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.
| ISBN: | 9780387971544 |
| Publication date: | 25th October 1989 |
| Author: | James K K Ho, R P Sundarraj |
| Publisher: | Springer an imprint of Springer New York |
| Format: | Paperback |
| Pagination: | 206 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Operational research Management decision making Economic theory and philosophy Computer architecture and logic design Computer programming / software engineering |
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.
DECOMP features in the following genres: Operational research, Management decision making, Economic theory and philosophy, Computer architecture and logic design, Computer programming / software engineering
DECOMP is available in Paperback
DECOMP was written by James K K Ho, R P Sundarraj and published by Springer an imprint of Springer New York
DECOMP has 206 pages
Yes it is part of Lecture Notes in Economics and Mathematical Systems series