Results of the Implementation of the Extended Dantzig-Wolfe Method

摘要

In this work we write a Matlab program and apply it to solve chosen problems. The program uses subprograms such as : htu(G,A) , to evaluate the inverse of the active Lagrangian matrix, using the QR-factorizationof the matrix of constraints when the tableau is complementary. (We know that H,U and T define the inverse ofthe upper left partition of the basis matrix.).This calls for making them available at every complementarytableau. Also, it uses: init(A,G) to obtain an initial feasible point to the main algorithm. solver (A,b), is used tosolve a subsystem in the main algorithm. lufactors (A), is used by solver.