A Decomposition Method and Its Application to Block Angular Linear Programs.

Abstract

In this paper we propose and develop techniques for solving structured, large-scale convex programming problems. The procedure is a combination of a decomposition technique of Dantzig-Wolfe type and the proximal point method. The proximal point method is used to overcome the drawbacks of the decomposition technique. The procedure is then used to solve block angular linear programming problems. By exploiting the linearity of the problem we have several variants of the procedure. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1981
Accession Number
ADA099362

Entities

People

  • Cu Duong Ha

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Autonomy
  • C4I

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Computer Programs
  • Convex Programming
  • Evolutionary Algorithms
  • Linear Programming
  • Linearity
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Sequences
  • Simplex Method
  • United States
  • Universities

Fields of Study

  • Mathematics

Readers

  • Operations Research