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

Paperback Engels 1989 1989e druk 9780387971544
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Samenvatting

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.

Specificaties

ISBN13:9780387971544
Taal:Engels
Bindwijze:paperback
Aantal pagina's:206
Uitgever:Springer New York
Druk:1989

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Inhoudsopgave

Specifications for a Robust Code.- Program Subroutines.- Portability Issues.- User’s Guide.

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