Lagrangean decomposition for integer nonlinear programming with linear constraints (Q1181738)
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English | Lagrangean decomposition for integer nonlinear programming with linear constraints |
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Lagrangean decomposition for integer nonlinear programming with linear constraints (English)
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27 June 1992
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For the integer nonlinear programming problem \(\min f(x)\), \(Ax=b\), \(Bx\leq d\), \(x\in X\), where \(X=\{0,1\}^ n\), \(b\in R^ m\), \(A\in R^{m\times n}\), \(B\in R^{q\times m}\), the authors introduce additional variables so that, via these variables and extra conditions, the problem is transformed to a continuous nonlinear programming problem and an integer linear one. The paper contains conditions for this type of problem- splitting and also solution algorithms.
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Lagrangean decomposition
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linear constraints
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integer nonlinear programming
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problem-splitting
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solution algorithms
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