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portada decomp: an implementation of dantzig-wolfe decomposition for linear programming
Type
Physical Book
Author
Publisher
Year
1989
Language
English
Pages
206
Format
Paperback
Dimensions
27.9 x 21.6 x 1.2 cm
Weight
0.51 kg.
ISBN
0387971548
ISBN13
9780387971544
Categories

decomp: an implementation of dantzig-wolfe decomposition for linear programming

James K. Ho (Author) · Rangaraja P. Sundarraj (Author) · Springer · Paperback

decomp: an implementation of dantzig-wolfe decomposition for linear programming - Ho, James K. ; Sundarraj, Rangaraja P.

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Synopsis "decomp: an implementation of dantzig-wolfe decomposition for linear programming"

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.

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