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Stabilization techniques for Column Generation: towards automated schemes.

François Vanderbeck 1, 2 Artur Alves Pessoa 1 Ruslan Sadykov 1, 2 Eduardo Uchoa 1 
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 : Stabilization procedures are critical feature to accelerate the convergence of column generation algorithms. Standard techniques include penalty functions that drive the dual solution close to the incumbent, or smoothing techniques that can be viewed as interior point cutting plane strategies in the dual. Our paper is a critical review of such methods, developing further convergence proof and proposing extensions. The efficiency of stabilization heavily rely on proper parametrization. To address this key issue, we develop auto-regulating strategies that aim to replace parameter tuning.
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Contributor : François Vanderbeck Connect in order to contact the contributor
Submitted on : Thursday, July 18, 2013 - 9:35:02 AM
Last modification on : Saturday, June 25, 2022 - 7:46:19 PM


  • HAL Id : hal-00845858, version 1



François Vanderbeck, Artur Alves Pessoa, Ruslan Sadykov, Eduardo Uchoa. Stabilization techniques for Column Generation: towards automated schemes.. EURO INFORMS 26, Jul 2013, Rome, Italy. ⟨hal-00845858⟩



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