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Management Science 2000

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

W MamerJohn; D McBrideRichard

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....

DOI
10.5555/2804941.2804949
Sources
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