Large-scale optimization with the primal-dual column generation method
نویسندگان
چکیده
منابع مشابه
Large-scale optimization with the primal-dual column generation method
The primal-dual column generation method (PDCGM) is a general-purpose column generation technique that relies on the primal-dual interior point method to solve the restricted master problems. The use of this interior point method variant allows to obtain suboptimal and well-centered dual solutions which naturally stabilizes the column generation. A reduction in the number of calls to the oracle...
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The classical column generation is based on optimal solutions of the restricted master problems. This strategy frequently results in an unstable behaviour and may require an unnecessarily large number of iterations. To overcome this weakness, variations of the classical approach use interior points of the dual feasible set, instead of optimal solutions. In this paper, we address the primal-dual...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2015
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-015-0090-6