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Dynamic constraint and variable aggregation in column generation

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  • Bouarab, Hocine
  • El Hallaoui, Issmail
  • Metrane, Abdelmoutalib
  • Soumis, François

Abstract

Starting from the improved primal simplex (IPS) decomposition, introduced by Elhallaoui et al. (2011) to tackle degeneracy in general linear programs, we introduce and discuss the mathematical foundations of improved column-generation decompositions (ICG) that are better than the standard column-generation decomposition when degeneracy is an issue. We also present an improved dynamic constraint aggregation (IDCA), which is a specialization of ICG to efficiently solve set partitioning problems. We show that IDCA improves the dynamic constraint aggregation (DCA) and the multiphase dynamic constraint aggregation (MPDCA) algorithms (Elhallaoui et al., 2005, 2010) that not only reduce degeneracy but also profit from it to efficiently solve set partitioning problems. IDCA solves at each iteration a complementary problem (CP) to obtain a group of variables that can be aggregated or pivoted into the basis to bypass degenerate pivots and decrease the objective value and to obtain more “central” dual solutions to generate new columns. Our numerical results show reduction factors in the solution times exceeding 10 for IDCA compared to a state-of-the-art standard column-generation solver.

Suggested Citation

  • Bouarab, Hocine & El Hallaoui, Issmail & Metrane, Abdelmoutalib & Soumis, François, 2017. "Dynamic constraint and variable aggregation in column generation," European Journal of Operational Research, Elsevier, vol. 262(3), pages 835-850.
    • Handle: RePEc:eee:ejores:v:262:y:2017:i:3:p:835-850
    DOI: 10.1016/j.ejor.2017.04.049
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    1. Adil Tahir & Guy Desaulniers & Issmail El Hallaoui, 2022. "Integral Column Generation for Set Partitioning Problems with Side Constraints," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2313-2331, July.
    2. de Lima, Vinícius L. & Alves, Cláudio & Clautiaux, François & Iori, Manuel & Valério de Carvalho, José M., 2022. "Arc flow formulations based on dynamic programming: Theoretical foundations and applications," European Journal of Operational Research, Elsevier, vol. 296(1), pages 3-21.
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    4. Selvaprabu Nadarajah & Andre A. Cire, 2020. "Network-Based Approximate Linear Programming for Discrete Optimization," Operations Research, INFORMS, vol. 68(6), pages 1767-1786, November.
    5. Abdelouahab Zaghrouti & Issmail El Hallaoui & François Soumis, 2020. "Improving set partitioning problem solutions by zooming around an improving direction," Annals of Operations Research, Springer, vol. 284(2), pages 645-671, January.
    6. Guy Desaulniers & François Lessard & Mohammed Saddoune & François Soumis, 2020. "Dynamic Constraint Aggregation for Solving Very Large-scale Airline Crew Pairing Problems," SN Operations Research Forum, Springer, vol. 1(3), pages 1-23, September.
    7. Adil Tahir & Guy Desaulniers & Issmail El Hallaoui, 2019. "Integral column generation for the set partitioning problem," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 8(5), pages 713-744, December.

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