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On compact formulations for integer programs solved by column generation

delete2005-10-01
delete16
PRE
AI
D
Daniel L. Villeneuve
J
Jacques Desrosiers
M
Marco E. Lübbecke
F
François Soumis
DOI:10.1007/s10479-005-3455-9delete
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Abstract

Abstract

En 中文
Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues between pricing subproblem and branching rule disappear when branching decisions are based on imposing constraints on the subproblem's variables. This can be generalized to branching on variables of a so-called compact formulation. We constructively show that such a formulation always exists under mild assumptions. It has a block diagonal structure with identical subproblems, each of which contributes only one column in an integer solution. This construction has an interpretation as reversing a Dantzig-Wolfe decomposition. Our proposal opens the way for the development of branching rules adapted to the subproblem's structure and to the linking constraints.
Keywords:
integer programming
column generation
branch-and-bound

Journal

Annals of Operations Research cover
Annals of Operations Research
IF:
4.5
Papers:
8.0K
Citations:
2.1W

Organization

No organization information available