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Using central prices in the decomposition of linear programs

Authors :
Goffin, J.-L.
Haurie, A.
Vial, J.-Ph.
Zhu, D.L.
Source :
European Journal of Operational Research. Feb 5, 1993, Vol. 64 Issue 3, p393, 17 p.
Publication Year :
1993

Abstract

A decomposition technique for solving the master program of large structured linear programming problems which offers faster convergence is presented. The technique generates cuts close to the analytic center of the solution set localization resulting in iterations with decreasing set localizations. The effectivity of the technique lies in its use of balanced central prices against conventional optimal price combinations of subproblems.

Details

ISSN :
03772217
Volume :
64
Issue :
3
Database :
Gale General OneFile
Journal :
European Journal of Operational Research
Publication Type :
Academic Journal
Accession number :
edsgcl.14331127