Title: DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming (Lecture Notes in Economics and Mathematical Systems, 338)
Publisher: Springer
Publication Date: 1989
Language: English
ISBN 10: 0387971548
ISBN 13: 9780387971544
Binding: Soft cover
Condition: New

About this title

Synopsis

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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