Stable Column Generation with the Primal-Dual Interior Point Method

Advantages of interior point methods (IPMs) applied in the context of column generation will be discussed. Some of the many false views of the combinatorial optimization community on interior point methods will be addressed and corrected. The talk will gently introduce some of the relevant mathematical optimization developments and will also briefly mention our software called PDCGM (Primal-Dual Column Generation Method) available for research use: http://www.maths.ed.ac.uk/~gondzio/software/pdcgm.html