Decomp An Implementation Of Dantzig Wolfe Decomposition For Linear Programming
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DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming
Author: James K. Ho
language: en
Publisher: Springer Science & Business Media
Release Date: 2013-11-11
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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DECOMP: An Implementation of Dantzig-Wolfe Decomposition for Linear Programming
Partial contents: DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming; Implementation of DECUBE, a linear programming decomposition code in Fortran on an Intel iPSC/2 Hypercube computer with 64 processors; The multistage, multiproduct material requirements planning problem with capacity constraints; The dynamic traffic assignment problem. Keywords: Abstracts. (kr).