Partial Convexification of General MIPs by Dantzig-Wolfe Reformulation
Dantzig-Wolfe decomposition is well-known to provide strong dual bounds for specially structured mixed integer programs (MIPs) in practice. However, the method is not part of any state-of-the-art MIP solver: it needs tailoring to the particular problem; the typical bordered block-diagonal matrix structure determines the decomposition; the resulting column generation subproblems need to be solved efficiently; … Read more