Row-reduced column generation for degenerate master problems

@article{Desrosiers2014RowreducedCG,
  title={Row-reduced column generation for degenerate master problems},
  author={Jacques Desrosiers and Jean Bertrand Gauthier and Marco E. L{\"u}bbecke},
  journal={European Journal of Operational Research},
  year={2014},
  volume={236},
  pages={453-460}
}
Column generation for solving linear programs with a huge number of variables alternates between solving a master problem and a pricing subproblem to add variables to the master problem as needed. The method is known to often suffer from degeneracy in the master problem. Inspired by recent advances in coping with degeneracy in the primal simplex method, we propose a row-reduced column generation method that may take advantage of degenerate solutions. The idea is to reduce the number of… CONTINUE READING

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