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Experiments with a Generic Dantzig-Wolfe Decomposition for Integer Programs

Gerald Gamrath (gamrath***at***zib.de)
Marco E. Lübbecke (luebbecke***at***mathematik.tu-darmstadt.de)

Abstract: We report on experiments with turning the branch-cut-and-price framework SCIP into a generic branch-cut-and-price 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.

Keywords: mixed integer programming, Dantzig-Wolfe decomposition, branch-and-price, implementation

Category 1: Integer Programming ((Mixed) Integer Linear Programming )

Citation: TU Berlin, Institut für Mathematik, Preprint 2010/05

Download: [PDF]

Entry Submitted: 03/01/2010
Entry Accepted: 03/01/2010
Entry Last Modified: 04/13/2010

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