Dual Inequalities for Stabilized Column Generation Revisited

Timo Gschwind () and Stefan Irnich ()
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Timo Gschwind: Johannes Gutenberg-Universitaet Mainz, Germany
Stefan Irnich: Johannes Gutenberg-Universitaet Mainz, Germany

No 1407, Working Papers from Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz

Abstract: Column generation (CG) models have several advantages over compact formulations, namely, they provide better LP bounds, may eliminate symmetry, and can hide non-linearities in their subproblems. However, users also encounter drawbacks in the form of slow convergency a.k.a. 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., and Valério de Carvalho, J. M. (2006). Dual-optimal inequalities for stabilized column generation. Operations Research, 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.

Keywords: Column generation; dual inequalities; stabilization (search for similar items in EconPapers)
Pages: 30 pages
Date: 2014-07-23, Revised 2014-07-23
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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https://download.uni-mainz.de/RePEc/pdf/Discussion_Paper_1407.pdf First version, 2014 (application/pdf)

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