DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming von James K. Ho | ISBN 9781468493979

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

von James K. Ho und Rangaraja P. Sundarraj
Mitwirkende
Autor / AutorinJames K. Ho
Autor / AutorinRangaraja P. Sundarraj
Buchcover DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming | James K. Ho | EAN 9781468493979 | ISBN 1-4684-9397-3 | ISBN 978-1-4684-9397-9

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

von James K. Ho und Rangaraja P. Sundarraj
Mitwirkende
Autor / AutorinJames K. Ho
Autor / AutorinRangaraja P. Sundarraj
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.