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

James K. Ho, Rangaraja P. Sundarraj
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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.
      Format: CONTRIBUTORS: James K. Ho, Rangaraja P. Sundarraj EAN: 9780387971544 COUNTRY: United States PAGES: WEIGHT: 543 g HEIGHT: 279 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 1989-11-22 CITY: GENRE: BUSINESS & ECONOMICS / Operations Research, BUSINESS & ECONOMICS / Economics / Theory, COMPUTERS / Computer Architecture, COMPUTERS / Programming / General WIDTH: 210 cm SPINE:

      Book Themes:

      Economic theory and philosophy, Management decision making, Operational research, Computer programming / software engineering, Computer architecture and logic design

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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.
      Format: CONTRIBUTORS: James K. Ho, Rangaraja P. Sundarraj EAN: 9780387971544 COUNTRY: United States PAGES: WEIGHT: 543 g HEIGHT: 279 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 1989-11-22 CITY: GENRE: BUSINESS & ECONOMICS / Operations Research, BUSINESS & ECONOMICS / Economics / Theory, COMPUTERS / Computer Architecture, COMPUTERS / Programming / General WIDTH: 210 cm SPINE:

      Book Themes:

      Economic theory and philosophy, Management decision making, Operational research, Computer programming / software engineering, Computer architecture and logic design

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