
Dantzig-Wolfe Decomposition 207
c
2
=
−5
−4
, A
2
=
1 1
3 2
, and b
2
=
2
5
and the corresponding MATLAB statements to represent these matrices are
sub.c{2}=c(3:4);
sub.A{2}=A(5:6, 3:4);
sub.b{2}=b(5:6);
The initial extreme points for each subproblem are set to the origin in the
feasible set for each subproblem and in MATLAB are written as
sub.v{1}=zeros(length(sub.c{1}),1); sub.v{2}=zeros(length(sub.c{2}),1);
Finally, once the data is entered as above, the function DantzigWolfeDe-
comp can be called by the following MATLAB statement
[x DanWof, fval DanWof, iter, exitflag DanWof] = DantzigWolfeDe-
comp(mast, sub, K)
The optimal solution can be accessed in MATLAB ...