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Dual Variable Based Fathoming in Dynamic Programs for Column Generation

Lübbecke, Marco E.

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

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.