Pedro Munari (University of São Paulo, Brazil)

Further developments in the primal-dual column generation technique
Wednesday 27 October 2010 at 15.30, JCMB 6206

Abstract

The column generation technique is an essential tool in the context of integer programming. This technique consists in an iterative method applied to solve a linear programming problem with columns of its coefficient matrix generated by following a known rule. In the context of integer programming, the linear programming problems usually arise when a decomposition or relaxation technique is applied to the original integer programming problem. The classical column generation is based on optimal solutions, which usually present an unstable behaviour and may require an unnecessarily large number of iterations. To overcome this, variations of the classical approach avoid optimal solutions. This is the case in the primal-dual column generation technique, which relies in well-centred suboptimal solutions found by a primal-dual interior point method. In this talk, I will review the main aspects of different column generation approaches and present new theoretical developments concerning the primal-dual technique. Also, computational results for three different classes of applications of integer programming will be presented. They show that the primal-dual technique usually leads to a substantial reduction in both number of iterations and running time when compared to other approaches.

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