A New Combination of Lagrangean Relaxation, Dantzig-Wolfe Decomposition and Benders Decomposition Methods for Exact Solution of the Mixed Integer Programming Problems

Benders Decomposition for Mixed- Integer Hydrothermal Problems by Lagrangean Relaxation

Decomposition models with integer variables usually decompose into a master problem that comprises all the integer variables and subproblems, which evaluate the remaining variables. Subproblems with integer variables introduce additional difficulties and require the use of nonlinear duality theory. In this paper we address the solution of a mixed integer hydrothermal coordination problem combin...

Experiments with a Generic Dantzig-Wolfe Decomposition for Integer Programs

We report on experiments with turning the branch-price-andcut framework SCIP into a generic branch-price-and-cut solver. That is, given a mixed integer program (MIP), our code performs a DantzigWolfe 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 themsel...

Benders Decomposition Approach to Robust Mixed Integer Programming

Dantzig-wolfe Decomposition with Gams

This document illustrates the Dantzig-Wolfe decomposition algorithm using GAMS.

A Computational Study of Dantzig-Wolfe Decomposition

A Computational Study of Dantzig-Wolfe Decomposition James Richard Tebboth This thesis evaluates the computational merits of the Dantzig-Wolfe decomposition algorithm. We use modern computer hardware and software, and, in particular, we have developed an efficient parallel implementation of Dantzig-Wolfe decomposition. We were able to solve problems of up to 83,500 rows, 83,700 columns, and 622...