Un algoritmo de generación de columnas para la gestión de ingresos bajo preferencias de clientes

JUAN JOSÉ MIRANDA BRONT; ISABEL MÉNDEZ-DÍAZ; GUSTAVO VULCANO

Cartagena de Indias

Congreso; XIV Congreso Latino Ibero Americano de Investigación de Operaciones; 2008

Asociación Latino-Iberoamericana de Investigación Operativa

During the past few years, there has been a trend to enrich traditional revenue management models built upon the independent demand paradigm by accounting for customer choice behavior. This extension involves both modeling and computational challenges.One way to describe choice behavior is to assume that each customer belongs to a segment, which is characterized by a consideration set, i.e., a subset of the products provided by the firm that a customer views as options. Customers choose a particular product according to a multinomial-logit criterion, a model widely used in the marketing literature.In this paper, we consider the choice-based, deterministic, linear programming model (CDLP) of Gallego et al.(2004), and the follow-up dynamic programming decomposition heuristic of van Ryzin and Liu (2004). We focus on the more general version of these models, where customers belong to overlapping segments. To solve the CDLP for real-size networks, we need to develop a column generation algorithm. We prove that the associated column generation subproblem is indeed NP-Hard, and propose a simple, greedy heuristic to overcome the complexity of an exact algorithm. Our computational results show that the heuristic is quite effective, and that the overall approach leads to high quality practical solutions.