Partial Convexification of General MIPs by Dantzig-Wolfe Reformulation

  title={Partial Convexification of General MIPs by Dantzig-Wolfe Reformulation},
  author={Martin Bergner and Alberto Caprara and Fabio Furini and Marco E. L{\"u}bbecke and Enrico Malaguti and Emiliano Traversi},
Dantzig-Wolfe decomposition is well-known to provide strong dual bounds for specially structured mixed integer programs (MIPs) in practice. However, the method is not part of any stateof-the-art MIP solver: it needs tailoring to the particular problem; the typical bordered blockdiagonal matrix structure determines the decomposition; the resulting column generation subproblems need to be solved efficiently; branching and cutting decisions need special attention; etc. We perform an extensive… CONTINUE READING