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Computational experience with advanced implementation of decomposition algorithms for linear programming |
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| Authors: | J. K. Ho E. Loute |
| Affiliation: | 1. Management Science Program, College of Business Administration, University of Tennessee, 37996, Knoxville, TN, USA 2. SMASH, Facultés Universitaires Saint-Louis, 43 Boulevard du Jardin Botanique, 1000, Brussels, Belgium 3. CORE, Université Catholique de Louvain, Louvain-la-Neuve, Belgium |
| Abstract: | This paper reports computational experience with the codesDecompsx andLift which are built on IBM's MPSX/370 LP software for large-scale structured programs.Decompsx is an implementation of the Dantzig-Wolfe decomposition algorithm for block-angular LP's.Lift is an implementation of a nested decomposition algorithm for staircase and block-triangular LP's. A diverse collection of test problems drawn from real applications is used to test these codes, including multinational energy models and global economic models. |
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