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An implementation of Dantzig-Wolfe decomposition built upon the GNU Linear Programming Kit. This is a command line tool for solving properly decomposed linear programs. There are several examples and some documentation to guide the use of this solver.
Forked over to GitHub (see link).
Features
- Command-line interface.
- Solves block-angular linear programs in LP format.
- Parallel implementation using pthreads.
- Two rough integerization heuristics.
License
GNU General Public License version 3.0 (GPLv3)Other Useful Business Software
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