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稳定化列生成的双重不等式再探讨

Dual Inequalities for Stabilized Column Generation Revisited

INFORMS journal on computing · 2016
被引 54
人大 BUTD24ABS 3

中文导读

研究了列生成中稳定化方法,推广了双最优不等式,提出新类型不等式并应用于向量装箱、顶点着色等问题,通过动态添加违反的不等式和恢复过程提升收敛速度。

Abstract

Column generation (CG) models have several advantages over compact formulations: they provide better linear program bounds, may eliminate symmetry, and can hide nonlinearities in their subproblems. However, users also encounter drawbacks in the form of slow convergence, also known as the tailing-off effect, and the oscillation of the dual variables. Among different alternatives for stabilizing the CG process, Ben Amor et al. [Ben Amor H, Desrosiers J, Valério de Carvalho JM (2006) Dual-optimal inequalities for stabilized column generation. Oper. Res. 54(3):454–463] suggest the use of dual-optimal inequalities (DOIs) in the context of cutting stock and bin packing problems. We generalize their results, provide new classes of (deep) DOIs, and show the applicability to other problems (vector packing, vertex coloring, bin packing with conflicts). We also suggest the dynamic addition of violated dual inequalities in a cutting-plane fashion and the use of dual inequalities that are not necessarily (deep) DOIs. In the latter case, a recovery procedure is needed to restore primal feasibility. Computational results proving the usefulness of the methods are presented.

列生成整数规划组合优化切割与装箱问题