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From: | Jeffrey Kantor |
Subject: | Re: [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code |
Date: | Wed, 6 Feb 2013 18:52:00 -0500 |
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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