Desarrollo de un algoritmo de descomposicion utilizado en programas lineales

Abstract

This work is concerned with the decomposition of linear programs. There is presented a rigorous theoretical development of Dantzig-Wolfe's decomposition principles and the associated algorithm. Then, a Fortran program is constructed for this algorithm, and a simple numerical problem is solved, for ilustrating the technique. Before developing the computer program, all the instructions needed are presented, for the users that may be interested only on the direct application of the algorithm.