8 votes

Textbook recommendation for linear programming decomposition fundamentals

I propose reading the following textbook: Linear Programming and Network Flows by by Hanif D. Sherali, John J. Jarvis, and M. S. Bazaraa I read the first 7 chapters of the book a long time ago (...
rasul's user avatar
  • 2,140
7 votes

Textbook recommendation for linear programming decomposition fundamentals

I took the course 42136 for Benders decomposition and Dantzig-Wolfe (DW) decomposition at Technical University of Denmark. Besides the textbook [conejo2006decomposition] (mentioned by @A.Omidi as well)...
Edward's user avatar
  • 391
7 votes
Accepted

Benders decomposition feasibility/ optimality cuts

$\alpha$ is a surrogate for $-y$, so the negative of any valid upper bound on $y$ is a valid lower bound on $\alpha$. You need such a bound since otherwise the master problem would be unbounded (pick ...
prubin's user avatar
  • 38.8k
4 votes
Accepted

Are decomposition methods applicable on large linear programs?

As a general rule of thumb, I would say that if you have an LP that fits in your memory, then directly applying barrier/simplex is likely to be the best "out-of-the-box" approach. In my ...
mtanneau's user avatar
  • 4,108
4 votes

Textbook recommendation for linear programming decomposition fundamentals

Some more references, different than those in the other answers. I added some application papers too. I often find a practical example rather helpful to understand a specific technique. Classical ...
Joris Kinable's user avatar

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