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A generic view of Dantzig-Wolfe decomposition in mixed integer programming |
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| Authors: | François Vanderbeck Martin WP Savelsbergh |
| Institution: | a Université Bordeaux 1, 33405 Talence Cedex, France b Georgia Institute of Technology, Atlanta, GA 30332-0205, USA |
| 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. |
| Keywords: | Integer programming Dantzig-Wolfe decomposition Column generation Stabilization techniques Lagrangian relaxation |
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