Numerical behavior of LP algorithms based upon the decomposition principle (Q760768): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical behavior of LP algorithms based upon the decomposition principle |
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Numerical behavior of LP algorithms based upon the decomposition principle (English)
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1984
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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.
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numerical behavior
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full master program
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Dantzig-Wolfe decomposition
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feasible and optimal solutions
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