Revised dantzig-wolfe decomposition for staircase-structured linear programs.
Peter L. JacksonDavid F. LynchPublished in: Math. Program. (1987)
Keyphrases
- linear program
- dantzig wolfe decomposition
- column generation
- set partitioning
- linear programming
- mixed integer programming
- variational inequalities
- dantzig wolfe
- primal dual
- mixed integer
- cutting plane
- integer program
- integer programming
- optimal solution
- simplex method
- np hard
- objective function
- linear programming problems
- dynamic programming
- interior point methods
- mathematical programming
- linear programming relaxation
- interior point
- valid inequalities
- lower bound
- sensitivity analysis
- lagrangian relaxation
- search space
- semidefinite programming
- simplex algorithm
- worst case