Skip to Main Content
Introduction to Linear Optimization and Extensions with MATLAB®
book

Introduction to Linear Optimization and Extensions with MATLAB®

by Roy H. Kwon
September 2013
Intermediate to advanced content levelIntermediate to advanced
362 pages
8h 44m
English
CRC Press
Content preview from Introduction to Linear Optimization and Extensions with MATLAB®
5
Dantzig-Wolfe Decomposition
5.1 Introduction
In this chapter, we consider methods for solving linear programs that exhibit
special structure. In particular, we consider linear programs that are in block
angular form and develop the Dantzig-Wolfe decomposition method for solving
such problems. Economic interpretations of the decomposition are discussed.
5.2 Decomposition for Block Angular Linear Programs
Consider a linear program of the form
minimize c
T
x
subject to Ax b
x 0,
and where A is an m × n matrix, and suppose that the constraint matrix is
of the form
A =
L
1
L
2
··· L
K
A
1
A
2
.
.
.
.
.
.
A
K
,
where L
k
is a submatrix with dimension m
L
× n
k
for
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

MATLAB Optimization Techniques

MATLAB Optimization Techniques

César Pérez López
Practical Financial Optimization: A Library of GAMS Models

Practical Financial Optimization: A Library of GAMS Models

Stavros Zenios, Andrea Consiglio, Soren S Nielson

Publisher Resources

ISBN: 9781439862636