A Decomposition-Based Pricing Procedure for Large-Scale Linear Programs: An Application to the Linear Multicommodity Flow Problem
We propose and test a new pricing procedure for solving large-scale structured linear programs. The procedure interactively solves a relaxed subproblem to identify potential entering basic columns. The subproblem is chosen to exploit special structure, rendering it easy to solve. The effect of the procedure is the reduction of the number of pivots needed to solve the problem. Our approach is motivated by the column-generation approach of Dantzig-Wolfe decomposition. We test our procedure on two sets of multicommodity flow problems. One group of test problems arises in routing telecommunications traffic and the second group is a set of logistics problem which have been widely used to test multicommodity flow algorithms.
Volume (Year): 46 (2000)
Issue (Month): 5 (May)
|Contact details of provider:|| Postal: 7240 Parkway Drive, Suite 300, Hanover, MD 21076 USA|
Web page: http://www.informs.org/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- McBride, Richard D., 1985. "Solving embedded generalized network problems," European Journal of Operational Research, Elsevier, vol. 21(1), pages 82-92, July.
- Castro, J. & Nabona, N., 1996. "An implementation of linear and nonlinear multicommodity network flows," European Journal of Operational Research, Elsevier, vol. 92(1), pages 37-53, July.
When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:46:y:2000:i:5:p:693-709. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc)
If references are entirely missing, you can add them using this form.