一种基于分解的大规模线性规划定价方法

A Decomposition-Based Pricing Procedure for Large-Scale Linear Programs

Management Science · 2000
被引 0
人大 A+FT50UTD24ABS 4*

中文导读

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。

Abstract

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....

列生成线性规划分解定价大规模优化