Decomposition in global optimization

DOI10.1007/BF00119987MaRDI QIDQ1186267zbMATH OpenFDO

Authors Jørgen Tind

Publication date 28 June 1992

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00119987

zbMATH Keywords

decompositiongeneral dualityglobal optimizationhierarchical planningmax-min model

Mathematics Subject Classification ID

Decomposition methods (49M27) Nonlinear programming (90C30) Hierarchical systems (93A13)

Review text

The paper deals with a framework of decomposition schemes, using general mathematical programming duality. This provides for a global optimization approach. In most applications, the qualitative modeling of decision making in a hierarchical structure is done using linear programming. A more general framework is developed by replacing the linear programming duality with general mathematical programming duality. In the paper, first, basic mathematical programming duality results are established. This is followed by the discussion of a basic decomposition scheme based on a simple max-min model. As a particular case, the decomposition of a general mathematical programming model with two sets of variables is described. Also, an economic interpretation in the context of hierarchical planning is provided.

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Cites work

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• scientific article; zbMATH DE number 3819432 (Why is no real title available?)
• scientific article; zbMATH DE number 51275 (Why is no real title available?)
• On general decomposition schemes in mathematical programming
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• Two-Level Planning

Cited in

(3)

• A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems
• Decomposition of an optimal planning problem
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