×

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

Citations:

Zbl 0623.90053