Abstract
A computationally efficient decomposition technique for large-scale linear programs with an underlying linked staircase structure is presented in this paper. The technique utilizes a solution-cascading approach with subproblem solutions. On a set of test problems, drawn from a variety of applications, the procedure has resulted in a reduction in computation time averaging about 68% of the undecomposed time. Similar tests on groups of randomly generated problems resulted in time savings as high as 95%. Three features of the approach make it particularly attractive. First, it is a meta-algorithm. That is, it can be embedded within any appropriate LP solver, implying even better time savings with more efficient solvers. Second, the procedure should become relatively less expensive as the problem size increases. Third, the procedure easily lends itself to parallel processing.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.