Simplicial decomposition in nonlinear programming algorithms

DOI10.1007/BF01584323zbMATH Open0362.90086OpenAlexW2005477778MaRDI QIDQ4136951FDOQ4136951

Authors: Balder von Hohenbalken 

Publication date: 1977

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01584323

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Inequalities and extremum problems involving convexity in convex geometry (52A40) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Cites Work

• A Rapidly Convergent Descent Method for Minimization
• Function minimization by conjugate gradients
• Convex Analysis
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
• The Cutting-Plane Method for Solving Convex Programs
• Quasi-Concave Programming
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• Elements of Large-Scale Mathematical Programming Part I: Concepts
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• Finding the nearest point in A polytope
• Decomposition Principle for Linear Programs
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• Note on a method of conjugate subgradients for minimizing nondifferentiable functions
• An extension of the frank and Wolfe method of feasible directions
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• A finite algorithm to maximize certain pseudoconcave functions on polytopes
• Some Algorithms for Minimizing a Function of Several Variables
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• Technical Note—Finite Algorithms for Solving Quasiconvex Quadratic Programs

Cited In (49)

• Simplicial with truncated Dantzig-Wolfe decomposition for nonlinear multicommodity network flow problems with side constraints
• A variable dimension algorithm with the Dantzig-Wolfe decomposition for structured stationary point problems
• A finite algorithm to maximize certain pseudoconcave functions on polytopes
• Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
• A scenario-based stochastic programming approach for technology and capacity planning
• A unified description of iterative algorithms for traffic equilibria
• A partial linearization method for the traffic assignment problem
• First-order methods for convex optimization
• An algorithm for solving the minimum-norm point problem over the intersection of a polytope and an affine set
• On the rate of convergence of two minimax algorithms
• An equivalence between two algorithms for quadratic programming
• A COMPARATIVE STUDY OF PARALLEL DECOMPOSITIONS FOR MULTICOMMODITY FLOW PROBLEMS∗
• Combination of trust region method and simplicial decomposition for convex constrained nonlinear optimization
• Stochastic network optimization models for investment planning
• Combining QCR and CHR for convex quadratic pure 0--1 programming problems with linear constraints
• A simplicial decomposition algorithm for solving the variational inequality formulation of the general traffic assignment problem for large scale network
• Finite method for a nonlinear allocation problem
• A decomposition algorithm for quadratic programming
• A smooth penalty function algorithm for network-structured problems
• Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
• Conditional subgradient optimization -- theory and applications
• Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis
• A survey of some mathematical programming models in transportation
• An Optimal Scanning Sensor Activation Policy for Parameter Estimation of Distributed Systems
• An oracle-based framework for robust combinatorial optimization
• A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
• D-optimal design of a monitoring network for parameter estimation of distributed systems
• A combinatorial approximation algorithm for supply chain network flow problem
• Single-projection procedure for linear optimization
• PolyCD: optimization via cycling through the vertices of a polytope
• Analysis of relaxations for the multi-item capacitated lot-sizing problem
• Restricted Simplicial Decomposition for Symmetric Convex Cost Flow Problems
• Screening for a reweighted penalized conditional gradient method
• Lagrangean relaxation. (With comments and rejoinder).
• Column generation algorithms for nonlinear optimization. II: Numerical investigations
• Dynamic traffic assignment: Considerations on some deterministic modelling approaches
• Least distance methods for the scheme of polytopes
• Finiteness in restricted simplicial decomposition
• Sensor network scheduling for identification of spatially distributed processes
• Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes
• A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs
• Variable-metric technique for the solution of affinely parametrized nondifferentiable optimal design problems
• On the effectiveness of Richardson extrapolation in data science
• Frank-Wolfe and friends: a journey into projection-free first-order optimization methods
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
• Simplicial Decomposition for Convex Generalized Networks
• Equivalence of some quadratic programming algorithms
• Modelling the number and location of sidings on a single line railway
• Asymptotic linear convergence of fully-corrective generalized conditional gradient methods

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