A cutting plane algorithm and a column generation algorithm as dual algorithms
作者:
Konrad Schulz,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1978)
卷期:
Volume 9,
issue 1
页码: 31-42
ISSN:0323-3898
年代: 1978
DOI:10.1080/02331937808842463
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
Cutting plane and column generation algorithms are known to be dual in a certain sense. In this paper, a general cutting plane algorithm of Kelley type for convex programs and a general column generation algorithm of Dantzig-Wolfe type for Wolfe's generalized program are described. These two algorithms are shown to be dual. An estimation of the optimal value known for Dantzig-Wolfe methods is carried over to cutting plane methods.
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