The volume algorithm: producing primal solutions with a subgradient method

Citation
F. Barahona et R. Anbil, The volume algorithm: producing primal solutions with a subgradient method, MATH PROGR, 87(3), 2000, pp. 385-399
Citations number
29
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
0025-5610 → ACNP
Volume
87
Issue
3
Year of publication
2000
Pages
385 - 399
Database
ISI
SICI code
0025-5610(200005)87:3<385:TVAPPS>2.0.ZU;2-W
Abstract
We present an extension to the subgradient algorithm to produce primal as w ell as dual solutions. It can he seen as a fast way to carry out an approxi mation of Dantzig-Wolfe decomposition. This gives a Fast method for produci ng approximations for large scale linear programs. It is based on a new the orem in linear programming duality. We present successful experience with l inear programs coming from set partitioning, set covering, max-cut and plan t location.