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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.
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