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

  • James K. Ho
  • Rangaraja P. Sundarraj

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 338)

Table of contents

  1. Front Matter
    Pages I-VI
  2. James K. Ho, Rangaraja P. Sundarraj
    Pages 1-4
  3. James K. Ho, Rangaraja P. Sundarraj
    Pages 5-32
  4. James K. Ho, Rangaraja P. Sundarraj
    Pages 33-167
  5. James K. Ho, Rangaraja P. Sundarraj
    Pages 168-171
  6. James K. Ho, Rangaraja P. Sundarraj
    Pages 172-202
  7. Back Matter
    Pages 203-206

About this book

Introduction

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.

Keywords

algorithm algorithms linear optimization optimization programming

Authors and affiliations

  • James K. Ho
    • 1
  • Rangaraja P. Sundarraj
    • 2
  1. 1.College of Business Administration, Management Science ProgramThe University of TennesseeKnoxvilleUSA
  2. 2.Graduate School of ManagementClark UniversityWorcesterUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4684-9397-9
  • Copyright Information Springer-Verlag New York 1989
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-97154-4
  • Online ISBN 978-1-4684-9397-9
  • Series Print ISSN 0075-8442
  • Series Online ISSN 2196-9957
  • About this book