Linear Programming : Dantzig-Wolfe and Bender Decomposition
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Consider the following LP problem
min
s.t.
(a) Suppose we have a very fast routine to solve the problems of the form
min
s.t.
for arbitrary vectors . How would you decompose the problem above the take advantage of such fast subroutine?
(b) Suppose we have a very fast routine to solve problems of the form
min
s.t.
for arbitrary vectors . How would you decompose the problem above the take advantage of such fast subroutine?
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An LP problem involving Dantzig-Wolfe and Bender Decomposition is investigated. The solution is detailed and well presented. The response received a rating of "5/5" from the student who originally posted the question.
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Consider the following LP problem
min
s.t.
(a) Suppose we have a very fast routine to solve the problems of the form
min
s.t.
for arbitrary vectors . How would you decompose the problem above the take advantage of such fast subroutine?
If z variables are fixed, f(z) = min{ | } has dual problem
Max{ }, let be the extreme points of the feasible region in the dual, which is independent of z variables. i=1,2,...,K
Then f(z) = Max ...
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