Title
DECOMP: an Implementation of DantzigWolfe Decomposition for Linear Programming (Lecture Notes in Economics and Mathematical Sys,Used
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For linear optimization models that can be formulated as linear programs with the blockangular structure, i.e. independent subproblems with coupling constraints, the DantzigWolfe 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 DantzigWolfe decomposition method in FORTRAN. The code can serve as a very convenient starting point for further investigation, both computational and economic, of parallelism in largescale systems. It can also be used as supplemental material in a second course in linear programming, computational mathematical programming, or largescale systems.
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