Branch-and-price: Column generation for solving huge integer programs
成果类型：
Article
署名作者：
Barnhart, C; Johnson, EL; Nemhauser, GL; Savelsbergh, MWP; Vance, PH
署名单位：
University System of Georgia; Georgia Institute of Technology
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.46.3.316
发表日期：
1998
页码：
316-329
关键词：
摘要：
We discuss formulations of integer programs with a huge number of variables and their solution by column generation methods, i.e., implicit pricing of nonbasic variables to generate new columns or to prove LP optimality at a node of the branch-and-bound tree. We present classes of models for which this approach decomposes the problem, provides tighter LP relaxations, and eliminates symmetry. We then discuss computational issues and implementation of column generation, branch-and-bound algorithms, including special branching rules and efficient ways to solve the LP relaxation. We also discuss the relationship with Lagrangian duality.