Generalized column generation for linear programming
Author
Oğuz, O.
Date
2002Source Title
Management Science
Print ISSN
0025-1909
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Volume
48
Issue
3
Pages
444 - 452
Language
English
Type
ArticleItem Usage Stats
128
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Abstract
Column generation is a well-known and widely practiced technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information is generated at each iteration of the simplex algorithm. This paper shows that, even if the number of variables is low enough for explicit inclusion in the model with the available technology, it may still be more efficient to resort to column generation for some class of problems.
Keywords
Column generationLinear programming
Simplex algorithm
Algorithms
Integer programming
Linear programming
Mathematical models
Optimization
Column generation
Small scale optimization
Variables
Management science