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Decomp: An Implementation of Dantzig-Wolfe Decomposition for Linear Programming by James K. Ho

Decomp: An Implementation of Dantzig-Wolfe Decomposition for Linear Programming

by James K. Ho
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Book cover type: Paperback
  • ISBN13: 9780387971544
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 206
  • Original Price: EUR 49.99
  • Language: English
  • Edition: 1989
  • Item Weight: 536 grams
  • BISAC Subject(s): Linear & Nonlinear Programming, Operations Research, and Computer Architecture

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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