We discuss an algorithmic scheme, which we call the stabilized structured Dantzig-Wolfe decomposition method, for solving large-scale structured linear programs. It can be applied when the subproblem of the standard Dantzig-Wolfe approach admits an alternative master model amenable to column generation, other than the standard one in which there is a variable for each of the extreme points and extreme rays of the corresponding polyhedron. Stabilization is achieved by the same techniques developed for the standard Dantzig-Wolfe approach and it is equally useful to improve the performance, as shown by computational results obtained on an application to the multicommodity capacitated network design problem.
|Autori:||FRANGIONI A; B. GENDRON|
|Titolo:||A Stabilized Structured Dantzig-Wolfe Decomposition Method|
|Anno del prodotto:||2013|
|Digital Object Identifier (DOI):||10.1007/s10107-012-0626-8|
|Appare nelle tipologie:||1.1 Articolo in rivista|