A resource decomposition algorithm for general mathematical programs
(1981) Mathematische Optimierung (Mathematical Optimization) — Location: Oberwolfach, West Germany (6.May.1979)
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- Abstract
- Using results on duality theory for nonconvex and integer programs, it is shown how in theory a resource decomposition algorithm, generalising Benders' algorithm, can be developed for general mathematical programs. As an example of this algorithm an algorithm for bilinear programs is obtained. In addition a question of importance for postoptimality analysis is examined, that of finding an optimal dual solution to the original problem from the solution of the decomposed problem.
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Wolsey, L. (1981). A resource decomposition algorithm for general mathematical programs. In H. König (ed.), Mathematical Programming at Oberwolfach (pp. 244-257). North-Holland. https://hdl.handle.net/2078.5/230732