An interior point method in Dantzig-Wolfe decomposition.
Ruben Kirkeby MartinsonJørgen TindPublished in: Comput. Oper. Res. (1999)
Keyphrases
- dantzig wolfe decomposition
- interior point methods
- variational inequalities
- primal dual
- linear programming
- linear program
- column generation
- convex optimization
- mixed integer programming
- integer programming
- set partitioning
- linear programming problems
- quadratic programming
- cutting plane
- semidefinite programming
- mixed integer
- simplex method
- linear programming relaxation
- convex sets
- convergence rate
- approximation algorithms
- simplex algorithm
- computationally intensive
- lower bound
- image processing
- production planning
- lagrangian relaxation
- feasible solution
- special case