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Unformatted text preview: provide details, as long as you clearly indicate the master problem and the subproblems. Hint: Decompose twice. Exercise 6.8 consider the Dantzig-Wolfe decomposition method and suppose that we are at a basicd feasible solutin to the master problem. 1. Show that at least one of the variables λ j 1 must be a basic variable. 2. Let r 1 be the current value of the simplex multiplier associated with the ﬁrst convexity constraint (6.12), and let z 1 be the optimal cost in the ﬁrst subproblem. Show that z 1 ≤ r 1 . 2...
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This note was uploaded on 02/13/2012 for the course ISE 536 taught by Professor Yy during the Spring '05 term at South Carolina.
- Spring '05