An integer programming column generation principle for heuristic search methods
作者: Yixin ZhaoTorbjörn LarssonElina Rönnberg
作者单位: 1School of Automation Nanjing University of Science and Technology China
2 Department of Mathematics Linköping University Sweden
刊名: International Transactions in Operational Research, 2020, Vol.27 (1), pp.665-695
来源数据库: Wiley Journal
DOI: 10.1111/itor.12521
关键词: Integer programmingColumn generationMetaheuristicsMatheuristicsLarge neighbourhood search
原始语种摘要: Abstract(#br)There is an increasing interest in integrating column generation and heuristic approaches to efficiently solve large‐scale discrete optimisation problems. We contribute in this direction. Based on the insights from Lagrangian duality theory, we present an auxiliary problem that can be used for finding near‐optimal solutions to a discrete column‐oriented model. The structure of this auxiliary problem makes it suitable for being addressed with a heuristic search method involving column generation. To this end, we suggest a large neighbourhood search strategy where the repair step is to solve a column generation type subproblem. The suggested search strategy and mathematical models involved need to be tailored to the problem structure. To illustrate important design options and...
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关键词翻译
关键词翻译
  • heuristic 试探
  • generation 世代
  • problem 题目
  • search 搜索
  • column 
  • programming 程序设计
  • strategy 战略
  • allocation 分配
  • options 保留购买权
  • optimal 最佳的