DSP — Decompositions for Structured Programming¶
DSP is an open-source and parallel package that implements decomposition methods for structured mixed-integer linear programming problems. These are structured optimization problems in the following form:
Note that x and y_s are decision variable vectors with dimensions n_1 and n_2, respectively, A, T_s and W_s are matrices of dimensions m_1 by n_1, m_2 by n_1 and m_2 by n_2, respectively, and c, q_s, b, and h_s are vectors of appropriate dimensions.
Algorithms in DSP¶
DSP provides serial and parallel implementations for the four types of algorithms.