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

by James K. Ho, Rangaraja P. Sundarraj

Overview

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.

Product Details

ISBN-13:	9780387971544
Publisher:	Springer New York
Publication date:	11/22/1989
Series:	Lecture Notes in Economics and Mathematical Systems , #338
Edition description:	1989
Pages:	206
Product dimensions:	8.27(w) x 10.98(h) x 0.02(d)

Table of Contents

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