Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
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Dual Variable Stabilization (DVS)<strong>Dynamic</strong> <strong>Constraint</strong> <strong>Aggregation</strong> (DCA)<strong>Stabilized</strong> <strong>Dynamic</strong> <strong>Constraint</strong> <strong>Aggregation</strong> (<strong>SDCA</strong>)12/27To solve P, a sequence of row-aggregated problems P Qh (h ≥ 1)are solved with various row-partitions Q h ,yielding objective values z 1 ≥ z 2 ≥ ... ≥ z h ≥ ... ≥ z ∗ .A column generation processP is solved using various clusters until an equivalence with theoriginal problem.λ Qhis optimal to P ifthere is no negative reduced cost variableswith respect to some disaggregated dual vector π ∈ R m .
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