Selected Topics in Column Generation

Marco E. Lübbecke; Jacques Desrosiers

doi:10.1287/opre.1050.0234

Selected Topics in Column Generation

Marco E. Lübbecke¹; Jacques Desrosiers²

¹ Technische Universität Berlin, Institut für Mathematik, Sekr. MA 6-1, Straße des 17. Juni 136, D-10623 Berlin, Germany · ² HEC Montréal and GERAD, 3000, chemin de la Côte-Sainte-Catherine, Montréal, Québec, Canada H3T 2A7

Operations Research 2005

Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large-scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not yet found in textbooks. We emphasize the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for the restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our “selected topics.”

DOI: 10.1287/opre.1050.0234
Volume: 53 (6)
Pages: 1007-1023
Language: en
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