Given a Dantzig-Wolfe decomposition of an integer program, this talk presents a general framework for formulating, on the original formulation, valid inequalities derived on an equivalent master problem. It is possible to model these inequalities by adding new variables and constraints to the original formulation. We show how the additional inequalities may give rise to an augmented sub-problem. Examples on how to apply this framework are given for the vehicle routing problem with time windows.
|Publication status||E-pub ahead of print - 2010|
|Event||4th Nordic Optimization Symposium - Aarhus, Denmark|
Duration: 30 Sep 2010 → 2 Oct 2010
Conference number: 4
|Conference||4th Nordic Optimization Symposium|
|Period||30/09/2010 → 02/10/2010|