Column Generation for the Minimum Hyperplanes Clustering Problem

Column generation is a fundamental technique for solving large-scale combinatorial optimization problems such as unit commitment and vehicle routing, yet its performance is often limited by dual oscillation. This study explores the intrinsic cause of this phenomenon from the perspective of shadow price theory and demonstrates that dual oscillation arises from the lack of marginal interpretability of Lagrange multipliers when multiple dual solutions coexist. To address this issue, an improved column generation framework is proposed in which traditional multipliers are replaced with minimum-norm multipliers that possess clear economic meaning and act as directional shadow prices. A generalized pricing subproblem is formulated, and partial minimum-norm multipliers are obtained through convex quadratic optimization to guide column generation. Numerical experiments on a simplified single-period unit commitment case and large-scale cutting stock problems showed that the proposed approach eliminated invalid column generation and achieved speedy convergence to the optimal solution within only two iterations for the unit commitment case, and the classical column generation exhibited slow convergence with dual oscillation in large-scale scenarios while the improved algorithm achieved fast and stable convergence. The results indicate that the stabilization method enhances the consistency of dual variables and provides a more robust foundation for the theoretical and practical development of column generation algorithms.

A stabilized branch-and-price-and-cut algorithm for the waste transportation problem with split transportation

The minimum sum-of-squares clustering problem (MSSC), also known as k-means clustering, refers to the problem of partitioning n data points into k clusters, with the objective of minimizing the total sum of squared Euclidean distances between each point and the center of its assigned cluster. We propose an efficient algorithm for solving large-scale MSSC instances, which combines column generation (CG) with dynamic constraint aggregation (DCA) to effectively reduce the number of constraints considered in the CG master problem. DCA was originally conceived to reduce degeneracy in set partitioning problems by utilizing an aggregated restricted master problem obtained from a partition of the set partitioning constraints into disjoint clusters. In this work, we explore the use of DCA within a CG algorithm for MSSC exact solution. Our method is fine-tuned by a series of ablation studies on DCA design choices, and is demonstrated to significantly outperform existing state-of-the-art exact approaches available in the literature. History: Accepted by Andrea Lodi, Design & Analysis of Algorithms–Discrete. Funding: This work was supported by Natural Sciences and Engineering Research Council of Canada [Grant 2023-04466]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2024.0938 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2024.0938 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

A comparative analysis of linear fitting for non-linear functions on optimization: A case study: Air pollution problems

Cooperative scheduling of airport ground electric service vehicles considering workload balance: A column generation approach

Column generation is an increasingly popular basic tool for the solution of large-scale mathematical programming problems. As problems being solved grow bigger, column generation may however become less efficient in its present form, where columns typically are not optimizing, and finding an optimal solution instead entails finding an optimal convex combination of a huge number of them. We present a class of column generation algorithms in which the columns defining the restricted master problem may be chosen to be optimizing in the limit, thereby reducing the total number of columns needed. This first article is devoted to the convergence properties of the algorithm class, and includes global (asymptotic) convergence results for differentiable minimization, finite convergence results with respect to the optimal face and the optimal solution, and extensions of these results to variational inequality problems. An illustration of its possibilities is made on a nonlinear network flow model, contrasting its convergence characteristics to that of the restricted simplicial decomposition (RSD) algorithm.

In this paper, we introduce the Electric Vehicle Routing Problem with Flexible Time Windows (EVRPFTW) in which vehicles are allowed to serve customers before and after the earliest and latest time window bounds, respectively. The objective of this problem is to assign electric vehicles to feasible routes and make schedules with minimum total cost that includes the traveling costs, the costs of using electric vehicles and the penalty costs incurred for earliness and lateness. The proposed mathematical model is solved by a column generation procedure. To generate an integer solution, we solve an integer programming problem using the routes constructed by the column generation algorithm. We further develop a linear programming model to compute the optimal times to start service at each customer for the selected routes. A number of well-known benchmark instances is solved by our solution procedure to evaluate the operational gains obtained by employing flexible time windows.

An exact algorithm for a vehicle routing problem with time windows and multiple use of vehicles

In the UAV-based urban delivery setting, the battery capacity serves as one of the key factors affecting the delivery range of drones. For a typical multi-rotor unmanned aerial vehicle (UAV), the maximum effective working range of a lithium battery for a single flight leg is approximately 20 km. In practice, the lithium battery is replaced each time the UAV completes a delivery, even though the remaining power of the replaced lithium battery is still capable of supporting the following flight legs. Therefore, the one-order-one-swapping strategy significantly brings down the battery utilisation as well as the efficiency of the delivery system. In the present paper, the UAV-based delivery problem with battery swapping decision is considered, where multiple en route pickup and deliveries are allowed. To obtain optimal decisions in terms of flight route, time and location of each battery swapping, a branch-and-price-and-cut algorithm is introduced. First we formulate this problem as a mixed integer linear programming (MILP) model, and then decompose it into a master problem and a pricing sub-problem, where the master problem is considered as a set covering model, and the sub-problem as an elementary shortest path problem with resource constraints (ESPPRC). To speed up the process of column generation, efficient heuristics are also integrated to provide basic feasible solutions. In the pricing sub-problem, a combination of heuristic algorithm and dynamic programming is implemented to improve the computational efficiency. In the numerical experiments, the proposed algorithm is tested on various scales of UAV-based urban delivery instances, the performance of which is analysed and compared with the off-the-shelf commercial solver.

Due to the strong coupling relationship between active power and reactive power in distribution network, the traditional method of optimizing the active and reactive power cannot make the distribution network operate in the optimal state of economical operation. And the uncertainties of load demand and power of distributed generation bring great challenges to the operation of distribution network. Based on this, a two-stage robust economical operation optimization method for distribution network considering multiple adjustment measures, including on-load tap changer, capacitor banks, static var compensator, electrical storage system and switch reconfiguration, is proposed on the basis of the branch power flow model. And the non-linear power flow constraint is relaxed by second order cone so that the economical operation optimization model is transformed into the mixed integer second order conic programming model to solve effectively. To solve the uncertainties of load demand and power of distributed generation, two-stage robust optimization method is adopted, and the optimal robust operation strategy of each adjustment measure is obtained through the column and constraint generation algorithm. Finally, the validity of the proposed model is verified by IEEE 33 bus system.

An effective resource allocation technique is required for each Ready Mixed Concrete (RMC). Finding the optimum solution for large scale RMC dispatching problems with available computing facilities is intractable. Two kinds of techniques have been implemented to deal with this problem: (i) evolutionary techniques and (ii) numerical techniques. For the purposes of this paper we selected a technique from each category and compared them under the same conditions. Robust Genetic Algorithm (Robust-GA) and Column Generation (CG) were selected and tested with different sizes of real RMC problems. The results show that on average CG solutions are obtained with a 20% reduced cost. However, Robust-GA converges 40% faster than CG, while the number of unassigned customers for both the techniques is almost the same.

Designing networks with resiliency to edge failures using two-stage robust optimization

We study the polyhedral structure of simple mixed integer sets that generalize the two variable set {(s,z)R 1 + ×ℤ1:s≥z−b}. These sets form basic building blocks that can be used to derive tight formulations for more complicated mixed integer programs. For four such sets we give a complete description by valid inequalities and/or an integral extended formulation, and we also indicate what constraints can be added without destroying integrality. We apply these results to provide tight formulations for certain piecewise–linear convex objective integer programs, and in a companion paper we exploit them to provide polyhedral descriptions and computationally effective mixed integer programming formulations for discrete lot-sizing problems.

We present a method based on mean field theory to cope with the mixed nonlinear integer programming, especially with optimal power flow problems involving both continuous and discrete variables, in a more exact manner. That is, we first formulate OPF as a mixed integer programming, and then derive its mean field equations as well as the annealing algorithm, by taking advantage of the characteristics of the original problems. Numerical simulations have verified effectiveness of this approach for small power systems.

We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is shown to be NP-Hard. We recourse to a decision tree-based heuristic and solve a proxy pricing subproblem for acceleration. The method returns a set of rules along with their optimal weights indicating the importance of each rule for learning. We address interpretability and fairness by assigning cost coefficients to the rules and introducing additional constraints. In particular, we focus on local interpretability and generalize a separation criterion in fairness to multiple sensitive attributes and classes. We test the performance of the proposed methodology on a collection of datasets and present a case study to elaborate on its different aspects. The proposed rule-based learning method exhibits a good compromise between local interpretability and fairness on the one side, and accuracy on the other side. • Scalable algorithm using column generation for binary and multi-class classification. • Algorithm can incorporate additional constraints for group fairness definitions. • (Local) interpretability of the final rule set is considered in multiple ways. • Extensive experimental results show balance of accuracy, interpretability, fairness. • NP-hardness of pricing subproblem is proven and effective heuristic is proposed.