A Decomposition-Based Pricing Procedure for Large-Scale Linear Programs
提出并测试了一种新定价方法,通过交互求解松弛子问题来识别潜在进入基列,用于求解大规模结构化线性规划。
We propose and test a new pricing procedure for solving large-scale structured linear programs. The procedure interactively solves a relaxed subproblem to identify potential entering basic columns....