Dantzig-Wolfe Decomposition MS&E348 Winter 2011/2012 Professor Gerd Infanger
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Dantzig-Wolfe Decomposition
MS&E348Winter 2011/2012
Professor Gerd Infanger
Winter 2011/2012 MS&E348/Infanger 2
Primal block angular structure
Winter 2011/2012 MS&E348/Infanger 3
The problem
The feasible region of the subproblems
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The full master problem
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Restricted master problem
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Pricing out
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Subproblems
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Optimal solution
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Considering unboundedness of subs
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Initial master
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D-W bounds
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D-W(2) versus Benders decomposition
A
B D
AT BT
DT
Benders D-W
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D-W on the dual problem
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D-W full master problem
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Observe:
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Continuing with D-W:
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D-W bounds revisited
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