Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
475577 | Computers & Operations Research | 2006 | 18 Pages |
Abstract
This paper proposes a generalization of the proximal point algorithm using both penalty and trust-region concepts. Finite convergence is established while assuming the trust regions are of full dimension and never shrink to a single point. The approach is specialized to the cutting plane/column generation context. The resulting algorithm ensures convergence to a pair of primal and dual optimal solutions. Computational experiments carried over multi-depot vehicle scheduling instances show a great stabilizing and accelerating effect on the column generation method.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Hatem Ben Amor, Jacques Desrosiers,