DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming
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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DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming
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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DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming
206
DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming
206Paperback(1989)
$54.99
54.99
In Stock
Product Details
| ISBN-13: | 9780387971544 |
|---|---|
| Publisher: | Springer New York |
| Publication date: | 11/22/1989 |
| Series: | Lecture Notes in Economics and Mathematical Systems , #338 |
| Edition description: | 1989 |
| Pages: | 206 |
| Product dimensions: | 8.27(w) x 10.98(h) x 0.02(d) |
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