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An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming

✍ Scribed by James K. Ho; Etienne Loute

Publisher
Springer-Verlag
Year
1981
Tongue
English
Weight
997 KB
Volume
20
Category
Article
ISSN
0025-5610

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An analysis is given of Kantorovich's method of resolving multipliers. It is shown that the method is equivalent to a parametric method but that it is also equivalent with the simplex method with a special rule for the choice of the new basic variable.