메뉴 건너뛰기




Volumn 54, Issue 3, 2006, Pages 436-453

Global optimality conditions for discrete and nonconvex optimization-with applications to Lagrangian heuristics and column generation

Author keywords

Column generation algorithms; Core problems; Programming, integer, algorithms: Lagrangian heuristics; Programming, integer, theory: global optimality conditions

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; HEURISTIC METHODS; OPTIMIZATION; PERTURBATION TECHNIQUES; PROBLEM SOLVING;

EID: 33744792363     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1060.0292     Document Type: Article
Times cited : (19)

References (58)
  • 1
    • 84867980790 scopus 로고    scopus 로고
    • A survey of very large scale neighborhood search techniques
    • Ahuja, R. K., O. Ergun, J. B. Orlin, A. P. Punnen. 2002. A survey of very large scale neighborhood search techniques. Discrete Appl. Math. 123 75-102.
    • (2002) Discrete Appl. Math. , vol.123 , pp. 75-102
    • Ahuja, R.K.1    Ergun, O.2    Orlin, J.B.3    Punnen, A.P.4
  • 2
    • 0012041144 scopus 로고    scopus 로고
    • A homogenized cutting plane method to solve the convex feasibility problem
    • X.-Q. Yang, K. L. Teo, L. Caccetta, eds. Kluwer Academic Publishers, Dordrecht, The Netherlands
    • Andersen, E. D., J. E. Mitchell, C. Roos, T. Terlaky. 2001. A homogenized cutting plane method to solve the convex feasibility problem. X.-Q. Yang, K. L. Teo, L. Caccetta, eds. Optimization Methods and Applications. Kluwer Academic Publishers, Dordrecht, The Netherlands, 167-190.
    • (2001) Optimization Methods and Applications , pp. 167-190
    • Andersen, E.D.1    Mitchell, J.E.2    Roos, C.3    Terlaky, T.4
  • 3
    • 0002938084 scopus 로고
    • A column generation algorithm for a ship scheduling problem
    • Appelgren, L. H. 1969. A column generation algorithm for a ship scheduling problem. Transportation Sci. 3 53-68.
    • (1969) Transportation Sci. , vol.3 , pp. 53-68
    • Appelgren, L.H.1
  • 4
    • 0002914365 scopus 로고
    • Integer programming methods for a vessel scheduling problem
    • Appelgren, L. H. 1971. Integer programming methods for a vessel scheduling problem. Transportation Sci. 5 64-78.
    • (1971) Transportation Sci. , vol.5 , pp. 64-78
    • Appelgren, L.H.1
  • 5
    • 0030282457 scopus 로고    scopus 로고
    • A dynamic subgradient-based branch-andbound procedure for set covering
    • Balas, E., M. C. Carrera. 1996. A dynamic subgradient-based branch-andbound procedure for set covering. Oper. Res. 44 875-890.
    • (1996) Oper. Res. , vol.44 , pp. 875-890
    • Balas, E.1    Carrera, M.C.2
  • 6
    • 0002590071 scopus 로고
    • An algorithm for set covering problems
    • Balas, E., A. Ho. 1980. An algorithm for set covering problems. Math. Programming Stud. 12 37-60.
    • (1980) Math. Programming Stud. , vol.12 , pp. 37-60
    • Balas, E.1    Ho, A.2
  • 7
    • 0000843040 scopus 로고
    • An algorithm for large zero-one knapsack problems
    • Balas, E., E. Zemel. 1980. An algorithm for large zero-one knapsack problems. Oper. Res. 28 1130-1154.
    • (1980) Oper. Res. , vol.28 , pp. 1130-1154
    • Balas, E.1    Zemel, E.2
  • 10
    • 0023386647 scopus 로고
    • An algorithm for set covering problems
    • Beasley, J. E. 1987. An algorithm for set covering problems. Eur. J. Oper. Res. 31 85-93.
    • (1987) Eur. J. Oper. Res. , vol.31 , pp. 85-93
    • Beasley, J.E.1
  • 11
    • 0003359547 scopus 로고
    • Lagrangian relaxation
    • C. R. Reeves, ed. Chapter 6. Blackwell Scientific Publications, Oxford, UK
    • Beasley, J. E. 1993. Lagrangian relaxation. C. R. Reeves, ed. Chapter 6 in Modern Heuristic Techniques for Combinatorial Problems. Blackwell Scientific Publications, Oxford, UK, 243-303.
    • (1993) Modern Heuristic Techniques for Combinatorial Problems , pp. 243-303
    • Beasley, J.E.1
  • 14
    • 0019539234 scopus 로고
    • Seasonal production and sales planning with limited shared tooling at the key operation
    • Brown, G. G., A. Geoffrion, G. Bradley. 1981. Seasonal production and sales planning with limited shared tooling at the key operation. Management Sci. 27 247-259.
    • (1981) Management Sci. , vol.27 , pp. 247-259
    • Brown, G.G.1    Geoffrion, A.2    Bradley, G.3
  • 15
    • 0000204962 scopus 로고
    • Cyclical schedules for capacitated lot sizing with dynamic demands
    • Campbell, G. M., V. A. Mabert. 1991. Cyclical schedules for capacitated lot sizing with dynamic demands. Management Sci. 17 409-427.
    • (1991) Management Sci. , vol.17 , pp. 409-427
    • Campbell, G.M.1    Mabert, V.A.2
  • 16
    • 0033351565 scopus 로고    scopus 로고
    • A heuristic method for the set covering problem
    • Caprara, A., M. Fischetti, P. Toth. 1999. A heuristic method for the set covering problem. Oper. Res. 47 730-743.
    • (1999) Oper. Res. , vol.47 , pp. 730-743
    • Caprara, A.1    Fischetti, M.2    Toth, P.3
  • 17
    • 0036759198 scopus 로고    scopus 로고
    • Modeling and solving the train timetabling problem
    • Caprara, A., M. Fischetti, P. Toth. 2002. Modeling and solving the train timetabling problem. Oper. Res. 50 851-861.
    • (2002) Oper. Res. , vol.50 , pp. 851-861
    • Caprara, A.1    Fischetti, M.2    Toth, P.3
  • 18
    • 33744795091 scopus 로고    scopus 로고
    • Lagrangian relaxation and enumeration for solving constrained shortest-path problems
    • University of Waikato, Hamilton, New Zealand
    • Carlyle, W. M., R. K. Wood. 2003. Lagrangian relaxation and enumeration for solving constrained shortest-path problems. Proc. 38th Annual ORSNZ Conf., University of Waikato, Hamilton, New Zealand, 3-12.
    • (2003) Proc. 38th Annual ORSNZ Conf. , pp. 3-12
    • Carlyle, W.M.1    Wood, R.K.2
  • 19
    • 0001140270 scopus 로고    scopus 로고
    • A Lagrangian-based heuristic for large-scale set covering problems
    • Ceria, S., P. Nobili, A. Sassano. 1998. A Lagrangian-based heuristic for large-scale set covering problems. Math. Programming 81 215-228.
    • (1998) Math. Programming , vol.81 , pp. 215-228
    • Ceria, S.1    Nobili, P.2    Sassano, A.3
  • 20
    • 0000301097 scopus 로고
    • A greedy heuristic for the set-covering problem
    • Chvátal, V. 1979. A greedy heuristic for the set-covering problem. Math. Oper. Res. 4 233-235.
    • (1979) Math. Oper. Res. , vol.4 , pp. 233-235
    • Chvátal, V.1
  • 21
    • 0018031445 scopus 로고
    • A dual-based procedure for uncapacitated facility location
    • Erlenkotter, D. 1978. A dual-based procedure for uncapacitated facility location. Oper. Res. 26 992-1009.
    • (1978) Oper. Res. , vol.26 , pp. 992-1009
    • Erlenkotter, D.1
  • 22
    • 0000703172 scopus 로고
    • Generalized Lagrange multiplier method for solving problem of optimal allocation of resources
    • Everett, III, H. 1963. Generalized Lagrange multiplier method for solving problem of optimal allocation of resources. Oper. Res. 11 399-518.
    • (1963) Oper. Res. , vol.11 , pp. 399-518
    • Everett III, H.1
  • 23
    • 0034377204 scopus 로고    scopus 로고
    • Dual applications of proximal bundle methods, including Lagrangian relaxation of nonconvex problems
    • Feltenmark, S., K. C. Kiwiel. 2000. Dual applications of proximal bundle methods, including Lagrangian relaxation of nonconvex problems. SIAM J. Optim. 14 697-721.
    • (2000) SIAM J. Optim. , vol.14 , pp. 697-721
    • Feltenmark, S.1    Kiwiel, K.C.2
  • 24
    • 0019477279 scopus 로고
    • The Lagrangian relaxation method for solving integer programming problems
    • Fisher, M. L. 1981. The Lagrangian relaxation method for solving integer programming problems. Management Sci. 27 1-18.
    • (1981) Management Sci. , vol.27 , pp. 1-18
    • Fisher, M.L.1
  • 25
    • 0022031091 scopus 로고
    • An applications oriented guide to Lagrangian relaxation
    • Fisher, M. L. 1985. An applications oriented guide to Lagrangian relaxation. Interfaces 15 10-21.
    • (1985) Interfaces , vol.15 , pp. 10-21
    • Fisher, M.L.1
  • 26
    • 0028461566 scopus 로고
    • Optimal solution of vehicle-routing problems using minimum K-trees
    • Fisher, M. L. 1994. Optimal solution of vehicle-routing problems using minimum K-trees. Oper. Res. 42 626-642.
    • (1994) Oper. Res. , vol.42 , pp. 626-642
    • Fisher, M.L.1
  • 27
    • 0002554041 scopus 로고
    • Lagrangian relaxation for integer programming
    • Geoffrion, A. M. 1974. Lagrangian relaxation for integer programming. Math. Programming Stud. 2 82-114.
    • (1974) Math. Programming Stud. , vol.2 , pp. 82-114
    • Geoffrion, A.M.1
  • 28
    • 84987047540 scopus 로고
    • A dual algorithm for the constrained shortest path problem
    • Handler, G. Y., I. Zang. 1980. A dual algorithm for the constrained shortest path problem. Networks 10 293-310.
    • (1980) Networks , vol.10 , pp. 293-310
    • Handler, G.Y.1    Zang, I.2
  • 29
    • 0001050402 scopus 로고
    • The traveling salesman problem and minimum spanning trees: Part I
    • Held, M., R. M. Karp. 1970. The traveling salesman problem and minimum spanning trees: Part I. Oper. Res. 18 1138-1162.
    • (1970) Oper. Res. , vol.18 , pp. 1138-1162
    • Held, M.1    Karp, R.M.2
  • 30
    • 34250461535 scopus 로고
    • The traveling-salesman problem and minimum spanning trees: Part II
    • Held, M., R. M. Karp. 1971. The traveling-salesman problem and minimum spanning trees: Part II. Math. Programming 1 6-25.
    • (1971) Math. Programming , vol.1 , pp. 6-25
    • Held, M.1    Karp, R.M.2
  • 31
  • 33
    • 0029336239 scopus 로고
    • Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
    • Kiwiel, K. C. 1995. Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities. Math. Programming 69 89-109.
    • (1995) Math. Programming , vol.69 , pp. 89-109
    • Kiwiel, K.C.1
  • 34
    • 0038969576 scopus 로고    scopus 로고
    • A Lagrangean relaxation scheme for structured linear programs with application to multicommodity network flows
    • Larsson, T., Z.-W. Liu. 1997. A Lagrangean relaxation scheme for structured linear programs with application to multicommodity network flows. Optimization 40 247-284.
    • (1997) Optimization , vol.40 , pp. 247-284
    • Larsson, T.1    Liu, Z.-W.2
  • 35
    • 0029754821 scopus 로고    scopus 로고
    • Conditional subgradient optimization - Theory and applications
    • Larsson, T., M. Patriksson, A.-B. Strömberg. 1996. Conditional subgradient optimization - Theory and applications. Eur. J. Oper. Res. 88 382-403.
    • (1996) Eur. J. Oper. Res. , vol.88 , pp. 382-403
    • Larsson, T.1    Patriksson, M.2    Strömberg, A.-B.3
  • 36
    • 0037876458 scopus 로고    scopus 로고
    • Ergodic, primal convergence in dual subgradient schemes for convex programming
    • Larsson, T., M. Patriksson, A.-B. Strömberg. 1999. Ergodic, primal convergence in dual subgradient schemes for convex programming. Math. Programming 86 283-312.
    • (1999) Math. Programming , vol.86 , pp. 283-312
    • Larsson, T.1    Patriksson, M.2    Strömberg, A.-B.3
  • 37
    • 0042235583 scopus 로고    scopus 로고
    • On the convergence of conditional ε-subgradient methods for convex programs and convex-concave saddle-point problems
    • Larsson, T., M. Patriksson, A.-B. Strömberg. 2003. On the convergence of conditional ε-subgradient methods for convex programs and convex-concave saddle-point problems. Eur. J. Oper. Res. 151 461-473.
    • (2003) Eur. J. Oper. Res. , vol.151 , pp. 461-473
    • Larsson, T.1    Patriksson, M.2    Strömberg, A.-B.3
  • 39
    • 0016972388 scopus 로고
    • Generalized linear programming solves the dual
    • Magnanti, T. L., J. F. Shapiro, M. H. Wagner. 1976. Generalized linear programming solves the dual. Management Sci. 21 1195-1203.
    • (1976) Management Sci. , vol.21 , pp. 1195-1203
    • Magnanti, T.L.1    Shapiro, J.F.2    Wagner, M.H.3
  • 42
    • 0000062485 scopus 로고
    • Cluster analysis: An application of Lagrangian relaxation
    • Mulvey, J., H. Crowder. 1979. Cluster analysis: An application of Lagrangian relaxation. Management Sci. 25 329-340.
    • (1979) Management Sci. , vol.25 , pp. 329-340
    • Mulvey, J.1    Crowder, H.2
  • 45
    • 0031124360 scopus 로고    scopus 로고
    • Topology optimization of sheets in contact by a subgradient method
    • Petersson, J., M. Patriksson. 1997. Topology optimization of sheets in contact by a subgradient method. Internat. J. Numer. Methods Engrg. 40 1295-1321.
    • (1997) Internat. J. Numer. Methods Engrg. , vol.40 , pp. 1295-1321
    • Petersson, J.1    Patriksson, M.2
  • 46
    • 0029497065 scopus 로고
    • An expanding-core algorithm for the exact 0-1 knapsack problem
    • Pisinger, D. 1995. An expanding-core algorithm for the exact 0-1 knapsack problem. Eur. J. Oper. Res. 87 175-187.
    • (1995) Eur. J. Oper. Res. , vol.87 , pp. 175-187
    • Pisinger, D.1
  • 47
    • 49849127729 scopus 로고
    • Minimization of unsmooth functionals
    • Polyak, B. T. 1969. Minimization of unsmooth functionals. USSR Comput. Math. Math. Phys. 9 14-29.
    • (1969) USSR Comput. Math. Math. Phys. , vol.9 , pp. 14-29
    • Polyak, B.T.1
  • 48
    • 0031272503 scopus 로고    scopus 로고
    • A branch-and-price algorithm for the generalized assignment problem
    • Savelsbergh, M. W. P. 1997. A branch-and-price algorithm for the generalized assignment problem. Oper. Res. 45 831-841.
    • (1997) Oper. Res. , vol.45 , pp. 831-841
    • Savelsbergh, M.W.P.1
  • 50
    • 0000834192 scopus 로고
    • A survey of Lagrangian techniques for discrete optimization
    • Shapiro, J. F. 1979b. A survey of Lagrangian techniques for discrete optimization. Ann. Discrete Math. 5 113-138.
    • (1979) Ann. Discrete Math. , vol.5 , pp. 113-138
    • Shapiro, J.F.1
  • 51
    • 0009734492 scopus 로고    scopus 로고
    • Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs
    • Sherali, H. D., G. Choi. 1996. Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs. Oper. Res. Lett. 19 105-113.
    • (1996) Oper. Res. Lett. , vol.19 , pp. 105-113
    • Sherali, H.D.1    Choi, G.2
  • 52
    • 0020736489 scopus 로고
    • ε-optimal solutions in nondifferentiable convex programming and some related questions
    • Strodiot, J.-J., V. H. Nguyen, N. Heukemes. 1983. ε-optimal solutions in nondifferentiable convex programming and some related questions. Math. Programming 25 307-328.
    • (1983) Math. Programming , vol.25 , pp. 307-328
    • Strodiot, J.-J.1    Nguyen, V.H.2    Heukemes, N.3
  • 53
    • 0018542797 scopus 로고
    • A method of decomposition for integer programs
    • Sweeney, D. J., R. A. Murphy. 1979. A method of decomposition for integer programs. Oper. Res. 27 1128-1141.
    • (1979) Oper. Res. , vol.27 , pp. 1128-1141
    • Sweeney, D.J.1    Murphy, R.A.2
  • 54
    • 33744794789 scopus 로고    scopus 로고
    • Private communication
    • Takkula, T. 2001. Private communication.
    • (2001)
    • Takkula, T.1
  • 55
    • 0021387178 scopus 로고
    • An efficient heuristic for large set covering problems
    • Vasko, F. J., G. R. Wilson. 1984. An efficient heuristic for large set covering problems. Naval Res. Logist. 31 163-171.
    • (1984) Naval Res. Logist. , vol.31 , pp. 163-171
    • Vasko, F.J.1    Wilson, G.R.2
  • 56
    • 84987041036 scopus 로고
    • Computational development of a Lagrangian dual approach for quadratic networks
    • Ventura, J. A. 1991. Computational development of a Lagrangian dual approach for quadratic networks. Networks 21 469-485.
    • (1991) Networks , vol.21 , pp. 469-485
    • Ventura, J.A.1
  • 57
    • 0038580048 scopus 로고    scopus 로고
    • A technical review of column generation in integer programming
    • Wilhelm, W. E. 2001. A technical review of column generation in integer programming. Optim. Engrg. 2 159-200.
    • (2001) Optim. Engrg. , vol.2 , pp. 159-200
    • Wilhelm, W.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.