Abstract
Column generation is a basic tool for the solution of large-scale mathematical programming problems. We present a class of column generation algorithms in which the columns are generated by derivative free algorithms, like population-based algorithms. This class can be viewed as a framework to define hybridization of free derivative algorithms. This framework has been illustrated in this article using the Simulated Annealing (SA) and Particle Swarm Optimization (PSO) algorithms, combining them with the Nelder-Mead (NM) method. Finally a set of computational experiments has been carried out to illustrate the potential of this framework.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
GarcÃa, R., MarÃn, A., Patriksson, M.: Column generation algorithms for nonlinear optimization, I: Convergence analysis. Optimization 52(2), 171–200 (2003)
Von Hohenbalken, B.: Simplicial decomposition in nonlinear programming algorithms. Mathematical Programming 13(1), 49–68 (1977)
Ventura, J.A., Hearn, D.W.: Restricted simplicial decomposition for convex constrained problems. Mathematical Programming 59, 71–85 (1993)
Frank, M., Wolfe, P.: An algorithm for quadratic programming. Naval Research Logistics Quarterly, 95–110 (1956)
Hearn, D.W., Lawphongpanich, S., Ventura, J.A.: Restricted simplicial decomposition: Computation and extensions. Mathematical Programming Study 31, 99–118 (1987)
GarcÃa-Ródenas, R., MarÃn, A., Patriksson, M.: Column generation algorithms for nonlinear optimization, II: Numerical investigations. Computers and Operations Research 38(3), 591–604 (2011)
Nelder, J.A., Mead, R.: A simplex method for function minimization. Computer Journal 7, 308–313 (1965)
Bohachevsky, I.O., Johnson, M.E., Myron, L.S.: Generalized Simulated Annealing for Function Optimization. Technometrics 28(3) (1986)
Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings IEEE of the International Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995)
Kennedy, J.F., Kennedy, J., Eberhart, R.C., Shi, Y.: Swarm Intelligence. Morgan Kaufmann Publishers (2001)
Hooke, R., Jeeves, T.A.: Direct search solution of numerical and statistical problems. Journal of the Association for Computing Machinery, 212–229 (1961)
Lagarias, J.C., Reeds, J.A., Wright, M.H., Wright, P.E.: Convergence properties of the nelder-mead simplex method in low dimensions. SIAM Journal on Optimization 9(1), 112–147 (1999)
Laarhoven, P., Aarts, E.: Simulated annealing: Theory and Applications, 3rd edn. Kluwer Academic Publishers, Dordrecht (1987)
Poli, R.: Analysis of the publications on the applications of particle swarm optimisation. Journal of Artificial Evolution and Applications, 1–10 (2008)
Angulo, E., Castillo, E., GarcÃa-Ródenas, R., Sánchez-VizcaÃno, J.: Determining Highway Corridors. Journal of Transportation Engineering 138(5), 557–570 (2012)
Fan, S.-K.S., Zahara, E.: A hybrid simplex search and particle swarm optimization for unconstrained optimization. European Journal of Operational Research, 527–548 (2006)
Functions definition, http://bit.ly/UQlMTB (last access: January 15th, 2013)
Espinosa-Aranda, J.L., GarcÃa-Ródenas, R.: A discrete event-based simulation model for real-time traffic management in railways. Journal of Intelligent Transportation Systems 16(2), 94–107 (2012)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Espinosa-Aranda, J.L., Garcia-Rodenas, R., Angulo, E. (2013). A Framework for Derivative Free Algorithm Hybridization. In: Tomassini, M., Antonioni, A., Daolio, F., Buesser, P. (eds) Adaptive and Natural Computing Algorithms. ICANNGA 2013. Lecture Notes in Computer Science, vol 7824. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37213-1_9
Download citation
DOI: https://doi.org/10.1007/978-3-642-37213-1_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-37212-4
Online ISBN: 978-3-642-37213-1
eBook Packages: Computer ScienceComputer Science (R0)