Large-scale optimization with the primal-dual column generation method

The primal-dual column generation method (PDCGM) is a general-purpose column generation technique that relies on the primal-dual interior point method to solve the restricted master problems. The use of this interior point method variant allows to obtain suboptimal and well-centered dual solutions w...

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Bibliographic Details
Published in:	Mathematical programming computation Vol. 8; no. 1; pp. 47 - 82
Main Authors:	Gondzio, Jacek, González-Brevis, Pablo, Munari, Pedro
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2016
Subjects:	Full Length Paper Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Theory of Computation 90C25 Convex programming 90C51 Interior-point methods Column generation Multiple kernel learning problem 49M27 Decomposition methods 90C06 Large-scale problems Convex optimization Two-stage stochastic programming Interior point methods Multicommodity network flow problem Cutting plane method
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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