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]
Leer más >
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]
< Leer menos
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
Idioma
en
Communication dans un congrès
Este ítem está publicado en
EURO INFORMS 26, 2013-07-01, Rome. 2013-07-01
Resumen en inglés
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 ...Leer más >
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.< Leer menos
Palabras clave en italiano
Integer Programming
Combinatorial Optimization
Orígen
Importado de HalCentros de investigación