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

François Vanderbeck 1, 2 Martin W.P. Savelsbergh 
2 Realopt - Reformulations based algorithms for Combinatorial Optimization
LaBRI - Laboratoire Bordelais de Recherche en Informatique, IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
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.
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Submitted on : Thursday, November 27, 2008 - 6:45:39 PM
Last modification on : Saturday, June 25, 2022 - 10:31:01 AM

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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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