In-Out Separation and Column Generation Stabilization by Dual Price Smoothing [chapter]

Artur Pessoa, Ruslan Sadykov, Eduardo Uchoa, Francois Vanderbeck
2013 Lecture Notes in Computer Science  
Stabilization procedures for column generation can be viewed as cutting plane strategies in the dual. Exploiting the link between in-out separation strategies and dual price smoothing techniques for column generation, we derive a generic bound convergence property for algorithms using a smoothing feature. Such property adds to existing in-out asymptotic convergence results. Beyond theoretically convergence, we describe a proposal for effective finite convergence in practice and we develop a
more » ... thing auto-regulating strategy that makes the need for parameter tuning obsolete. These contributions turn stabilization by smoothing into a general purpose practical scheme that can be used into a generic column generation procedure. We conclude the paper by showing that the approach can be combined with an ascent method, leading to improved performances. Such combination might inspire novel cut separation strategies.
doi:10.1007/978-3-642-38527-8_31 fatcat:k4kzdevnsfgk5dkvuyjubl52i4