ISSN:
1436-4646
Keywords:
Key words: subgradient algorithm – Dantzig-Wolfe decomposition – large scale linear programming
;
Mathematics Subject Classification (1991): 90C05, 90C06
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract. We present an extension to the subgradient algorithm to produce primal as well as dual solutions. It can be seen as a fast way to carry out an approximation of Dantzig-Wolfe decomposition. This gives a fast method for producing approximations for large scale linear programs. It is based on a new theorem in linear programming duality. We present successful experience with linear programs coming from set partitioning, set covering, max-cut and plant location.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s101070050002
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