Journal of Computational Mathematics, Vol. 31, No. 4 (July 2013), pp. 335-354 (20 pages) In this paper, we consider the solution of the standard linear programming (LP). A remarkable result in LP ...
Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...
We propose a new decomposition method for large-scale linear programming. This method dualizes an (arbitrary) subset of the constraints and then maximizes the resulting dual functional by dual ascent.