Learned Pairwise Deep Dual-Optimal Inequalities for Stabilizing Column Generation
Authors: Zhengzhong Ricky You, Bo Tang, Haoran Liu, Baichuan Mo
Organizations: Department of Civil Engineering, Tsinghua University, Beijing 100084, China · MIT Sloan School of Management, Massachusetts Institute of Technology, 100 Main Street, Cambridge, MA 02142, USA · Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL 32611, USA
Column generation (CG) is central to many large-scale optimization algorithms, including branch-price-and-cut methods for vehicle routing problems, but unstable dual solutions can substantially slow its convergence. Existing deep dual-optimal inequalities can reduce this instability by restricting the dual space. Their construction, however, typically relies on problem-specific exchange arguments that are difficult to establish for routing problems with capacity limits, time windows, and other resource constraints. We introduce learned pairwise deep dual-optimal inequalities (L-PDDOIs), a learning framework that predicts pairwise orderings between dual variables and incorporates their primal counterparts directly into the master problem. To construct training labels, the framework samples optimal dual solutions and selects pairwise order relations that hold simultaneously on a sufficiently large common subset of the samples. A classifier then assigns a score to each candidate relation. Because conflicts and redundancies among the predicted relations can impair performance, graph-based postprocessing filters and compresses the candidate set before deployment. We further introduce a recovery procedure that selectively relaxes learned inequalities and provides a certificate when the baseline CG bound has been restored. On the main test sets for the capacitated vehicle routing problem and the vehicle routing problem with time windows, direct deployment of L-PDDOIs reduces the geometric mean root CG time by 89.7% and 93.9%, respectively, while incurring mean bound losses of only 1.3% and 0.5%. The recovery procedure retains corresponding time reductions of 54.8% and 83.1%, respectively, while guaranteeing no loss in the CG bound.
Column generation and branch-and-price (B&P) are leading mathematical optimization methods for large-scale exact optimization, iterating between solving a master problem and a pricing problem. 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 makes column generation a problem-specific method and hinders the use of generic implementations across a wide range of problems. We show that domain-independent dynamic programming (DIDP), a model-based paradigm for dynamic programming, can be used as a generic pricing solver. We develop new modeling features and a solving algorithm for DIDP to achieve better performance in typical pricing problems. We demonstrate that in four problem classes, our implementations of B&P, with pricing by DIDP, empirically outperform an existing automated B&P solver and B&P with pricing by mixed-integer programming or constraint programming.
Genetic Programming Guided Local Search (GPGLS) uses genetic programming to evolve utility functions for guided local search in large-scale vehicle routing problems (LSVRPs). Evaluating every GP individual on every training instance at every generation is expensive, so GPGLS is usually trained on small instance batches. Existing curriculum-based GPGLS orders these batches mainly by instance size. Adaptive Curriculum Learning GPGLS (ACL-GPGLS) improves training efficiency by adapting when the search moves between fixed curriculum stages, but the instance difficulty order remains predefined. We propose DCL-GPGLS, which estimates the difficulty of each training instance from the current population's solution quality and updates the estimates during evolution. Each generation then receives a batch near a scheduled difficulty level, with a correction that limits repeated selection of the same instances. Experiments on a fixed training-test split of the CVRPLIB X set show that DCL-GPGLS achieves the best observed average rank and mean test cost among six training policies. It obtains the lowest mean cost on 36 of 65 unseen test instances and is significantly better than the static feedback-derived curriculum, matched in total evaluator calls, on 6 instances, with no significant difference on the remaining 59.
The Linear Assignment Problem is a fundamental combinatorial optimization task where classical exact solvers ensure optimality but suffer from an O(N3) bottleneck, while recent neural approximations struggle with scalability and exactness. We propose a learning-augmented framework that accelerates exact solvers by predicting dual variables to warm-start the search, backed by a fallback mechanism to preserve worst-case guarantees. Central to our approach is RowDualNet, a lightweight, row-independent architecture that avoids the O(N2) memory bottleneck of graph models, enabling scalable neural warm-starting up to N=16,384. Feasibility is guaranteed by construction via the Min-Trick mechanism, completely eliminating the need for costly iterative projections. Empirically, our method drastically reduces the search effort of the Jonker-Volgenant (LAPJV) algorithm, yielding robust zero-shot generalization with strict optimality and end-to-end speedups of over 2x on complex synthetic data, 1.25x on real-world tracking, and 1.5x on transportation networks.