### A Decomposition Algorithm for
Linear Programming Problems

### with Block Angular Constraints

#### Li Wu

**Abstract**

A decomposition algorithm for solving linear programming problems with
block angular constraints is given in this paper. Based on the decomposition
principle for linear programming problems by the interior point method, the
original problem can be transformed into a sequence of subproblems and a master
problem problem associated with every subproblem, and the algorithm approaches
to an optimal solution of the problem with through the feasible region, without
searching the vertices from one to another along the edges. In order to save the
storage, the sparse matrix technique is used for the implementation, and
numerical results demonstrate the efficiency of the algorithm for a group of
test problems.