Machine learningOptimization
列生成算法 (Dantzig-Wolfe)
列生成算法由 George B. Dantzig 和 Philip Wolfe 于 1960 年提出，是一种强大的优化技术，用于解决具有特殊结构的大规模线性规划问题。该方法也称为 Dantzig-Wolfe 分解，它将问题分解为一个主问题（仅限于变量/列的子集）和一个定价子问题（识别新变量），通过引入相关列迭代地改进解决方案。
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来源
- Dantzig, G. B., & Wolfe, P. (1960). Decomposition principle for linear programs. Operations Research, 8(1), 101-111. DOI: 10.1287/opre.8.1.101 ↗
- Gilmore, P. C., & Gomory, R. E. (1961). A linear programming approach to the cutting-stock problem. Operations Research, 9(6), 849-859. DOI: 10.1287/opre.9.6.849 ↗
如何引用本页
ScholarGate. (2026, June 3). Column Generation (Dantzig-Wolfe Decomposition). ScholarGate. https://scholargate.app/zh/operations-research/column-generation
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