On Compact Formulations for Integer Programs Solved by Column Generation

Column generation has become a powerful tool in solving large scale integer programs. We argue that most of the often reported compatibility issues between pricing oracle and branching rules disappear when branching decisions are based on the reduction of the variables of the oracle’s domain. This can be generalized to branching on variables of a so-called compact formulation. We constructively show that such a formulation always exists under mild assumptions. It has a block diagonal structure with identical subproblems. Our proposal opens the way for the development of branching rules adapted to the oracle structure and the coupling constraints.