Experiments with a Generic Dantzig-Wolfe Decomposition for Integer Programs
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- Gamrath G., Lübbecke M.E. (2010) Experiments with a Generic Dantzig-Wolfe Decomposition for Integer Programs. In: Festa P. (eds) Experimental Algorithms. SEA 2010. Lecture Notes in Computer Science, vol 6049. Springer, Berlin, Heidelberg
We report on experiments with turning the branch-price-and-cut frameworkSCIP into a generic branch-price-and-cut solver. That is, given a mixed integer program (MIP), our code performs a Dantzig-Wolfe decomposition according to the user’s specification, and solves the resulting re-formulation via branch-and-price. We take care of the column generation subproblems which are solved as MIPs themselves, branch and cut on the original variables (when this is appropriate), aggregate identical subproblems, etc. The charm of building on a well-maintained framework lies in avoiding to re-implement state-of-the-art MIP solving features like pseudo-cost branching, preprocessing, domain propagation, primal heuristics, cutting plane separation etc.
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