The Dantzig-Wolfe Decomposition Algorithm

This example illustrates how you can use the Dantzig-Wolfe decomposition algorithm to solve a simple mixed integer linear program. Suppose you want to solve the following problem:

It is obvious from the structure of the problem that if constraint m is removed, then the remaining constraints s1 and s2 decompose into two independent subproblems. The next two sections describe how to solve this MILP by using the Dantzig-Wolfe decomposition algorithm in the OPTMODEL procedure and OPTMILP procedure, respectively.