Constraint Aggregation in Column Generation Models for Resource-Constrained Covering Problems

We propose an aggregation method to reduce the size of column generation (CG) models for covering problems in which the feasible subsets depend on a resource constraint. The aggregation relies on a correlation between the resource consumption of the elements and the corresponding optimal dual values. The resulting aggregated dual model is a restriction of the original one, and it can be rapidly optimized to obtain a feasible dual solution. A primal bound can also be obtained by restricting the set of columns to those saturated by the dual feasible solution obtained by aggregation. The convergence is realized by iterative disaggregation until the gap is closed by the bounds. Computational results show the usefulness of our method for different cutting‐stock problems. An important advantage is the fact that it can produce high‐quality dual bounds much faster than the traditional Lagrangian bound used in stabilized column generation.