线性规划的广义列生成

Generalized Column Generation for Linear Programming

Management Science · 2002
被引 10
人大 A+FT50UTD24ABS 4*

中文导读

提出,即使变量数量少到可以直接建模,对某些问题采用列生成反而更高效,扩展了列生成技术的适用范围。

Abstract

Column generation is a well-known and widely practiced technique for solving linear programs with too many variables or constraints to include in the initial formulation explicitly. Instead, the required column information is generated at each iteration of the simplex algorithm. This paper shows that, even if the number of variables is low enough for explicit inclusion in the model with the available technology, it may still be more efficient to resort to column generation for some class of problems.

列生成线性规划单纯形算法变量生成策略