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Persistent link: https://www.econbiz.de/10011774710
Column generation for solving linear programs with a huge number of variables alternates between solving a master problem and a pricing subproblem to add variables to the master problem as needed. The method is known to often suffer from degeneracy in the master problem. Inspired by recent...
Persistent link: https://www.econbiz.de/10011052439
Dynamic constraint aggregation (DCA) and dual variable stabilization (DVS) are two methods that can reduce the negative impact of degeneracy when solving linear programs. The first uses a projection to reduce the primal space whereas the second acts in the dual space. In this paper, we develop a...
Persistent link: https://www.econbiz.de/10010871184