Linear fractional approximations for master problems in column generation

Oper. Res. Lett., Volume 45, Issue 5, 2017, Pages 503-507.

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Abstract:

Abstract In the context of large-scale linear programs solved by a column generation algorithm, we present a primal algorithm for handling the master problem. Successive approximations of the latter are created to converge to optimality. The main properties are that, for every approximation except the last one, the cost of the solution ...More

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