Generic Dantzig-Wolfe Decomposition
Research Area: | Generic Decomposition Algorithms for Integer Programs | ||
Status: | In progress | ||
Description: | |||
Many recent successful approaches to solve structured mathematical programs build explicitly or implicitly on Dantzig-Wolfe reformulation (DWR). "Structurued" in this context refers to the property that a complex optimization problem may contain (much) easier to solve (rather local) subproblems which are linked by (rather global) constraints. In order to allow also non-experts to benefit from the advantages of the method, and to give experts a platform for standardized computational experiements, we develop a mixed integer programming solver which is based on DWR and which automatically detects decomposable structures in mixed integer programs.
GCG 1.0.0 has been released on August, 1 and is available for download here. |