Optimization and Systems Theory Seminar
Friday, June 3, 2005, 11.00-12.00, Room 3721, Lindstedtsvägen 25

Jean-Louis Goffin
Faculty of Management
McGill University
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.