LIFT: A Nested Decomposition Algorithm for Solving Lower Block Triangular Linear Programs. Report AMD-859

摘要

Nested decomposition of linear programs is the result of a multilevel, hierarchical application of the Dantzig-Wolfe decomposition principle. The general structure is called lower block-triangular, and permits direct accounting of long-term effects of investment, service life, etc. LIFT, an algorithm for solving lower block triangular linear programs, is based on state-of-the-art modular LP software. The algorithmic and software aspects of LIFT are outlined, and computational results are presented. 5 figures, 6 tables. (ERA citation 05:031428)