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

  • Book
  • © 1989

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 338)

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Table of contents (5 chapters)

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About this book

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.

Authors and Affiliations

  • College of Business Administration, Management Science Program, The University of Tennessee, Knoxville, USA

    James K. Ho

  • Graduate School of Management, Clark University, Worcester, USA

    Rangaraja P. Sundarraj

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