In-Out Separation and Column Generation Stabilization by Dual Price Smoothing
SADYKOV, Ruslan
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
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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]
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]
< 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
12th International Symposium on Experimental Algorithms, 2013-06-05, Rome. 2013-06-05, vol. LNCS 7933, p. 354-365
Sringer
English Abstract
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 ...Read more >
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.Read less <
Italian Keywords
Column Generation
Stabilization
Cutting Plane Separation
Origin
Hal imported