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Journal article

Lagrange relaxation and Dantzig-Wolfe decomposition

From

Department of Informatics and Mathematical Modeling, Technical University of Denmark1

Operations Research, Department of Informatics and Mathematical Modeling, Technical University of Denmark2

The paper concerns a large-scale linear programming problem having a block-diagonal structure with coupling constraints. It is shown that there are deep connections between the Lagrange relaxation techniques and the Dantzig-Wolfe decomposition methods

Language: English
Year: 1989
Pages: 43-48
ISSN: 04848569 and 03248569
Types: Journal article

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