A tutorial on using Column Generation to solve MIP problems (Part 2)

(This article is a sequel to Part 1 of the tutorial.)

In this part, we will look at the Column Generation (CG) algorithm and then discuss some aspects of the subproblem. As there will be a lot to cover in the subproblem, we will only look at some intuition of solving the subproblem. The next article on this series will be dedicated to the subproblem’s algorithm and more details. As usual, we will keep the mathematical jargon limited to only where absolutely required.