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Bregman proximal relaxation of large-scale 0-1 problems
Systems Research Institute, Newelska.
Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.
Royal Institute of Technology, Stockholm.
2000 (English)In: Computational optimization and applications, ISSN 0926-6003, Vol. 15, no 1, 33-44 p.Article in journal (Refereed) Published
Abstract [en]

We apply a recent extension of the Bregman proximal method for convex programming to LP relaxations of 0-1 problems. We allow inexact subproblem solutions obtained via dual ascent, increasing their accuracy successively to retain global convergence. Our framework is applied to relaxations of large-scale set covering problems that arise in airline crew scheduling. Approximate relaxed solutions are used to construct primal feasible solutions via a randomized heuristic. Encouraging preliminary experience is reported.

Place, publisher, year, edition, pages
2000. Vol. 15, no 1, 33-44 p.
Keyword [en]
convex programming; proximal methods; Bregman functions; B-functions; dual ascent; Lagrangian relaxation; set covering problems
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-53573DOI: 10.1023/A:1008770914218OAI: oai:DiVA.org:liu-53573DiVA: diva2:289371
Available from: 2010-01-25 Created: 2010-01-25 Last updated: 2010-01-25

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Olov Lindberg, Per

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