Decomp: An Implementation of Dantzig-Wolfe Decomposition for Linear Programming

ISBN-13: 9780387971544 / Angielski / Miękka / 1989 / 206 str.

James K. K. Ho; Rangaraja P. Sundarraj

Opis

For linear optimization models that can be formulated as linear programs with the block-angular structure, i.e. independent subproblems with coupling constraints, the Dantzig-Wolfe decomposition principle provides an elegant framework of solution algorithms as well as economic interpretation. This monograph is the complete documentation of DECOMP: a robust implementation of the Dantzig-Wolfe decomposition method in FORTRAN. The code can serve as a very convenient starting point for further investigation, both computational and economic, of parallelism in large-scale systems. It can also be used as supplemental material in a second course in linear programming, computational mathematical programming, or large-scale systems.

Spis treści

Specifications for a Robust Code.- Program Subroutines.- Portability Issues.- User’s Guide.