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.
| Autorius: | Rangaraja P. Sundarraj, James K. Ho, |
| Serija: | Lecture Notes in Economics and Mathematical Systems |
| Leidėjas: | Springer US |
| Išleidimo metai: | 1989 |
| Knygos puslapių skaičius: | 216 |
| ISBN-10: | 0387971548 |
| ISBN-13: | 9780387971544 |
| Formatas: | Knyga minkštu viršeliu |
| Kalba: | Anglų |
| Žanras: | Management decision making |
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