Experiments with a generic dantzig-wolfe decomposition for integer programs

Authors:
Gerald Gamrath;Marco E. Lübbecke
Affiliations:
Zuse Institute Berlin, Berlin, Germany;Fachbereich Mathematik, Technische Universität Darmstadt, Darmstadt, Germany
Venue:
SEA'10 Proceedings of the 9th international conference on Experimental Algorithms
Year:
2010

Citing 8
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Abstract

We report on experiments with turning the branch-price-and-cut frameworkSCIP into a generic branch-price-and-cut solver. That is, given a mixed integer program (MIP), our code performs a Dantzig-Wolfe decomposition according to the user’s specification, and solves the resulting re-formulation via branch-and-price. We take care of the column generation subproblems which are solved as MIPs themselves, branch and cut on the original variables (when this is appropriate), aggregate identical subproblems, etc. The charm of building on a well-maintained framework lies in avoiding to re-implement state-of-the-art MIP solving features like pseudo-cost branching, preprocessing, domain propagation, primal heuristics, cutting plane separation etc.