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

丛 书 名：Lecture Notes in Economics and Mathematical Systems

版本说明：1

作     者：James K. Ho Rangaraja P. Sundarraj 

I S B N：(纸本) 9780387971544 

出 版 社：Springer New York  NY 

出 版 年：1000年

页      数：VI, 206页

主 题 词：Operations Research/Decision Theory Economic Theory/Quantitative Economics/Mathematical Methods Processor Architectures Programming Techniques 

摘      要：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.