Column generation (CG) algorithms are well known to suffer from convergence issues due, mainly, to the degenerate structure of their master problem and the instability associated with the dual variables involved in the process. In the literature, several strategies have been proposed to overcome this issue. These techniques rely either on the modification of the standard CG algorithm or on some prior information about the set of dual optimal solutions. In this paper, we propose a new stabilization framework, which relies on the dynamic generation of aggregated rows from the CG master problem. To evaluate the performance of our method and its flexibility, we consider instances of three different problems, namely, vehicle routing with time windows (VRPTW), bin packing with conflicts (BPPC), and multiperson pose estimation (MPPEP). When solving the VRPTW, the proposed stabilized CG method yields significant improvements in terms of CPU time and number of iterations with respect to a standard CG algorithm. Huge reductions in CPU time are also achieved when solving the BPPC and the MPPEP. For the latter, our method has shown to be competitive when compared with a tailored method. Summary of Contribution: Column generation (CG) algorithms are among the most important and studied solution methods in operations research. CG algorithms are suitable to cope with large-scale problems arising from several real-life applications. The present paper proposes a generic stabilization framework to address two of the main issues found in a CG method: degeneracy in the master problem and massive instability of the dual variables. The newly devised method, called dynamic separation of aggregated rows (dyn-SAR), relies on an extended master problem that contains redundant constraints obtained by aggregating constraints from the original master problem formulation. This new formulation is solved in a column/row generation fashion. The efficacy of the proposed method is tested through an extensive experimental campaign, where we solve three different problems that differ considerably in terms of their constraints and objective function. Despite being a generic framework, dyn-SAR requires the embedded CG algorithm to be tailored to the application at hand.

In this paper, we introduce a new optimization approach to Entity Resolution. Traditional approaches tackle entity resolution with hierarchical clustering, which does not benefit from a formal optimization formulation. In contrast, we model entity resolution as correlation-clustering, which we treat as a weighted set-packing problem and write as an integer linear program (ILP). In this case, sources in the input data correspond to elements and entities in output data correspond to sets/clusters. We tackle optimization of weighted set packing by relaxing integrality in our ILP formulation. The set of potential sets/clusters can not be explicitly enumerated, thus motivating optimization via column generation. In addition to the novel formulation, we also introduce new dual optimal inequalities (DOI), that we call flexible dual optimal inequalities, which tightly lower-bound dual variables during optimization and accelerate column generation. We apply our formulation to entity resolution (also called de-duplication of records), and achieve state-of-the-art accuracy on two popular benchmark datasets. Our F-DOI can be extended to other weighted set-packing problems.

We study the problem of multi-target tracking and data association in video. We formulate this in terms of selecting a subset of high-quality tracks subject to the constraint that no pair of selected tracks is associated with a common detection (of an object). This objective is equivalent to the classic NP-hard problem of finding a maximum-weight set packing (MWSP) where tracks correspond to sets and is made further difficult since the number of candidate tracks grows exponentially in the number of detections. We present a relaxation of this combinatorial problem that uses a column generation formulation where the pricing problem is solved via dynamic programming to efficiently explore the space of tracks. We employ row generation to tighten the bound in such a way as to preserve efficient inference in the pricing problem. We show the practical utility of this algorithm for pedestrian and particle tracking.

We study the problem of hierarchical clustering on planar graphs. We formulate this in terms of finding the closest ultrametric to a specified set of distances and solve it using an LP relaxation that leverages minimum cost perfect matching as a subroutine to efficiently explore the space of planar partitions. We apply our algorithm to the problem of hierarchical image segmentation.

Many computer vision problems involving feature correspondence among images can be formulated as an assignment problem with a quadratic cost function. Such problems are computationally infeasible in general but recent advances in discrete optimization such as tree-reweighted belief propagation (TRW) often provide high-quality solutions. In this paper, we improve upon these algorithms in two ways. First, we introduce covering trees, a variant of TRW which provide the same bounds on the MAP energy as TRW with far fewer variational parameters. Optimization of these parameters can be carried out efficiently using either fixed-point iterations (as in TRW) or sub-gradient based techniques. Second, we introduce a new technique that utilizes bipartite matching applied to the min-marginals produced with covering trees in order to compute a tighter lower-bound for the quadratic assignment problem. We apply this machinery to the problem of finding correspondences with pairwise energy functions, and demonstrate the resulting hybrid method outperforms TRW alone and a recent related subproblem decomposition algorithm on benchmark image correspondence problems.