Title
On Compact Formulations for Integer Programs Solved by Column Generation
Abstract
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.
Year
DOI
Venue
2005
10.1007/s10479-005-3455-9
Annals of Operations Research
Keywords
Field
DocType
integer programming,column generation,branch-and-bound
Integer,Discrete mathematics,Mathematical optimization,Branch and bound,Column generation,Compatibility (mechanics),Branch and price,Reversing,Integer programming,Mathematics,Block matrix
Journal
Volume
Issue
ISSN
139
1
0254-5330
Citations 
PageRank 
References 
16
1.03
17
Authors
4
Name
Order
Citations
PageRank
Daniel Villeneuve133425.36
Jacques Desrosiers21800204.60
Marco E. Lübbecke349035.19
François Soumis482197.64