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通过切割平面恢复丹齐格-沃尔夫界

Recovering Dantzig–Wolfe Bounds by Cutting Planes

Operations Research · 2024
被引 3
人大 AFT50UTD24ABS 4*

中文导读

提出一种从丹齐格-沃尔夫分解中生成切割平面的高效方法,在原始变量空间中恢复对偶界,易于在通用求解器中实现,并降低对偶退化度以提升计算性能。

Abstract

Leveraging Dantzig–Wolfe Decomposition in the Original Variable Space for Mixed-Integer Programming Dantzig–Wolfe decomposition has been extensively applied to solve large-scale mixed-integer programs with decomposable structures, leading to exact solution approaches, such as branch and price. However, these approaches would require solving the problem in an extended variable space and are not readily present in off-the-shelf solvers. In “Recovering Dantzig–Wolfe Bounds by Cutting Planes,” Chen, Günlük, and Lodi propose a computational effective approach for generating cutting planes from Dantzig–Wolfe decomposition to enhance branch and cut in the space of original variables. The proposed approach requires a relatively small number of cutting planes to recover the strength of the Dantzig–Wolfe dual bound and should be easy to implement in general-purpose mixed-integer programming solvers. The authors show that these cutting planes typically lead to a formulation with lower dual degeneracy and hence, a better computational performance than naïve approaches, such as the objective function cut.

整数规划切割平面法列生成分解方法混合整数规划