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An Infeasibility-Pricing Decomposition Method for Linear Programs

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  • Egon Balas

    (I.N.C.E.F., Bucharest, Rumania)

Abstract

This paper presents two versions of a method for solving large linear programs through decomposition. In both versions the problem is decomposed into subprograms as in the D antzig -W olfe model, but each version uses a different type of linking program. The subprograms are first solved, and then the infeasibility of the resulting solution for the linking program is used to generate a price-adjustment process (much like a market mechanism), which gradually corrects the objective functions of the subprograms, until either some optimal solutions to the latter yield a feasible solution to the linking program (then the problem is solved), or evidence is obtained that the problem has no feasible solution.

Suggested Citation

  • Egon Balas, 1966. "An Infeasibility-Pricing Decomposition Method for Linear Programs," Operations Research, INFORMS, vol. 14(5), pages 847-873, October.
    • Handle: RePEc:inm:oropre:v:14:y:1966:i:5:p:847-873
    DOI: 10.1287/opre.14.5.847
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    Cited by:

    1. Heinemann, Hergen H., 1971. "Ein allgemeines Dekompositionsverfahren fuer lineare Optimierungsprobleme [A General Decomposition Algorithm for Linear Optimization Problems]," MPRA Paper 28842, University Library of Munich, Germany.

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