Dantzig-Wolfe and Lagrangian decompositions in integer linear programmingReport as inadecuate

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1 LIPN - Laboratoire d-Informatique de Paris-Nord 2 LIX - Laboratoire d-informatique de l-École polytechnique Palaiseau 3 LITA - Laboratoire d-Informatique Théorique et Appliquée

Abstract : We propose in this paper a new Dantzig-Wolfe master model based on Lagrangian decomposition. We establish the relationship with classical Dantzig-Wolfe decomposition master problem and propose an alternative proof of the dominance of Lagrangian decomposition on Lagrangian relaxation 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 generalized assignment problem.

Author: Lucas Létocart - Nora Touati Moungla - Anass Nagih -

Source: https://hal.archives-ouvertes.fr/


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