A simple modification of dantzig-wolfe decomposition

We describe a simple modification of the Dintzig-wolfe decomposition method for nonlinear programming problems, consisting of including an additional column in the master problem, which immediately improves the bound obtained. We investigate the consequences of this modification and can directly give the optimal primal solution and one optimal dual solution of the modified master problem. Furthermore we show that the dual solution is always degenerated and give an explicit expression of all the optimal dual solutions. Finally we propose a new hybrid method combining Dantzig-Wolfe decomposition with an improvement step of subgradient type, that generates an additional cut for the master problem in each interation