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

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

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Article ID: iaor20062920
Country: Netherlands
Volume: 34
Issue: 3
Start Page Number: 296
End Page Number: 306
Publication Date: May 2006
Journal: Operations Research Letters
Authors: ,
Keywords: programming: linear
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.

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