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G-2002-64

Selected Topics in Column Generation

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Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not yet found in textbooks. We emphasize on the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our "selected topics".

, 35 pages

Ce cahier a été révisé en mars 2004

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Selected topics in column generation
et
Operations Research, 53(6), 1007–1023, 2005 référence BibTeX