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Re: [Help-glpk] Any users of dwsolver (Dantzig-Wolfe)?


From: Michael Hennebry
Subject: Re: [Help-glpk] Any users of dwsolver (Dantzig-Wolfe)?
Date: Sat, 16 Mar 2013 11:51:58 -0500 (CDT)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Fri, 15 Mar 2013, Joey Rios wrote:

If I understand your question, you do have to find the decomposition or your LP 
yourself.  It can be easy if you really understand the mathematical structure 
of you problem, or it can be very difficult if you are just looking at a huge 
constraint matrix with no obvious structure.  My suggestion is to start with 
the mathematical model of your problem to determine how it should be 
decomposed, then generate your master and subproblems accordingly.

If one can select the complicating constraints,
the blocks of the remaining matrix can be found by an
algorithm that finds the connected components of a graph.
Two nonzero elements are connected if they have a common row or column.

--
Michael   address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword."  --  Lily



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