A New Warmstarting Strategy for the Primal-Dual Column Generation Method

dc.contributor.author	Gondzio, J
dc.contributor.author	González-Brevis, P
dc.date.accessioned	2016-10-07T22:14:17Z
dc.date.available	2016-10-07T22:14:17Z
dc.date.issued	2015
dc.description.abstract	This paper presents a new warmstarting technique in the context of a primal-dual column generation method applied to solve a particular class of combinatorial optimization problems. The technique relies on calculating an initial point and on solving auxiliary linear optimization problems to determine the step direction needed to fully restore primal and dual feasibilities after new columns arrive. Conditions on the maximum size of the cuts and on a suitable initial point are discussed. Additionally, the strategy ensures that the duality gap of the warmstart is bounded by the old duality gap multiplied with a (small) constant, which depends on the relation between the old and modified problems. Computational experiments demonstrate the gains achieved when compared to a coldstart approach.
dc.format.extent	113-146
dc.identifier.citation	Mathematical Programming August 2015, Volume 152, Issue 1, pp 113–146
dc.identifier.uri	http://hdl.handle.net/11447/761
dc.identifier.uri	http://dx.doi.org/10.1007/s10107-014-0779-8
dc.language.iso	en_US
dc.publisher	Springer
dc.title	A New Warmstarting Strategy for the Primal-Dual Column Generation Method
dc.type	Artículo

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