The Volume Algorithm: Producing Primal Solutions With a Subgradient Method

        We present an extension to the subgradient algorithm to produce primal as well as dual solutions.
        It can be seen as a fast way to carry out an approximation of Dantzig-Wolfe decomposition.
        This gives a fast method for producing approximations for large scale linear programs.
        It is based on a new theorem in linear programming duality. We present successful experience with linear programs coming from set partitioning, set covering, max-cut and plant location.

By: Francisco Barahona, Ranga Anbil

Published in: RC21103 in 1998


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