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Using Branch-and-Price to Find High Quality Solutions Quickly

Authors George Nemhauser, Mike Hewitt, Martin Savelsbergh

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DagSemProc.09261.33.pdf
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Keywords
  • Column generation
  • branch-and-price
  • mixed-integer programming
  • inventory routing

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Abstract

We develop an exact solution approach for integer programs that produces high- 
quality solutions quickly by solving well-chosen restrictions of the problem. Column generation is used both for generating these problem restrictions and for producing bounds on the value of an optimal solution to the problem. Obtaining primal solutions by solving problem restrictions also provides an easy way to search for improved solutions in the neighborhood of the current best solution. The overall approach is parallelized and computational experiments demonstrate its efficacy. An application to inventory routing is presented.

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George Nemhauser, Mike Hewitt, and Martin Savelsbergh. Using Branch-and-Price to Find High Quality Solutions Quickly. In Models and Algorithms for Optimization in Logistics. Dagstuhl Seminar Proceedings, Volume 9261, pp. 1-2, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009) https://doi.org/10.4230/DagSemProc.09261.33

Author Details

George Nemhauser
Mike Hewitt
Martin Savelsbergh
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