Convergence behavior of decomposition algorithms for linear programs |
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| Authors: | James K. Ho |
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| Affiliation: | Management Science Program, College of Business Administration, The University of Tennessee, Knoxville, TN 37996, USA |
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| Abstract: | This paper discusses plausible explanations of the somewhat folkloric, ‘tailing off’ convergence behavior of the Dantzig-Wolfe decomposition algorithm for linear programs. Is is argued that such beahvior may be used to numerical inaccuracy. Procedures to identify and mitigate such difficulties are outlined. |
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| Keywords: | linear programming decomposition algorithms convergence behavior large scale systems |
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