Local decomposition for linear programs with dual block-angular structure. (English) Zbl 0695.90055
A local decomposition procedure is developed for linear programs with dual block-angular structure. The procedure is along the line of the method of C. van de Panne [Eur. J. Oper. Res. 28, 369-381 (1987; Zbl 0623.90053)] but only includes active constraints of subproblems into the master problem. This improvement allows all subproblems to be separated from the master problem.
Reviewer: H.Tuy
MSC:
90C05 | Linear programming |
49M27 | Decomposition methods |
90C06 | Large-scale problems in mathematical programming |
90C15 | Stochastic programming |