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Bundle-based Relaxation Methods for Multicommodity Capacitated Fixed Charge Network Design Problems

机译:基于捆绑的松弛方法解决多商品固定收费网络设计问题

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摘要

To efficiently derive bounds for large-scale instances of the capacitated fixed-charge network design problem, Lagrangian relaxations appear promising. This paper presents the results of comprehensive experiments aimed at calibrating and comparing bundle and subgradient methods applied to the optimization of Lagrangian duals arising from two Lagrangian relaxations. This study substantiates the fact that bundle methods appear superior to subgradient approaches because they converge faster and are more robust relative to different relaxations, problem characteristics, and selection of the initial parameter values. It also demonstrates that effective lower bounds may be computed efficiently for large-scale instances of the capacitated fixed-charge network design problem. Indeed, in a fraction of the time required by a standard simplex approach to solve the linear programming relaxation, the methods we present attain very high quality solutions.
机译:为了有效地导出电容式固定电荷网络设计问题的大规模实例的边界,拉格朗日松弛似乎很有希望。本文介绍了旨在校准和比较用于优化由两个拉格朗日弛豫产生的拉格朗日对偶的束和次梯度方法的综合实验的结果。这项研究证实了捆绑方法似乎优于次梯度方法的事实,因为它们收敛速度更快,并且相对于不同的松弛,问题特征和初始参数值的选择而言,更为稳健。它还表明,对于电容式固定电荷网络设计问题的大规模实例,可以有效地计算有效的下界。确实,在标准的单纯形法解决线性规划松弛问题所需的时间中,我们提出的方法获得了非常高质量的解决方案。

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