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Computational experience with advanced implementation of decomposition algorithms for linear programming

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Abstract

This paper reports computational experience with the codesDecompsx andLift which are built on IBM's MPSX/370 LP software for large-scale structured programs.Decompsx is an implementation of the Dantzig-Wolfe decomposition algorithm for block-angular LP's.Lift is an implementation of a nested decomposition algorithm for staircase and block-triangular LP's. A diverse collection of test problems drawn from real applications is used to test these codes, including multinational energy models and global economic models.

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Authors and Affiliations

  1. Management Science Program, College of Business Administration, University of Tennessee, 37996, Knoxville, TN, USA

    J. K. Ho

  2. SMASH, Facultés Universitaires Saint-Louis, 43 Boulevard du Jardin Botanique, 1000, Brussels, Belgium

    E. Loute

  3. CORE, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

    E. Loute

Authors
  1. J. K. Ho
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  2. E. Loute
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Ho, J.K., Loute, E. Computational experience with advanced implementation of decomposition algorithms for linear programming. Mathematical Programming 27, 283–290 (1983). https://doi.org/10.1007/BF02591904

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  • DOI: https://doi.org/10.1007/BF02591904

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