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From: | Joey Rios |
Subject: | Re: [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code |
Date: | Wed, 6 Feb 2013 14:46:26 -0800 |
Hi,
> > On "Dantzig-Wolfe decomposition with GLPK" Joey Rios also present the > algorithm limitations: "subproblems must be bounded. There may also be > bugs." > > http://en.wikibooks.org/wiki/GLPK/Add-Ons#Dantzig-Wolfe_decomposition > The necessity of bounded subproblems in my DW code comes from GLPK not being able to return a bounding ray when a problem is unbounded. If GLPK could return a bounding ray, then the DW code could be modified to use it and get rid of the need for bounded subproblems. Also, I pretty much write "there may be bugs" on all of my code. :) Joey |
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