Title
Machine-Learning-Based Column Selection For Column Generation
Abstract
Column generation (CG) is widely used for solving large-scale optimization problems. This article presents a new approach based on a machine learning (ML) technique to accelerate CG. This approach, called column selection, applies a learned model to select a subset of the variables (columns) generated at each iteration of CG. The goal is to reduce the computing time spent reoptimizing the restricted master problem at each iteration by selecting the most promising columns. The effectiveness of the approach is demonstrated on two problems: the vehicle and crew scheduling problem and the vehicle routing problemwith timewindows. TheMLmodelwas able to generalize to instances of different sizes, yielding a gain in computing time of up to 30%.
Year
DOI
Venue
2021
10.1287/trsc.2021.1045
TRANSPORTATION SCIENCE
Keywords
DocType
Volume
column generation, machine learning, column selection
Journal
55
Issue
ISSN
Citations 
4
0041-1655
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Mouad Morabit100.34
Guy Desaulniers287462.90
Andrea Lodi32198152.51