Dantzig-Wolfe Decomposition for Linear Programming
Abstract
Abstract This chapter describes the Dantzig-Wolfe decomposition principle applied to linear programming. This decomposition principle is no more and no less than a mathematical reformulation which uses the Minkowski-Weyl theorem to express some constraints under an alternative geometric interpretation. As the resulting reformulation typically contains a huge number of variables, we carry the essence of the column generation algorithm by deriving the master and pricing problems. We then oppose the given linear program to its reformulation and finally explore different examples.
Fields of Study & Subjects
Advanced Optimization Algorithms Research
Optimization and Mathematical Programming
Complexity and Algorithms in Graphs
Publication details
- Journal / source
- Springer eBooks
- Pages
- 103–171
- Publication date
- 1 January 2026
- Language
- EN
- Document type
- Book chapter