Unified Review of Column Generation Methods - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Communication Dans Un Congrès Année : 2014

Unified Review of Column Generation Methods

Résumé

Large scale Mixed Integer Programming (MIP) optimization models are intricate to solve. When the model decomposes into blocs, for instance when optimizing the use of multiple ressources, relaxing the linking constraints in a Lagrangian way can make the model tractable. Exploiting such decomposition to develop tight approximations has lead to tremendous progress in solving important applications. In this presentation, we review the alternative methods to solve the so-called Lagrangian dual model or its linear programming counterpart, the Dantzig-Wolfe master (associated with the column generation algorithm). We highlight their drawbacks, their common base, and their specific features, while discussing extentions of such methods.
Fichier non déposé

Dates et versions

hal-01108093 , version 1 (22-01-2015)

Identifiants

  • HAL Id : hal-01108093 , version 1

Citer

François Vanderbeck. Unified Review of Column Generation Methods. OPTIMIZATION 2014, Jul 2014, Guimaraes, Portugal. ⟨hal-01108093⟩
313 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More