Dual-optimal inequalities for stabilized column generation
成果类型：
Article
署名作者：
Ben Amor, Hatem; Desrosiers, Jacques; Valerio de Carvalho, Jose Manuel
署名单位：
Universite de Montreal; Universite de Montreal; HEC Montreal; Universite de Montreal; Universidade do Minho
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.1060.0278
发表日期：
2006
页码：
454-463
关键词：
摘要：
Column generation is one of the most successful approaches for solving large-scale linear programming problems. However, degeneracy difficulties and long-tail effects are known to occur as problems become larger. In recent years, several stabilization techniques of the dual variables have proven to be effective. We study the use of two types of dual-optimal inequalities to accelerate and stabilize the whole convergence process. Added to the dual formulation, these constraints are satisfied by all or a subset of the dual-optimal solutions. Therefore, the optimal objective function value of the augmented dual problem is identical to the original one. Adding constraints to the dual problem leads to adding columns to the primal problem, and feasibility of the solution may be lost. We propose two methods for recovering primal feasibility and optimality, depending on the type of inequalities that are used. Our computational experiments on the binary and the classical cutting-stock problems, and more specifically on the so-called triplet instances, show that the use of relevant dual information has a tremendous effect on the reduction of the number of column generation iterations.