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Column Dropping Procedures for the Generalized Programming Algorithm

Author

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  • Frederic H. Murphy

    (Northwestern University)

Abstract

Column dropping procedures are provided for the Generalized Programming algorithm. Nonbasic columns may not be dropped, however, from the restricted master at every iteration for all problems. Conditions are provided under which columns may be dropped from the restricted master. An example is provided where the first of these conditions is satisfied at every iteration.

Suggested Citation

  • Frederic H. Murphy, 1973. "Column Dropping Procedures for the Generalized Programming Algorithm," Management Science, INFORMS, vol. 19(11), pages 1310-1321, July.
  • Handle: RePEc:inm:ormnsc:v:19:y:1973:i:11:p:1310-1321
    DOI: 10.1287/mnsc.19.11.1310
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    File URL: http://dx.doi.org/10.1287/mnsc.19.11.1310
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    Cited by:

    1. J. Fuller & William Chung, 2005. "Dantzig—Wolfe Decomposition of Variational Inequalities," Computational Economics, Springer;Society for Computational Economics, vol. 25(4), pages 303-326, June.
    2. William Chung & J. D. Fuller & Y. June Wu, 2006. "A New Decomposition Method for Multiregional Economic Equilibrium Models," Operations Research, INFORMS, vol. 54(4), pages 643-655, August.
    3. William Chung & J. David Fuller, 2010. "Subproblem Approximation in Dantzig-Wolfe Decomposition of Variational Inequality Models with an Application to a Multicommodity Economic Equilibrium Model," Operations Research, INFORMS, vol. 58(5), pages 1318-1327, October.

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