IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v46y1998i3p316-329.html
   My bibliography  Save this article

Branch-and-Price: Column Generation for Solving Huge Integer Programs

Author

Listed:
  • Cynthia Barnhart

    (Georgia Institute of Technology, Atlanta, Georgia)

  • Ellis L. Johnson

    (Georgia Institute of Technology, Atlanta, Georgia)

  • George L. Nemhauser

    (Georgia Institute of Technology, Atlanta, Georgia)

  • Martin W. P. Savelsbergh

    (Georgia Institute of Technology, Atlanta, Georgia)

  • Pamela H. Vance

    (Georgia Institute of Technology, Atlanta, Georgia)

Abstract

We discuss formulations of integer programs with a huge number of variables and their solution by column generation methods, i.e., implicit pricing of nonbasic variables to generate new columns or to prove LP optimality at a node of the branch-and-bound tree. We present classes of models for which this approach decomposes the problem, provides tighter LP relaxations, and eliminates symmetry. We then discuss computational issues and implementation of column generation, branch-and-bound algorithms, including special branching rules and efficient ways to solve the LP relaxation. We also discuss the relationship with Lagrangian duality.

Suggested Citation

  • Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser & Martin W. P. Savelsbergh & Pamela H. Vance, 1998. "Branch-and-Price: Column Generation for Solving Huge Integer Programs," Operations Research, INFORMS, vol. 46(3), pages 316-329, June.
    • Handle: RePEc:inm:oropre:v:46:y:1998:i:3:p:316-329
    DOI: 10.1287/opre.46.3.316
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.46.3.316
    Download Restriction: no
    File URL: https://libkey.io/10.1287/opre.46.3.316?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. A. A. Farley, 1990. "A Note on Bounding a Class of Linear Programming Problems, Including Cutting Stock Problems," Operations Research, INFORMS, vol. 38(5), pages 922-923, October.
    2. Michael Held & Richard M. Karp, 1970. "The Traveling-Salesman Problem and Minimum Spanning Trees," Operations Research, INFORMS, vol. 18(6), pages 1138-1162, December.
    3. Leif H. Appelgren, 1969. "A Column Generation Algorithm for a Ship Scheduling Problem," Transportation Science, INFORMS, vol. 3(1), pages 53-68, February.
    4. Vanderbeck, F. & Wolsey, L. A., 1996. "An exact algorithm for IP column generation," LIDAM Reprints CORE 1242, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Martin Savelsbergh, 1997. "A Branch-and-Price Algorithm for the Generalized Assignment Problem," Operations Research, INFORMS, vol. 45(6), pages 831-841, December.
    6. Anuj Mehrotra & Michael A. Trick, 1996. "A Column Generation Approach for Graph Coloring," INFORMS Journal on Computing, INFORMS, vol. 8(4), pages 344-354, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Marco E. Lübbecke & Jacques Desrosiers, 2005. "Selected Topics in Column Generation," Operations Research, INFORMS, vol. 53(6), pages 1007-1023, December.
    2. Degraeve, Z. & Jans, R.F., 2003. "A New Dantzig-Wolfe Reformulation And Branch-And-Price Algorithm For The Capacitated Lot Sizing Problem With Set Up Times," ERIM Report Series Research in Management ERS-2003-010-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3. Marjan van den Akker & Han Hoogeveen & Steef van de Velde, 2002. "Combining Column Generation and Lagrangean Relaxation to Solve a Single-Machine Common Due Date Problem," INFORMS Journal on Computing, INFORMS, vol. 14(1), pages 37-51, February.
    4. Torbjörn Larsson & Michael Patriksson, 2006. "Global Optimality Conditions for Discrete and Nonconvex Optimization---With Applications to Lagrangian Heuristics and Column Generation," Operations Research, INFORMS, vol. 54(3), pages 436-453, June.
    5. Jans, Raf, 2010. "Classification of Dantzig-Wolfe reformulations for binary mixed integer programming problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 251-254, July.
    6. Daniel Villeneuve & Jacques Desrosiers & Marco Lübbecke & François Soumis, 2005. "On Compact Formulations for Integer Programs Solved by Column Generation," Annals of Operations Research, Springer, vol. 139(1), pages 375-388, October.
    7. Zeger Degraeve & Marc Peeters, 2003. "Optimal Integer Solutions to Industrial Cutting-Stock Problems: Part 2, Benchmark Results," INFORMS Journal on Computing, INFORMS, vol. 15(1), pages 58-81, February.
    8. Kavinesh J. Singh & Andy B. Philpott & R. Kevin Wood, 2009. "Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems," Operations Research, INFORMS, vol. 57(5), pages 1271-1286, October.
    9. Omid Shahvari & Rasaratnam Logendran & Madjid Tavana, 2022. "An efficient model-based branch-and-price algorithm for unrelated-parallel machine batching and scheduling problems," Journal of Scheduling, Springer, vol. 25(5), pages 589-621, October.
    10. Marc Peeters & Zeger Degraeve, 2004. "The Co-Printing Problem: A Packing Problem with a Color Constraint," Operations Research, INFORMS, vol. 52(4), pages 623-638, August.
    11. J.M. van den Akker & C.A.J. Hurkens & M.W.P. Savelsbergh, 2000. "Time-Indexed Formulations for Machine Scheduling Problems: Column Generation," INFORMS Journal on Computing, INFORMS, vol. 12(2), pages 111-124, May.
    12. Ojeong Kwon & Kyungsik Lee & Donghan Kang & Sungsoo Park, 2007. "A branch‐and‐price algorithm for a targeting problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(7), pages 732-741, October.
    13. Cynthia Barnhart & Amy Cohn, 2004. "Airline Schedule Planning: Accomplishments and Opportunities," Manufacturing & Service Operations Management, INFORMS, vol. 6(1), pages 3-22, November.
    14. Syam Menon & Rakesh Gupta, 2008. "Optimal Broadcast Scheduling in Packet Radio Networks via Branch and Price," INFORMS Journal on Computing, INFORMS, vol. 20(3), pages 391-399, August.
    15. Sarah Root & Amy Cohn, 2008. "A novel modeling approach for express package carrier planning," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(7), pages 670-683, October.
    16. Ng, T.S. & Lee, L.H. & Chew, E.P., 2006. "Build-pack planning for hard disk drive assembly with approved vendor matrices and stochastic demands," European Journal of Operational Research, Elsevier, vol. 175(2), pages 1117-1140, December.
    17. Subhash C. Sarin & Hanif D. Sherali & Seon Ki Kim, 2014. "A branch‐and‐price approach for the stochastic generalized assignment problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(2), pages 131-143, March.
    18. Meng, Qiang & Wang, Shuaian & Lee, Chung-Yee, 2015. "A tailored branch-and-price approach for a joint tramp ship routing and bunkering problem," Transportation Research Part B: Methodological, Elsevier, vol. 72(C), pages 1-19.
    19. Cynthia Barnhart & Christopher A. Hane & Pamela H. Vance, 2000. "Using Branch-and-Price-and-Cut to Solve Origin-Destination Integer Multicommodity Flow Problems," Operations Research, INFORMS, vol. 48(2), pages 318-326, April.
    20. Guglielmo Lulli & Suvrajeet Sen, 2004. "A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems," Management Science, INFORMS, vol. 50(6), pages 786-796, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:46:y:1998:i:3:p:316-329. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.