In the column generating approach to concave programming, alias the dual cutting-plane algorithm (Zangwill), Lagrangians are maximized to generate columns. Often this cannot be done in a finite number of steps. We show what to do.
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.