Column Generation based Primal Heuristics

8 years 3 months ago
Column Generation based Primal Heuristics
In the past decade, significant progress has been achieved in developing generic primal heuristics that made their way into commercial mixed integer programming (MIP) solver. Extensions to the context of a column generation solution approach are not straightforward. The Dantzig-Wolfe decomposition principle can indeed be exploited in greedy, local search, rounding or truncated exact methods. The price coordination mechanism can bring a global view that may be lacking in some "myopic" approaches based on a compact formulation. However, the dynamic generation of variables requires specific adaptation of heuristic paradigms. The column generation literature reports many application specific studies where primal heuristics are a key to success. There remains to extract generic methods that could be seen as black-box primal heuristics for use across applications. In this paper we review generic classes of column generation based primal heuristics. We then focus on a so-called &qu...
C. Joncour, S. Michel, R. Sadykov, D. Sverdlov, Fr
Added 02 Mar 2011
Updated 02 Mar 2011
Type Journal
Year 2010
Where ENDM
Authors C. Joncour, S. Michel, R. Sadykov, D. Sverdlov, François Vanderbeck
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