Published Online: 14 JAN 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Lübbecke, M. E. 2011. Column Generation. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 14 JAN 2011
Column generation is an indispensable tool in computational optimization to solve a mathematical program by iteratively adding the variables of the model. Even though the method is simple in theory, there are many algorithmic choices and we discuss the most common ones. Particular emphasis is placed on the dual interpretation, relating column generation to Langrangian relaxation and cutting plane algorithms, which revealed several critical issues like the need for dual variable stabilization techniques. We conclude with some advice for computer implementations.
- linear programming;
- column generation;
- Dantzig–Wolfe decomposition;
- Lagrangian relaxation;
- dual variable stabilization;