🚀 go-pugleaf

Hi there,

I am looking for a solution method to solve a linear programming
problem having the form:

Minimize   c'x + d'y + e'z          ( ' denotes transpose )
 x,y,z
                                                             P1
subject to   Ax + By + Cz <= b
             x >=0 , y >=0, z >= 0

where x, y, and z are vectors of design variables of dimensions
nx, ny, and nz, respectively, and c, d, and e the corresponding
cost vectors.   Since nx, ny, nz, and the number of
inequality constraints are large, I'm interested in a solution method
which decomposes problem P1 into small subproblems for
x, y, and z separately.  However, they are interrelated through a master
problem.

Does anyone run into this kind of problems or have any ideas about such
solution technique?

Thanks in advance.
K. Chompooming
Civil Eng., Utah State U.