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Erschienen in:
2010 | OriginalPaper | Buchkapitel
Experiments with a Generic Dantzig-Wolfe Decomposition for Integer Programs
verfasst von : Gerald Gamrath, Marco E. Lübbecke
Erschienen in: Experimental Algorithms
Verlag: Springer Berlin Heidelberg
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We report on experiments with turning the branch-price-and-cut
framework
SCIP
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.