Optimization and Systems Theory Seminar
Friday, June 3, 2005, 11.00-12.00, Room 3721, Lindstedtsvägen 25
Faculty of Management
Montreal, Quebec, Canada
Conic column generation
Dantzig-Wolfe column generation can be extended to the case where
columns belong to a general self-dual cone. By duality this leads
to a variant of the cutting plane method where the cutting planes
may be linear, SOCC or SDP, thus leading to approximating an NDO
function by SOCC or SDP cuts.
Calendar of seminars
by Anders Forsgren.