An Interrupted Proposal

Download or read book DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming written by James K. Ho and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.