Column Generation based Primal Heuristics

Cédric Joncour 1, 2 Sophie Michel 1, 3 Ruslan Sadykov 1, 2 Dmitry Sverdlov 1, 2 François Vanderbeck 1, 2
1 Realopt - Reformulations based algorithms for Combinatorial Optimization
LaBRI - Laboratoire Bordelais de Recherche en Informatique, IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
Abstract : In the past decade, significant progress has been achieved in developing generic primal heuristics that made their way into commercial mixed integer programming (MIP) solver. Extensions to the context of a column generation solution approach are not straightforward. The Dantzig-Wolfe decomposition principle can indeed be exploited in greedy, local search, rounding or truncated exact methods. The price coordination mechanism can bring a global view that may be lacking in some ''myopic'' approaches based on a compact formulation. However, the dynamic generation of variables requires specific adaptation of heuristic paradigms. The column generation literature reports many application specific studies where primal heuristics are a key to success. There remains to extract generic methods that could be seen as black-box primal heuristics for use across applications. In this paper we review generic classes of column generation based primal heuristics. We then focus on a so-called ''diving'' method in which we introduce diversification based on Limited Discrepancy Search. While being a general purpose approach, the implementation of our heuristic illustrates the technicalities specific to column generation. The method is numerically tested on variants of the cutting stock and vehicle routing problems.
Type de document :
Communication dans un congrès
International Symposium on Combinatorial Optimization (ISCO), Mar 2010, HaMMamet, Tunisia. 36, pp.695-702, 2010, Electronic Notes in Discrete Mathematics. 〈http://www.sciencedirect.com/science/article/pii/S1571065310000892〉. 〈10.1016/j.endm.2010.05.088〉
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https://hal.inria.fr/hal-00790610
Contributeur : François Vanderbeck <>
Soumis le : mercredi 20 février 2013 - 15:34:02
Dernière modification le : mercredi 6 juin 2018 - 01:07:37

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Cédric Joncour, Sophie Michel, Ruslan Sadykov, Dmitry Sverdlov, François Vanderbeck. Column Generation based Primal Heuristics. International Symposium on Combinatorial Optimization (ISCO), Mar 2010, HaMMamet, Tunisia. 36, pp.695-702, 2010, Electronic Notes in Discrete Mathematics. 〈http://www.sciencedirect.com/science/article/pii/S1571065310000892〉. 〈10.1016/j.endm.2010.05.088〉. 〈hal-00790610〉

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