Column generation extensions of set covering greedy heuristics

Abstract

Large-scale set covering problems are often approached by constructive greedy heuristics, and many selection criteria for such heuristics have been considered. These criteria are typically based on measures of the cost of setting an additional variable to one in relation to the number of yet unfulfilled constraints that it will satisfy. We show how such greedy selections can be performed on column-oriented set covering models, by using a fractional optimization formulation and solving sequences of ordinary column generation problems for the application at hand.