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Reformulation and Decomposition of Integer Programs

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50 Years of Integer Programming 1958-2008

Abstract

We examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branch-and-bound based algorithm. First we cover reformulations based on decomposition, such as Lagrangean relaxation, the Dantzig-Wolfe reformulation and the resulting column generation and branch-and-price algorithms. This is followed by an examination of Benders’ type algorithms based on projection. Finally we discuss extended formulations involving additional variables that are based on problem structure. These can often be used to provide strengthened a priori formulations. Reformulations obtained by adding cutting planes in the original variables are not treated here.

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Authors and Affiliations

  1. Institut de Mathématiques de Bordeaux (IMB) and INRIA, Université de Bordeaux, Bordeaux, France

    François Vanderbeck

  2. Center for Operations Research and Econometrics, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

    Laurence A. Wolsey

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  1. François Vanderbeck
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  2. Laurence A. Wolsey
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Correspondence to François Vanderbeck .

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Editors and Affiliations

  1. Inst. Informatik, Universität Köln, Pohligstr. 1, Köln, 50969, Germany

    Michael Jünger

  2. Fac. Sciences de Base (FSB), Ecole Polytechnique Fédérale de Lausanne, Lausanne, 1015, Switzerland

    Thomas M. Liebling

  3. Ensimag, Institut Polytechnique de Grenoble, avenue Félix Viallet 46, Grenoble CX 1, 38031, France

    Denis Naddef

  4. School of Industrial &, Georgia Institute of Technology, Ferst Drive NW., 765, Atlanta, 30332-0205, USA

    George L. Nemhauser

  5. IBM Corporation, Route 100 294, Somers, 10589, USA

    William R. Pulleyblank

  6. Inst. Informatik, Universität Heidelberg, Im Neuenheimer Feld 326, Heidelberg, 69120, Germany

    Gerhard Reinelt

  7. ed Informatica, CNR - Ist. Analisi dei Sistemi, Viale Manzoni 30, Roma, 00185, Italy

    Giovanni Rinaldi

  8. Center for Operations Reserach &, Université Catholique de Louvain, voie du Roman Pays 34, Leuven, 1348, Belgium

    Laurence A. Wolsey

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Vanderbeck, F., Wolsey, L.A. (2010). Reformulation and Decomposition of Integer Programs. In: Jünger, M., et al. 50 Years of Integer Programming 1958-2008. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68279-0_13

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