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In-Out Separation and Column Generation Stabilization by Dual Price Smoothing
[chapter]
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
doi:10.1007/978-3-642-38527-8_31
fatcat:k4kzdevnsfgk5dkvuyjubl52i4