Deep Dual-Optimal Inequalities for Generalized Capacitated Fixed-Charge Network Design Problems
14 Pages Posted: 23 Nov 2020
Date Written: October 4, 2020
Capacitated fixed-charge network design problems and generalizations, such as service network design problems, have a wide range of applications but are known to be very difficult to solve. Many exact and heuristic algorithms to solve these problems rely on column-and-row generation (CRG), which frequently suffer from primal degeneracy. We present a set of dual inequalities, equivalent to a simple primal relaxation, that speed up CRG algorithms for generalized capacitated fixed charge network design problems. We investigate the impact of the dual inequalities theoretically as well as experimentally. For practical applications, the presented technique is simple to implement, has no additional computational cost and can accelerate CRG by orders of magnitude, depending on the problem size and structure.
Keywords: Capacitated Fixed-Charge Network Design, Deep Dual Optimal Inequalities, Dual Stabilization, Column Generation, Branch-Price-and-Cut
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