Re: [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code

[Joey Rios]

Hi,

>
> On "Dantzig-Wolfe decomposition with GLPK" Joey Rios also present the
> algorithm limitations: "subproblems must be bounded. There may also be
> bugs."
>
> http://en.wikibooks.org/wiki/GLPK/Add-Ons#Dantzig-Wolfe_decomposition
>

The necessity of bounded subproblems in my DW code comes from GLPK not being able to return a bounding ray when a problem is unbounded.  If GLPK could return a bounding ray, then the DW code could be modified to use it and get rid of the need for bounded subproblems.  Also, I pretty much write "there may be bugs" on all of my code. :)

Joey