Converging upon basic feasible solutions through Dantzig-Wolfe decomposition

Mechanism Design via Dantzig-Wolfe Decomposition

In random allocation rules, typically first an optimal fractional point is calculated via solving a linear program. Lying in the feasible region of the linear program, the fractional point satisfies the underlying constraints. In effect, the point represents a fractional assignment of objects or more generally packages of objects to agents. In order to implement an expected assignment, one must...

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...

Hybrid methods for lot sizing on parallel machines

We consider the capacitated lot sizing problem with multiple items, setup time and unrelated parallel machines, and apply Dantzig-Wolfe decomposition to a strong reformulation of the problem. Unlike in the traditional approach where the linking constraints are the capacity constraints, we use the flow constraints, i.e. the demand constraints, as linking constraints. The aim of this approach is ...

Dantzig-wolfe Decomposition with Gams

This document illustrates the Dantzig-Wolfe decomposition algorithm using GAMS.

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