An integer programming column generation principle for heuristic search methods
| 作者： | Yixin Zhao, Torbjörn Larsson, Elina 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 programming; Column generation; Metaheuristics; Matheuristics; Large 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... |
