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Combining Column Generation and Lagrangian Relaxation

In: Column Generation

Author

Listed:
  • Dennis Huisman

    (Erasmus University Rotterdam)

  • Raf Jans

    (Erasmus University Rotterdam)

  • Marc Peeters
  • Albert P.M. Wagelmans

    (Erasmus University Rotterdam)

Abstract

Although the possibility to combine column generation and Lagrangian relaxation has been known for quite some time, it has only recently been exploited in algorithms. In this paper, we discuss ways of combining these techniques. We focus on solving the LP relaxation of the Dantzig-Wolfe master problem. In a first approach we apply Lagrangian relaxation directly to this extended formulation, i.e. no simplex method is used. In a second one, we use Lagrangian relaxation to generate new columns, that is Lagrangian relaxation is applied to the compact formulation. We will illustrate the ideas behind these algorithms with an application in lot-sizing. To show the wide applicability of these techniques, we also discuss applications in integrated vehicle and crew scheduling, plant location and cutting stock problems.

Suggested Citation

  • Dennis Huisman & Raf Jans & Marc Peeters & Albert P.M. Wagelmans, 2005. "Combining Column Generation and Lagrangian Relaxation," Springer Books, in: Guy Desaulniers & Jacques Desrosiers & Marius M. Solomon (ed.), Column Generation, chapter 0, pages 247-270, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-25486-9_9
    DOI: 10.1007/0-387-25486-2_9
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    Citations

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    Cited by:

    1. Koza, David Franz, 2019. "Liner shipping service scheduling and cargo allocation," European Journal of Operational Research, Elsevier, vol. 275(3), pages 897-915.
    2. Eliashberg, Jehoshua & Hegie, Quintus & Ho, Jason & Huisman, Dennis & Miller, Steven J. & Swami, Sanjeev & Weinberg, Charles B. & Wierenga, Berend, 2009. "Demand-driven scheduling of movies in a multiplex," International Journal of Research in Marketing, Elsevier, vol. 26(2), pages 75-88.
    3. Silvio Alexandre de Araujo & Bert De Reyck & Zeger Degraeve & Ioannis Fragkos & Raf Jans, 2015. "Period Decompositions for the Capacitated Lot Sizing Problem with Setup Times," INFORMS Journal on Computing, INFORMS, vol. 27(3), pages 431-448, August.
    4. Lucas P. Veelenturf & Daniel Potthoff & Dennis Huisman & Leo G. Kroon & Gábor Maróti & Albert P. M. Wagelmans, 2016. "A Quasi-Robust Optimization Approach for Crew Rescheduling," Transportation Science, INFORMS, vol. 50(1), pages 204-215, February.
    5. Annette Chmielewski & Boris Naujoks & Michael Janas & Uwe Clausen, 2009. "Optimizing the Door Assignment in LTL-Terminals," Transportation Science, INFORMS, vol. 43(2), pages 198-210, May.
    6. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G. & Maróti, G. & Wagelmans, A.P.M., 2013. "A Quasi-Robust Optimization Approach for Resource Rescheduling," Econometric Institute Research Papers 50110, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. Lixin Tang & Gongshu Wang & Jiyin Liu & Jingyi Liu, 2011. "A combination of Lagrangian relaxation and column generation for order batching in steelmaking and continuous‐casting production," Naval Research Logistics (NRL), John Wiley & Sons, vol. 58(4), pages 370-388, June.
    8. Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-driven scheduling of movies in a multiplex," Econometric Institute Research Papers EI 2007-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Mariana Escallón-Barrios & Daniel Castillo-Gomez & Jorge Leal & Carlos Montenegro & Andrés L. Medaglia, 2022. "Improving harvesting operations in an oil palm plantation," Annals of Operations Research, Springer, vol. 314(2), pages 411-449, July.
    10. Thomas, Anu & Venkateswaran, Jayendran & Singh, Gaurav & Krishnamoorthy, Mohan, 2014. "A resource constrained scheduling problem with multiple independent producers and a single linking constraint: A coal supply chain example," European Journal of Operational Research, Elsevier, vol. 236(3), pages 946-956.
    11. Huisman, Dennis, 2007. "A column generation approach for the rail crew re-scheduling problem," European Journal of Operational Research, Elsevier, vol. 180(1), pages 163-173, July.

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