,
Edward Lam
Creative Commons Attribution 4.0 International license
Column generation and branch-and-price (B&P) are leading mathematical optimization methods for large-scale exact optimization, iterating between solving a master problem and a pricing problem. Due to the difficulty of discrete optimization, high-performance column generation often relies on a custom pricing algorithm built specifically to exploit the problem’s structure. This bespoke nature of the pricing solver makes column generation a problem-specific method and hinders the use of generic implementations across a wide range of problems. We show that domain-independent dynamic programming (DIDP), a model-based paradigm for dynamic programming, can be used as a generic pricing solver. We develop new modeling features and a solving algorithm for DIDP to achieve better performance in typical pricing problems. We demonstrate that in four problem classes, our implementations of B&P, with pricing by DIDP, empirically outperform an existing automated B&P solver and B&P with pricing by mixed-integer programming or constraint programming.
@InProceedings{kuroiwa_et_al:LIPIcs.CP.2026.37,
author = {Kuroiwa, Ryo and Lam, Edward},
title = {{Column Generation with Domain-Independent Dynamic Programming}},
booktitle = {32nd International Conference on Principles and Practice of Constraint Programming (CP 2026)},
pages = {37:1--37:24},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-95977-432-1},
ISSN = {1868-8969},
year = {2026},
volume = {379},
editor = {Beldiceanu, Nicolas},
publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
address = {Dagstuhl, Germany},
URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CP.2026.37},
URN = {urn:nbn:de:0030-drops-266699},
doi = {10.4230/LIPIcs.CP.2026.37},
annote = {Keywords: Modelling \& Modelling Languages, Dynamic Programming, Operations Research \& Mathematical Optimisation}
}
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