A matrix is said to be in block-angular form if it is of the form where the ‘s are arbitrary rectangular matrices (they need not be square). These matrices appear in optimization in the context of the Dantzig-Wolfe decomposition in linear programming (LP). The problem with the Dantzig-Wolfe decomposition solves is of the form The […]
What is a block-angular matrix?
What is a block-angular matrix?
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