Column Generation Using Domain-Independent Dynamic Programming
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866908596927725568 |
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| author | Kuroiwa, Ryo Lam, Edward |
| author_facet | Kuroiwa, Ryo Lam, Edward |
| contents | Column generation and branch-and-price are leading methods for large-scale exact optimization. Column generation iterates between solving a master problem and a pricing problem. The master problem is a linear program, which can be solved using a generic solver. The pricing problem is highly dependent on the application but is usually discrete. Due to the difficulty of discrete optimization, high-performance column generation often relies on a custom pricing algorithm built specifically to exploit the problem's structure. This bespoke nature of the pricing solver prevents the reuse of components for other applications. We show that domain-independent dynamic programming, a software package for modeling and solving arbitrary dynamic programs, can be used as a generic pricing solver. We develop basic implementations of branch-and-price with pricing by domain-independent dynamic programming and show that they outperform a world-leading solver on static mixed integer programming formulations for seven problem classes. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_14317 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Column Generation Using Domain-Independent Dynamic Programming Kuroiwa, Ryo Lam, Edward Optimization and Control Artificial Intelligence I.2.8 Column generation and branch-and-price are leading methods for large-scale exact optimization. Column generation iterates between solving a master problem and a pricing problem. The master problem is a linear program, which can be solved using a generic solver. The pricing problem is highly dependent on the application but is usually discrete. Due to the difficulty of discrete optimization, high-performance column generation often relies on a custom pricing algorithm built specifically to exploit the problem's structure. This bespoke nature of the pricing solver prevents the reuse of components for other applications. We show that domain-independent dynamic programming, a software package for modeling and solving arbitrary dynamic programs, can be used as a generic pricing solver. We develop basic implementations of branch-and-price with pricing by domain-independent dynamic programming and show that they outperform a world-leading solver on static mixed integer programming formulations for seven problem classes. |
| title | Column Generation Using Domain-Independent Dynamic Programming |
| topic | Optimization and Control Artificial Intelligence I.2.8 |
| url | https://arxiv.org/abs/2510.14317 |