Article ID: | iaor20072079 |
Country: | United Kingdom |
Volume: | 33 |
Issue: | 4 |
Start Page Number: | 910 |
End Page Number: | 927 |
Publication Date: | Apr 2006 |
Journal: | Computers and Operations Research |
Authors: | Desrosiers Jacques, Amor Hatem Ben |
Keywords: | vehicle routing & scheduling |
This paper proposes a generalization of the proximal point algorithm using both penalty and trust-region concepts. Finite convergence is established while assuming the trust regions are of full dimension and never shrink to a single point. The approach is specialized to the cutting plane/column generation context. The resulting algorithm ensures convergence to a pair of primal and dual optimal solutions. Computational experiments carried over multi-depot vehicle scheduling instances show a great stabilizing and accelerating effect on the column generation method.