Stabilized column generation

被引：190

作者：

du Merle, O

Villeneuve, D

Desrosiers, J

Hansen, P

机构：

[1] France Telecom, F-92794 Issy Les Moulineaux 9, France

[2] Ecole Polytech, Montreal, PQ H3C 3A7, Canada

[3] GERAD, Montreal, PQ H3C 3A7, Canada

[4] GERAD, Montreal, PQ H3T 2A7, Canada

[5] Ecole Hautes Etud Commerciales, Montreal, PQ H3T 2A7, Canada

来源：

DISCRETE MATHEMATICS | 1999年 / 194卷 / 1-3期

关键词：

D O I：

10.1016/S0012-365X(98)00213-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Column generation is often used to solve large-scale optimization problems, and much research has been devoted to improve the convergence of the solution process. We focus on Kelley's algorithm, which frequently exhibits slow convergence, and propose an algorithm that stabilizes and accelerates the solution process while remaining within the linear programming framework. Preliminary numerical results, obtained on air transportation and location problems, show that the stabilized algorithm can be used to improve the solution times for difficult instances and to solve larger ones. (C) 1999 Published by Elsevier Science B.V. All rights reserved.

引用

页码：229 / 237

页数：9

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