Unified Review of Column Generation Methods
VANDERBECK, François
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
VANDERBECK, François
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
< Réduire
Reformulations based algorithms for Combinatorial Optimization [Realopt]
Institut de Mathématiques de Bordeaux [IMB]
Langue
en
Communication dans un congrès
Ce document a été publié dans
OPTIMIZATION 2014, 2014-07-28, Guimaraes.
Résumé en anglais
Large scale Mixed Integer Programming (MIP) optimization models are intricate to solve. When the model decomposes into blocs, for instance when optimizing the use of multiple ressources, relaxing the linking constraints ...Lire la suite >
Large scale Mixed Integer Programming (MIP) optimization models are intricate to solve. When the model decomposes into blocs, for instance when optimizing the use of multiple ressources, relaxing the linking constraints in a Lagrangian way can make the model tractable. Exploiting such decomposition to develop tight approximations has lead to tremendous progress in solving important applications. In this presentation, we review the alternative methods to solve the so-called Lagrangian dual model or its linear programming counterpart, the Dantzig-Wolfe master (associated with the column generation algorithm). We highlight their drawbacks, their common base, and their specific features, while discussing extentions of such methods.< Réduire
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