This chapter describes the classical column generation algorithm used to solve a linear program with a huge number of variables. Besides its main properties, we offer several practical hints to be included in any worthwhile implementation and present a few classical examples of its application.

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Column Generation

  • Jacques Desrosiers,
  • Marco Lübbecke,
  • Guy Desaulniers,
  • Jean Bertrand Gauthier

摘要

This chapter describes the classical column generation algorithm used to solve a linear program with a huge number of variables. Besides its main properties, we offer several practical hints to be included in any worthwhile implementation and present a few classical examples of its application.