Interior point stabilization for column generation

Interior Point Stabilization (IPS) is an acceleration method for Column Generation algorithms. Like previous stabilization techniques, it addresses degeneracy problems and convergence difficulties by preventing dual variables from taking extreme values. IPS is however different since it selects a dual solution inside the optimal dual space rather than retrieving an extreme point solution from the LP solver. The general method is presented and applied to the well known case of the Vehicle Routing Problem with Time Windows. Computational results indicate that IPS compares favorably to traditional stabilization approaches, while necessitating fewer parameterizations.