Dantzig-wolfe Decomposition with Gams

A Computational Study of Dantzig-Wolfe Decomposition

A Computational Study of Dantzig-Wolfe Decomposition James Richard Tebboth This thesis evaluates the computational merits of the Dantzig-Wolfe decomposition algorithm. We use modern computer hardware and software, and, in particular, we have developed an efficient parallel implementation of Dantzig-Wolfe decomposition. We were able to solve problems of up to 83,500 rows, 83,700 columns, and 622...

Introduction to Dantzig-Wolfe Decomposition and Branch-and-Price Solving using G12

The Dantzig-wolfe Decomposition Principle and Minimum Cost Multicommodity Network Flows

Simplicial with truncated Dantzig-Wolfe decomposition for nonlinear multicommodity network flow problems with side constraints

The simplicial decomposition (SD) subproblem for a nonlinear multicommodity network ow problem is simply its linear approximation. Instead of solving the subproblem optimally, this paper demonstrates that performing one iteration of Dantzig– Wolfe decomposition is generally su cient for SD to e ciently converge to an optimal solution. c © 2000 Elsevier Science B.V. All rights reserved.

A stabilized structured Dantzig-Wolfe decomposition method

We present an algorithmic scheme, which we call the Structured Dantzig-Wolfe decomposition method, that can be used for solving large-scale structured Linear Programs (LPs). The required structure of the LPs is the same as in the original DantzigWolfe approach, that is, a polyhedron over which optimization is “easy” plus a set of “complicating” constraints. Under the hypothesis that an alternat...