A note on A LP-based heuristic for a time-constrained routing problem
In their paper, Avella et al. (2006) investigate a time-constrained routing problem. The core of the proposed solution approach is a large-scale linear program that grows both row- and column-wise when new variables are introduced. Thus, a column-and-row generation algorithm is proposed to solve this linear program optimally, and an optimality condition is presented to terminate the column-and-row generation algorithm. We demonstrate by using Lagrangian duality that this optimality condition is incorrect and may lead to a suboptimal solution at termination.
time-constrained routing column-and-row generation large-scale optimization column generation