**PDCGM** is a package for solving large scale optimization problems
using the primal-dual column generation method.

It has been written by Jacek Gondzio,
P. P. González-Brevis,
P. Munari
and Robert Sarkissian.

**PDCGM** uses **HOPDM**
interior point code to solve restricted master problems.

version of **PDCGM** is available
**here.**

The distribution version is described in the following paper:

**J. Gondzio and P. González-Brevis, P. Munari**, Large-Scale Optimization with the Primal-Dual Column Generation Method,*Mathematical Programming Computation*8 (2016) 47-82.

- small demo version with quadratic programming problems
- capacitated lot-sizing problem with setup times
- cutting stock problem
- multicommodity network flow problem
- multiple kernel learning problem
- two-stage stochastic programming problem
- vehicle routing problem with time windows

The following papers demonstrate mathematical background of the **PDCGM**
algorithm and report on its successful applications:

**J. Gondzio, P. González-Brevis, P. Munari**, New Developments in the Primal-Dual Column Generation Technique,*European Journal of Operational Research*224 (2013) 41-51.**P. Munari and J. Gondzio**, Using the Primal-Dual Interior Point Algorithm within the Branch-Price-and-Cut Method,*Computers and Operations Research*40 (2013) No 8, pp. 2026-2036.**J. Gondzio and P. González-Brevis**, A New Warmstarting Strategy for the Primal-Dual Column Generation Method,*Mathematical Programming A*152 (2015) 113-146.**J. Gondzio and P. González-Brevis, P. Munari**, Large-Scale Optimization with the Primal-Dual Column Generation Method,*Mathematical Programming Computation*8 (2016) 47-82.**P. Munari, A. Moreno, J. De La Vega, D. Alem, J. Gondzio and R. Morabito**, The Robust Vehicle Routing Problem with Time Windows: Compact Formulation and Branch-Price-and-Cut Method,*Transportation Science*53 (2019) No 4, 917-1212. Published online June 24, 2019.

**J. Gondzio and R. Sarkissian**, Column Generation with a Primal-Dual Method, Logilab Technical Report 96.6, Department of Management Studies, University of Geneva, Switzerland, June 1996. TR 96.6 (PDF file).