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A dantzig-wolfe decomposition variant equivalent to basis factorization

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Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 24))

Abstract

A variant of Dantzig-Wolfe decomposition and basis factorization are compared as solution techniques for block angular systems. It is shown that the two methods follow the same solution path to the optimum. The result has implications for the use of decomposition and factorization algorithms together.

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R. W. Cottle

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Dedicated to Professor George B. Dantzig on the occasion of his seventieth birthday

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© 1985 The Mathematical Programming Society, Inc.

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Birge, J.R. (1985). A dantzig-wolfe decomposition variant equivalent to basis factorization. In: Cottle, R.W. (eds) Mathematical Programming Essays in Honor of George B. Dantzig Part I. Mathematical Programming Studies, vol 24. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121042

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  • DOI: https://doi.org/10.1007/BFb0121042

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00918-1

  • Online ISBN: 978-3-642-00919-8

  • eBook Packages: Springer Book Archive

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