Introduction to Dantzig-Wolfe Decomposition and Branch-and-Price Solving using G12
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Branch-and-Price Solving in G12
Combinatorial optimisation problems are easy to state but hard to solve, and they arise in a huge variety of applications. Branch-and-price is one of many powerful methods for solving them. This paper describes how Dantzig-Wolfe decomposition, column generation and branch-and-price are integrated into the hybrid optimisation platform G12 [13]. The G12 project is developing a software environmen...
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Branch-and-price algorithms based on Dantzig-Wolfe decomposition have shown great success in solving mixed integer linear optimization problems (MILPs) with specific identifiable structure, such as vehicle routing and crew scheduling problems. For unstructured MILPs, the most frequently used methodology is branch-and-cut, which depends on generation of “generic” classes of valid inequalities to...
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In this paper, we present several primal heuristics which we implemented in the branch-and-price solver GCG based on the SCIP framework. This involves new heuristics as well as heuristics from the literature that make use of the reformulation yielded by the Dantzig-Wolfe decomposition. We give short descriptions of those heuristics and briefly discuss computational results. Furthermore, we give...
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