Dual variable based fathoming in dynamic programs for column generation

Dual variable based fathoming in dynamic programs for column generation

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Article ID: iaor2006342
Country: Netherlands
Volume: 162
Issue: 1
Start Page Number: 122
End Page Number: 125
Publication Date: Apr 2005
Journal: European Journal of Operational Research
Authors:
Abstract:

In this note, we aim at reducing the state space of dynamic programming algorithms used as column generators in solving the linear programming relaxation of set partitioning problems arising from practical applications. We propose a simple generic lower bounding criterion based on the respective dual optimal solution of the restricted master program.

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