The Lagrangean relaxation/surrogate and the method of generating columns: new limitations and new columns

The Lagrangean relaxation/surrogate and the method of generating columns: new limitations and new columns

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Article ID: iaor20084716
Country: Brazil
Volume: 23
Issue: 1
Start Page Number: 29
End Page Number: 47
Publication Date: Jan 2003
Journal: Pesquisa Operacional
Authors: , ,
Abstract:

Column generation and Dantzig–Wolfe decomposition are very successful methods for large-scale linear programming problems. It is also well known the instability of the overall process. Stabilizing methods work constraining the norm of the dual vector arising from restricted masters. This work shows how to combine the Lagrangean/surrogate relaxation and column generation aiming a stabilized method.

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