Decomposition of linear programs by dynamic programming

George L. Nemhauser

Naval Research Logistics Quarterly, 1964, vol. 11, issue 2, 191-195

Abstract: The decomposition principle of Dantzig and Wolfe is a method for breaking large linear programs with a block diagonal structure into a set of smaller subprograms. An alternative decomposition scheme derived from a dynamic programming approach is proposed here. This results in a series of parametric linear subprograms whose recursive solution yields the solution to the original linear program.

Date: 1964
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:11:y:1964:i:2:p:191-195

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