2N k
P ij T ij
8l 2 L;
i;j2M
subject to
X X
k2K l
xka 1
a2Cnkl
k2K j
k2K i
T ij P Dij 8i; j 2 M;
X
X
xkakos
xkak 8q 2 Q; s 2 S;
k2K q
k2K q
k2K q
xkak
k2K q
xk^ak
\K l
k2K l
8q 2 Q; l 2 P ;
k2K l
8l 2 P ;
X
X
xka
xka
a2C1 n
a2Cn
8
>
<1
0
>
:
1
06
ds
\K l
tkn
xkn;m tkn
bkn
akn
8k 2 K;
n ok
8k 2 K;
n 2 N k n fok ; d k g
8k 2 K;
nd
akn X kn
8k 2 K; n 2 N k
d kn;m
tkm
akm
8k 2 K; n 2 N ; m 2 Cn;
X
xka 8k 2 K; n 2 N k ;
X kn
60
9
10
a2Cn
xka 2 f0; 1g
8k 2 K; a 2 Ak .
11
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X
k2K j
tknk
j
X
k2K i
8i; j 2 M.
12
Constraints (4)(6) are imposed to ensure a
periodic schedule. Set (4) guarantees that the number of aircraft on the ground for each type q is the
same at the beginning and at the end of the schedule horizon in each airport s. For any ight that
overlaps the horizon boundaries, that is, for l 2 P,
constraint (5) ensure the ow conservation for the
supplementary arcs introduced to model the presence of these overlapping ights. Set (6) synchronizes the corresponding scheduling times on the
supplementary ight nodes. Note again that with
akn an 8n 2 N k ; k 2 K, these synchronization
constraints are rewritten as
X
X
tknk
tk^nk 8l 2 P .
13
k2K l
k2K l
The remaining constraints are separable by aircraft k 2 K. Constraints (7) are classical path constraints from the source node ok to the sink node
dk. The time window at each node is dened by
(8) and it imposes a zero width if the node is not
visited. In this case, there is no contribution of that
time variable in the objective function, in the spacing (3) and the synchronization (6) constraints.
Non-linear constraints (9) specify the time adjustment from one node to the other. Finally (10) are
used only to simplify the presentation of several
expressions. The domain of the variables is given
by (11). Note that it is not necessary to require
integrality on time variables.
Remark 2. The binary restrictions on ow variables given by constraints (11) are not necessary to
obtain a feasible solution to the problem. To
determine the aircraft type assigned to a ight, it
would be sucient to impose binary restrictions on
the following smaller subsets given by the sum of
ow variables:
X knk ; X knk ; X k^nk 2 f0; 1g
l
8k 2 K; l 2 Lk .
14
5. Column generation
Problem (1)(11) is solved using a branch-andprice strategy. Our methodology follows the general scheme inspired by the DantzigWolfe decomposition (Dantzig and Wolfe, 1960), as described
in Desaulniers et al. (1998). Constraints (7)(11)
form a block angular structure separable for the
jKj groups of variables (Xk, Tk), k 2 K, where
Xk xka ; a 2 Ak and Tk tkn ; n 2 N k ,
corresponding to the itinerary and the schedule of an
aircraft. For k 2 K, let Xk be the set of extreme
points of constraint set (7)(11). Each one represents a path in network Gk. Recall that the non-linear constraints (9) can be relaxed by the following
linearization (see Desrosiers et al., 1995, p. 86):
tkn d kn;m tkm 6 1 xkn;m maxfbkn d kn;m akm ; 0g
8k 2 K; n 2 N k ; m 2 Cn.
Therefore (7)(11) can be considered as a set of linear constraints. Since the associated polyhedron is
bounded, feasible points can be expressed as a convex combination of its extreme points only. The
resulting expression substitutes variables in (1)
(6). For each path p 2 Xk, dene a variable
hkp 2 0; 1 and let
X
X
xka
xkap hkp and tkn
tknp hkp ;
15
p2Xk
p2Xk
subject to
XX
k2K p2Xk
vknk p hkp 1
l
8l 2 L;
i;j2M
17
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XX
k2K p2Xk
a2A
8i; j 2 M;
X X
bksp hkp 0
18
8q 2 Q; s 2 S;
19
k2K q p2Xk
X X
k2K q
\K l
8q 2 Q; l 2 P ;
20
p2X
XX
k2K l
d klp hkp 0
eklp hkp 0
8l 2 P ;
21
p2X
hkp 1
8k 2 K;
22
8p 2 Xk ; k 2 K;
23
p2Xk
hkp P 0
where
X
X
ckp
cka xkap
akn tknp bksp xkakos p xkak p ;
a2Ak
vknp
xkap ;
i;j2M
d klp /lq
\K l g
eklp dl wk .
fl2P :k2K l g
akn tkn wk .
n2N k
6. Branch-and-bound strategies
a2Cn
skijp
ds
n2N k
cka xka
n2N k
Therefore, generating columns with positive reduced cost for a possible increase of the objective
function boils down, for each k 2 K, to satisfy
constraints (7)(11) while maximizing
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10
7. Computational experiments
The solution approach has been tested using
data provided by an international North-American carrier. The original data set includes a solution for a xed ight schedule. It also gives the
duration and the anticipated prots for each ight
which both depend on the aircraft type. Various
scenarios have been constructed to study the impact of time window exibility and spacing.
7.1. Parameters and statistics
Time window width is driven by a parameter l,
a percentage of the original spacing between ights
oered more than once on the same OD airports,
independently of the aircraft type. Let fi and fj represent the xed departure times for consecutive
ights i and j, and fij fj fi mod T represents
the time spacing between those two departure
times, (i, j) 2 M. Then time window bounds are
computed as Bi = fi + lfij and Aj = fj lfij. If a
ight l is oered only once in the scheduling peri-
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11
Table 1
Statistics on test problems
Data set
Airports
Flights
Aircraft
Aircraft types
Spacing constraints
Overlapping ights
LP row size
I
II
III
45
62
47
283
411
412
93
114
90
13
13
7
192
307
345
30
32
0
1493
1985
1093
Table 2
Average (standard deviation) of the time windows widths (in
minutes)
Data set
I
II
III
Table 3
Average compression factor (%) of the original spacings
Data set
m (%)
100
50
33
25
100
97.6
98.4
99.0
99.2
95.7
96.9
98.9
98.3
94.0
95.2
96.6
97.5
*
94.1
95.4
96.3
II
100
50
33
25
100
97.7
98.4
99.0
99.1
95.8
96.9
97.8
98.7
93.7
95.3
96.7
97.4
92.4
94.4
95.7
96.5
III
100
50
33
25
100
97.8
98.5
99.0
99.2
95.7
96.9
97.8
98.2
93.2
95.4
96.7
97.5
91.4
94.3
95.9
96.7
23.7 (21.5)
22.4 (20.1)
19.5 (17.1)
47.8 (43.1)
45.2 (40.3)
38.3 (32.5)
70.8 (63.7)
66.0 (59.1)
54.0 (45.1)
89.6 (81.0)
82.8 (74.9)
63.9 (51.7)
Table 4
Number of aircraft used
Data set
I
II
III
88
110
90
83
106
87
82
105
86
80
103
83
79
102
80
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12
Table 5
Percentage of prot improvements (spacing penalty)
Data set
m (%)
100
50
33
25
1 180 693 $
25.5
25.3 (0.0)
24.7 (0.2)
24.5 (0.5)
29.1
30.6 (0.0)
30.0 (0.4)
30.0 (0.7)
28.1
21.4 (2.4)
22.4 (1.2)
22.3 (1.0)
*
29.8 (0.5)
26.3 (2.4)
25.3 (3.7)
II
100
50
33
25
1 654 107 $
2.8
2.4 (0.0)
0.5 (0.2)
1.2 (0.4)
3.4
3.1 (0.3)
2.2 (0.4)
1.4 (1.0)
1.4
2.4 (0.5)
1.1 (1.4)
3.5 (1.4)
8.9
8.4 (0.1)
6.1 (1.7)
4.9 (2.6)
III
100
50
33
25
1 112 004 $
8.0
7.4 (0.1)
6.9 (0.4)
6.6 (0.6)
11.9
11.4 (0.1)
9.4 (1.4)
6.8 (2.6)
13.3
9.4 (0.6)
8.7 (2.3)
8.4 (2.4)
13.2
12.2 (0.2)
7.2 (1.8)
7.9 (2.5)
As expected, an increasing exibility in departure times and a tightening of the spacing constraints make the problems more dicult to
solve. It is relatively fast to reach a solution of
the linear relaxation while it may take hours to obtain the rst integer solution. For the same amount
of CPU time, the average optimality gaps are also
larger. Tables 6 and 7 provide results on these aspects. As seen before, the introduction of spacing
and synchronization constraints in the master
problem generates a number of diculties in the
branch-and-bound phase. See Belanger (2004) for
an example showing why there exists an integrality
gap when using spacing constraints.
Table 7
Optimality gaps (%)
Data set
m (%)
100
50
33
25
0.3
0.3
0.6
0.6
1.9
0.6
0.9
0.5
1.0
6.5
5.3
5.0
*
3.5
5.8
6.1
II
100
50
33
25
0.1
0.4
2.9
3.5
0.6
0.7
1.2
1.7
4.4
3.0
6.0
8.1
1.3
1.5
3.2
3.9
III
100
50
33
25
0.0
0.2
0.2
0.2
0.0
0.1
1.2
3.1
0.6
3.6
3.3
2.5
0.0
0.4
4.1
2.2
Table 6
CPU times (minutes) to nd the LP (rst integer) solution
Data
set
m
(%)
100
50
33
25
2 (2)
3
5
6
6
II
100
50
33
25
5 (5)
8 (84)
16 (188)
20 (228)
18 (259)
8 (66)
21 (294)
23 (320)
23 (295)
8 (162)
19 (373)
23 (355)
24 (366)
9 (143)
20 (368)
26 (358)
26 (327)
III
100
50
33
25
4 (26)
5 (5)
17 (130)
18 (174)
16 (162)
4 (6)
16 (152)
20 (112)
21 (98)
4 (114)
22 (230)
21 (147)
20 (202)
5 (9)
20 (282)
22 (174)
22 (147)
4
(15)
(82)
(75)
(64)
4
7
8
9
6
(193)
(92)
(76)
(74)
3
8
8
9
8
(45)
(135)
(122)
(133)
4
8
9
8
(*)
(161)
(136)
(152)
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8. Conclusion
We have proposed an extension of the periodic
aircraft eet assignment problem that incorporates
time dependent revenues within time windows on
departure times as well as penalties to account
for short spacings between consecutive ights serving the same OD airports. This formulation is
solved using a branch-and-price approach where
the master problem involves spacing and synchronization constraints added to the classical set partitioning model. Columns represent aircraft
itineraries and are generated using a specialized
time constrained longest path subproblem using
arc cost for ow variables and node cost for time
variables.
Computational experiments conducted on data
sets provided by a medium North-American airline carrier show that classical branch-and-bound
strategies are not sucient. We have introduced
three new strategies which are specic to this application. Time windows allow for an important
reduction in the number of aircraft, most of the
time accompanied by increasing prots. The incorporation of penalized time variables in addition to
the usual network ow variables permits to adequately control the spacing restrictions.
References
Abara, J., 1989. Applying integer linear programming to the
eet assignment problem. Interfaces 19, 2028.
Barnhart, C., Boland, N., Clarke, L.W., Johnson, E.L.,
Nemhauser, G.L., Shenoi, R.G., 1998. Flight string models
for aircraft eeting and routing. Transportation Science 32,
208220.
Barnhart, C., Kniker, T.S., Lohatepanont, M., 2002. Itinerarybased airline eet assignment. Transportation Science 36
(2), 199217.
Belanger, N., 2004. Contributions au probleme daectation des
cole Polytechnique de
types davion. Ph.D. dissertation, E
Montreal.
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