Proximal ACCPM, a cutting plane method for column generation and Lagrangian relaxation: application to the p-median problem

Proximal ACCPM is a variant of the analytic center cutting plane method, in which a proximal term is added to the barrier function that defines the center. The present paper gives a detailed presentation of the method and of its implementation. Proximal ACCPM is used to solve the Lagrangian relaxation of the p-median problem on two sets of problem instances. Problems of the same collection are tentatively solved with the classical column generation scheme.