Column Generation

Abstract

Column generation is an indispensable tool in computational optimization to solve a mathematical program by iteratively adding the variables of the model. Even though the method is simple in theory there are many algorithmic choices and we discuss the most common ones. Particular emphasis in put on the dual interpretation, relating column generation to… (More)

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Cite this paper

@inproceedings{Lbbecke2010ColumnG, title={Column Generation}, author={Marco E. L{\"u}bbecke}, year={2010} }