A generic view of Dantzig-Wolfe decomposition in mixed integer programming

Authors:
FrançOis Vanderbeck;Martin W. P. Savelsbergh
Affiliations:
Université Bordeaux 1, 33405 Talence Cedex, France;Georgia Institute of Technology, Atlanta, GA 30332-0205, USA
Venue:
Operations Research Letters
Year:
2006

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Abstract

The Dantzig-Wolfe reformulation principle is presented based on the concept of generating sets. The use of generating sets allows for an easy extension to mixed integer programming. Moreover, it provides a unifying framework for viewing various column generation practices, such as relaxing or tightening the column generation subproblem and introducing stabilization techniques.