Project Team Realopt

Members
Overall Objectives
Scientific Foundations
Application Domains
Software
New Results
Contracts and Grants with Industry
Partnerships and Cooperations
Dissemination
Bibliography
PDF e-pub XML


Section: Scientific Foundations

Decomposition and reformulation approaches

An hierarchical approach to tackle complex combinatorial problems consists in considering separately different substructures (subproblems). If one is able to implement relatively efficient optimization on the substructures, this can be exploited to reformulate the global problem as a selection of specific subproblem solutions that together form a global solution. If the subproblems correspond to subset of constraints in the MIP formulation, this leads to Dantzig-Wolfe decomposition. If it corresponds to isolating a subset of decision variables, this leads to Bender's decomposition. Both lead to extended formulations of the problem with either a huge number of variables or constraints. Dantzig-Wolfe approach requires specific algorithmic approaches to generate subproblem solutions and associated global decision variables dynamically in the course of the optimization. This procedure is known as column generation, while its combination with branch-and-bound enumeration is called, branch-and-price. Alternatively, in Bender's approach, when dealing with exponentially many constraints in the reformulation, cutting plane procedures defined in the previous section reveal to be powerful. When optimization on a substructure is (relatively) easy, there often exists a tight reformulation of this substructure typically in an extended variable space. This gives rise powerful reformulation of the global problem, although it might be impractical given its size (typically pseudo-polynomial). It can be possible to project (part of) the extended formulation in a smaller dimensional space if not the original variable space to bring polyhedral insight (cuts derived through polyhedral studies can often be recovered through such projections).