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Decomp: An Implementation Of Dantzig-Wolfe Decomposition For Linear Programming (Lecture Notes In Economics And Mathematical Systems) - Couverture souple

Ho, James K.

 
9780387971544: Decomp: An Implementation Of Dantzig-Wolfe Decomposition For Linear Programming (Lecture Notes In Economics And Mathematical Systems)

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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