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 (...
- 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)...
- 381
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 ...
- 36.4k
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 ...
- 3,998
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 ...
- 3,257
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