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

Erscheinungsjahr 2013
ISBN: 978-1-4684-9397-9
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 338, 206 Seiten, eBook

Reihe: Lecture Notes in Economics and Mathematical Systems

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.

Zielgruppe

Research

Autoren/Hrsg.

Ho, James K.

Sundarraj, Rangaraja P.

Inhaltsverzeichnis

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