HEC Montréal, Canada, May 2 - 4, 2011
2011 Optimization Days
HEC Montréal, Canada, 2 — 4 May 2011
MB7 Réduction dynamique de contraintes / Dynamic Reduction of Constraints
May 2, 2011 03:30 PM – 05:10 PM
Location: Hélène-Desmarais
Chaired by Issmail El Hallaoui
4 Presentations
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03:30 PM - 03:55 PM
A Stabilized Dynamic Constraint Aggregation Method in Column Generation
Stabilization of dual variables and dynamic constraint aggregation are two examples of approaches used to damp the effects of degeneracy. In this talk, we present how two combine the strength of both for set-partitioning problems. We report computational results for the multi-depot vehicle scheduling problem.
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03:55 PM - 04:20 PM
Integral Simplex Using Decomposition
Since the early '70s, several authors proposed, without much success, adaptations of the simplex algorithm to reach an optimal integer solution to the set-partitioning problem, with a sequence of basic integer solutions. This paper presents an algorithm that iteratively finds improving integer solutions by solving small subproblems. Theoritical and experimental results are presented.
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04:20 PM - 04:45 PM
Positive Edge: A Pricing Criterion for the Identification of Non-Degenerate Simplex Pivots
The positive edge is a new pricing rule for the primal simplex: it identifies, with a probability error less than 2^{−62}, variables allowing for non-degenerate pivots. Its computational complexity is the same as for the reduced cost. The integration of the positive edge rule within COIN-OR has been tested on 32 instances from Mittelmann's Benchmark.
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04:45 PM - 05:10 PM
Dynamic Constraint Aggregation for Crew Pairing
Dynamic constraint aggregation (DCA) is known to improve routing problems solution based on column generation when a quite good initial task partition is known. We apply DCA on crew pairing problem where initial task partition is based on aircraft routes. Computational experimentation shows that even if initial task partition is not close to the final solution task partition, column generation performance could be improved substantially.