Variants on Dantzig-Wolfe Decomposition with Applications to Multistage Problems

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2262 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2262 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2262 archive 351 disk0/00/00/22/51 2016-01-15 01:53:19 2021-08-27 17:11:24 2016-01-15 01:53:19 monograph show 2 Nazareth J.L. AL1035 Variants on Dantzig-Wolfe Decomposition with Applications to Multistage Problems pub iis_met prog_sds 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. 1983-06 published WP-83-061 WP-83-061 2226 public working_paper IIASA, Laxenburg, Austria 31 FALSE info:eu-repo/semantics/book