Research

Computational Experience With the Dantzig-Wolfe and Kornai-Liptak Decomposition Algorithm

Presents the modified Kornai-Liptak (KL, 1965) decomposition algorithm which is proven to show a fast and monotonic convergence, and compares its computational efficiency to that of the Dantzig-Wolfe (DW, 1960) algorithm, as these are the two basic decomposition algorithms. It is shown that the modified KL algorithm is quite efficient, due to its primal feasibility, when compared to the DW algorithm for the purpose of getting a `well-defined approximation'. This fact is especially important for large-scale problems where the solution process may need to be terminated before completion due to time constraints. Thus, the modified KL algorithm has a great potential for real world applications.

Publication Information
Article Title: Computational Experience With the Dantzig-Wolfe and Kornai-Liptak Decomposition Algorithm
Journal: International Journal of Policy and Information (1986)
Vol. 10, No. 1
Author(s): Lee, Sang M;  Rho, B.
Researcher Information
    
Lee, Sang M
Lee, Sang M
Emeritus
Expertise:
  • Entrepreneurship
  • Information Systems
  • International - Europe
  • International - South and Central America
  • International - Asia
Management
HLH 315H
P.O. Box 880491
University of Nebraska-Lincoln
Lincoln, NE 68588-0491, USA
Phone: (402) 472-3915
slee1@unl.edu