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

James K. Ho

ISBN 10: 0387971548 ISBN 13: 9780387971544

Editorial: Springer-Verlag New York Inc., 1989

Idioma: Ingl�s

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T�tulo

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

Editor

Springer-Verlag New York Inc.

Fecha de publicaci�n

1989

Idioma

Ingl�s

ISBN 10

0387971548

ISBN 13

9780387971544

Encuadernaci�n

Paperback / softback

Estado

New

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Sinopsis

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.

Rese�a del editor

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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