PESSOA, Artur; SADYKOV, Ruslan; UCHOA, Eduardo; VANDERBECK, François

doi:10.1007/978-3-642-38527-8

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PESSOA, Artur
Reformulations based algorithms for Combinatorial Optimization [Realopt]

SADYKOV, Ruslan
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]

UCHOA, Eduardo
Reformulations based algorithms for Combinatorial Optimization [Realopt]

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Communication dans un congrès

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12th International Symposium on Experimental Algorithms, 2013-06-05, Rome. 2013-06-05, vol. LNCS 7933, p. 354-365

Sringer

Résumé en anglais

Stabilization procedures for column generation can be viewed as cutting plane strategies in the dual. Exploiting the link between in-out separation strategies and dual price smoothing techniques for column generation, we derive a generic bound convergence property for algorithms using a smoothing feature. Such property adds to existing in-out asymptotic convergence results. Beyond theoretically convergence, we describe a proposal for effective finite convergence in practice and we develop a smoothing auto-regulating strategy that makes the need for parameter tuning obsolete. These contributions turn stabilization by smoothing into a general purpose practical scheme that can be used into a generic column generation procedure. We conclude the paper by showing that the approach can be combined with an ascent method, leading to improved performances. Such combination might inspire novel cut separation strategies.< Réduire

Mots clés en italien

Column Generation

Stabilization

Cutting Plane Separation

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In-Out Separation and Column Generation Stabilization by Dual Price Smoothing

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