Generalized column generation for linear programming

Generalized column generation for linear programming

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Article ID: iaor20032521
Country: United States
Volume: 48
Issue: 3
Start Page Number: 444
End Page Number: 452
Publication Date: Mar 2002
Journal: Management Science
Authors:
Abstract:

Column generation is a well-known and widely practised technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information is generated at each iteration of the simplex algorithm. This paper shows that, even if the number of variables is low enough for explicit inclusion in the model with the available technology, it may still be more efficient to resort to column generation for some class of problems.

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