The DECOMP algorithm, introduced in SAS/OR 12.1, enables you to exploit two types of special structure in a linear or mixed integer linear optimization problem. Block-angular structure occurs when the overall problem can be broken into a set of disjoint subproblems that contain mutually exclusive decision variables and constraints, along with a comparatively small set of spanning constraints that involve all or most of the decision variables in the problem (spanning across the subproblems). Block-diagonal structure occurs when the problem can be broken down completely into disjoint subproblems, with no spanning constraints. After the blocks of constraints that correspond to the subproblems have been identified, the DECOMP algorithm automatically coordinates the solution process for the subproblems and for the overall problem, often greatly reducing solution time.
SAS/OR 13.2 adds to the methods available for the critical task of identifying blocks in the constraint matrix and makes it easier to identify these blocks automatically. The METHOD= option in the DECOMP statement specifies how blocks are identified. In SAS/OR 13.2, the METHOD=AUTO option, whose algorithm formerly permitted the automatic identification only of block-diagonal structure, invokes a new algorithm that can also identify block-angular structure. This enables you to use METHOD=AUTO to identify a much broader range of problem structures suitable for decomposition. You can still invoke the algorithm that formerly corresponded to METHOD=AUTO by specifying METHOD=CONCOMP.