Documentation of decomp: A dantzig-wolfe decomposition code for linear programming

Author

Rangaraja P. Sundarraj

Date of Award

6-1988

Degree Type

Thesis

Degree Name

Master of Science

Major

Management Science

Major Professor

J. K. Ho

Committee Members

Kenneth C. Gilbert, Charles P. Pfleeger

Abstract

This thesis is a documentation of DECOMP, an implementation of the Dantzig-Wolfe decomposition algorithm for solving block angular linear programming problems based on the scheme of Ho and Loute (1981).

We first present the specifications that must be met by any robust implementation of linear programming decomposition. A detailed explanation of the sub-routines of an IBM/370 version of DECOMP then follows with an objective to aid research on computational aspects of large scale linear programming.

Recommended Citation

Sundarraj, Rangaraja P., "Documentation of decomp: A dantzig-wolfe decomposition code for linear programming. " Master's Thesis, University of Tennessee, 1988.
https://trace.tennessee.edu/utk_gradthes/13347