The Multi-Point Separation Strategy as a Column Generation Stabilization Technique
Résumé
Column generation suffers from slow convergence. Algorithmic strategies have been designed to accelerate convergence of cutting plane algorithms in mixed integer programming. They have their counterpart in column generation. We show that the "Multi-Point Separation" strategy translates into a column generation stabilization technique that consists in restricting the dual solution to be in the convex hull of the selected multi-point set.