Reformulation and decomposition of integer programs

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. © 2010 Springer-Verlag Berlin Heidelberg.