DECOMP: an implementation of Dantzig-Wolfe decomposition for linear programming

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Springer-Verlag, Nov 22, 1989 - Business & Economics - 206 pages
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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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Contents

INTRODUCTION
1
PROGRAM SUBROUTINES
33
PORTABILITY ISSUES
168
Copyright

1 other sections not shown

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