Convergence of Column Generation for Semi-infinite Programs in the Presence of Equality Constraints
Files
TR Number
CS75002-R
Date
1975
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Computer Science, Virginia Polytechnic Institute & State University
Abstract
A convergence theorem is presented for the standard column generation algorithm which embodies GLM. The primary extension of earlier published theorems is the allowance of equality constraints. A related stability theorem is introduced to demonstrate robustness.