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The Profitable Arc Tour Problem: Solution with a Branch-

and-Price Algorithm
Dominique Feillet, Pierre Dejax, Michel Gendreau,

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Dominique Feillet, Pierre Dejax, Michel Gendreau, (2005) The Profitable Arc Tour Problem: Solution with a Branch-and-Price
Algorithm. Transportation Science 39(4):539-552. https://doi.org/10.1287/trsc.1040.0106

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 TRANSPORTATION SCIENCE informs ®
Vol. 39, No. 4, November 2005, pp. 539–552
issn 0041-1655
eissn 1526-5447
05
3904
0539 doi 10.1287/trsc.1040.0106
© 2005 INFORMS

The Profitable Arc Tour Problem: Solution with

a Branch-and-Price Algorithm
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Dominique Feillet
Laboratoire d’Informatiquè d’Avignon, 339 Chemin des Meinajariés, Agroparc BP 1228, 84911 Avignon, France,
dominique.feillet@univ-avignon.fr

Pierre Dejax
École des Mines de Nantes and Communications and Cybernetic Research Institute of Nantes,
4, rue Alfred Kastler, 44307 Nantes, France, pierre.dejax@emn.fr

Michel Gendreau
CRT Université de Montréal, C.P. 6128, succursale Centre-ville, Montréal, Canada H3C 3J7, michelg@crt.umontreal.ca

I n this article, we introduce a new arc routing problem that we call the profitable arc tour problem. This
problem is defined on a graph in which profits and travel costs are associated with the arcs. The objective
is to find a set of cycles in the graph that maximizes the collection of profit minus travel costs, subject to
constraints limiting the number of times that profit is available on arcs and the maximal length of cycles. The
problem is related both to constrained flow problems and to vehicle-routing problems. We tackle it from this
standpoint and propose a branch-and-price algorithm for its solution. In the column-generation phase, the issue
of the collection decisions while traveling through the arcs is addressed. In the branching phase, the fact that
viewing solutions in terms of flow variables regularly induces an integer flow matrix leads us to introduce a
branching method called the flow-splitting method. Finally, the relationships of this problem with constrained
flow optimization are taken into account in an initial phase of the algorithm.
Key words: arc-routing problem; routing problem with profits; column generation; branch and price; bounded
cycle cover
History: Received: October 2003; revision received: August 2004; accepted: August 2004.

1. Introduction objective function is the sum of the collected profits

In this paper, we introduce a new arc-routing problem
that we call the profitable arc tour problem (PATP).
This problem is defined on a graph in which prof-
its and travel costs are associated with the arcs. The
objective is to find a set of cycles in the graph that
maximizes the collection of profit minus travel costs,
subject to constraints limiting the number of times
that profit is available on arcs and the maximal length
of cycles. Let G = V  A be a complete directed
graph, where V = v1   vn  is the vertex set of the
graph and A = vi  vj  1 ≤ i j ≤ n is its arc set. Let
cij ≥ 0 be the cost associated with arc vi  vj . The cost
matrix is assumed to satisfy the triangle inequality
and is subsequently called the travel cost matrix. Let
Q ⊂ A be a subset of the arcs of the graph. In addi-
tion to cij , each arc vi  vj  ∈ Q receives a profit value
pij ≥ 0 and a value qij ∈
indicating the number of
times that this profit can be collected. Each time profit
is collected on an arc vi  vj , a value pij is gained. By
analogy with flow problems, qij is called capacity of
arc vi  vj . The aim of the PATP is to find a collec-
tion of feasible cycles in the graph G, maximizing the
objective function, where the impact of a cycle in the
539
minus the sum of the travel costs of its arcs. A cycle is
feasible when its total length does not exceed a given
value lmax , where the length of a cycle is the sum of
the lengths of its arcs. To improve legibility of the
text, the length of an arc vi  vj  ∈ A is supposed to be
equal to its cost cij throughout the article; subsequent
sections would be straightforward to adapt without
this assumption. Note that in a feasible cycle some
vertices and arcs can possibly appear several times.
The number of cycles belonging to a solution and col-
lecting profit on an arc vi  vj  ∈ Q is upper bounded
by qij .
It is important to note that a given cycle can be
selected several times in the solution and that a cycle
may contain arcs belonging to Q without collecting
their profit (which might already be collected by other
cycles of the solution). In this last case, only the travel
costs are counted on these arcs. Figure 1 displays an
instance of the PATP and its optimal solution.
The context of this study is a tactical freight
transportation-planning problem arising in the car
industry. In this context, a set of trips need to be
planned for transporting freight between plants. Trips

540
profit 15
capacity 30
1 2
profit 20
capacity 10
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profit 18
capacity 50
co
s
t1
4
cost 10
3 4
profit 17
capacity 70
Figure 1 An Instance of the PATP and Its Optimal Solution
can either be round trips or direct trips. A round trip
has the same origin and destination and is restricted
to a given length. A direct trip is not constrained but
is more expensive, even if, for example, a direct trip
i → j is cheaper than a round trip i → j → i leaving
the truck empty on its way back. It is easy to show
that this problem can be expressed as a PATP, with the
above set Q, capacities qij and profits pij representing
the set of freight transportation demands, the num-
bers of times these transportation operations have to
be planned, and the differences in cost between round
trips and direct trips (see Feillet, Dejax, and Gendreau
2002 for more details). Apart from this freight trans-
portation application, the PATP also appears to be
relevant to telecommunication network optimization,
when cycles are used for reliability considerations,
as will be shown further. Throughout this article, we
focus, however, on the formal specification of the
PATP and leave practical applications aside.
As presented above, the PATP naturally relates to
arc-routing problems, especially the capacitated arc-
routing problem (CARP). In the CARP, a fleet of vehi-
cles constrained by a load capacity and based at a
depot is used to service demand present on some
arcs—see, for example, Eiselt, Gendreau, and Laporte
(1995) for a detailed review. There are two main dif-
ferences between PATP and CARP: First, in PATP, not
all demands need to be satisfied; second, for the PATP,
the size of the fleet is unlimited, and it is not based
at a depot. Let us consider more carefully these two
points.
The first difference introduces the idea of profit and
links the PATP to the so-called class of routing prob-
lems with profits. This class gathers routing prob-
lems where two conflicting objectives are pursued
together—minimization of travel costs and maximiza-
tion of collected profit—knowing that profit is avail-
able on vertices (or arcs) and that collection is not
Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
V = extremities of 10 x 10 square
Cycle length limit = 35
: Arc with profit
: Arc without profit
Optimum :
10 times cycle 1 4 3 1 (C1)
40 times cycle 1 4 3 1 (C2)
Cycle C1 : profit 55, cost 34
Cycle C2 : profit 35, cost 34
compulsory. These problems are described in detail
in Feillet, Dejax, and Gendreau (2004a). Classical
examples of such problems are the selective traveling
salesman problem (e.g., Fischetti and Toth 1988) and
the prize-collecting traveling salesman problem (e.g.,
Balas 1989). Note that routing problems with prof-
its are essentially defined in a node-routing context,
except for Deitch and Ladany (2000). However, it is
well known that transformations are possible in many
cases between node- and arc-routing problems (see,
for example, Laporte 1997). Such transformations are
precisely used by Deitch and Ladany (2000). Yet they
are costly in term of size of the graph and should
a priori be avoided. We will see in subsequent sec-
tions that it is possible to make use of the similarities
between the PATP and routing problems with profits
without resorting to such transformations.
The second difference leads to an important remark.
Two of the main reasons for which vehicle-routing
problems are not as simple as min-cost network flow
problems are that in vehicle-routing problems a lim-
ited number of vehicles is available and that these
vehicles have to initiate their tour at some prede-
fined places. A simple illustration of this is provided
by the traveling salesman problem, which changes
to an assignment problem when these two condi-
tions are relaxed (subtour elimination constraints are
removed). Thus, although defined as a routing prob-
lem, the PATP (where these two conditions do not
exist) is no more than a constrained min-cost net-
work flow problem. Indeed, it is easy to demon-
strate that if the tour length constraint is relaxed, the
PATP reduces to the minimum cost circulation prob-
lem, a well-known polynomial network flow prob-
lem (see, for example, Ahuja, Magnanti, and Orlin
1993), for which several efficient algorithms exist. This
remark induces three questions: What literature is
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
available on flow problems with an additional con-
straint? Does the solution of such a constrained flow
problem enable one to find an optimal set of cycles?
Is the PATP a polynomial problem? This third ques-
tion is addressed in §2, where we prove that the PATP
is NP-hard. For the time being, let us consider the two
other questions.
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Several papers focus on flow problems with one
or several additional constraints. Let us mention
Belling-Seib, Mevert, and Muller (1988), Cohen and
Megiddo (1994), Yan (1996), and more recently
Mathies and Mevert (1998). However, in all cases,
the additional constraints involve any combination of
flow variables, whereas the tour length constraint of
the PATP cannot be expressed this way. Thus, this par-
ticular constraint has a deep impact on the structure
of the problem and really distinguishes it from flow
problems.
Nevertheless, relaxing the constraint on tour length
may eventually prove to be an effective solution
approach. This point brings us back to our second
question: How difficult is it to derive a family of
cycles from a solution expressed in terms of flow?
If the cycles are not constrained, the answer is easy.
A simple algorithm is to select a vertex receiving
flow, to follow a unit of flow until coming back to
a vertex that has already been visited (flow con-
servation ensures that this will occur), and to put
aside the resulting cycle. The complete set of cycles
is obtained by repeating this simple procedure until
flow is exhausted (see, for example, Ahuja, Magnanti,
and Orlin 1993). Unfortunately, this algorithm does
not necessarily generate cycles with a constrained
length. Indeed, nothing forces the followed path to
come back quickly toward one of the previously vis-
ited vertices.
Not being aware of any efficient algorithm to gener-
ate constrained cycles from a flow or to solve a circu-
lation problem with an additional constraint limiting
the cycle length, we chose not to address the PATP
from a flow perspective. Thus, the solution algorithm
we have developed is designed as a routing problem
algorithm, even if it takes advantage of the flow sub-
structure of the PATP in its initial phase. The devel-
opment of a complete flow-based algorithm is left to
future research.
It is worth mentioning that several other prob-
lems also consist in finding a set of cycles in a
graph. In particular, several telecommunication prob-
lems deal with covering the edges of an undirected
graph. Among them, the bounded cycle-cover prob-
lem (BCCP; Hochbaum and Olinick 2001) is probably
the most closely connected to the PATP. It consists
of finding a minimum cost set of cycles of limited
length that cover the arcs of a network. Its interest
lies in ensuring the reliability of telecommunication
541
networks at a minimal cost. In spite of its similari-
ties with the PATP, the BCCP differs from it in many
ways: The graph is undirected, it is not complete,
and all the edges have to be covered. Furthermore,
the tour length limit is not as important as in the
PATP, since the problem remains NP-hard after its
relaxation (Thomassen 1997). Nonetheless, this prob-
lem and many similar problems that are related to
the same context (the minimum-cost cycle-cover prob-
lem, Thomassen 1997; the cycle cover problem, Labbé,
Laporte, and Soriano 1998; the multiring design prob-
lem, Kennington, Nair, and Rahman 1999; the two-
connected network with bounded meshes problem,
Fortz, Labbé, and Maffioli 2000; and the cardinal-
ity constrained covering traveling salesman problem,
Patterson and Rolland 2003) share with the PATP
the border area between routing problems and flow
problems.
Actually, the backbone of this research is the solu-
tion of the PATP through a procedure based on a
branch-and-price approach. It is organized as follows.
In §2, we propose a mathematical formulation of the
PATP and address the question of its belonging to
the NP-hard class. Sections 3 and 4 focus on the
algorithmic part of the paper: Section 3 describes the
column-generation procedure included in the branch-
and-price algorithm, while §4 is dedicated to the
branching phase. Computational results are reported
in §5, and the conclusion follows.
The contributions of this research are manifold. It
presents and analyzes a new problem with impor-
tant applications and provides insights into similar
problems. It also describes a column-generation pro-
cedure explicitly devised for arc routing and quanti-
fies the drawbacks of a node-routing transformation.
Finally, it introduces a new branching policy that can
be applied to problems where nonbinary flows are
present on arcs.
2. Mathematical Formulation and
Complexity of the PATP
The original situation of the PATP, between routing
problems and flow problems, results in some diffi-
culties to formulate it with linear programming (LP).
Typically, routing problems can be formulated with
binary variables xijk that indicate whether vehicle k
travels through arc vi  vj , and flow problems can be
formulated with variables xij , representing the flow
value on the corresponding arc. As mentioned above,
the tour length constraint cannot be expressed by
using only xij variables. With xijk variables, it becomes
easy to express, and the whole problem can be for-
mulated. The major inconvenience of this formulation
is that the number of vehicles is not bounded a priori.
Consequently, even if it is possible to determine an

542
upper bound (the sum of arc capacities for example),
the k index will have to be allowed to take unneces-
sarily high values and the model will not reflect the
genuine structure of the problem.
In the model that we describe below, we propose to
introduce path variables (binary variables associated
with the selection of a cycle in the solution). Before we
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do so, we need to introduce the notion of collection
cycle.
Definition 1. A collection cycle is an elementary
cycle of the graph, along with an associated charac-
teristic vector indicating on which arcs of this cycle
profit is collected.
By elementary cycle, we mean that no vertex
appears more than one time in the cycle. The notion of
collection cycle permits to explicitly settle the vehicle
behavior regarding the collection of profit. In the fol-
lowing, we will talk about collection cycles or cycles
when this is not ambiguous. Let  be the set of col-
lection cycles having a length not greater than lmax in
graph G. For every collection cycle rk ∈ , let ck be
its cost and pk be its profit, i.e., respectively, the sum
of the travel costs of the arcs it uses and the sum of
the profits it collects. Finally, for every arc vi  vj  ∈ Q,
let akij = 1 if rk collects profit on arc vi  vj  and akij = 0
otherwise.
We propose the following model for the PATP,
which we call the master problem (MP):

1995; Savelsbergh and Sol 1998; Desaulniers et al.
maximize pk − ck xk (1)
rk ∈

vehicle-routing problems with profits, let us mention
subject to akij xk ≤ qij vi  vj  ∈ Q
rk ∈
xk ∈
rk ∈ 
where xk is the number of times that the collection
cycle rk ∈  appears in the solution. The objective (1)
is to maximize the collected profit minus travel costs.
Constraints (2) enforce arc capacities.
Note that, in the model, cycles are restricted to
being elementary. The PATP definition does not spec-
ify such a requirement, but, because any nonelemen-
tary cycle can be broken down into a set of elementary
cycles, this constraint does not modify the problem.
We will explain in §3.3 why we have decided to
devise the model in this fashion.
An important point in the study of a new prob-
lem is to determine its complexity. Basing on the bin-
packing problem, which is well known to be NP-hard
(see Garey and Johnson 1979), we have demonstrated
that the PATP is NP-hard.
Theorem 1. The PATP is NP-hard.
The transformation used and the proof of NP-
hardness are rather simple but a bit too heavy to
be detailed here. The interested reader is referred to
Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
Feillet (2001) for a complete statement of the proof.
Briefly, items of the bin-packing problem are intro-
duced as arcs defining the set Q and cycles selected
in the solution of the PATP represent bins. Costs are
defined properly to establish a relationship between
the value of the PATP solution and the number of bins
(cycles) used.
3. A Column-Generation Algorithm
The model that is presented in §2 cannot be used
directly for the solution of the PATP, except when
fairly small instances are considered. This stems from
the fact that the size of the set  grows exponentially
with instance size. Among the methods devised for
solving large-scale integer programming problems,
the branch-and-price method has often been used suc-
cessfully, especially in the field of routing problems.
Branch and price is a particular case of branch and
bound. At each node of the search tree, an upper
bound is computed by solving the linear relaxation
of the original problem; a column-generation method
is used to solve the linear programs that contain too
many variables to be solved in a classical way.
Barnhart et al. (1998) and Vanderbeck (2000) focus
on the method per se and detail heavily many of its
facets, outside a specific field of application. In the
area of vehicle routing, several branch-and-price algo-
rithms have been developed (e.g., Desrosiers et al.
1998a; and Boland, Clarke, and Nemhauser 2000). For
(2) Butt and Ryan (1999) and Gueguen (1999). Finally,
Barnhart, Hane, and Vance (2000) propose a branch-
(3) and-price solution procedure for a multicommodity
flow problem, where each commodity has to follow
a unique path between a given origin and a given
destination.
In branch-and-price algorithms, an important part
is played by the column-generation procedure,
devoted to the solution of the linear relaxation of the
model. In this section, we present this part of the algo-
rithm, which we call CAP (for column generation for
an arc-routing problem with profits). The branching
part of the algorithm is presented in §4.
3.1. Column-Generation Principle
The backbone of the method is a subproblem allowing
the generation of interesting columns. Before further
developing this point, let us briefly describe how the
method can be applied in our context.
We introduce MP1 , the restriction of MP to a
subset of variables 1 ⊂ . MP is then identically
MP. MP1  is called the restricted master prob-
lem. Let MPLP 1  be the linear relaxation of MP1 
and D1  be its dual program. D is then the dual
program of MPLP , that is, the dual of the linear
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
relaxation of MP. The optimal solution of MPLP 1 ,
with the simplex algorithm for instance, provides an
optimal solution (∗ ) for D1 . This solution is equiv-
alently a solution of D, not necessarily feasible.
When every constraint deriving from the collection
cycles of \1 is satisfied, the solution (∗ ) is feasible
for D, and therefore optimal, because D is more
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constrained than D1 . When one or several con-
straints deriving from the collection cycles of \1
are violated, the principle of the column-generation
method is to identify one or several of these con-
straints, with the help of a subproblem, to integrate
the corresponding variables in the set 1 . Thus, solv-
ing alternately MPLP 1  and the subproblem allows
convergence toward dual feasibility. The algorithm
terminates when the subproblem solution attests that
there are no more violated constraints and therefore
that the current dual solution is feasible for D.
In our situation, dual constraints are of the form

an elementary shortest path problem with resource
akij ij ≥ pk − ck 
vi  vj ∈Q
where ij is the nonnegative dual variable associated
with arc vi  vj  in the constraint set (2). The purpose
of the subproblem is thus to find collection cycles
rk ∈  such that


0 < pk − ck − akij ij a standard solution algorithm devoted to the solution
vi  vj ∈Q
It consists equivalently of columns with a positive
reduced cost in MPLP , when the basic solution is
the optimal solution of MPLP 1 . In the following,
we call these columns collection cycles with a positive
reduced cost. Using the notation kij = 1 when vi  vj 
is included in rk and kij = 0 otherwise, this condition
can be expressed as:



kij cij + akij ij − pij  < 0 sions on arcs and to ensure that a negative cost cycle
vi  vj ∈A vi  vj ∈Q
One of the key points determining the efficiency of
a column-generation algorithm is the quickness of the
subproblem in finding interesting columns.
3.2. Subproblem Solution Procedure Description
As previously indicated, column-generation meth-
ods have been widely used in the field of vehi-
cle routing. The most successful subproblem solution
approach appears to be its modeling as a shortest
path problem with resource constraints, paired up
with a dynamic programming resolution (see, e.g.,
Desrochers, Desrosiers, and Solomon 1992). Depend-
ing on which specific routing problem is to be solved,
the resources that are considered in the constrained
shortest path problem and the functioning of the
543
dynamic programming algorithm are subject to mod-
ifications. Yet, on the whole, the same principles
are involved: Labels, representing partial paths, are
sequentially extended with a checking of feasibility
based on resource constraints and the use of domi-
nance rules discarding dominated labels.
In our situation, the set of paths to be explored is
the set of elementary cycles with a length not greater
than lmax . Within this set, we search for cycles with a
negative cost value, with a cost evaluation described
further.
Let us call d the set of feasible cycles (regarding
the above conditions) visiting vertex vd and visiting
none of the vertices with a lower index. d 1 ≤ d ≤
n − 1 defines a partition of the subproblem solution
space. Note that the size of d reduces drastically
while d increases. For the subproblem solution, sets
d will be successively explored. Searching for a
cycle with negative cost in d remains to solving
constraints (ESPPRC), using an appropriate cost func-
tion that we have to specify. Vertex vd then stands for
a depot (the paths go from vd to vd ), and resources
will ensure that the paths are elementary and have
a length not greater than lmax . This problem can be
solved with a dynamic programming algorithm pro-
posed in Feillet et al. (2004b). This algorithm extends
of the nonelementary path version of the problem (see
Desrochers, Desrosiers, and Solomon 1992), by adding
resources enforcing the elementary path condition.
Note that this partitioning of the subproblem on the
basis of the departure point is the usual way of tack-
ling multidepot vehicle routing problems with col-
umn generation (see, for example, Desaulniers et al.
1998b).
As specified above, the cost matrix has to be de-
fined carefully to take into account the collection deci-
is indeed a collection cycle with a positive reduced
cost. To this aim, when an arc vi  vj  is traveled
through, we expect it to cost cij when no collection is
performed on it and cij + ij − pij when the available
profit pij is collected. As the collection is compulsory,
an important issue is how to decide whether profit
has to be collected.
Decisions regarding the collection of profit on arcs
are taken with respect to the cost matrix of the sub-
problem. Let us call (c 1 ) this matrix. We define:
• cij1 = cij for all arcs vi  vj  ∈ A\Q
• cij1 = cij for all arcs vi  vj  ∈ Q with ij − pij ≥ 0
• cij1 = cij + ij − pij for all arcs vi  vj  ∈ Q with
ij − pij < 0.
The profit will be collected when ij − pij < 0, which
means that it is more interesting to collect the profit

544
while traveling through the arc than to pass with-
out doing so. In other words, among the two possible
traversal modes of the arc (going from vi to vj with
or without collection), only the most interesting is
retained. It is important to note that establishing such
a dominance relation does not hinder the functioning
of the algorithm, because the resource consumption
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involved by the two traversal modes allows a priority
order between them to be established. As an exam-
ple, such a behavior would not be possible for other
arc-routing problems like the CARP, for which per-
forming service on an arc involves the consumption
of a resource (connected to the filling of the vehicle)
that passing without service does not induce.
3.3. Discussion About the Elementary
Path Condition
As explained above, when column generation is used
in the context of vehicle-routing problems, the sub-
problem is often modeled as a shortest path problem
with resource constraints (SPPRC). Hence, although
routes typically need to be elementary, the solu-
tion space of the subproblem includes nonelemen-
tary routes. This allows the subproblem solution to
speed up, since constraints enforcing the elementary
path condition strongly penalize dominance rules.
As a consequence, the restricted MP must be able
to integrate the nonelementary cycles that the sub-
problem is likely to generate; that is, the variable
set of the MP has to include nonelementary routes.
The cost definition ensures that this modification of
the MP is possible; indeed, visiting vertices twice (or
more) is expensive and the optimal solution will natu-
rally satisfy the elementary path condition. However,
this property is not true for the linear relaxation of
the MP, which deteriorates the quality of the bound-
ing scheme.
In §2, we decided to include only elementary cycles
in the MP. Yet, in our case, it is possible to use the
SPPRC as a subproblem instead of the ESPPRC, with-
out changing the variable set of the MP. Indeed, we
have already mentioned that a nonelementary cycle is
equivalently a set of elementary cycles. Moreover, it is
easy to demonstrate that a feasible elementary cycle
of negative cost exists if and only if a feasible nonele-
mentary cycle with negative cost also exists. Thus,
the solution of the SPPRC provides one or several
feasible nonelementary cycles that themselves pro-
vide one or several feasible elementary cycles of neg-
ative cost. The correct behavior of the procedure is
therefore ensured. However, the value of the length
limit lmax then becomes the only limit to the combina-
torial explosion of the state space of the subproblem.
Hence, we have preferred to consider the subproblem
as an ESPPRC in the CAP algorithm. In §5, the two
approaches are numerically compared.
Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
3.4. Generation of an Initial Set of Columns
The previous column-generation procedure is pre-
ceded by an initial phase that generates a first set
of columns. This phase exploits the flow substruc-
ture of the PATP. It consists in solving a sequence
of assignment problems, each one detecting poten-
tially interesting collection cycles in the graph. These
assignment problems are successively solved within
two greedy heuristics H1 and H2 and a heuristic
column-generation procedure.
Heuristics H1 and H2 are both variants of a single
solution scheme. They work iteratively in a greedy
fashion. At each iteration, collection cycles enabling
a profit are sought. For this purpose the following
assignment problem is defined.
Let us consider G1 , a duplicate of the graph G to
which self-loops are added: G1 = V  A1  with A1 =
A ∪ vi  vi  vi ∈ V . A cost matrix c 1 is associated
with A1 . For every arc vi  vj  ∈ A, cij1 is either cij1 − pij1
or cij1 , depending on whether arc vi  vj  has profit or
not. For every arc vi  vi  ∈ A1 , cii1 = 0. The assignment
problem is defined as follows: To every vertex of the
graph a successor must be assigned, such that each
vertex receives a single successor, each vertex receives
a single predecessor, and the assignment cost is min-
imized. A solution then consists of an arc set repre-
senting precedence relations between vertices. Due to
the specific constraints, this arc set composes a set
of elementary cycles and self-loops. Seeing that self-
loops have a zero cost value, elementary cycles are
nonpositive in the optimal solution. Thus, the opti-
mal resolution of this assignment problem provides
one or several disjoint elementary cycles of negative
cost, when these exist. Such an assignment problem
is well known to have a polynomial complexity and
can, for example, quickly be solved using the simplex
algorithm (see Ahuja, Magnanti, and Orlin 1993).
The backbone of greedy heuristics H1 and H2 is
the solution of this assignment problem. It is used as
follows. Solving the assignment problem, a set of neg-
ative cost cycles can be obtained. Actually, as the cost
definition takes into account the profit collected, it is
simple to derive a collection cycle set from the com-
puted cycle set. Once these collection cycles are found,
data are updated for the next iterations: For every
arc vi  vj  ∈ Q belonging to a collection cycle, qij is
decreased by h units, where h is the higher value such
that no qij becomes negative; for each arc vi  vj  for
which qij has been changed to 0, cij1 is set to cij instead
of cij − pij (no more profit is available). This update
corresponds to putting aside the collection cycles in a
greedy way. The assignment problem resolution and
the updates are performed repeatedly, until only self-
loops are found.
Unfortunately, the constraint limiting the length of
the cycles is not considered in the assignment prob-
lem, which might thus generate infeasible cycles. The
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
way we proceed with these too-long cycles leads to
the two variants H1 and H2. In H1, infeasible cycles
are put aside in a greedy fashion, as in other cycles,
but are not considered in the resulting set of cycles.
In H2, infeasible cycles are not put aside as long
as there exists a feasible cycle in the current itera-
tion; when all cycles are nonfeasible, a single one is
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put aside. It is interesting to note that these heuris-
tics, which do not take into account the tour length
limit, can be considered as greedy versions of a flow
algorithm like the Ford and Fulkerson’s one (1956):
In both cases, new paths are found repeatedly for
increasing flow value. The assignment-based method
that is included in H1 and H2 is particularly well
suited to our situation for two reasons. On the one
hand, each assignment problem solution can provide
several negative cost elementary cycles. On the other
hand, for the same reason, the method tends to favor
short cycles.
Actually, the initial set of columns is completed
with another procedure, which we call ENUM(3) and
which consists of enumerating all the feasible elemen-
tary cycles containing no more than three arcs, pro-
vided that the collected profit is larger than the travel
costs.
In the same way that we use an assignment prob-
lem inside greedy heuristic procedures H1 and H2,
we are able to insert it in a heuristic column-gener-
ation procedure. We just need to copy the column-
generation procedure of §3.1 but change the subprob-
lem into an assignment problem. The cost matrix def-
inition is the same as in §3.2, except for the zero cost
self-loops that are added. The procedure ends when
no more interesting cycle is returned.
We call HCG the previous heuristic column-gener-
ation procedure, initiated with the union of the collec-
tion cycle sets resulting from H1, H2, and ENUM(3).
HCG enables the generation of a sizeable set of
columns. The efficiency of using this set as an initial
set for the exact column-generation procedure will be
demonstrated in the experiments described in §5.
4. Branching Scheme
In branch-and-price procedures, column generation is
applied at each node of the search tree. It necessitates
being able to comply with the change of problem
structure due to the branching decisions. Typically,
branching on the problem variables does not suit the
resolution of shortest path type subproblems (see, for
example, Barnhart et al. 1998). The rule that is prefer-
ably used is to express the fractional solution in terms
of arc flow variables and to branch on these. The val-
ues of the arc flow variables are obtained by super-
imposing the flow generated by the columns of the
solution. Usually, in routing contexts, the vertices are
visited one time and consequently admit a unique
successor (in integer solutions). The branching rule
545
then often consists of selecting an arc with a fractional
flow value and deriving one branch where this arc is
enforced and another branch where it is forbidden.
To do so, inadequate columns are forced to zero in
the MP, and inadequate arcs are removed from the
subproblem graph. More generally, when this scheme
cannot be applied, the branching policy can consist
of bounding the flow value for one or several arcs.
A new constraint, expressed in terms of path vari-
ables, then has to be added to the MP. This new con-
straint defines a limit on the sum of the path variables
that traverse the arc(s) considered. Also, the dual vari-
able of this constraint has to be taken into account
during the subproblem phase by adequately adding
its value on corresponding arcs.
In our situation, vertices are generally visited more
than once and this last branching policy should
appear as a good approach. Unfortunately, the pre-
liminary tests computed with procedure CAP showed
that expressing fractional solutions in terms of arc
flow variables often results in an integer-flow matrix.
It is thus not easy to determine a branching con-
straint based on arc flow variables discarding the cur-
rent fractional solution. This situation is quite original
because an integer arc-flow matrix usually denotes a
nonfractional solution. It thus immediately raises a
question: Can a fractional solution exhibiting an inte-
ger flow variable matrix trivially be transformed into
a feasible (integer) solution?
Unfortunately, the answer to this question is no,
at least by using only the current path variables; some
situations might occur where a set of fractional path
variables associated to an optimal solution leads to
an integer flow matrix and it is not possible to find
an integer solution of the same cost using these vari-
ables (a detailed counterexample is provided in Feillet
2001). Transforming a fractional solution into an inte-
ger by introducing new feasible cycles might be possi-
ble, but this seems rather difficult. We propose instead
to develop a branching scheme adapted to the case
where the arc flow matrix is an integer.
To this end, we propose a method that we call the
flow-splitting method. This method essentially pro-
vides a theoretical tool ensuring the completeness of
the search without resorting to branching on path
variables. Basically, when branching on arcs is not
possible, we propose branching on short sequences of
arcs (instead of long sequences when path variable
branching is used). In §4.1, we describe this method;
we then describe the remainder of the algorithm,
in §4.2. The complete branch-and-price algorithm is
called solution of an arc routing problem with profits
(SARPP).
4.1. Flow-Splitting Method
The purpose of this subsection is to describe how we
propose to tackle branching when the arc flow matrix

546
computed from a fractional solution may be an inte-
ger. The key point of the method is this simple obser-
vation: The solution computed at a node of the tree
is an integer if and only if the flow associated to any
subset of path variables is an integer. A direct conse-
quence of this observation is that, when the solution is
fractional, it is possible to select a subset of path vari-
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ables such that its associated flow will be fractional.
Such a subset can then be used to generate a fractional
flow matrix and derive a branching. As mentioned
previously, the subset usually selected in the literature
is exactly the whole set of path variables, which in
this case may result in an integer flow matrix. On the
contrary, selecting subsets of Size 1 corresponds to
branching on the MP variables, which is generally
awkward, as we have already mentioned. Thus, our
approach is a compromise approach between these
two extremes.
The counterpart of using a subset of columns to
derive a branching, that is, introducing a new con-
straint on a subset of columns, is that the new dual
variable has only to be handled by columns of that
subset. As we will see with our policy, the subprob-
lem will have to be decomposed to treat the different
sets of columns. In a first step, let us describe how we
propose to select the subset of variables. The way the
subproblems are adapted so that they only address
the chosen variable sets and the form of the branching
constraints will be discussed in the next subsection.
At first, we make use of the fact that in the subprob-
lem phase, we successively search for new columns
in sets d, 1 ≤ d ≤ n − 1 (see §3.2). Even if this
decomposition is not explicit in the MP formulation, it
highlights a natural splitting of the variable set, each
variable being connected to a single set d. Thus,
at a given node of the search tree and for a fractional
solution, we start by searching for a set d such that
the flow associated to its variables is fractional. Com-
putationally, determining whether some flow matri-
ces are fractional is very fast and simple. If we find
a set d with a fractional flow matrix, we use this
set to derive the branching, as explained in the sub-
sequent section.
When the flow is an integer for every set d,
let us describe how we proceed (see Figure 2). Note
that practically this situation is rather rare and that
this part is mainly for a theoretical matter. Splitting
Level 0 corresponds to the complete set of feasi-
ble cycles. This set is automatically partitioned into
n − 1 subsets 1  n − 1, which corresponds
to Splitting Level 1. Let us assume that the flow is an
integer for all these sets at Level 1. We select a set
i1  holding variables with a fractional value, and
we split it. For this purpose, we partition its cycles
into subsets, depending on the second visited vertex.
We thus obtain new subsets that we respectively call
Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
Set of feasible cycles Level 0
P(1) P(2) P(i1) P(n-1) Level 1
P(i1, i2) ¬ P(i1, i2) Level 2
Level t
P(i1, i2,…, it) ¬ P(i1, i2,…, it)
Figure 2 Flow-Splitting Principle
i1  i1 +1  i1  n−1, such that i1  i contains
cycles beginning with the sequence vi1 → vi . These
subsets define a partition of i1  (note that sequences
vi1 → vi with i < i1 are not considered due to the d
definition; see §3.2). Two situations can then arise:
• There exists i2 such that the flow associated with
i1  i2  is fractional. We then use this set to derive
a branching, and we call ¬i1  i2  the complemen-
tary set.
• For every vertex vi i1 + 1 ≤ i ≤ n − 1, the flow
associated with i1  i is an integer. We then select a
set i1  i2  holding variables with a fractional value,
and we split it in the same manner.
We decompose the set of feasible cycles until we find,
at level t, a subset of cycles beginning with a same
sequence s = vi1 → vi2 → · · · → vit for which the flow
is fractional. Note that t is expected to keep a low
value in practice. We call i1   it , or more briefly
s, this set and we use it for performing the branch-
ing in the way described below.
As far as we know, our approach is original, even if
it is not new: When the subproblem is made of several
components, branchings might be operated on a sin-
gle component (see for example Barnhart et al. 1998
or Desaulniers et al. 1998a).
4.2. Complementary Information
Using the flow-splitting method, we have to deal with
new kinds of subproblems and new constraints.
If, at a given node of the search tree, the level
reached by the flow-splitting method is t, the fol-
lowing subsets of columns will have to be explored
for the search of new columns: 1  i1 − 1,
i1 + 1  n − 1, i1   it , and ¬i1   ik 
for 2 ≤ k ≤ t. Note that we have to explore n + t − 2
sets, instead of the n − 1 initial ones, which is not
so detrimental as long as t is low. To comply with
the structure of these different subsets, we have to
adapt the shortest path solution algorithm. We have
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
to deal with two new kinds of subproblems. For the
search of paths of the type i1   it , one just needs
to initiate the dynamic programming procedure with
the label associated to sequence vi1 → · · · → vit . Then
every label will be an extension of this original label.
For the search of paths of the type ¬i1   ik ,
one just needs to initiate the dynamic program-
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ming procedure with the label associated to sequence
vi1 → vi2 → · · · → vik−1 and to remove arc vik−1  vik .
The branching constraints will be defined as fol-
lows. The flow-splitting method provides a subset of
path variables s such that the flow matrix M s com-
puted by superimposing the flow generated by these
variables is fractional. New constraints are deter-
mined from matrix M s . A first possibility would have
been to select an arc vi  vj  such that Mijs is fractional
and to add constraints bounding the flow issued from
s on this arc. However, Mijs might be almost inte-
gral, which would limit the impact of the new con-
straints (computational experiments will show that
the impact of the branching constraints is an impor-
tant issue here). Instead of an arc, we prefer to select
an arc set. This set is selected such that the fractional
part of the flow value traversing this set is not null,
but as close as possible to 0.5. For this purpose the
line of M s having the largest number of fractional
values is selected. Calling vi the vertex correspond-
ing to this line and vi1 the first vertex of s, candidate
sets are constructed by successively adding the out-
going arcs of vi (from the left to the right). Among the
resulting sets, the
 set vi  vi1  vi  vi1 +1   vi  vj  Experiments were performed on randomly gen-
such that = i1 ≤p≤j Mips is the more fractional, is
retained. Again, note that arcs vi  v1   vi  vi1 −1 
are not considered because they cannot be traversed
by cycles of the set s.
This permits two branches to be defined with the
respective constraints:


k
ip xk ≤  
vp ∈vi1  vj  rk ∈s
and



kip xk ≥   + 1 For each experiment, results indicate the mean over
vp ∈vi1  vj  rk ∈s
These constraints are introduced explicitly in the
MP. During the subproblem phase, when the set s
or one of its subset is evaluated, these constraints have
to be taken account. Noting !, the dual variable associ-
ated to one of these constraints, we simply have to add
! to the cost of arcs vi  vi1  vi  vi1 +1   vi  vj .
To complete the description of the algorithm, let us
now detail how the tree is explored. At each step,
we consider the values of the linear relaxation for the
fathers of the tree leaves and we select the leaf having
the maximal value. In case of equality between sev-
eral nodes, the deeper is selected. When equality still
occurs, the last node to enter the tree is chosen.
547
Finally, an important point is that to accelerate
the solution, the column-generation procedure is not
automatically executed at each node of the search tree.
Indeed, let us consider the case when the solution of
the linear relaxation of the restricted MP by the sim-
plex algorithm at a node N provides the same value
that the optimal solution of the linear relaxation of the
MP for the father of N does. We know that the opti-
mal solution value of the linear relaxation of the MP
at node N is between these two values. In this case,
we are sure to have the optimal solution in hand, and
we do not need to generate new columns.
In practice, experiments show that flow-splitting at
a level greater than 1 occurs only exceptionally. For
the experiments, we therefore use a simplified ver-
sion of the algorithm, designed in the following man-
ner: When a node of the search tree needs a Level 2
splitting, the node is postponed. Using this simple
rule, the algorithm always happens to find the opti-
mal solution before having to explore the postponed
nodes (by always finding a feasible solution with a
value as good as the upper bound associated to these
nodes).
5. Computational Results
The following computational study is developed with
three objectives. The first is to validate our solution
approach; the second is to compare it with several
variants; the third is to evaluate the effects of the
instance parameters, to highlight the PATP structure.
erated Euclidean instances. Vertices are randomly
located on a square map with a width of 500 dis-
tance units. The cost of an arc is the distance between
its two endpoints, with a precision of 10−1 . Unless
the opposite is explicitly stated, the other parame-
ters are set as follows. Each arc vi  vj  ∈ A belongs
to Q pij > 0 with a probability 50%; pij is then chosen
uniformly in the range $cij  1 5 × cij %, and the arc
capacity qij is selected uniformly in $1 200%. The max-
imal length lmax of a collection cycle is set to 1,500.
10 instances. In most cases, results are only given
when the solution time is no more than one hour.
Another stopping criterion is met when the depth of
the search tree exceeds 3,000.
Experiments are performed on a PC Pentium 333
MHz with 128 MB of RAM. Even if specialized algo-
rithms exist for solving assignment problems, they are
solved as linear programs using CPLEX 6.0 (ILOG
1998). This is also used for the solution of linear relax-
ations of restricted MPs. The interface between CPLEX
and the programming language (C++) is realized with
the help of LPToolKit 3.6 (EURODECISION 1998).
We begin the presentation of the results by exam-
ining in §5.1 the efficiency of the procedure SARPP,
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
548 Transportation Science 39(4), pp. 539–552, © 2005 INFORMS

that is, its ability to find the optimal solution quickly. to conjecture that the duality gap would remain very
In §5.2, we assess several variants of SARPP. The com- small whatever instances are used, which is usually
putational study ends with the study of the efficiency in favor of a quick finding of the integer solution.
of SARPP with respect to instance parameters, in §5.3. However, we note that the bottleneck of SARPP is
Computing times in the tables always correspond to not the search of the linear relaxation value, but the
the time spent since the beginning of the algorithm, branching phase. Indeed, CAP permits one to solve
even when it has several phases. instances with up to 65 vertices in about an hour,
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whereas SARPP does not go over 25 vertices. Note

5.1. Efficiency of SARPP that very few iterations are needed in CAP and that
Table 1 evaluates the efficiency of the solution pro- most of the time is spent solving the subproblem.
cedure SARPP. The algorithm is applied to instances During the branching phase, the constraints added
with up to 25 vertices. Table 2 focuses on the column- to the model do not seem to be very influen-
generation solution procedure CAP, at the root of the tial. Indeed, for all computed instances, they never
search tree. resulted in a decrease of the optimal relaxed solu-
We first observe that the gap between the linear tion value. The lack of influence of these constraints
relaxation value and the optimal solution value is and the huge combinatorics of the problem (arc flow
always null. More generally, this observation leads us matrices that can be computed by superimposing the
path variables are not binary, as it often happens,
Table 1 Efficiency of SARPP but can reach high values) explain the difficulty in
reaching the integer optimal solution. In particular,
CAP SARPP
computing times are very variable, depending on the
n
Q
c 1
t 2
d 3
nd 4
iter 5
col 6 c 7 t 2 instances. However, the weakness of the added con-
5 10 4 0.00 0 22 0 0 0 0 47048 0 0 24 straints has an important advantage. While going
10 45 1 0.00 0 84 0 3 0 3 0 0 236952 9 0 87 down the tree, we never had to backtrack; indeed,
15 105 3 0.00 2 17 43 1 43 1 0 0 573179 3 3 79
the search tree was reduced to a chain going from
20 199 1 0.00 5 96 144 2 144 2 0 0 1123103 4 17 15
25 305 1 0.00 14 91 1003 5 1003 5 0 0 1848166 4 1256 43 the root node to an integer solution whose value was
1
exactly the value of the lower bound at the root node
Gap (percentage) between the optimal solution and the linear relaxation
value.
and, as such, was certified to be optimal. Equivalently,
2
Total CPU time in seconds. the number of spread-out nodes was always exactly
3
Depth of the optimal solution in the search tree. equal to the depth reached to find the optimal solu-
4
Number of nodes spread out in the search tree. tion in the search tree. Nevertheless, the branching
5
Number of calls of the subproblem (root excepted).
6
phase takes a long time, because of the high value of
Number of columns generated while exploring the search tree (root
excepted). this depth. Basically, our opinion is that there exists
7
Value of the optimal solution. a very large number of optimal integer solutions, but
there are so many more fractional solutions with the
Table 2 Efficiency of CAP
same cost that SARPP has difficulties finding them.
With this standpoint, trying to obtain an integer solu-
HCG CAP tion from the fractional solution provided by CAP by
n
Q
c 1 t 2 iter 3 col 4 c 5 t 2 fixing some path variables is certainly a promising
perspective.
5 10 4 100 00 0 20 1 8 7 47048 0 0 22
10 45 1 97 97 0 78 2 6 108 1 236952 9 0 84
Another important remark concerns the quality of
15 105 3 98 79 1 98 2 4 491 3 573179 3 2 17 the column set obtained at the root of the search tree.
20 199 1 99 13 5 23 2 2 1143 2 1123103 4 5 96 For all the computed instances, it was never necessary
25 305 1 99 81 11 65 1 9 2746 6 1848166 4 14 91 to generate new columns during the search. Thus,
30 440 2 99 95 24 39 1 8 3946 8 2635932 5 34 73
SARPP acted exactly as a branch-and-bound algo-
35 605 9 99 95 46 27 2 6049 0 3727594 2 71 89
40 786 9 99 99 71 20 2 5945 8 4972050 5 122 30 rithm. Furthermore, the subproblem was never called,
45 992 0 99 97 120 21 1 9 9258 2 5989998 9 231 94 since the relaxed solution value at each node of the
50 1228 9 99 99 203 93 1 9 11478 9 7638764 7 446 54 search tree was always identical to its father node.
55 1504 3 99 97 340 59 1 9 19197 2 9438438 0 876 80 Incidentally, note that using the standard branch-
60 1764 0 99 97 526 24 1 9 33596 7 10970388 7 1941 16
65 2074 3 99 98 831 55 1 8 35859 4 12823662 9 3609 24
and-bound procedure of CPLEX as a complement
of CAP instead of SARPP (which would provide a
1
Value obtained with HCG in percent of the linear relaxation value (≤100). heuristic solution in the general case but an opti-
2
Total CPU time in seconds.
3
Number of calls of the subproblem.
mal one for the above instances solved by SARPP)
4
Number of columns generated in 1 . permitted us to solve instances with up to 45 ver-
5
Linear relaxation value. tices. Note also that SARPP was used with success
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS 549

in the context of the freight transportation prob- are less convincing. CG(ENUM(3)) does not suc-
lem described in §1: Real size instances with up ceed in solving instances when the number of ver-
to 20 plants (set V ) and 200 freight transportation tices reaches 25. Intuitively, the set computed with
demands (set Q) were solved in a few seconds. ENUM(3) suffers of the lack of lengthy cycles and,
consequently, the branching constraints appear to be
5.2. Comparison Between Several less effective. Furthermore, as the number of arcs
Solution Approaches in solution cycles is certainly related to instances
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While describing CAP, we insisted on defining an ini-
tial set of columns exploiting the constrained flow
structure of the PATP and of developing the column-
generation procedure on arcs. It is now time to check
these assertions. Subsections 5.2.1 and 5.2.2 respec-
tively focus on these subjects. The subsequent §5.2.3
considers another question, that of the respective
efficiency of ESPPRC and SPPRC modelings of the
subproblem during the column generation process.
5.2.1. Impact of the Initial Set of Columns. Table 3
compares five variants of the procedure CAP. In each
variant, the column-generation procedure (called CG)
is initialized with a different set of columns 1 .
• CG()—1 = .
• CG(ENUM(2))—1 is the set of all the collection
cycles with two arcs and a positive cost.
• CG(ENUM(3))—1 is the set obtained using
ENUM(3).
• CG(H)—1 is the set obtained using H1 and H2.
• CAP—Procedure included in SARPP; 1 is the
set obtained using HCG.
Even if the initial set of columns seems to concern
essentially the MP linear relaxation computation (at
the tree root), it also seems interesting to evaluate its
impact on the branching phase.
Table 3 demonstrates the necessity of having
columns before starting the column-generation proce-
dure. Procedures CG() and CG(ENUM(2)) are not
competitive, except for small instances. CG(H) is not
far better. On the other hand, the use of ENUM(3)
proves very efficient. Even so, when we focus on com-
puting times for finding an integer solution, results
characteristics, CG(ENUM(3)) might be less robust
than CAP. Thus, when the size of the instances
increases, generating an initial set of columns with
HCG appears to be more effective.
5.2.2. Comparison Between Column Generation
on Arcs and on Nodes. Table 4 shows the effect of
transforming the arc-routing problem into a node-
routing problem. Before describing the results, let us
recall briefly how to operate such a transformation.
In a first step, a transformed graph G = V   A  is
constructed. The vertex set V  is such that each ver-
tex in V  corresponds to an arc in Q. The arc set A
is such that the graph G is complete. A new distance
matrix is computed for G , using the distance matrix
associated to G. The notion of collection cycle is no
longer necessary, since collection is on vertices and
it is never necessary to visit a vertex without collect-
ing profit, as a direct arc exists between every pair of
vertices. That aside, the algorithm remains identical.
In particular, in the dynamic programming procedure
used for the subproblem solution, the fact that the
graph G is derived from a geographical graph G is
not exploited. This exploitation would have permit-
ted more efficiency, but our goal is to compare the
arc routing approach with a node-routing approach
following an automatic transformation. In Table 4,
CAP-node is the solution procedure devoted to the
node-routing problem.
Results clearly demonstrate the interest of using the
geographic graph. When the problem is transformed
into a node-routing problem, the number of vertices
increases significantly and the subproblem solution
procedure becomes inefficient. Thus, it confirms the

Table 3 Impact of Initial Set of Column for the Solution of the PATP

CG() CG(ENUM(2)) CG(ENUM(3)) CG(H) CAP

1 2 1 2 1 2 1 2 1
n t t t t t t t t t t 2

5 0 04 0 05 0 03 0 05 0 02 0 03 0 21 0 23 0 22 0 24
10 0 08 0 11 0 07 0 09 0 06 0 08 0 66 0 69 0 84 0 87
15 2 16 53 32 1 30 37 93 0 31 3 14 2 47 17 38 2 17 3 79
20 7 54 4 37 884 26 1 01 34 67 7 64 287 74 5 96 17 15
25 134 15 51 31 9 85 48 22 14 91 1256 43
30 736 38 22 92 256 37 34 73
35 45 25 1940 79 71 89
40 131 90 122 30
45 209 85 231 94
1
CPU time in seconds to find the linear relaxation value.
2
Total CPU time in seconds to obtain the integer optimal solution value.
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
550 Transportation Science 39(4), pp. 539–552, © 2005 INFORMS

Table 4 Comparison of Solutions in the Geographic Graph and in the because it enables a large decrease in the number
Transformed Graph of negative cost cycles during the subproblem phase.
CAP CAP-node Indeed, in many cases, no such cycle remains in the
graph and a unique iteration of the subproblem is
n it 1 col 2 t 3
Q
it 1 col 2 t 3 performed. Our opinion is that applying the SPPRC-
5 1 8 7 0.22 10 4 1 8 7 0 24 based approach in cases where a large number of neg-
10 2 6 108 1 0.84 45 1 2 6 171 4 3 64 ative cost cycles remain in the graph would be far less
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15 2 4 491 3 2.17 105 3 2 4 1005 8 221 93 efficient.

20 2
2 1143
2 5.96 191
1 2
3 1735
4 1276
60
Finally, it is important to recall that, even for small
1
Number of calls of the subproblem. instances, when lmax tends toward infinity, the size
2
Number of columns generated in 1 . of the state space also tends toward infinity when
3
CPU time in seconds for the solution of the linear relaxation.
nonelementary paths are authorized, while it is not
true in the opposite case. However, this is not a
necessity of developing specific procedures designed sufficient reason to dismiss CAP-SPPRC because §1
for arc-routing problems, even if, obviously, establish- showed that the PATP can be solved in polynomial
ing bridges between node- and arc-routing problems time when the length constraint is redundant.
is also necessary.
5.3. Scenarios on the Instance-Building Parameters
5.2.3. Relaxation of the Elementary Constraint of
Besides the previous tests, this subsection is devoted
the Subproblem. Table 5 compares using an ESPPRC
to developing some understanding of the evolution of
procedure with using a SPPRC procedure to solve the
the solution value and of the efficiency of SARPP, with
subproblem. In the last case, we call CAP-SPPRC the
respect to instance parameters. We successively eval-
procedure dedicated to the solution of the linear relax-
uate the impact of the length limit lmax , of the demand
ation of the PATP.
density (percentage of arcs belonging to Q), of the
To summarize results, it seems more efficient to use
maximal arc capacity, and of the profit value. We do
the SPPRC instead of the ESPPRC for the subproblem
not present heavily detailed results here, just some
inside the column-generation procedure CAP. Even
conclusions; detailed results can be found in Feillet
so, computing times are similar and the use of the
(2001).
SPPRC does not enable us to solve larger instances.
lmax value—A low value of lmax strongly reduces the
It is also important to notice that the use of HCG is
number of feasible cycles in the graph and permits
all the more worthwhile in the case of CAP-SPPRC
a more efficient solution. Nevertheless, an increase
of lmax is not completely negative. Indeed, the larger
Table 5 Comparison Between the Use of the ESPPRC and the SPPRC lmax is, the smaller the gap between HCG result and
as a Subproblem in CAP
the linear relaxation value is and the less numerous
CAP CAP-SPPRC the subproblem calls are. Thus, in many cases, a sin-
1 2 3 1
gle iteration proves that the HCG solution is optimal.
lmax n it col t it col 2 t 3
It is interesting to mention also that when using HCG
1,500 10 2
6 108
1 0
84 3
4 118
9 0
74 instead of ENUM(3) it is all the more important that
15 2
4 491
3 2
17 3
5 340
1 2
07 lmax value is high.
20 2
2 1143
2 5
96 3 804
4 4
73 Demand density—Instances can be solved faster
25 1
9 2746
6 14
91 2
5 1446
3 13
28
30 1
8 3946
8 34
73 2 2148
6 27
27
when demand density is either low or medium.
35 2 6049
0 71
89 2
4 3360
4 58
67 Capacity values—These values do not seem to have
40 2 5945
8 122
30 2
7 4697
1 100
26 a significant impact on the solution efficiency.
45 1
9 9258
2 231
94 2
4 7020
6 177
65 Profit values—Overall, the higher profit values are,
3,000 10 1
2 87
9 0
95 1
4 102
4 0
87 the harder the problem is. Yet, even with very low
15 1
4 937
0 2
55 1
7 596
7 1
97 profit values, the problem remains difficult to solve.
20 1
6 1283
5 6
94 1
8 943
0 5
42
Actually, profit values impact essentially the interest
25 1
6 5264
8 102
96 1
7 1618
7 14
76
30 1
5 4335
4 157
65 2
3 2391
6 38
84 of visiting arcs without collection. The lower profit
6,000 10 1
2 87
5 0
83 1
2 180
3 0
82
values are, the less arcs are visited without collection.
15 1 267
4 1
97 1 267
4 1
95
20 1
1 6759
2 275
03 1
1 1412
3 5
62
25 1
2 1598
5 24
58 1
2 1870
0 18
49 6. Conclusion
30 1
2 3812
4 129
25 1
2 2367
5 59
67 In this article, we have introduced a new problem,
1
Number of calls of the subproblem.
PATP, which is an arc-routing problem with profits,
2
Number of columns generated in 1 . and we have addressed the solution of this problem
3
CPU time in seconds to find the linear relaxation value. with a branch-and-price based procedure.
 Feillet, Dejax, and Gendreau: The Profitable Arc Tour Problem
Transportation Science 39(4), pp. 539–552, © 2005 INFORMS
Several of the results presented with respect to our
column-generation approach (symmetry management
while partitioning the variable set according to the
origin node, flow substructure exploitation) can be
generalized to similar problems, where the aim is to
find a collection of constrained cycles in a graph. In
the same fashion, the way collection decisions are
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fixed for the subproblem, using dual variable values,
is instructive for the use of column generation for
solving related problems.
Branch-and-price methods have seen a rapid devel-
opment in recent years, but their use is still con-
fined to some particular problems. With this work,
we have contributed to the exploration of branch-
and-price possibilities. In particular, the original struc-
ture of the PATP implied the introduction of a new
branching method, which we called the flow-splitting
method.
Our computational experiments allowed us to as-
sess the efficiency of the SARPP procedure for solv-
ing the PATP and to better understand the inherent
complexity of the problem. Results show that SARPP
is able to solve, within a reasonable computing time,
instances with up to 30 vertices, that is, instances with
hundreds of arcs providing profit that could not be
tackled by merely transforming the problem into a
node-routing one.
As a final remark, let us recall that the defini-
tion of PATP has been motivated by an application
in freight transportation. However, many variants
could be derived while facing other practical situa-
tions. Similar problems especially exist in the field of
telecommunication network reliability, as noted in §1.
In our opinion, the results of this paper and the
SARPP algorithm can possibly be adapted to these
other contexts.
Acknowledgments
The authors gratefully acknowledge helpful comments from
three anonymous referees who helped improve the quality
of this paper.
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