A proximal trust-region algorithm for column generation stabilization

DOI10.1016/J.COR.2004.08.003MaRDI QIDQ2571184zbMATH OpenOpenAlexFDO

Authors Jacques Desrosiers, Hatem M. T. Ben Amor

Publication date 1 November 2005

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2004.08.003

zbMATH Keywords

bundle methodscolumn generationcutting planemultiple depot vehicle scheduling problemnondifferentiable convex optimizationproximal methods

Mathematics Subject Classification ID

Traffic problems in operations research (90B20) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

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• Analytic centre stabilization of column generation algorithm for the capacitated vehicle routing problem
• A generalization of column generation to accelerate convergence

Cites work

• A branch and bound algorithm for the multiple depot vehicle scheduling problem
• A Branch-and-Cut Algorithm for the Multiple Depot Vehicle Scheduling Problem
• A bundle Bregman proximal method for convex nondifferentiable minimization
• A Column Generation Approach to the Multiple-Depot Vehicle Scheduling Problem
• A descent method with linear programming subproblems for nondifferentiable convex optimization
• A Linear Programming Approach to the Cutting-Stock Problem
• A note on two problems in connexion with graphs
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
• Convergence Rate Analysis of Nonquadratic Proximal Methods for Convex and Linear Programming
• Decomposition Principle for Linear Programs
• Dual-Optimal Inequalities for Stabilized Column Generation
• Generalized Bundle Methods
• scientific article; zbMATH DE number 3466447 (Why is no real title available?)
• scientific article; zbMATH DE number 3550468 (Why is no real title available?)
• scientific article; zbMATH DE number 3577030 (Why is no real title available?)
• Monotone Operators and the Proximal Point Algorithm
• Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
• On the Convergence of the Proximal Point Algorithm for Convex Minimization
• Proximal Minimization Methods with Generalized Bregman Functions
• Proximité et dualité dans un espace hilbertien
• Stabilized column generation
• The B<scp>oxstep</scp> Method for Large-Scale Optimization
• The Cutting-Plane Method for Solving Convex Programs

Cited in

(15)

• On the choice of explicit stabilizing terms in column generation
• 0-1 reformulations of the multicommodity capacitated network design problem
• Accelerating the branch-and-price algorithm using machine learning
• Stabilized column generation for highly degenerate multiple-depot vehicle scheduling problems
• Interior point stabilization for column generation
• Comparison of bundle and classical column generation
• Using the primal-dual interior point algorithm within the branch-price-and-cut method
• School bus routing -- a column generation approach
• Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
• Stabilizing branch-and-price for constrained tree problems
• Searching for optimal integer solutions to set partitioning problems using column generation
• Chebyshev center based column generation
• BoxStep methods for crew pairing problems
• A branch-and-price algorithm for scheduling parallel machines with sequence dependent setup times
• Managing large fixed costs in vehicle routing and crew scheduling problems solved by column generation

Describes a project that uses

Uses Software

• CPLEX

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