A Practical Algorithm for Computing a Subadditive Dual Function for Set Partitioning

Authors:
Diego Klabjan
Affiliations:
Department of Mechanical and Industrial Engineering, University of Illinois at Urbana-Champaign, Urbana, IL, USA. klabjan@uiuc.edu
Venue:
Computational Optimization and Applications
Year:
2004

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Abstract

Recently, a new algorithm for computing an optimal subadditive dual function to an integer program has been proposed. In this paper we show how to apply the algorithm to the set partitioning problem. We give several enhancements to the algorithm and we report computational experiments. The results show that it is tractable to obtain an optimal subadditive function for small and medium size problems. To the best of our knowledge this is the first work that reports computational experiments on computing an optimal subadditive dual function.