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 m...

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Bibliographische Detailangaben
Hauptverfasser: Ho, James K. (VerfasserIn), Sundarraj, Rangaraja P. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York, NY Springer New York 1989
Ausgabe:1st ed. 1989
Schriftenreihe:Lecture Notes in Economics and Mathematical Systems 338
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Online-Zugang:BTU01
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Zusammenfassung: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
Beschreibung:1 Online-Ressource (VI, 206 p)
ISBN:9781468493979
DOI:10.1007/978-1-4684-9397-9

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