DECOMPOSITION OF LINEAR PROGRAMS BY DYNAMIC PROGRAMMING

Abstract

The decomposition principle of Dantzig and Wolfe (Operations Research, 8:101-111 (1960)) is a method for breaking large linear programs with a block diagonal structure into a set of smaller subprograms. As alternative decomposition scheme derived from a dynamic programming approach is proposed here. This results in a series of parametric linear subprograms whose recursive solution yields the solution to the original linear program.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1964
Accession Number
AD0622046

Entities

People

  • George L. Nemhauser

Organizations

  • Johns Hopkins University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Couplings
  • Decomposition
  • Dynamic Programming
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • New York
  • Operations Research
  • Optimization
  • Parametric Programming
  • Two Dimensional
  • Universities

Fields of Study

  • Engineering

Readers

  • Operations Research