The volume algorithm: producing primal solutions with a subgradient method

被引：0
|
作者：
Francisco Barahona
Ranga Anbil
机构：
[1] IBM T.J. Watson Research Center,
[2] Yorktown Heights,undefined
[3] NY 10598,undefined
来源：
Mathematical Programming | 2000年 / 87卷
关键词：
Key words: subgradient algorithm – Dantzig-Wolfe decomposition – large scale linear programming; Mathematics Subject Classification (1991): 90C05, 90C06;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We present an extension to the subgradient algorithm to produce primal as well as dual solutions. It can be seen as a fast way to carry out an approximation of Dantzig-Wolfe decomposition. This gives a fast method for producing approximations for large scale linear programs. It is based on a new theorem in linear programming duality. We present successful experience with linear programs coming from set partitioning, set covering, max-cut and plant location.
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页码：385 / 399
页数：14
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