Variants on Dantzig-Wolfe Decomposition with Applications to Multistage Problems

Nazareth JL (1983). Variants on Dantzig-Wolfe Decomposition with Applications to Multistage Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-061

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Abstract

The initial representation of an LP problem to which the Dantzig-Wolfe decomposition procedure is applied, is of the essence. We study this here, and, in particular, we consider two transformations of the problem, by introducing suitable linking rows and variables. We study the application of the Dantzig-Wolfe procedure to these new representations of the original problem and the relationship to previously proposed algorithms. Advantages and disadvantages from a computational viewpoint are discussed. Finally we develop a decomposition algorithm based upon these ideas for solving multistage staircase-structured LP problems.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:53
Last Modified: 21 Jul 2016 02:44
URI: http://pure.iiasa.ac.at/2251

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