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

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

Part of the Lecture Notes in Economics and Mathematical Systems series

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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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