The space-borne gravitational wave detectors will observe a large population of double white dwarf binaries in the Milky Way. However, the search for double white dwarfs in the gravitational wave data will be time-consuming due to the large number of templates involved and antenna response calculation. In this paper, we implement an iterative combinatorial algorithm to search for double white dwarfs in MLDC-3.1 data. To quickly determine the rough parameters of the target sources, the following algorithms are adopted in a coarse search process: (1) using the downsampling method to reduce the number of original data points; (2) using the undersampling method to speed up the generation of a single waveform template; (3) using the stochastic template bank method to quickly construct the waveform template bank while achieving high coverage of the parameter space; (4) combining the FFT acceleration algorithm with the stochastic template bank to reduce the calculation time of a single template. A fine search process is applied to further determine the parameters of the signals based on the coarse search, for which we adopt the particle swarm optimization. Finally, we detect \(O(10^4)\) double white dwarf signals, validating the feasibility of our method.