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Dantzig-Wolfe and Lagrangian decompositions in integer linear programming

Author

Listed:
  • L. Létocart
  • A. Nagih
  • N. Touati-Moungla

Abstract

We propose in this paper a new Dantzig-Wolfe master model based on Lagrangian Decomposition (LD). We establish the relationship with classical Dantzig-Wolfe decomposition master problem and propose an alternative proof of the dominance of LD on Lagrangian Relaxation (LR) dual bound. As illustration, we give the corresponding models and numerical results for two standard mathematical programs: the 0-1 bidimensional knapsack problem and the generalised assignment problem.

Suggested Citation

  • L. Létocart & A. Nagih & N. Touati-Moungla, 2012. "Dantzig-Wolfe and Lagrangian decompositions in integer linear programming," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 4(3), pages 247-262.
  • Handle: RePEc:ids:ijmore:v:4:y:2012:i:3:p:247-262
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    Cited by:

    1. Yixin Zhao & Torbjörn Larsson & Elina Rönnberg & Panos M. Pardalos, 2018. "The fixed charge transportation problem: a strong formulation based on Lagrangian decomposition and column generation," Journal of Global Optimization, Springer, vol. 72(3), pages 517-538, November.

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