A COOPERATIVE VARIANT OF DANTZIG·-WOLFE DECOMPOSITION METHOD

Byong-Hun Ahn, Seung‐Kyu Rhee · Journal of the Operations Research Society of Japan · 1989

Decomposition methods for linear programs are now classical research interests. We revisit this issue, however, in the context of possible adaptation of 'cooperative' rather than 'selfish' division behavior in algorithm development and also of renewed interests in parallel computation. This paper extracts and extends from the Dantzig-Wolfe decomposition framework a new coordination scheme where multiple divisions take turn in playing the role of master unlike many conventional decomposition methods where only single masters are involved and divisions behave 'selfish' (without considering the rest of the system). This new approach can also provide some advantages in analyzing multidivisional organization's information flow as well as in applying in a parallel processing framework.

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