Hybridization of column generation and approximation heuristics for large-size Covering Integer Programs
Résumé
The NP-hard Covering Integer Programming minimization problem models many
real-case applications. Covering Integer Programs can appear as basic models in some
applications like location problems, but also as master problems
resulting from a Dantzig-wolfe decomposition in other applications like
transportation problems, cutting stock problems, etc. In this work, we focus on the second category of large-size covering integer programs, for which the column generation method is
generally an appropriate solving approach. However, as it provides only a lower
bound of the optimal solution, it is often combined with other solving approaches to
obtain integer solutions. The main contribution of this work is a hybridization of an approximation heuristic and a classical approach based on column generation.
Two real-case transportation and production applications are considered.
The goal is not to design the best possible method for each problem but to show the added value of hybridization of given components. Experimental results on the two practical applications show that this combination improves the classical approach on three major criteria : average CPU time, number of iterations and quality of the integer value.