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

James K. HoRangaraja P. Sundarraj

出版	Springer New York, 1989-11-22
主題	Business & Economics / GeneralBusiness & Economics / Operations ResearchBusiness & Economics / Economics / TheoryComputers / Computer ArchitectureComputers / Programming / GeneralMathematics / Linear & Nonlinear ProgrammingMathematics / Probability & Statistics / General
ISBN	03879715489780387971544
URL	http://books.google.com.hk/books?id=e_AYAQAAIAAJ&hl=&source=gbs_api

註釋

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.