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: | Lorena Luiz Antonio Nogueira, Pereira M.A., Salomo N.A. |
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.