Automatic Dantzig-Wolfe reformulation of mixed integer programs

@article{Bergner2015AutomaticDR,
  title={Automatic Dantzig-Wolfe reformulation of mixed integer programs},
  author={Martin Bergner and Alberto Caprara and Alberto Ceselli and Fabio Furini and Marco E. L{\"u}bbecke and Enrico Malaguti and Emiliano Traversi},
  journal={Math. Program.},
  year={2015},
  volume={149},
  pages={391-424}
}
Dantzig-Wolfe decomposition (or reformulation) is well-known to provide strong dual bounds for specially structured mixed integer programs (MIPs) in practice. However, the method is not implemented in any state-of-the-art MIP solver as it is considered to require structural problem knowledge and tailoring to this structure. We provide a computational proof-of-concept that the process can be automated. In particular the detection (better: the construction) of a matrix structure that is useful… CONTINUE READING