Numerical behavior of LP algorithms based upon the decomposition principle (Q760768): Difference between revisions

Although the full master program, obtained by applying the Dantzig-Wolfe decomposition principle to a given linear program has the same feasible and optimal solutions, the two programs are not numerically equivalent. In this paper the author presents some LP problems, involving only a few constraints and variables, each of which exhibits a particular numerical feature of the Dantzig-Wolfe decomposition algorithm, thus identifying numerical difficulties that can occur in general.