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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语言 英语 ● 格式 PDF ● ISBN 9781468493979 ● 出版者 Springer New York ● 发布时间 2013 ● 下载 3 时 ● 货币 EUR ● ID 4680915 ● 复制保护 Adobe DRM
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