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DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming. 1989 ed.

DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming. 1989 ed.

・ISBN 978-0-387-97154-4 paper EUR 49.99

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著者・編者Ho, James K. / Sundarraj, Rangaraja P.,
シリーズ (Lecture Notes in Economics and Mathematical Systems)
出版社 (Springer-Verlag New York Inc., US)
出版年月1989
ページ数206 pp.
言語ENG
ニュース番号<A05-14176>

解説

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.