Branch-Price-and-Cut
摘要
Our aim from the very beginning is to solve an integer linear program. Yet, all that we have algorithmically accomplished so far is to solve the linear relaxation of a Dantzig-Wolfe reformulation. When the solution is fractional, we need to cut it, or branch. From a bird’s eye view, all that remains to do is to use the column generation algorithm to solve the relaxation, and possibly strengthen it by additional valid inequalities, in every node of the branch-and-bound tree. Zooming in, we see that some subtleties have to be respected or can even be exploited.