Selected Topics in Column Generation

Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not found in textbooks, yet. We emphasize on the growing understanding of the dual point of view, which brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our selected topics.


Les Cahiers de GERAD G-2002-64, Group for Research in Decision Analysis, Montreal, Canada, December 2002, revised 2004. To appear in Operations Research



View Selected Topics in Column Generation