Adaptive stabilization based on machine learning for column generation

• Main Authors: SHEN, Yunzhuang, SUN, Yuan, LI, Xiaodong, CAO, Zhiguang, EBERHARD Andrew, ZHANG, Guangquan
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2024
• Subjects: Artificial Intelligence and Robotics
• Online Access: https://ink.library.smu.edu.sg/sis_research/9332; https://ink.library.smu.edu.sg/context/sis_research/article/10332/viewcontent/2405.11198v1.pdf
• Institution: Singapore Management University

Column generation (CG) is a well-established method for solving large-scale linear programs. It involves iteratively optimizing a subproblem containing a subset of columns and using its dual solution to generate new columns with negative reduced costs. This process continues until the dual values co...