Stabilization techniques for Column Generation: towards automated schemes.
VANDERBECK, François
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
SADYKOV, Ruslan
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
See more >
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
VANDERBECK, François
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
SADYKOV, Ruslan
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
< Reduce
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
Language
en
Communication dans un congrès
This item was published in
EURO INFORMS 26, 2013-07-01, Rome. 2013-07-01
English Abstract
Stabilization procedures are critical feature to accelerate the convergence of column generation algorithms. Standard techniques include penalty functions that drive the dual solution close to the incumbent, or smoothing ...Read more >
Stabilization procedures are critical feature to accelerate the convergence of column generation algorithms. Standard techniques include penalty functions that drive the dual solution close to the incumbent, or smoothing techniques that can be viewed as interior point cutting plane strategies in the dual. Our paper is a critical review of such methods, developing further convergence proof and proposing extensions. The efficiency of stabilization heavily rely on proper parametrization. To address this key issue, we develop auto-regulating strategies that aim to replace parameter tuning.Read less <
Italian Keywords
Integer Programming
Combinatorial Optimization
Origin
Hal imported