Title
Linear fractional approximations for master problems in column generation.
Abstract
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
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 Bouarab1191.17
Guy Desaulniers287462.90
Jacques Desrosiers31188.75
Jean Bertrand Gauthier4133.07