On Fri, 15 Mar 2013, Joey Rios wrote:
If I understand your question, you do have to find the decomposition or your LP yourself. It can be easy if you really understand the mathematical structure of you problem, or it can be very difficult if you are just looking at a huge constraint matrix with no obvious structure. My suggestion is to start with the mathematical model of your problem to determine how it should be decomposed, then generate your master and subproblems accordingly.
If one can select the complicating constraints, the blocks of the remaining matrix can be found by an algorithm that finds the connected components of a graph. Two nonzero elements are connected if they have a common row or column. -- Michael [email protected] "On Monday, I'm gonna have to tell my kindergarten class, whom I teach not to run with scissors, that my fiance ran me through with a broadsword." -- Lily _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
