Abstract:
This paper presents in a unified form a column generation scheme for integer
programming. The scheme incorporates the two major algorithmic
approaches in integer programming, the branch and bound technique and
the cutting plane technique. With integrality conditions imposed on the
variables it is of importance to limit the number of columns introduced in
the integer programming problem. This is equally important in the case of
multiple criteria where usually multiple alternative efficient solutions are required.
The suggested scheme gives additional dual information that limits
the work required to move among the alternatives to be generated.