Wednesday, 16:15 - 16:40 h, Room: H 2032

 

Matthew Galati
The new decomposition solver in SAS/OR

 

Abstract:
This talk demonstrates the new DECOMP feature in the SAS/OR suite of optimization solvers for using decomposition-based techniques for solving linear and mixed-integer linear programs. Using the modeling language provided by the OPTMODEL procedure in SAS/OR software, a user can easily experiment with different decompositions simply by defining the partition of constraints in the original compact space. All algorithmic details in the reformulated (Dantzig-Wolfe) space are automatically managed by DECOMP. We will discuss the overall software design motivated by the goal to minimize user burden and reduce the need for algorithmic expertise. We will then present results from several client applications where DECOMP was successfully used, including results in both shared and distributed memory parallel environments.

 

Talk 3 of the invited session Wed.3.H 2032
"Branch-and-price I: Generic solvers" [...]
Cluster 11
"Integer & mixed-integer programming" [...]

 

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