Lecture Notes in Economics and Mathematical Systems

Ho, James K.; Sundarraj, Rangaraja P.

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.

Details

Published by: Springer

Publication Date: 1989-11-22

Format: Paperback

ISBN-13: 9780387971544

DOI: 10.1007/978-1-4684-9397-9

Dimensions: 279cm x210cm

Pages: 206