Are there column generation approaches to solving classes of convex optimization problems other than LPs, and are they guaranteed to find a global minimizer?
2026-04-28 08:20:41.1777364441
To what extent can the column generation method for solving linear programs be extended to solving more general convex optimization problems?
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Column generation is a standard tool for large scale, possibly smooth convex optimization problem.
Standard application are radiation therapy, traffic equilibrium among others.
Under suitable assumption column-generation scheme can also converge to critical point of non convex problems.
Take a look at
http://www.math.chalmers.se/~mipat/LATEX/CGSD.ps http://oa.upm.es/15270/1/INVE_MEM_2011_122534.pdf