
doi: 10.1007/bf01580134
handle: 10419/220380
An algorithm using column generation and penalty function techniques is presented. A linear program with a uniformly bounded number of columns, similar to the restricted master in generalized programming, is used to reduce the number of constraints included in forming a penalty function. The penalty function is used as a Lagrangian in an unconstrained subproblem.
ddc:330, Nonlinear programming
ddc:330, Nonlinear programming
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