Dually Equivalent Decomposition Algorithms with Appication to Solving Staircase Structures.
STANFORD UNIV CALIF SYSTEMS OPTIMIZATION LAB
Pagination or Media Count:
We briefly go over the well known dual relationship between Dantzig-Wolfe Decompostion and Benders Decompsoition, in order to develop suitable notation and then elaborate upon the dual relationship between nested versions of Dantzig-Wolfe and Benders Decomposition. Next we develop a new pair of dually related decompostions termed symmetric Dantzig-Wolfe and symmetric Benders Decomposition. Finally we discuss the advantages and disadvantages of applying nested and symmetric decompositions to structured LP problems, in particular to staircase structures. Author
- Theoretical Mathematics