Hybrid column generation for large-size Covering Integer Programs : application to transportation planning
Résumé
The well-known column generation scheme is often an efficient approach for solving the linear relaxation of large-size Covering Integer Programs (CIP). In this paper, this technique is hybridized with an extension of the best-known CIP approximation heuristic, taking advantage of distinct criteria of columns selection. This extension uses fractional optimization for solving pricing subproblems. Numerical results on a real-case transportation planning problem show that the hybrid scheme accelerates the convergence of column generation both in terms of number of iterations and computational time. The integer solutions generated at the end of the process can also be improved for a significant proportion of instances, highlighting the potential of diversification of the approximation heuristic.