Abstract
The aim of this paper is to review the celebrated decomposition scheme of Dantzig and Wolfe and to explain how it can be modified in view of a more efficient implementation based on analytical centers. Our purpose here is mainly didactic: we seek to provide a non technical introduction to the subject matter.
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References
G. B. Dantzig et P. Wolfe, “The decomposition algorithm for linear programming”, Econometrica 29 (4), (1961), 767–778.
J.-L. Goffin, A. Haurie et J.-P. Vial, “Decomposition and nondifferentiable optimization with the projective algorithm”, manuscript, Département d’économie commerciale et industrielle, University of Geneva (July 1989).
J.-l. Goffin et J.-P. Vial, “Cutting planes and column generation techniques with the projective algorithm”, manuscript, Département d’économie commerciale et industrielle, University of Geneva (1988), to appear in Journal of Optimization Theory and Applications.
G. Sonnevend, “An analytical center for polyhedrons and new classes of global algorithms for linear (smooth, convex) programming”’, in Lecture Notes in Control and Information Sciences 84 (Springer, New York, 1985) 866–876.
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© 1991 Springer-Verlag Berlin Heidelberg
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Vial, JP. (1991). Decomposition of Structured Linear Programs Based on Analytical Centers. In: Ricci, G. (eds) Decision Processes in Economics. Lecture Notes in Economics and Mathematical Systems, vol 353. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45686-2_14
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DOI: https://doi.org/10.1007/978-3-642-45686-2_14
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53592-8
Online ISBN: 978-3-642-45686-2
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