Suppose P Has Been Solved Using Dantzig Wolfe Decomposition How Would You Find The Optimal Dual Solution To The Origi 1 (76.82 KiB) Viewed 34 times
Dantzig-Wolfe decomposition:
Suppose P Has Been Solved Using Dantzig Wolfe Decomposition How Would You Find The Optimal Dual Solution To The Origi 2 (213.36 KiB) Viewed 34 times
Suppose (P) has been solved using Dantzig-Wolfe decomposition. How would you find the optimal dual solution to the original problem (P)?
Dantzig-Wolfe decomposition solves the linear programming problem min C s.t. Ax b X 6 X := {+ : b, E = = {x E R” : Hx = h, x > 0} = (P) Ꮖ = where X is a polyhedron and A is m x n. The procedure solves subproblems of the form min (cT – 77 A)X s.t. х E X (SP(T)) where (17,0) E Rm+1 is the current dual solution to the Master Problem.
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!