OptAtlas
Method

Column Generation

Solve huge LPs by generating variables (columns) on demand.

Also called: Column Generation · 지연 열 생성 · 분기-가격(확장)

A method for solving linear programs with an enormous number of variables by generating them lazily: solve a restricted master, use its duals to price a subproblem (often a knapsack), add improving columns, repeat. Originated with Gilmore & Gomory's treatment of 1D Cutting Stock, and extends to branch-and-price for integer solutions.

Claims & evidence

Every relationship is a claim with an evidence grade; applicable problem-to-problem relationships also carry an equivalence level. See the evidence policy.

RelationshipClaimEquiv.EvidenceSources
shares method withBranch and BoundCombining column generation with branch and bound yields branch-and-price, used for exact solutions to integer cutting & packing problems.E2A
  • AA Linear Programming Approach to the Cutting-Stock Problem
  • ABranch-and-Price: Column Generation for Solving Huge Integer Programs