The Generalized Assignment Problem (GAP) is a classic scheduling problem with many applications. We propose a branch-and-cut-and-price for that problem featuring a stabilization mechanism to accelerate column generation convergence. We also propose ellipsoidal cuts, a new way of transforming the exact algorithm into a powerful heuristic, in the same spirit of the cuts recently proposed by Fischetti and Lodi. The improved solutions found by this heuristic can, in turn, help the task of the exact algorithm. The resulting algorithms showed a very good performance and were able to solve three among the last five open instances from the OR-Library.
Relatórios de Pesquisa em Engenharia de Produção, RPEP Vol.4 no. 21, Universidade Federal Fluminense, October, 2004.