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Journal Articles Operations Research Letters Year : 2006

A generic view of Dantzig–Wolfe decomposition in mixed integer programming

Abstract

The Dantzig–Wolfe reformulation principle is presented based on the concept of generating sets. The use of generating sets allows for an easy extension to mixed integer programming. Moreover, it provides a unifying framework for viewing various column generation practices, such as relaxing or tightening the column generation subproblem and introducing stabilization techniques.

Dates and versions

inria-00342623 , version 1 (27-11-2008)

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François Vanderbeck, Martin W.P. Savelsbergh. A generic view of Dantzig–Wolfe decomposition in mixed integer programming. Operations Research Letters, 2006, 34 (3), pp.296-306. ⟨10.1016/j.orl.2005.05.009⟩. ⟨inria-00342623⟩

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