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Reinforcement learning for solving the pricing problem in column generation for routing

Author

Listed:
  • Abouelrous, Abdo
  • Bliek, Laurens
  • Gabor, Adriana F.
  • Wu, Yaoxin
  • Zhang, Yingqian

Abstract

In this paper, we address the problem of Column Generation (CG) for routing problems using Reinforcement Learning (RL). Specifically, we use a RL model based on the attention-mechanism architecture to find the columns with most negative reduced cost in the Pricing Problem (PP). Unlike previous Machine Learning (ML) applications for CG, our model deploys an end-to-end mechanism that independently solves the pricing problem without the help of any heuristic. We consider a variant of Vehicle Routing Problem (VRP) as a case study for our method. Through a series of experiments comparing our approach with a Dynamic Programming (DP)-based heuristic for solving the PP, we demonstrate that the proposed method obtains solutions for the linear relaxation up to a reasonable objective gap and significantly faster than the DP-based heuristic for the PP.

Suggested Citation

  • Abouelrous, Abdo & Bliek, Laurens & Gabor, Adriana F. & Wu, Yaoxin & Zhang, Yingqian, 2025. "Reinforcement learning for solving the pricing problem in column generation for routing," Operations Research Perspectives, Elsevier, vol. 15(C).
  • Handle: RePEc:eee:oprepe:v:15:y:2025:i:c:s2214716025000405
    DOI: 10.1016/j.orp.2025.100364
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