One-parametric analysis of column-oriented linear programs

Larsson, TorbjörnLinköpings universitet,Tillämpad matematik,Tekniska fakulteten (författare)

A linear optimization problem which is amenable to column generation and contains a single parameter in the objective function is considered. We extend and adapt the standard linear programming column generation scheme to effectively and efficiently solve this problem for all values of the parameter. As a potential application we consider bi-objective discrete optimization and describe how the one-parametric column generation scheme can be used to form an outer approximation of the Pareto frontier for such a problem.

NATURVETENSKAP Matematik Diskret matematik hsv//swe
NATURAL SCIENCES Mathematics Discrete Mathematics hsv//eng
Linear programming; Parametric optimization; Column generation; Dantzig-Wolfe decomposition; Bi-objective discrete optimization

Quttineh, Nils-HassanLinköpings universitet,Tillämpad matematik,Tekniska fakulteten(Swepub:liu)nilqu94 (författare)
Linköpings universitetTillämpad matematik (creator_code:org_t)

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