Abstract | ||
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In the context of large-scale linear programs solved by a column generation algorithm, we present a primal algorithm for handling the master problem. Successive approximations of the latter are created to converge to optimality. The main properties are that, for every approximation except the last one, the cost of the solution decreases whereas the sum of the variable values increases. Moreover, the minimum reduced cost of the variables also increases and converges to zero with a super-geometric growth rate. |
Year | DOI | Venue |
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2017 | 10.1016/j.orl.2017.08.004 | Operations Research Letters |
Keywords | Field | DocType |
Column generation,Master problem,Linear fractional program,Super-geometric growth rate | Column generation,Mathematical optimization,Combinatorics,Reduced cost,Shaping,Mathematics,Growth rate | Journal |
Volume | Issue | ISSN |
45 | 5 | 0167-6377 |
Citations | PageRank | References |
0 | 0.34 | 3 |
Authors | ||
4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Hocine Bouarab | 1 | 19 | 1.17 |
Guy Desaulniers | 2 | 874 | 62.90 |
Jacques Desrosiers | 3 | 118 | 8.75 |
Jean Bertrand Gauthier | 4 | 13 | 3.07 |