A variable dimension algorithm with the Dantzig-Wolfe decomposition for structured stationary point problems

DOI10.1007/BF01541030zbMath0756.90079OpenAlexW1998526828MaRDI QIDQ4000924

Yoshitsugu Yamamoto, Kazuyuki Sekitani, Yang Dai

Publication date: 26 September 1992

Published in: ZOR Zeitschrift für Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01541030

zbMATH Keywords

traffic assignmentportfolio selectionstationary point problemvariable dimension algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Variational inequalities (49J40) Linear programming (90C05) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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