Selected Topics in Column Generation

Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not yet found in textbooks. We emphasize the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for the restricted master problem and subproblem, as well as better overall performance. Thus, the dual perspective is an ever recurring concept in our “selected topics.” OR/MS Subject Classification: Integer Programming: Column generation, Dantzig-Wolfe decomposition, Lagrangian relaxation, branch-and-bound; Linear programming: large scale systems To appear in Operations Research.