Numerical behavior of LP algorithms based upon the decomposition principle |
| |
Authors: | Larry Nazareth |
| |
Institution: | International Institute for Applied Systems Analysis A-2361 Laxenburg, Austria |
| |
Abstract: | We present a set of LP problems, each of which illustrates a particular numerical feature of the Dantzig-Wolfe decomposition algorithm. Although these particular examples each involve only a few constraints and variables, they identify numerical difficulties that can occur in general. Some implications for the implementation of decomposition algorithms in a numerically sound way are briefly discussed. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|