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Main Title: Dual Variable Based Fathoming in Dynamic Programs for Column Generation
Author(s): Lübbecke, Marco E.
Type: Research Paper
Abstract: In this note, we aim at reducing the state space of dynamic programming algorithms used as column generators in solving the linear programming relaxation of set partitioning problems arising from practical applications. We propose a simple generic lower bounding criterion based on the respective dual optimal solution of the restricted master program.
Subject(s): dynamic programming
column generation
state space reduction
dynamic programs
Issue Date: 2003
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 90C39 Dynamic programming
90C08 Special problems of linear programming
65K05 Mathematical programming algorithms
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2003, 42
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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