Numerical behavior of LP algorithms based upon the decomposition principle

Nazareth L (1984). Numerical behavior of LP algorithms based upon the decomposition principle. Linear Algebra and its Applications 57: 181-189. DOI:10.1016/0024-3795(84)90186-1.

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Abstract

We present a set of LP problems, each of which illustrates a particular numerical feature of the Dantzig-Wolfe decomposition algorithm. Although these particular examples each involve only a few constraints and variables, they identify numerical difficulties that can occur in general. Some implications for the implementation of decomposition algorithms in a numerically sound way are briefly discussed.

Item Type: Article
Research Programs: Regional Issues Program (RUD)
Depositing User: Romeo Molina
Date Deposited: 07 Apr 2016 08:32
Last Modified: 07 Apr 2016 08:32
URI: http://pure.iiasa.ac.at/12501

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