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

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 tighte...

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Bibliographic Details
Published in:Operations research letters 2006, Vol.34 (3), p.296-306
Main Authors: Vanderbeck, François, Savelsbergh, Martin W.P.
Format: Article
Language:English
Subjects:
Applied sciences
Column generation
Dantzig–Wolfe decomposition
Exact sciences and technology
Integer programming
Lagrangian relaxation
Mathematical programming
Operational research and scientific management
Operational research. Management science
Stabilization techniques
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Summary: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.
ISSN:0167-6377
1872-7468
DOI:10.1016/j.orl.2005.05.009